SUZLON
Suzlon Energy Limited
Historical option data for SUZLON
28 Apr 2026 04:10 PM IST
| SUZLON 26-May-2026 (27d) 55 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.66
Vega: 0
Theta: -0.05
Gamma: 0.04865
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 57.32 | 4.4 | 0.2600000000000007 | 47.04 | 713 | -21 | 1,821 | |||||||||
| 27 Apr | 56.93 | 4.16 | 1.8200000000000003 | 47.34 | 2,130 | -74 | 1,842 | |||||||||
| 24 Apr | 53.91 | 2.33 | -0.08999999999999986 | 42.67 | 1,703 | 319 | 1,916 | |||||||||
| 23 Apr | 53.73 | 2.46 | -0.6400000000000001 | 44.49 | 1,416 | 343 | 1,604 | |||||||||
| 22 Apr | 54.57 | 3.08 | 0.71 | 46.57 | 1,367 | 27 | 1,261 | |||||||||
| 21 Apr | 53.10 | 2.38 | 0 | 46.99 | 393 | -7 | 1,226 | |||||||||
| 20 Apr | 52.50 | 2.34 | -0.13000000000000034 | 49.99 | 583 | 128 | 1,238 | |||||||||
|
|
||||||||||||||||
| 17 Apr | 52.93 | 2.7 | 1.1700000000000002 | 46.72 | 2,074 | 634 | 1,103 | |||||||||
| 16 Apr | 50.25 | 1.6 | 0.3900000000000001 | 47.4 | 664 | 445 | 461 | |||||||||
| 15 Apr | 49.13 | 1.29 | 0.8700000000000001 | 48.9 | 24 | 11 | 11 | |||||||||
For Suzlon Energy Limited - strike price 55 expiring on 26MAY2026
Delta for 55 CE is 0.66
Historical price for 55 CE is as follows
On 28 Apr SUZLON was trading at 57.32. The strike last trading price was 4.4, which was 0.2600000000000007 higher than the previous day. The implied volatity was 47.04, the open interest changed by -21 which decreased total open position to 1821
On 27 Apr SUZLON was trading at 56.93. The strike last trading price was 4.16, which was 1.8200000000000003 higher than the previous day. The implied volatity was 47.34, the open interest changed by -74 which decreased total open position to 1842
On 24 Apr SUZLON was trading at 53.91. The strike last trading price was 2.33, which was -0.08999999999999986 lower than the previous day. The implied volatity was 42.67, the open interest changed by 319 which increased total open position to 1916
On 23 Apr SUZLON was trading at 53.73. The strike last trading price was 2.46, which was -0.6400000000000001 lower than the previous day. The implied volatity was 44.49, the open interest changed by 343 which increased total open position to 1604
On 22 Apr SUZLON was trading at 54.57. The strike last trading price was 3.08, which was 0.71 higher than the previous day. The implied volatity was 46.57, the open interest changed by 27 which increased total open position to 1261
On 21 Apr SUZLON was trading at 53.10. The strike last trading price was 2.38, which was 0 lower than the previous day. The implied volatity was 46.99, the open interest changed by -7 which decreased total open position to 1226
On 20 Apr SUZLON was trading at 52.50. The strike last trading price was 2.34, which was -0.13000000000000034 lower than the previous day. The implied volatity was 49.99, the open interest changed by 128 which increased total open position to 1238
On 17 Apr SUZLON was trading at 52.93. The strike last trading price was 2.7, which was 1.1700000000000002 higher than the previous day. The implied volatity was 46.72, the open interest changed by 634 which increased total open position to 1103
On 16 Apr SUZLON was trading at 50.25. The strike last trading price was 1.6, which was 0.3900000000000001 higher than the previous day. The implied volatity was 47.4, the open interest changed by 445 which increased total open position to 461
On 15 Apr SUZLON was trading at 49.13. The strike last trading price was 1.29, which was 0.8700000000000001 higher than the previous day. The implied volatity was 48.9, the open interest changed by 11 which increased total open position to 11
| SUZLON 26-May-2026 (27d) 55 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.34
Vega: 0
Theta: -0.04
Gamma: 0.04979
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 57.32 | 1.75 | -0.21999999999999997 | 45.86 | 982 | 127 | 416 |
| 27 Apr | 56.93 | 1.97 | -1.1900000000000002 | 46.06 | 878 | 77 | 292 |
| 24 Apr | 53.91 | 3.17 | -0.33999999999999986 | 42 | 308 | -132 | 215 |
| 23 Apr | 53.73 | 3.53 | 0.3899999999999997 | 46.44 | 176 | 41 | 346 |
| 22 Apr | 54.57 | 3.2 | -0.7799999999999998 | 47.38 | 315 | 210 | 305 |
| 21 Apr | 53.10 | 3.99 | -0.7400000000000002 | 46.59 | 42 | 14 | 95 |
| 20 Apr | 52.50 | 4.75 | 0.4500000000000002 | 49.9 | 70 | 22 | 82 |
| 17 Apr | 52.93 | 4.12 | -1.71 | 46.1 | 159 | 50 | 59 |
| 16 Apr | 50.25 | 5.74 | -4.99 | 45.64 | 11 | 7 | 7 |
| 15 Apr | 49.13 | 0 | 0 | - | 0 | 0 | 0 |
For Suzlon Energy Limited - strike price 55 expiring on 26MAY2026
Delta for 55 PE is -0.34
Historical price for 55 PE is as follows
On 28 Apr SUZLON was trading at 57.32. The strike last trading price was 1.75, which was -0.21999999999999997 lower than the previous day. The implied volatity was 45.86, the open interest changed by 127 which increased total open position to 416
On 27 Apr SUZLON was trading at 56.93. The strike last trading price was 1.97, which was -1.1900000000000002 lower than the previous day. The implied volatity was 46.06, the open interest changed by 77 which increased total open position to 292
On 24 Apr SUZLON was trading at 53.91. The strike last trading price was 3.17, which was -0.33999999999999986 lower than the previous day. The implied volatity was 42, the open interest changed by -132 which decreased total open position to 215
On 23 Apr SUZLON was trading at 53.73. The strike last trading price was 3.53, which was 0.3899999999999997 higher than the previous day. The implied volatity was 46.44, the open interest changed by 41 which increased total open position to 346
On 22 Apr SUZLON was trading at 54.57. The strike last trading price was 3.2, which was -0.7799999999999998 lower than the previous day. The implied volatity was 47.38, the open interest changed by 210 which increased total open position to 305
On 21 Apr SUZLON was trading at 53.10. The strike last trading price was 3.99, which was -0.7400000000000002 lower than the previous day. The implied volatity was 46.59, the open interest changed by 14 which increased total open position to 95
On 20 Apr SUZLON was trading at 52.50. The strike last trading price was 4.75, which was 0.4500000000000002 higher than the previous day. The implied volatity was 49.9, the open interest changed by 22 which increased total open position to 82
On 17 Apr SUZLON was trading at 52.93. The strike last trading price was 4.12, which was -1.71 lower than the previous day. The implied volatity was 46.1, the open interest changed by 50 which increased total open position to 59
On 16 Apr SUZLON was trading at 50.25. The strike last trading price was 5.74, which was -4.99 lower than the previous day. The implied volatity was 45.64, the open interest changed by 7 which increased total open position to 7
On 15 Apr SUZLON was trading at 49.13. The strike last trading price was 0, 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
