POWERINDIA HITACHI ENERGY INDIA LTD

HITACHI ENERGY INDIA LTD — on this desk since 1 Oct 2025.

implied move
5.3%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.66%
the future traded 0.66% above the share
option prices
46
dearer than 46 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—3,850.40090025,00012,450+6,22558.10long build-up
————25,500300+30075.25—
—2,926.37+505026,00011,450+11,450102.90—
short build-up2,100.00+2532527,00020,000+5,850192.45long build-up
—1,722.2307527,5002,900+2,900270.75—
short build-up1,333.80+3,4003,50028,00042,100+20,325399.40long build-up
—1,010.25+13,75013,75028,50014,025+8,775569.65long build-up
short build-up736.95+36,67538,82529,000at the moneywall48,600+9,975782.65long build-up
short build-up531.95+25,25028,52529,50014,050+3,0501,057.55long build-up
short build-up376.00+38,85073,50030,00031,925−2001,393.75short covering
short build-up264.35+16,35038,72530,50013,050+3001,799.65long build-up
short build-up184.70+17,70066,07531,00031,925−1,6002,233.80short covering
short build-up135.15+12,80045,65031,50013,450−2252,595.35short covering
short build-up101.65+23,55092,700wall32,00026,000−1753,131.80short covering
short build-up76.40+14,92535,10032,5002,400−753,749.72short covering
short build-up57.00+8,35053,87533,0007,175−254,221.57short covering
short build-up43.65+2,27510,70033,5001,25004,702.22—
short build-up31.00+4,52534,72534,00045005,189.10—

The options were priced for a move of about 5.3% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 34 of 75 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 0.66% above the share.

Not in the F&O ban this session; open interest stood at 76% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.3% by 27 Oct; over the sessions the desk holds it ranged 1.9–13.2%.

Option prices were dearer than 46 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 build5.3%0.66%
Wed 14 Octshort cover5.2%0.13%
Tue 13 Octshort build5.4%0.38%
Mon 12 Octlong build5.7%-0.06%
Fri 9 Octshort build5.9%0.59%
Thu 8 Octshort build6.4%0.03%
Wed 7 Octshort build6.3%0.30%
Tue 6 Octlong build6.4%0.81%
Mon 5 Octshort cover6.6%0.22%
Thu 1 Octshort cover7.0%0.34%
Wed 30 Seplong unwind6.9%0.00%
Tue 29 Sepshort cover6.8%0.16%
Mon 28 Sepshort build7.1%-0.03%
Fri 25 Seplong build1.9%-0.14%
Thu 24 Sepshort build2.3%0.11%
Wed 23 Sepshort build2.7%-0.05%
Tue 22 Sepshort build3.2%0.16%
Mon 21 Sepshort build3.5%0.06%
Fri 18 Sepshort cover4.0%-1.27%
Thu 17 Seplong build4.5%0.64%

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.

The lot size changed from 50 to 25 on 29 Apr 2026; contracts either side are compared in shares, not lots.