SUZLON SUZLON ENERGY LIMITED

SUZLON ENERGY LIMITED — on this desk since 2 Jan 2006.

Prices before Mon 3 Oct 2022 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

implied move
4.9%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
-0.20%
the future traded 0.20% below the share
option prices
42
dearer than 42 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————311,39,700+50,8000.01—
————3236,06,800−1,27,0000.03long unwinding
————335,58,80000.01—
—7.0204,69,9003449,40,300+2,41,3000.01short build-up
short covering6.02−50,80012,19,2003552,45,100−9,65,2000.06long unwinding
short covering5.04−25,40017,52,600361,69,16,400+38,1000.09short build-up
short covering3.96−8,25,50055,24,5003765,27,800−12,31,9000.12long unwinding
short covering3.02−6,22,30065,40,500381,90,62,700−63,5000.20long unwinding
short covering2.22−6,09,60051,94,3003992,71,000−5,96,9000.35long unwinding
short covering1.49−22,98,7002,28,47,30040wall1,96,72,300+3,04,8000.62short build-up
short covering0.95−11,17,6001,32,58,80041at the money61,84,900+5,96,9001.07short build-up
short covering0.56−29,21,0002,23,90,1004271,62,800−10,54,1001.68long unwinding
long build-up0.34+16,51,0001,08,45,8004338,35,400−2,03,2002.45long unwinding
long unwinding0.20−8,00,1001,71,19,6004429,08,300−2,54,0003.31long unwinding
—0.14−7,49,3003,14,45,200wall4538,60,800−2,15,9004.07long unwinding
—0.10+2,92,10056,76,9004625,65,400−12,7005.20short covering
—0.07−3,17,50046,35,5004715,87,500−38,1005.98long unwinding
—0.05−22,35,20044,45,0004814,98,60006.97—
short covering0.05−10,16,00022,35,200492,41,300−50,8008.10—
long unwinding0.03−50,8001,86,94,4005028,70,200−12,7008.96long unwinding
short covering0.02−1,14,30010,54,1005176,20009.95—

The options were priced for a move of about 4.9% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 33 of 79 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.20% below the share.

Not in the F&O ban this session; open interest stood at 45% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.9% by 27 Oct; over the sessions the desk holds it ranged 1.9–11.6%.

Option prices were dearer than 42 of the past 252 sessions.

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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 Octlong build4.9%-0.20%
Wed 14 Octlong build5.1%-0.42%
Tue 13 Octlong build5.4%0.45%
Mon 12 Octshort cover6.3%-0.23%
Fri 9 Octshort cover6.9%0.27%
Thu 8 Octlong unwind7.7%0.19%
Wed 7 Octshort build7.2%0.31%
Tue 6 Octlong build7.2%0.46%
Mon 5 Octshort cover7.5%0.64%
Thu 1 Octlong unwind8.1%0.54%
Wed 30 Sepshort build8.1%0.20%
Tue 29 Sepshort cover8.6%1.22%
Mon 28 Seplong unwind8.5%0.20%
Fri 25 Sepshort cover2.5%0.15%
Thu 24 Seplong unwind3.3%-0.22%
Wed 23 Sepshort build3.1%-0.07%
Tue 22 Sepshort build3.1%0.30%
Mon 21 Seplong build3.3%0.44%
Fri 18 Sepshort cover3.8%0.72%
Thu 17 Sepshort cover4.2%0.59%

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 9,025 to 12,700 on 29 Apr 2026; contracts either side are compared in shares, not lots.