COCHINSHIP COCHIN SHIPYARD LIMITED

COCHIN SHIPYARD LIMITED — on this desk since 1 Apr 2026.

implied move
4.3%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
-0.14%
the future traded 0.14% below the share
option prices
33
dearer than 33 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————1,0403,20000.17—
—196.20+1,2001,2001,060————
————1,0805,600−8000.75long unwinding
—138.46+1,2001,2001,12035,600+4,0002.52long build-up
————1,1406,400−1,6004.26short covering
—102.8608001,16062,800−8,8003.55long unwinding
————1,18036,400+2,4005.90long build-up
short build-up63.85+1,60048,8001,2001,66,400+2,8009.00long build-up
—44.45046,4001,22049,600−2,40013.95short covering
short build-up33.90+80094,4001,2401,32,000−2,40020.80short covering
short build-up23.65+12,8002,54,4001,260at the moneywall2,42,400+2,40029.90long build-up
short build-up15.15+16,0001,21,2001,28085,600+4,00043.05long build-up
short build-up9.80+6,4004,72,0001,3001,40,800−11,60058.80short covering
short build-up6.30+10,4001,02,0001,32018,800075.00—
long unwinding4.05−8003,72,8001,34075,200−2,40091.50long unwinding
short build-up2.70+4001,36,8001,36025,200−800111.08long unwinding
short build-up2.00+2,80097,6001,38044,400−1,200128.68long unwinding
—1.7004,85,6001,4001,20,4000146.95—
—2.23027,6001,4202,8000165.73—
short build-up1.10+3,60094,0001,44014,000−400184.89long unwinding
—0.85057,6001,46012,0000204.32—
long unwinding0.60−7,6008,70,000wall1,60017 strikes away52,4000343.18—

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

Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 21 of 48 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

as of Thu 15 Oct 15:30

The future traded 0.14% below the share.

Not in the F&O ban this session; open interest stood at 91% 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 1.4–13.6%.

Option prices were dearer than 33 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

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 Octshort build4.3%-0.14%
Wed 14 Octlong unwind4.4%0.49%
Tue 13 Octshort cover4.5%0.51%
Mon 12 Octshort build5.0%-0.06%
Fri 9 Octshort cover5.3%0.21%
Thu 8 Octshort build5.7%0.72%
Wed 7 Octlong unwind5.5%0.07%
Tue 6 Octshort cover5.6%0.36%
Mon 5 Octshort cover5.8%-0.10%
Thu 1 Octshort build6.4%-0.43%
Wed 30 Seplong build6.3%-0.46%
Tue 29 Sepshort build7.9%-3.98%
Mon 28 Sepshort build7.0%-0.32%
Fri 25 Sepshort cover1.5%0.06%
Thu 24 Sepshort cover2.3%-0.01%
Wed 23 Sepshort build2.7%-0.04%
Tue 22 Seplong build2.9%-0.47%
Mon 21 Seplong build3.2%-0.48%
Fri 18 Sepshort cover4.3%-2.23%
Thu 17 Sepshort cover4.4%-0.37%

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.