BIOCON BIOCON LIMITED.
BIOCON LIMITED. — on this desk since 5 Sep 2007.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 300 | 65,000 | −2,500 | 0.01 | — |
| — | — | — | — | 310 | 1,10,000 | 0 | 0.25 | — |
| — | — | — | — | 315 | 35,000 | −25,000 | 0.25 | short covering |
| — | — | — | — | 320 | 2,57,500 | −37,500 | 0.40 | long unwinding |
| — | — | — | — | 325 | 65,000 | −22,500 | 0.60 | short covering |
| — | 22.40 | 0 | 12,500 | 330 | 6,25,000 | −42,500 | 0.95 | long unwinding |
| — | — | — | — | 335 | 3,22,500 | −37,500 | 1.45 | long unwinding |
| short build-up | 14.15 | +20,000 | 4,42,500 | 340 | 9,20,000 | +85,000 | 2.30 | short build-up |
| long unwinding | 10.40 | −47,500 | 1,87,500 | 345 | 7,37,500 | +80,000 | 3.70 | short build-up |
| long unwinding | 7.35 | −1,52,500 | 24,57,500 | 350at the money | 37,70,000 | +3,50,000 | 5.55 | short build-up |
| short build-up | 5.00 | +19,10,000 | 28,90,000 | 355 | 10,30,000 | +4,75,000 | 8.25 | long build-up |
| short build-up | 3.35 | +2,50,000 | 34,60,000 | 360 | wall43,47,500 | −92,500 | 11.60 | — |
| short build-up | 2.25 | +80,000 | 14,07,500 | 365 | 9,67,500 | −5,30,000 | 15.50 | long unwinding |
| long unwinding | 1.50 | −80,000 | 19,45,000 | 370 | 5,80,000 | −7,500 | 19.65 | short covering |
| long unwinding | 1.05 | −15,000 | 10,72,500 | 375 | 5,42,500 | −2,500 | 24.40 | short covering |
| short build-up | 0.80 | +10,000 | 41,17,500wall | 380 | 13,72,500 | −20,000 | 29.05 | short covering |
| long unwinding | 0.55 | −42,500 | 11,47,500 | 385 | 1,12,500 | 0 | 32.58 | — |
| short build-up | 0.45 | +1,55,000 | 22,07,500 | 390 | 6,75,000 | 0 | 37.43 | — |
| long unwinding | 0.08 | −20,000 | 11,05,000 | 395 | 2,42,500 | 0 | 42.34 | — |
| long unwinding | 0.15 | −35,000 | 37,35,000 | 400 | 8,57,500 | +7,500 | 48.00 | short build-up |
The options were priced for a move of about 3.7% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 378 of 749 times the close 5 sessions later was higher.
Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.07% below the share.
Not in the F&O ban this session; open interest stood at 99% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.7% by 27 Oct; over the sessions the desk holds it ranged 1.4–8.3%.
Option prices were dearer than 31 of the past 252 sessions.
Calls were priced dearer than puts 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 | short build | 3.7% | -0.07% | |
| Wed 14 Oct | short cover | 3.9% | 0.51% | |
| Tue 13 Oct | long build | 3.9% | 0.10% | |
| Mon 12 Oct | short build | 4.5% | -0.01% | |
| Fri 9 Oct | long build | 4.5% | 0.52% | |
| Thu 8 Oct | long unwind | 5.1% | -0.23% | |
| Wed 7 Oct | long unwind | 5.0% | 0.10% | |
| Tue 6 Oct | long build | 5.1% | 0.62% | |
| Mon 5 Oct | long unwind | 5.3% | 0.14% | |
| Thu 1 Oct | long unwind | 5.4% | 0.65% | |
| Wed 30 Sep | short build | 5.4% | 1.04% | |
| Tue 29 Sep | long build | 5.3% | 1.26% | |
| Mon 28 Sep | long unwind | 5.6% | 0.64% | |
| Fri 25 Sep | short build | 1.5% | 0.00% | |
| Thu 24 Sep | short build | 2.0% | 0.05% | |
| Wed 23 Sep | long build | 1.9% | 0.11% | |
| Tue 22 Sep | short build | 2.3% | 0.29% | |
| Mon 21 Sep | long build | 2.6% | 0.09% | |
| Fri 18 Sep | short cover | 3.1% | 0.55% | |
| Thu 17 Sep | short cover | 3.2% | 0.04% |
After a name entered or left the ban
- This stock, on entering the ban: 10 of 13 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 8 of 13 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.