Suzlon Energy Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 25K | 0 | — | —% | ₹— | 30 | ₹— | —% | — | +26.8 L | 54.5 L |
| 0 | 0 | — | —% | ₹— | 31 | ₹— | —% | — | +1.5 L | 29.3 L |
| 0 | 0 | — | —% | ₹— | 32 | ₹— | —% | — | +4.3 L | 11.7 L |
| 0 | 0 | — | —% | ₹— | 33 | ₹— | —% | — | +1.3 L | 37.0 L |
| 1.3 L | 0 | — | —% | ₹— | 34 | ₹— | —% | — | +11.0 L | 22.7 L |
| 13.0 L | +3.8 L | — | —% | ₹— | 35 | ₹— | —% | — | +2.4 L | 41.9 L |
| 24.0 L | +7.5 L | — | —% | ₹— | 36 | ₹— | —% | — | +10.5 L | 47.2 L |
| 61.3 L | +10.0 L | — | —% | ₹— | 37 | ₹— | —% | — | +15.9 L | 70.4 L |
| 1.06 Cr | +9.9 L | — | —% | ₹— | 38 | ₹— | —% | — | +2.5 L | 75.1 L |
| 36.4 L | +89K | — | —% | ₹— | 39 | ₹— | —% | — | +76K | 18.3 L |
| 1.89 Cr | +38K | — | —% | ₹— | 40ATM | ₹— | —% | — | +1.7 L | 44.2 L |
| 73.0 L | +12.6 L | — | —% | ₹— | 41 | ₹— | —% | — | -13K | 16.6 L |
| 67.3 L | +5.0 L | — | —% | ₹— | 42 | ₹— | —% | — | 0 | 12.8 L |
| 30.0 L | -4.4 L | — | —% | ₹— | 43 | ₹— | —% | — | 0 | 6.1 L |
| 34.9 L | +38K | — | —% | ₹— | 44 | ₹— | —% | — | 0 | 8.6 L |
| 1.39 Cr | +38.9 L | — | —% | ₹— | 45 | ₹— | —% | — | -5.1 L | 27.3 L |
| 37.6 L | +3.7 L | — | —% | ₹— | 46 | ₹— | —% | — | +13K | 26.3 L |
| 49.0 L | +9.3 L | — | —% | ₹— | 48 | ₹— | —% | — | 0 | 15.2 L |
| 1.54 Cr | +11.7 L | — | —% | ₹— | 50 | ₹— | —% | — | +25K | 40.4 L |
| 5.0 L | -25K | — | —% | ₹— | 52 | ₹— | —% | — | — | — |
| 2.2 L | +1.9 L | — | —% | ₹— | 54 | ₹— | —% | — | — | — |
| 19.1 L | +1.4 L | — | —% | ₹— | 56 | ₹— | —% | — | 0 | 14.0 L |
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 call side shows a concentration at the ₹45 strike with 45 contracts added, driven by hedging activity, followed by ₹41 and ₹50 strikes. On the put side, the ₹30 strike leads with 30 contracts added, reflecting protection demand, then ₹37 and ₹34 strikes. This pattern suggests the market is pricing a near‑term range roughly between ₹30 and ₹50, with the current spot at ₹37.3 sitting near the midpoint and anticipates pressure.
OI Buildup Activity
The highest open interest for calls sits at the ₹45 strike with 18 contracts, indicating a nascent resistance level that may act as a barrier if prices rise. Put open interest peaks at the ₹30 strike also with 18 contracts, marking a tentative support zone providing a cushion for downside moves significantly today. Recent additions of 45 call contracts (+38 at ₹45, +86 at ₹41, +200 at ₹50) and 30 put contracts (+26 at ₹30, +79 at ₹37, +04 at ₹34) reflect active positioning by writers and speculators as market participants adjust to evolving price dynamics.
Volatility Read
The at‑the‑money implied volatility stands at 50.17%, signaling elevated expectations of price movement and underscores heightened uncertainty in the near term. A bearish skew indicates that out‑of‑the‑money puts are priced relatively higher than calls, implying downside bias.
Key OI Levels
The strikes with the highest open interest are ₹45 on the call side and ₹30 on the put side.