IREDA INDIAN RENEWABLE ENERGY

INDIAN RENEWABLE ENERGY — on this desk since 28 Feb 2025.

Results meeting in 3 days Mon 19 Oct 2026, as the company announced it to NSE

implied move
5.5%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.03%
the future traded level with the share
option prices
70
dearer than 70 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—8.8801,90,05010040,04,625−90,5000.66short covering
—7.8504,5251011,53,850−36,2000.79short covering
—7.00018,1001021,94,575+95,0250.56short build-up
—6.59036,2001035,11,325−27,1501.03short covering
————1031,35,750+85,9751.13long build-up
—5.43081,4501041,71,950+1,17,6501.37long build-up
long unwinding4.72−31,67510,63,37510528,55,275+3,66,5251.68long build-up
—4.06063,3501061,17,650+85,9751.98long build-up
short build-up3.68+4,5254,61,5501073,43,900−9,0502.35short covering
short build-up3.46+18,10013,48,4501089,45,725+4,5252.54long build-up
short build-up3.14+22,6253,30,325108at the money2,48,875+40,7252.80long build-up
short build-up2.67+22,6253,57,4751091,40,275+4,5252.98short build-up
long unwinding2.20−2,85,07548,41,750110wall45,29,525−7,28,5253.94short covering
long unwinding1.87−4,5254,34,40011176,92504.18—
short build-up1.32+31,6754,43,45011213,57504.86—
long unwinding1.42−9,05018,91,45011312,57,95005.22—
long build-up1.27+81,4502,39,8251139,05005.96—
—0.8301,13,12511418,10006.36—
long unwinding0.85−67,87548,55,3251158,86,900−13,5757.60short covering
short build-up0.71+1,17,6502,26,2501164,52508.03—
long build-up0.60+90,5002,66,97511718,100+9,0508.91long build-up
long unwinding0.33−18,10050,63,475wall12012 strikes away10,81,475−13,57511.68short covering

The options were priced for a move of about 5.5% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 75 of 166 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 level with the share.

Not in the F&O ban this session; open interest stood at 134% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.5% by 27 Oct; over the sessions the desk holds it ranged 1.9–9.6%.

Option prices were dearer than 70 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 build5.5%0.03%
Wed 14 Octlong build5.6%0.28%
Tue 13 Octlong build5.5%-0.05%
Mon 12 Octlong build5.5%-0.10%
Fri 9 Octshort cover5.9%-0.29%
Thu 8 Octshort build6.8%-0.66%
Wed 7 Octshort build6.1%-0.30%
Tue 6 Octlong build6.3%-0.54%
Mon 5 Octlong build6.8%-1.17%
Thu 1 Octshort build6.2%-3.79%
Wed 30 Sepshort build7.4%-2.53%
Tue 29 Sepshort cover6.5%-1.38%
Mon 28 Sepshort build8.0%-4.69%
Fri 25 Sepshort cover2.1%0.24%
Thu 24 Seplong unwind2.2%-0.31%
Wed 23 Sepshort cover2.4%-0.06%
Tue 22 Sepshort build2.7%-0.18%
Mon 21 Sepshort build2.8%-0.49%
Fri 18 Sepshort cover4.4%-2.85%
Thu 17 Seplong build3.6%-0.05%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 0 of 2 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 1 of 2 times the close 5 sessions later was higher — too few to read much into.
  • 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 3,450 to 4,525 on 29 Apr 2026; contracts either side are compared in shares, not lots.