Stocks · Market intelligence desk
Market open

BANKBARODA BANK OF BARODA

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

BANK OF BARODA — on this desk since 2 Jan 2006.

implied move
4.3%
12 days to the expiry read
futures
long unwind
price fell and open interest fell
basis
0.35%
the future traded 0.35% above the share
option prices
71
dearer than 71 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
short build-up28.39+2,92532,1752008,51,175−1,02,3750.23long unwinding
————2057,92,675−2,9250.37long unwinding
—21.0203,56,8502081,55,025+23,4000.50short build-up
short build-up18.62+23,4001,14,07521011,40,750−1,22,8500.66long unwinding
————2132,83,725+40,9500.88short build-up
—14.0503,04,20021513,60,125−35,1001.14long unwinding
—11.9201,49,1752182,60,325−55,5751.50long unwinding
long unwinding10.87−8,7754,94,325220wall67,94,775+40,9501.95short build-up
short build-up8.13+1,05,3001,75,5002236,17,175+52,6502.54short build-up
short build-up7.13+2,74,95010,41,30022529,71,800+1,84,2753.29short build-up
short build-up5.57+3,33,4508,65,800228at the money11,70,000+2,07,6754.23short build-up
short build-up4.25+13,16,25067,07,02523057,21,300−7,07,8505.38—
long unwinding3.12−1,46,25020,06,5502339,47,700+2,9256.75long build-up
long unwinding2.24−15,53,17555,72,12523533,16,950−1,72,5758.34short covering
long unwinding1.57−55,57515,26,8502386,52,275+14,62510.16long build-up
long unwinding1.09−2,45,70094,00,950wall24032,96,475−43,87512.21short covering
long unwinding0.76−70,2006,87,3752431,87,200014.75—
long unwinding0.53−5,76,22521,20,6252455,29,425−5,85017.00short covering
long unwinding0.38−70,2005,87,92524884,825019.33—
long unwinding0.27−1,81,35040,30,65025011,23,200−2,92521.71short covering
long unwinding0.20−40,9503,56,8502535,17,725024.14—

The options were priced for a move of about 4.3% by 27 Oct.

Strategy builder →

Open interest

as of Thu 15 Oct 15:30

Long unwind: price fell and open interest fell.

For this stock, 279 of 510 times the close 5 sessions later was higher.

Across every F&O stock, 44,823 of 84,881 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.35% above the share.

Not in the F&O ban this session; open interest stood at 84% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.3% by 27 Oct; over the sessions the desk holds it ranged 1.3–7.7%.

Option prices were dearer than 71 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

Show the recordHide the record

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 Octlong unwind4.3%0.35%
Wed 14 Octshort build4.5%0.26%
Tue 13 Octshort cover4.0%0.04%
Mon 12 Octshort build4.4%0.09%
Fri 9 Octshort cover4.6%0.71%
Thu 8 Octshort cover4.9%0.37%
Wed 7 Octshort cover4.7%0.13%
Tue 6 Octlong unwind5.1%0.07%
Mon 5 Octlong build5.2%0.50%
Thu 1 Octlong unwind5.8%0.78%
Wed 30 Sepshort cover5.5%0.91%
Tue 29 Seplong build5.4%1.51%
Mon 28 Seplong unwind5.9%0.72%
Fri 25 Sepshort cover1.3%-0.04%
Thu 24 Sepshort build1.6%0.15%
Wed 23 Sepshort cover1.8%-0.03%
Tue 22 Sepshort build2.2%0.00%
Mon 21 Seplong build2.4%0.42%
Fri 18 Sepshort cover2.9%-0.36%
Thu 17 Sepshort build3.4%0.37%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 5 of 8 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 5 of 8 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.