ABCAPITAL ADITYA BIRLA CAPITAL LTD.
ADITYA BIRLA CAPITAL LTD. — on this desk since 31 Dec 2021.
Results meeting in 14 days Fri 30 Oct 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 52.92 | 0 | 21,700 | 330 | 3,56,500 | −3,100 | 0.04 | long unwinding |
| — | — | — | — | 335 | 37,200 | +6,200 | 0.25 | long build-up |
| — | 43.08 | 0 | 3,100 | 340 | 3,99,900 | +21,700 | 0.19 | short build-up |
| — | — | — | — | 345 | 74,400 | 0 | 0.45 | — |
| — | 33.54 | 0 | 3,100 | 350 | 5,85,900 | −12,400 | 0.63 | long unwinding |
| — | — | — | — | 355 | 1,55,000 | +18,600 | 0.90 | short build-up |
| — | 24.65 | 0 | 93,000 | 360 | 7,50,200 | −6,200 | 1.25 | long unwinding |
| — | 20.60 | 0 | 1,45,700 | 365 | 3,37,900 | −24,800 | 1.90 | long unwinding |
| — | 15.30 | 0 | 4,03,000 | 370 | wall20,52,200 | +43,400 | 2.90 | short build-up |
| short covering | 11.80 | −1,02,300 | 7,19,200 | 375 | 4,83,600 | −80,600 | 4.20 | long unwinding |
| short covering | 8.60 | −1,55,000 | 14,44,600 | 380at the money | 16,21,300 | −5,05,300 | 6.10 | long unwinding |
| short covering | 6.10 | −55,800 | 16,98,800 | 385 | 14,78,700 | −27,900 | 8.70 | long unwinding |
| long build-up | 4.20 | +21,700 | 14,57,000 | 390 | 7,31,600 | −12,400 | 11.65 | long unwinding |
| short covering | 2.75 | −9,300 | 4,96,000 | 395 | 1,45,700 | 0 | 16.47 | — |
| short covering | 1.85 | −15,500 | 30,25,600wall | 400 | 4,12,300 | −3,100 | 20.18 | long unwinding |
| short covering | 2.21 | −12,400 | 4,03,000 | 405 | 43,400 | 0 | 24.19 | — |
| — | 0.80 | +6,200 | 9,98,200 | 410 | 3,44,100 | 0 | 28.47 | — |
| — | 0.50 | −3,100 | 4,34,000 | 415 | — | — | — | — |
| — | 0.40 | +15,500 | 6,07,600 | 420 | 80,600 | 0 | 37.59 | — |
| — | 0.40 | 0 | 2,26,300 | 425 | 12,400 | 0 | 42.34 | — |
| short covering | 0.24 | −31,000 | 8,02,900 | 430 | 18,600 | 0 | 47.18 | — |
The options were priced for a move of about 3.8% by 27 Oct.
Open interest
Long build: price rose and open interest rose.
For this stock, 177 of 326 times the close 5 sessions later was higher.
Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded level with the share.
Not in the F&O ban this session; open interest stood at 50% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.8% by 27 Oct; over the sessions the desk holds it ranged 1.6–9.3%.
Option prices were dearer than 26 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | long build | 3.8% | 0.01% | |
| Wed 14 Oct | short build | 4.3% | -0.04% | |
| Tue 13 Oct | long build | 4.3% | 0.34% | |
| Mon 12 Oct | long unwind | 4.8% | -0.05% | |
| Fri 9 Oct | long build | 5.0% | 0.54% | |
| Thu 8 Oct | short build | 5.4% | 0.73% | |
| Wed 7 Oct | long unwind | 5.5% | 0.12% | |
| Tue 6 Oct | short cover | 5.4% | -0.04% | |
| Mon 5 Oct | short cover | 5.7% | 0.07% | |
| Thu 1 Oct | long unwind | 6.1% | 0.13% | |
| Wed 30 Sep | long build | 5.7% | 0.63% | |
| Tue 29 Sep | short build | 5.8% | 1.30% | |
| Mon 28 Sep | short build | 5.8% | 0.57% | |
| Fri 25 Sep | short build | 1.6% | -0.35% | |
| Thu 24 Sep | short build | 2.3% | 0.08% | |
| Wed 23 Sep | long build | 2.0% | 0.02% | |
| Tue 22 Sep | short build | 2.5% | 0.05% | |
| Mon 21 Sep | long unwind | 2.6% | -0.10% | |
| Fri 18 Sep | short cover | 3.3% | -1.52% | |
| Thu 17 Sep | short cover | 3.4% | 0.17% |
After a name entered or left the ban
- This stock, on entering the ban: 1 of 1 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 2 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
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.