SWIGGY SWIGGY LIMITED

SWIGGY LIMITED — on this desk since 31 Dec 2025.

Results meeting in 6 days Thu 22 Oct 2026, as the company announced it to NSE

implied move
6.4%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.44%
the future traded 0.44% above the share
option prices
73
dearer than 73 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—39.3805,475190————
short build-up30.25+12,77521,9002001,64,250+1,8250.35long build-up
————2051,11,325+1,8250.90long build-up
short build-up21.10+7,30031,0252108,90,600+78,4751.50long build-up
—15.86025,5502151,36,875+7,3002.30long build-up
short build-up13.55+25,5501,78,85022010,40,250−5,4753.35short covering
short build-up10.00+51,1001,14,9752255,31,075+1,8254.95long build-up
short build-up7.30+4,61,72519,98,375230at the money23,96,225+1,38,7007.25long build-up
short build-up5.10+2,42,72525,42,22523512,17,275−2,00,7509.95short covering
long unwinding3.55−1,82538,28,850240wall38,76,300−6,98,97513.40short covering
short build-up2.40+82,12515,73,1502457,61,025−5,47517.40short covering
long unwinding1.65−25,55045,09,57525017,46,525−10,95021.60short covering
long unwinding1.15−40,15018,83,4002559,43,525025.97—
long unwinding0.80−5,47565,17,075wall26014,28,975+1,82530.74long build-up
long unwinding0.60−25,55030,29,5002654,23,400−1,82535.61short covering
long unwinding0.45−63,87536,79,20027011,66,175−16,42540.53short covering
long unwinding0.40−40,15012,02,6752752,39,075−1,82545.50short covering
long unwinding0.30−7,55,55047,34,0502807,11,750050.47—

The options were priced for a move of about 6.4% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 29 of 79 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 0.44% above the share.

Not in the F&O ban this session; open interest stood at 36% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 6.4% by 27 Oct; over the sessions the desk holds it ranged 2.3–11.5%.

Option prices were dearer than 73 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 build6.4%0.44%
Wed 14 Octshort build6.3%0.41%
Tue 13 Octshort cover6.3%0.47%
Mon 12 Octlong unwind6.8%0.63%
Fri 9 Octshort build7.0%0.30%
Thu 8 Octshort build7.5%0.30%
Wed 7 Octshort cover6.7%0.06%
Tue 6 Octlong build7.1%0.61%
Mon 5 Octshort build7.5%0.38%
Thu 1 Octshort build8.3%0.78%
Wed 30 Seplong unwind8.0%0.42%
Tue 29 Seplong unwind7.9%0.24%
Mon 28 Seplong unwind8.1%0.76%
Fri 25 Seplong unwind2.3%0.42%
Thu 24 Sepshort build3.2%0.28%
Wed 23 Seplong unwind3.1%-0.04%
Tue 22 Seplong build3.3%0.44%
Mon 21 Sepshort build3.7%0.29%
Fri 18 Seplong unwind4.0%1.54%
Thu 17 Sepshort cover4.2%0.34%

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 1,300 to 1,825 on 29 Apr 2026; contracts either side are compared in shares, not lots.