SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
02 Mar 2026 04:14 PM IST
| SUZLON 30-MAR-2026 45 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.21
Vega: 0.03
Theta: -0.02
Gamma: 0.07
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 2 Mar | 40.95 | 0.45 | -0.41 | 35.6 | 3,194 | 718 | 2,406 | |||||||||
| 27 Feb | 42.67 | 0.88 | -0.27 | 33.23 | 1,091 | 217 | 1,687 | |||||||||
| 26 Feb | 43.27 | 1.16 | -0.06 | 33.14 | 1,289 | 70 | 1,470 | |||||||||
| 25 Feb | 43.18 | 1.23 | -0.32 | 34.8 | 2,701 | 351 | 1,399 | |||||||||
| 24 Feb | 44.13 | 1.65 | 0.05 | 32.59 | 1,454 | 298 | 1,058 | |||||||||
| 23 Feb | 44.25 | 1.62 | -0.34 | 31.75 | 1,035 | 209 | 760 | |||||||||
| 20 Feb | 44.46 | 1.93 | -0.31 | 35.07 | 763 | 261 | 524 | |||||||||
| 19 Feb | 45.25 | 2.15 | -0.74 | 32.1 | 78 | 41 | 261 | |||||||||
| 18 Feb | 46.09 | 2.86 | 0 | 32.84 | 28 | 9 | 218 | |||||||||
| 17 Feb | 45.94 | 2.86 | -0.32 | 34.51 | 70 | 49 | 209 | |||||||||
| 16 Feb | 46.21 | 3.15 | 0.37 | 34.76 | 180 | 115 | 160 | |||||||||
| 13 Feb | 45.67 | 2.75 | -0.9 | 32.72 | 41 | 34 | 44 | |||||||||
| 12 Feb | 46.81 | 3.65 | 0.13 | 35.02 | 1 | 0 | 9 | |||||||||
| 11 Feb | 47.38 | 3.52 | -0.5 | 23.94 | 2 | 1 | 8 | |||||||||
| 10 Feb | 47.69 | 4.02 | -0.43 | 30.16 | 2 | 1 | 7 | |||||||||
| 9 Feb | 48.19 | 4.45 | 0.31 | - | 0 | 0 | 6 | |||||||||
| 6 Feb | 48.04 | 4.45 | 0.31 | 30.86 | 5 | 4 | 5 | |||||||||
| 5 Feb | 47.85 | 4.14 | 0.05 | 28.57 | 1 | 0 | 0 | |||||||||
| 4 Feb | 49.77 | 4.09 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 49.16 | 4.09 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 46.99 | 4.09 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 46.17 | 4.09 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 30 Jan | 47.67 | 4.09 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 47.44 | 4.09 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 47.80 | 4.09 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Suzlon Energy Limited - strike price 45 expiring on 30MAR2026
Delta for 45 CE is 0.21
Historical price for 45 CE is as follows
On 2 Mar SUZLON was trading at 40.95. The strike last trading price was 0.45, which was -0.41 lower than the previous day. The implied volatity was 35.6, the open interest changed by 718 which increased total open position to 2406
On 27 Feb SUZLON was trading at 42.67. The strike last trading price was 0.88, which was -0.27 lower than the previous day. The implied volatity was 33.23, the open interest changed by 217 which increased total open position to 1687
On 26 Feb SUZLON was trading at 43.27. The strike last trading price was 1.16, which was -0.06 lower than the previous day. The implied volatity was 33.14, the open interest changed by 70 which increased total open position to 1470
On 25 Feb SUZLON was trading at 43.18. The strike last trading price was 1.23, which was -0.32 lower than the previous day. The implied volatity was 34.8, the open interest changed by 351 which increased total open position to 1399
On 24 Feb SUZLON was trading at 44.13. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 32.59, the open interest changed by 298 which increased total open position to 1058
On 23 Feb SUZLON was trading at 44.25. The strike last trading price was 1.62, which was -0.34 lower than the previous day. The implied volatity was 31.75, the open interest changed by 209 which increased total open position to 760
On 20 Feb SUZLON was trading at 44.46. The strike last trading price was 1.93, which was -0.31 lower than the previous day. The implied volatity was 35.07, the open interest changed by 261 which increased total open position to 524
On 19 Feb SUZLON was trading at 45.25. The strike last trading price was 2.15, which was -0.74 lower than the previous day. The implied volatity was 32.1, the open interest changed by 41 which increased total open position to 261
On 18 Feb SUZLON was trading at 46.09. The strike last trading price was 2.86, which was 0 lower than the previous day. The implied volatity was 32.84, the open interest changed by 9 which increased total open position to 218
On 17 Feb SUZLON was trading at 45.94. The strike last trading price was 2.86, which was -0.32 lower than the previous day. The implied volatity was 34.51, the open interest changed by 49 which increased total open position to 209
On 16 Feb SUZLON was trading at 46.21. The strike last trading price was 3.15, which was 0.37 higher than the previous day. The implied volatity was 34.76, the open interest changed by 115 which increased total open position to 160
On 13 Feb SUZLON was trading at 45.67. The strike last trading price was 2.75, which was -0.9 lower than the previous day. The implied volatity was 32.72, the open interest changed by 34 which increased total open position to 44
On 12 Feb SUZLON was trading at 46.81. The strike last trading price was 3.65, which was 0.13 higher than the previous day. The implied volatity was 35.02, the open interest changed by 0 which decreased total open position to 9
On 11 Feb SUZLON was trading at 47.38. The strike last trading price was 3.52, which was -0.5 lower than the previous day. The implied volatity was 23.94, the open interest changed by 1 which increased total open position to 8
On 10 Feb SUZLON was trading at 47.69. The strike last trading price was 4.02, which was -0.43 lower than the previous day. The implied volatity was 30.16, the open interest changed by 1 which increased total open position to 7
On 9 Feb SUZLON was trading at 48.19. The strike last trading price was 4.45, which was 0.31 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 6 Feb SUZLON was trading at 48.04. The strike last trading price was 4.45, which was 0.31 higher than the previous day. The implied volatity was 30.86, the open interest changed by 4 which increased total open position to 5
On 5 Feb SUZLON was trading at 47.85. The strike last trading price was 4.14, which was 0.05 higher than the previous day. The implied volatity was 28.57, the open interest changed by 0 which decreased total open position to 0
On 4 Feb SUZLON was trading at 49.77. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Feb SUZLON was trading at 49.16. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Feb SUZLON was trading at 46.99. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SUZLON was trading at 46.17. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Jan SUZLON was trading at 47.67. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SUZLON was trading at 47.44. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan SUZLON was trading at 47.80. The strike last trading price was 4.09, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| SUZLON 30MAR2026 45 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.03
Theta: -0.01
Gamma: 0.07
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 2 Mar | 40.95 | 4.19 | 1.23 | 38.12 | 183 | -54 | 1,491 |
| 27 Feb | 42.67 | 2.97 | 0.44 | 35.86 | 89 | -3 | 1,545 |
| 26 Feb | 43.27 | 2.59 | -0.08 | 36.39 | 203 | -13 | 1,548 |
| 25 Feb | 43.18 | 2.68 | 0.59 | 36.49 | 715 | 0 | 1,561 |
| 24 Feb | 44.13 | 1.99 | -0.02 | 34.58 | 831 | 224 | 1,560 |
| 23 Feb | 44.25 | 2 | -0.16 | 34.11 | 1,684 | 676 | 1,336 |
| 20 Feb | 44.46 | 2.22 | 0.43 | 37.45 | 1,228 | 435 | 660 |
| 19 Feb | 45.25 | 1.88 | 0.44 | 36.56 | 110 | 74 | 224 |
| 18 Feb | 46.09 | 1.46 | -0.07 | 36.17 | 114 | -11 | 148 |
| 17 Feb | 45.94 | 1.57 | 0.13 | 36.44 | 92 | 40 | 158 |
| 16 Feb | 46.21 | 1.46 | -0.2 | 36.57 | 102 | 64 | 118 |
| 13 Feb | 45.67 | 1.66 | 0.45 | 35.34 | 47 | 27 | 53 |
| 12 Feb | 46.81 | 1.21 | 0.11 | 34.06 | 10 | 4 | 26 |
| 11 Feb | 47.38 | 1.1 | 0.06 | 35.02 | 18 | 5 | 22 |
| 10 Feb | 47.69 | 1.05 | 0.07 | 34.8 | 11 | 5 | 15 |
| 9 Feb | 48.19 | 0.96 | -0.04 | 35.09 | 3 | 1 | 9 |
| 6 Feb | 48.04 | 1 | -0.06 | 34.51 | 10 | 1 | 5 |
| 5 Feb | 47.85 | 1.06 | 0.15 | 34.14 | 1 | 0 | 4 |
| 4 Feb | 49.77 | 0.91 | -0.16 | 39.48 | 2 | 0 | 2 |
| 3 Feb | 49.16 | 1.07 | -0.93 | 40.06 | 4 | 0 | 1 |
| 2 Feb | 46.99 | 2 | -0.83 | 45.49 | 1 | 0 | 0 |
| 1 Feb | 46.17 | 2.83 | 0 | 4.22 | 0 | 0 | 0 |
| 30 Jan | 47.67 | 2.83 | 0 | 6.57 | 0 | 0 | 0 |
| 29 Jan | 47.44 | 2.83 | 0 | 6.34 | 0 | 0 | 0 |
| 28 Jan | 47.80 | 2.83 | 0 | 7.02 | 0 | 0 | 0 |
For Suzlon Energy Limited - strike price 45 expiring on 30MAR2026
Delta for 45 PE is -0.78
Historical price for 45 PE is as follows
On 2 Mar SUZLON was trading at 40.95. The strike last trading price was 4.19, which was 1.23 higher than the previous day. The implied volatity was 38.12, the open interest changed by -54 which decreased total open position to 1491
On 27 Feb SUZLON was trading at 42.67. The strike last trading price was 2.97, which was 0.44 higher than the previous day. The implied volatity was 35.86, the open interest changed by -3 which decreased total open position to 1545
On 26 Feb SUZLON was trading at 43.27. The strike last trading price was 2.59, which was -0.08 lower than the previous day. The implied volatity was 36.39, the open interest changed by -13 which decreased total open position to 1548
On 25 Feb SUZLON was trading at 43.18. The strike last trading price was 2.68, which was 0.59 higher than the previous day. The implied volatity was 36.49, the open interest changed by 0 which decreased total open position to 1561
On 24 Feb SUZLON was trading at 44.13. The strike last trading price was 1.99, which was -0.02 lower than the previous day. The implied volatity was 34.58, the open interest changed by 224 which increased total open position to 1560
On 23 Feb SUZLON was trading at 44.25. The strike last trading price was 2, which was -0.16 lower than the previous day. The implied volatity was 34.11, the open interest changed by 676 which increased total open position to 1336
On 20 Feb SUZLON was trading at 44.46. The strike last trading price was 2.22, which was 0.43 higher than the previous day. The implied volatity was 37.45, the open interest changed by 435 which increased total open position to 660
On 19 Feb SUZLON was trading at 45.25. The strike last trading price was 1.88, which was 0.44 higher than the previous day. The implied volatity was 36.56, the open interest changed by 74 which increased total open position to 224
On 18 Feb SUZLON was trading at 46.09. The strike last trading price was 1.46, which was -0.07 lower than the previous day. The implied volatity was 36.17, the open interest changed by -11 which decreased total open position to 148
On 17 Feb SUZLON was trading at 45.94. The strike last trading price was 1.57, which was 0.13 higher than the previous day. The implied volatity was 36.44, the open interest changed by 40 which increased total open position to 158
On 16 Feb SUZLON was trading at 46.21. The strike last trading price was 1.46, which was -0.2 lower than the previous day. The implied volatity was 36.57, the open interest changed by 64 which increased total open position to 118
On 13 Feb SUZLON was trading at 45.67. The strike last trading price was 1.66, which was 0.45 higher than the previous day. The implied volatity was 35.34, the open interest changed by 27 which increased total open position to 53
On 12 Feb SUZLON was trading at 46.81. The strike last trading price was 1.21, which was 0.11 higher than the previous day. The implied volatity was 34.06, the open interest changed by 4 which increased total open position to 26
On 11 Feb SUZLON was trading at 47.38. The strike last trading price was 1.1, which was 0.06 higher than the previous day. The implied volatity was 35.02, the open interest changed by 5 which increased total open position to 22
On 10 Feb SUZLON was trading at 47.69. The strike last trading price was 1.05, which was 0.07 higher than the previous day. The implied volatity was 34.8, the open interest changed by 5 which increased total open position to 15
On 9 Feb SUZLON was trading at 48.19. The strike last trading price was 0.96, which was -0.04 lower than the previous day. The implied volatity was 35.09, the open interest changed by 1 which increased total open position to 9
On 6 Feb SUZLON was trading at 48.04. The strike last trading price was 1, which was -0.06 lower than the previous day. The implied volatity was 34.51, the open interest changed by 1 which increased total open position to 5
On 5 Feb SUZLON was trading at 47.85. The strike last trading price was 1.06, which was 0.15 higher than the previous day. The implied volatity was 34.14, the open interest changed by 0 which decreased total open position to 4
On 4 Feb SUZLON was trading at 49.77. The strike last trading price was 0.91, which was -0.16 lower than the previous day. The implied volatity was 39.48, the open interest changed by 0 which decreased total open position to 2
On 3 Feb SUZLON was trading at 49.16. The strike last trading price was 1.07, which was -0.93 lower than the previous day. The implied volatity was 40.06, the open interest changed by 0 which decreased total open position to 1
On 2 Feb SUZLON was trading at 46.99. The strike last trading price was 2, which was -0.83 lower than the previous day. The implied volatity was 45.49, the open interest changed by 0 which decreased total open position to 0
On 1 Feb SUZLON was trading at 46.17. The strike last trading price was 2.83, which was 0 lower than the previous day. The implied volatity was 4.22, the open interest changed by 0 which decreased total open position to 0
On 30 Jan SUZLON was trading at 47.67. The strike last trading price was 2.83, which was 0 lower than the previous day. The implied volatity was 6.57, the open interest changed by 0 which decreased total open position to 0
On 29 Jan SUZLON was trading at 47.44. The strike last trading price was 2.83, which was 0 lower than the previous day. The implied volatity was 6.34, the open interest changed by 0 which decreased total open position to 0
On 28 Jan SUZLON was trading at 47.80. The strike last trading price was 2.83, which was 0 lower than the previous day. The implied volatity was 7.02, the open interest changed by 0 which decreased total open position to 0
