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ADANIGREEN ADANI GREEN ENERGY LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

ADANI GREEN ENERGY LTD — on this desk since 29 Nov 2024.

Results meeting in 5 days Wed 21 Oct 2026, as the company announced it to NSE

implied move
5.8%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.13%
the future traded 0.13% above the share
option prices
57
dearer than 57 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—209.7001,2001,1001,75,800+6000.53short build-up
—190.1901,2001,12049,200−5,4003.00short covering
————1,14094,200+5,4003.70long build-up
—152.18012,0001,1602,16,600+3,6004.75long build-up
—133.97014,4001,1801,09,200−6,0006.15short covering
long unwinding116.52−3,0001,72,2001,2006,01,800−33,6008.25short covering
long unwinding100.04−37,8001,24,2001,2201,98,000−2,40011.20short covering
short build-up82.05+6003,33,6001,2403,49,200+36,60014.75long build-up
long unwinding67.95−8,4003,37,8001,2606,42,000−51,60019.55short covering
short build-up54.25+7,2003,03,6001,2802,43,000025.80—
long unwinding41.95−35,4009,03,600wall1,300at the moneywall7,32,600+83,40033.55long build-up
long unwinding31.70−7,8003,55,2001,3202,55,600−14,40042.95short covering
long unwinding23.40−37,2003,02,4001,3401,47,000−3,00054.55short covering
long unwinding17.10−93,0005,98,2001,3601,39,800−6,60069.20short covering
long unwinding12.15−4,8004,87,8001,38064,200−60087.13short covering
long unwinding8.70−4,2006,71,4001,4004,33,200−3,60099.00short covering
short build-up6.20+18,0002,44,2001,42013,8000119.30—
short build-up4.50+13,8001,55,4001,4406000136.68—
long unwinding3.30−2,40093,0001,4601,2000154.72—
long unwinding2.45−15,0002,16,0001,4802,80,800−19,200173.27short covering
short build-up1.44+1,2001,59,6001,5201,38,600−7,200211.47short covering

The options were priced for a move of about 5.8% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 65 of 138 times the close 5 sessions later was higher.

Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.13% above the share.

Not in the F&O ban this session; open interest stood at 46% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.8% by 27 Oct; over the sessions the desk holds it ranged 2.2–11.7%.

Option prices were dearer than 57 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort build5.8%0.13%
Wed 14 Octshort cover5.8%-0.04%
Tue 13 Octlong build6.1%0.15%
Mon 12 Octshort cover6.8%-0.44%
Fri 9 Octshort cover7.1%-0.21%
Thu 8 Octshort build8.0%0.21%
Wed 7 Octshort cover6.7%0.37%
Tue 6 Octshort cover6.6%0.17%
Mon 5 Octlong build6.8%0.45%
Thu 1 Octshort cover7.2%0.89%
Wed 30 Sepshort cover6.7%-0.02%
Tue 29 Sepshort cover7.1%0.03%
Mon 28 Sepshort build7.4%0.22%
Fri 25 Sepshort cover2.3%-0.24%
Thu 24 Sepshort build2.5%-0.10%
Wed 23 Sepshort build2.6%0.30%
Tue 22 Seplong build3.0%0.24%
Mon 21 Seplong unwind3.3%0.10%
Fri 18 Sepshort cover4.1%-1.01%
Thu 17 Seplong build4.1%-0.13%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.