Suzlon Energy Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 38 | ₹— | —% | — | +1.8 L | 3.6 L |
| 0 | 0 | — | —% | ₹— | 39 | ₹— | —% | — | 0 | 0 |
| 10.0 L | +6.9 L | — | —% | ₹— | 40 | ₹— | —% | — | +1.4 L | 23.9 L |
| 1.0 L | 0 | — | —% | ₹— | 41 | ₹— | —% | — | +1.4 L | 14.7 L |
| 3.0 L | 0 | — | —% | ₹— | 42 | ₹— | —% | — | +3.3 L | 26.5 L |
| 3.3 L | +13K | — | —% | ₹— | 43 | ₹— | —% | — | +4.7 L | 31.5 L |
| 17.1 L | +6.7 L | — | —% | ₹— | 44 | ₹— | —% | — | +5.3 L | 52.6 L |
| 54.9 L | +21.2 L | — | —% | ₹— | 45 | ₹— | —% | — | +1.8 L | 86.0 L |
| 1.02 Cr | +46.1 L | — | —% | ₹— | 46 | ₹— | —% | — | +1.0 L | 83.9 L |
| 2.45 Cr | +28.3 L | — | —% | ₹— | 47 | ₹— | —% | — | +3.0 L | 1.19 Cr |
| 1.65 Cr | +23.1 L | — | —% | ₹— | 48 | ₹— | —% | — | +1.7 L | 67.8 L |
| 80.3 L | +4.2 L | — | —% | ₹— | 49 | ₹— | —% | — | 0 | 21.3 L |
| 3.66 Cr | +54.6 L | — | —% | ₹— | 50ATM | ₹— | —% | — | +25K | 94.5 L |
| 68.3 L | +11.9 L | — | —% | ₹— | 51 | ₹— | —% | — | +1.1 L | 9.4 L |
| 1.76 Cr | +13.1 L | — | —% | ₹— | 52 | ₹— | —% | — | -38K | 11.0 L |
| 50.2 L | +76K | — | —% | ₹— | 53 | ₹— | —% | — | -3.6 L | 16.4 L |
| 37.1 L | +3.7 L | — | —% | ₹— | 54 | ₹— | —% | — | 0 | 8.0 L |
| 61.7 L | +1.0 L | — | —% | ₹— | 55 | ₹— | —% | — | 0 | 26.8 L |
| 71.2 L | +76K | — | —% | ₹— | 56 | ₹— | —% | — | 0 | 22.6 L |
| 6.5 L | -51K | — | —% | ₹— | 58 | ₹— | —% | — | 0 | 17.9 L |
| 1.95 Cr | +1.0 L | — | —% | ₹— | 60 | ₹— | —% | — | 0 | 11.6 L |
| 8.9 L | 0 | — | —% | ₹— | 62 | ₹— | —% | — | — | — |
| 1.1 L | 0 | — | —% | ₹— | 64 | ₹— | —% | — | 0 | 3.9 L |
| 4.7 L | 0 | — | —% | ₹— | 68 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
The open‑interest (OI) cluster is tight around the ₹45–₹46 band, where the highest call OI sits at the ₹45 strike (22 k contracts) and the highest put OI sits at the ₹44 strike (22 k contracts). This concentration suggests market participants view the ₹44–₹46 range as the primary support‑resistance corridor for the September expiry. The ATM implied volatility of 27.61 % implies a modest one‑month premium, reinforcing the view that large‑cap moves beyond this band are priced at a premium.
OI Buildup Activity
During the latest trading session, fresh call OI adds are evident at ₹50 (+54 k), ₹46 (+46 k) and ₹47 (+27 k) contracts, indicating that writers are strengthening positions near the upper resistance zone. On the put side, new OI accrues at ₹44 (+5 k), ₹43 (+4 k) and ₹42 (+3 k) contracts, reflecting additional protection below the identified support level. The magnitude of these additions—particularly the 300‑contract surge at the ₹50 strike—shows that market makers are hedging exposure around the extreme ends of the implied range.
Volatility Read
The ATM implied volatility stands at 27.61 %, marking a relatively elevated premium for the near‑term option series. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than equivalent puts, indicating that pricing pressures are tilted toward downside protection.
Key OI Levels
The strikes with the heaviest open‑interest are ₹45 for calls (22 k) and ₹44 for puts (22 k).