BHARTIARTL BHARTI AIRTEL LIMITED

BHARTI AIRTEL LIMITED — on this desk since 2 Jan 2006.

Prices before Mon 27 Sep 2021 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

implied move
2.2%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
-0.03%
the future traded level with the share
option prices
19
dearer than 19 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————1,6604,22,750−8,5500.80long unwinding
————1,6801,61,975−33,2500.85long unwinding
short covering157.26−1,42561,2751,7006,84,950−1,48,2001.00long unwinding
short covering134.70−2,8501,00,7001,7205,33,425+39,9001.20short build-up
short covering114.25−79,8002,15,6501,7406,35,550−77,9001.65long unwinding
short covering94.80−82,1758,49,3001,76014,10,275−34,2002.35long unwinding
short covering75.30−48,45015,53,2501,78019,38,475−46,5503.25long unwinding
short covering57.55−5,80,92521,42,7251,800wall26,38,625+4,67,8755.05short build-up
short covering40.95−3,04,95022,51,9751,82018,05,950−5,44,3508.55long unwinding
short covering26.95−98,32552,10,275wall1,84022,50,075+10,62,57514.50short build-up
short covering16.85−3,63,37535,14,5251,860at the money18,16,875+11,74,20024.15short build-up
long build-up10.25+4,95,90014,27,3751,8805,35,325+3,50,07537.50short build-up
long build-up6.05+1,28,72522,85,7001,9004,64,075+1,33,00053.30short build-up
long build-up3.60+2,05,20012,40,7001,9201,28,725+73,62570.85short build-up
long build-up2.20+22,8005,69,5251,9401,11,150+7,12590.15short build-up
long build-up1.50+3,50,0755,07,3001,96049,400+13,300105.53short build-up
long build-up1.10+59,3751,53,9001,9801,4250124.18—
short covering0.90−3,3254,49,3502,0002,03,300−37,050147.85long unwinding
long build-up0.75+51,30074,5752,0201,9000162.89—
long build-up0.60+44,65057,9502,0401,9000182.62—
long build-up0.60+1,42516,6252,0601,4250202.46—

The options were priced for a move of about 2.2% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 166 of 304 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

as of Thu 15 Oct 15:30

The future traded level with the share.

Not in the F&O ban this session; open interest stood at 33% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 2.2% by 27 Oct; over the sessions the desk holds it ranged 1.0–5.3%.

Option prices were dearer than 19 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 4 Aug 2026: options priced about 4.3%; the share moved 0.4% by 5 Aug.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octlong build2.2%-0.03%
Wed 14 Octshort build2.2%0.49%
Tue 13 Octlong build2.3%0.04%
Mon 12 Octlong unwind2.5%0.05%
Fri 9 Octshort cover2.7%0.56%
Thu 8 Octlong unwind2.8%-0.03%
Wed 7 Octlong build2.7%0.18%
Tue 6 Octshort cover2.9%0.13%
Mon 5 Octshort cover3.2%0.07%
Thu 1 Octlong unwind3.5%0.49%
Wed 30 Sepshort build3.4%0.55%
Tue 29 Seplong build3.4%1.07%
Mon 28 Sepshort build3.6%0.72%
Fri 25 Sepshort build1.3%0.27%
Thu 24 Seplong unwind1.2%0.27%
Wed 23 Sepshort cover1.3%-0.16%
Tue 22 Seplong unwind1.4%0.19%
Mon 21 Seplong unwind1.8%-0.03%
Fri 18 Sepshort cover2.9%-1.92%
Thu 17 Sepshort cover2.1%0.00%

After a name entered or left the ban

as of Thu 15 Oct 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 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.