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Pre-open brief

ADANIENSOL ADANI ENERGY SOLUTION LTD

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

ADANI ENERGY SOLUTION LTD — on this desk since 29 Nov 2024.

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

implied move
5.7%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.61%
the future traded 0.61% above the share
option prices
61
dearer than 61 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—197.1506751,16077,625−3,3750.76long unwinding
—177.8001,3501,18023,625+4,0503.55short build-up
—158.8209,4501,200wall6,06,825+17,5504.60short build-up
—140.35038,4751,22057,375−16,8755.65long unwinding
short build-up128.75+67570,2001,2401,05,300−2,0257.05long unwinding
long unwinding105.69−2,02595,8501,2601,68,075+22,2759.05short build-up
long unwinding89.87−7,4251,68,7501,2804,29,300−16,20012.20long unwinding
long unwinding77.00−6759,67,275wall1,3003,21,300−18,22515.85long unwinding
long unwinding62.20−18,2251,57,2751,3201,20,825−10,12521.30long unwinding
long unwinding49.95−45,9002,13,9751,3402,51,775+24,30028.30short build-up
long unwinding38.60−24,3003,42,2251,360at the money2,67,300+36,45037.95short build-up
short build-up29.55+29,7002,24,7751,3803,86,100+40,50048.50short build-up
short build-up22.45+1,79,5509,51,7501,4001,80,225+6,75060.95short build-up
long unwinding16.40−7,4251,19,4751,42014,850081.49—
—12.5502,15,3251,440————
short build-up8.80+12,1501,73,4751,46033,7500113.00—
—6.55055,3501,4806750130.14—
long unwinding5.15−43,2003,61,1251,50046,5750147.99—
short build-up4.20+4,05025,6501,5202,0250166.41—
long unwinding3.25−4,72539,8251,5406,0750185.25—
long unwinding2.65−67518,2251,5604,7250204.43—

The options were priced for a move of about 5.7% 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, 60 of 115 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 0.61% above the share.

Not in the F&O ban this session; open interest stood at 65% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.7% by 27 Oct; over the sessions the desk holds it ranged 1.5–12.4%.

Option prices were dearer than 61 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 build5.7%0.61%
Wed 14 Octshort cover6.0%-0.11%
Tue 13 Octlong build6.0%0.29%
Mon 12 Octshort cover6.7%0.04%
Fri 9 Octlong build7.3%0.85%
Thu 8 Octlong unwind7.7%0.48%
Wed 7 Octshort build7.4%0.32%
Tue 6 Octlong build7.3%0.69%
Mon 5 Octlong build7.2%0.31%
Thu 1 Octlong build8.1%0.97%
Wed 30 Sepshort build7.4%0.74%
Tue 29 Seplong build7.5%1.59%
Mon 28 Sepshort build7.5%0.85%
Fri 25 Seplong unwind1.8%0.04%
Thu 24 Seplong unwind2.5%0.04%
Wed 23 Sepshort build2.5%0.14%
Tue 22 Sepshort build3.1%0.33%
Mon 21 Sepshort build3.4%0.62%
Fri 18 Sepshort cover3.8%-0.06%
Thu 17 Seplong build4.2%0.28%

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.