ANANDRATHI
ANANDRATHI — on this desk since 30 Sep 2026.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 1,940 | 25,000 | +4,250 | 2.85 | long build-up |
| — | — | — | — | 1,960 | 19,000 | +2,000 | 3.65 | short build-up |
| — | — | — | — | 1,980 | 20,000 | +7,500 | 1.38 | short build-up |
| long build-up | 148.73 | +250 | 13,750 | 2,000 | 1,87,250 | −1,37,750 | 6.40 | long unwinding |
| short covering | 130.30 | −250 | 4,250 | 2,020 | 52,500 | +17,250 | 8.30 | short build-up |
| short covering | 124.75 | −500 | 19,750 | 2,040 | 1,24,750 | −12,000 | 10.85 | long unwinding |
| short covering | 108.50 | −2,750 | 65,500 | 2,060 | 83,750 | −16,250 | 13.60 | long unwinding |
| short covering | 80.23 | −1,000 | 31,500 | 2,080 | 44,250 | +1,500 | 17.70 | short build-up |
| short covering | 77.60 | −21,750 | 4,88,250wall | 2,100 | wall7,58,750 | +40,000 | 22.65 | short build-up |
| long build-up | 62.45 | +6,500 | 69,750 | 2,120 | 56,750 | +10,750 | 29.35 | short build-up |
| long build-up | 52.30 | +14,500 | 1,18,000 | 2,140at the money | 1,19,500 | +17,000 | 35.70 | short build-up |
| long build-up | 41.70 | +1,500 | 1,01,000 | 2,160 | 3,250 | 0 | 45.86 | — |
| short build-up | 24.59 | +3,000 | 65,000 | 2,180 | — | — | — | — |
| short covering | 25.70 | −36,000 | 2,17,250 | 2,200 | 4,000 | +250 | 66.35 | short build-up |
| long build-up | 20.00 | +3,250 | 19,000 | 2,220 | — | — | — | — |
| long build-up | 14.95 | +3,250 | 46,750 | 2,240 | 250 | 0 | 102.43 | — |
| long build-up | 11.50 | +12,500 | 21,250 | 2,260 | — | — | — | — |
| long build-up | 8.90 | +5,750 | 13,250 | 2,280 | — | — | — | — |
| short covering | 6.60 | −10,750 | 1,13,250 | 2,300 | 500 | 0 | 155.86 | — |
| long build-up | 5.15 | +5,250 | 6,250 | 2,320 | — | — | — | — |
| long build-up | 1.11 | +10,000 | 33,500 | 2,340 | — | — | — | — |
The options were priced for a move of about 4.1% by 27 Oct.
Open interest
Long build: price rose and open interest rose.
For this stock, 0 of 3 times the close 5 sessions later was higher — too few to read much into.
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 0.52% above the share.
Not in the F&O ban this session; open interest stood at 70% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.1% by 27 Oct; over the sessions the desk holds it ranged 4.1–8.3%.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
- 9 Oct 2026: options priced about 7.0%; the share moved 2.4% by 12 Oct.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | long build | 4.1% | 0.52% | |
| Wed 14 Oct | long build | 4.2% | 0.57% | |
| Tue 13 Oct | long build | 4.4% | 0.41% | |
| Mon 12 Oct | long build | 4.8% | 0.30% | |
| Fri 9 Oct | short build | 6.7% | -0.08% | |
| Thu 8 Oct | short build | 7.0% | -1.62% | |
| Wed 7 Oct | short build | 7.3% | 0.62% | |
| Tue 6 Oct | long build | 7.4% | 0.05% | |
| Mon 5 Oct | long build | 8.0% | 0.18% | |
| Thu 1 Oct | long build | 8.3% | 0.07% | |
| Wed 30 Sep | no read | 7.0% | -0.24% |
After a name entered or left the ban
- 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.