JSWENERGY JSW ENERGY LIMITED
JSW ENERGY LIMITED — on this desk since 18 Jul 2011.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 79.73 | 0 | 1,075 | 400 | 19,350 | −1,075 | 0.01 | — |
| — | 59.89 | 0 | 5,375 | 420 | 2,20,375 | +12,900 | 0.13 | short build-up |
| — | — | — | — | 430 | 27,950 | 0 | 0.38 | — |
| — | — | — | — | 440 | 1,99,950 | 0 | 1.45 | — |
| — | 31.89 | 0 | 18,275 | 450 | 2,08,550 | −79,550 | 2.60 | short covering |
| long unwinding | 23.89 | −2,150 | 2,62,300 | 460 | 5,70,825 | −66,650 | 4.45 | short covering |
| long unwinding | 17.75 | −18,275 | 2,94,550 | 470 | 5,20,300 | 0 | 7.40 | — |
| short build-up | 12.05 | +48,375 | 5,88,025 | 480at the money | 6,32,100 | −1,42,975 | 11.65 | short covering |
| long unwinding | 7.70 | −1,45,125 | 4,98,800 | 490 | 2,70,900 | −1,98,875 | 17.20 | short covering |
| short build-up | 4.80 | +15,050 | 12,87,850wall | 500 | 4,98,800 | −10,750 | 25.00 | short covering |
| long unwinding | 2.95 | −56,975 | 4,97,725 | 510 | 1,09,650 | 0 | 32.54 | — |
| short build-up | 1.75 | +56,975 | 5,84,800 | 520 | 3,69,800 | +2,150 | 41.35 | long build-up |
| long unwinding | 1.10 | −40,850 | 3,65,500 | 530 | 84,925 | 0 | 50.68 | — |
| long unwinding | 0.70 | −29,025 | 1,49,425 | 540 | 20,425 | 0 | 60.32 | — |
| long unwinding | 0.50 | −1,32,225 | 3,65,500 | 550 | 2,26,825 | −1,075 | 70.13 | short covering |
| long unwinding | 0.05 | −10,750 | 52,675 | 560 | 17,200 | 0 | 80.04 | — |
| long unwinding | 0.02 | −1,075 | 1,04,275 | 570 | 11,825 | 0 | 89.98 | — |
| long unwinding | 0.01 | −2,150 | 37,625 | 580 | 12,900 | 0 | 99.95 | — |
| — | 0.01 | 0 | 4,70,850 | 60012 strikes away | wall6,36,400 | 0 | 119.91 | — |
The options were priced for a move of about 4.9% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 141 of 283 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
The future traded 0.24% above the share.
Not in the F&O ban this session; open interest stood at 45% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.9% by 27 Oct; over the sessions the desk holds it ranged 1.5–9.3%.
Option prices were dearer than 80 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short build | 4.9% | 0.24% | |
| Wed 14 Oct | long build | 5.1% | 0.06% | |
| Tue 13 Oct | short build | 5.3% | 0.72% | |
| Mon 12 Oct | short cover | 5.4% | 0.07% | |
| Fri 9 Oct | short build | 5.7% | 0.55% | |
| Thu 8 Oct | short build | 6.4% | -0.20% | |
| Wed 7 Oct | long unwind | 5.8% | 0.20% | |
| Tue 6 Oct | long build | 5.9% | 0.56% | |
| Mon 5 Oct | short cover | 6.0% | -0.02% | |
| Thu 1 Oct | long unwind | 6.4% | 0.66% | |
| Wed 30 Sep | short build | 6.0% | -0.45% | |
| Tue 29 Sep | long build | 6.1% | -0.23% | |
| Mon 28 Sep | long unwind | 6.4% | 0.67% | |
| Fri 25 Sep | short build | 1.7% | 0.27% | |
| Thu 24 Sep | short build | 2.0% | -0.07% | |
| Wed 23 Sep | long build | 2.0% | -0.07% | |
| Tue 22 Sep | short cover | 2.3% | 0.35% | |
| Mon 21 Sep | long build | 2.7% | 0.23% | |
| Fri 18 Sep | long build | 3.6% | -1.54% | |
| Thu 17 Sep | long build | 3.3% | 0.20% |
After a name entered or left the ban
- This stock, on entering the ban: 4 of 12 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 5 of 12 times the close 5 sessions later was higher — too few to read much into.
- 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
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.
The lot size changed from 1,000 to 1,075 on 29 Apr 2026; contracts either side are compared in shares, not lots.