BERGEPAINT

BERGEPAINT — on this desk since 28 Apr 2017.

implied move
—
futures
no read
price or open interest did not move enough to say
basis
—
option prices
—
not enough history yet

Option chain

as of Thu 24 Apr 15:30

No option rows on this session.

No move could be read from the options for this session.

Open interest

as of Thu 24 Apr 15:30

No read: price or open interest did not move enough to say.

This stock has no settled cases of this class yet.

Basis, rollover and the ban

as of Thu 24 Apr 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 24 Apr 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 2.0–7.6%.

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Implied and realised around results

as of Thu 24 Apr 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 24 Apr 15:30
sessionfuturesimplied movebasisban
Thu 24 Aprno read——
Wed 23 Aprno read——
Tue 22 Aprno read——
Mon 21 Aprno read——
Thu 17 Aprlong unwind2.5%-0.52%
Wed 16 Aprshort cover3.4%-0.14%
Tue 15 Aprlong unwind3.7%0.32%
Fri 11 Aprlong unwind4.6%0.04%
Wed 9 Aprshort cover5.3%0.05%
Tue 8 Aprshort cover5.7%-0.04%
Mon 7 Aprshort cover6.5%0.51%
Fri 4 Aprlong build5.4%0.41%
Thu 3 Aprlong build5.3%0.37%
Wed 2 Aprshort cover5.1%0.47%
Tue 1 Aprlong unwind5.3%0.23%
Fri 28 Marlong unwind5.7%0.11%
Thu 27 Marshort cover6.1%0.45%
Wed 26 Marshort cover6.0%-0.12%
Tue 25 Marshort build6.2%-0.93%
Mon 24 Marshort cover6.4%-0.98%

After a name entered or left the ban

as of Thu 24 Apr 15:30
  • 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 24 Apr 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.