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WAAREEENER WAAREE ENERGIES LIMITED

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

WAAREE ENERGIES LIMITED — on this desk since 31 Dec 2025.

implied move
4.3%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
-0.63%
the future traded 0.63% below the share
option prices
38
dearer than 38 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
long unwinding172.79−17521,3502,34024,150−4,02514.25short covering
————2,35050,400+7,87515.45long build-up
long unwinding136.50−2,45040,7752,36043,400+70017.00long build-up
short build-up118.35+35024,3252,38035,875−2,10020.60short covering
long unwinding103.90−7,3502,43,0752,4001,24,775+5,25023.40long build-up
long unwinding113.01−3,15012,9502,42025,550+1,22530.85long build-up
long unwinding84.90−5,6001,00,8002,44070,000−4,90034.10short covering
long unwinding68.55−5,77568,7752,45043,575−3,85040.65short covering
short build-up64.35+2,10014,0002,4608,750+1,57544.25long build-up
short build-up54.95+4,02523,2752,48043,750+2,62553.80long build-up
short build-up43.35+10,3252,92,0752,500at the moneywall3,22,175−7,00063.90short covering
short build-up35.40+12,77542,1752,52028,350−1,05074.35short covering
short build-up28.35+11,02552,3252,5405,425−52586.25short covering
short build-up25.65+12,42575,4252,55010,500+1,75097.48long build-up
short build-up24.35+7,52519,4252,560————
short build-up15.70+12,4253,05,900wall2,60039,725−350131.55short covering
short build-up9.60+2,80048,3002,640————
————2,6501,2250170.25—
long unwinding6.05−37,8001,44,3752,70027,125−1,225227.45short covering
long build-up9.06+1753,8502,720————
————2,7501750257.72—

The options were priced for a move of about 4.3% 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, 21 of 64 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 0.63% below the share.

Not in the F&O ban this session; open interest stood at 74% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.3% by 27 Oct; over the sessions the desk holds it ranged 1.8–10.8%.

Option prices were dearer than 38 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 build4.3%-0.63%
Wed 14 Octlong build4.4%0.20%
Tue 13 Octlong build5.0%-0.18%
Mon 12 Octlong build5.5%-0.53%
Fri 9 Octshort cover5.9%-0.24%
Thu 8 Octshort build6.1%-0.13%
Wed 7 Octshort cover5.9%0.16%
Tue 6 Octshort cover6.0%0.11%
Mon 5 Octshort cover6.3%0.20%
Thu 1 Octlong unwind6.7%0.44%
Wed 30 Seplong unwind6.7%0.11%
Tue 29 Sepshort build6.8%0.13%
Mon 28 Seplong unwind6.9%-0.32%
Fri 25 Sepshort cover1.8%0.07%
Thu 24 Seplong unwind2.5%-0.49%
Wed 23 Seplong build2.2%-0.09%
Tue 22 Seplong build2.8%0.00%
Mon 21 Sepshort build3.0%-0.27%
Fri 18 Seplong build3.4%-1.35%
Thu 17 Sepshort build3.6%0.09%

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.