DELTACORP Delta Corp Limited

Delta Corp Limited — on this desk since 5 Aug 2011.

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 29 Feb 15:30

No option rows on this session.

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

Open interest

as of Thu 29 Feb 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 29 Feb 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 29 Feb 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 2.2–22.8%.

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Implied and realised around results

as of Thu 29 Feb 15:30

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

The futures, session by session

as of Thu 29 Feb 15:30
sessionfuturesimplied movebasisban
Thu 29 Febno read——
Wed 28 Febno read——
Tue 27 Febno read——
Mon 26 Febno read——
Fri 23 Febshort cover5.2%0.31%
Thu 22 Febshort cover5.3%0.00%
Wed 21 Feblong unwind5.5%0.21%
Tue 20 Feblong unwind9.0%0.38%
Mon 19 Febshort cover7.6%0.55%in ban
Fri 16 Febshort cover7.1%0.61%in ban
Thu 15 Feblong unwind7.4%0.14%in ban
Wed 14 Febshort cover7.7%0.61%in ban
Tue 13 Feblong unwind8.0%0.22%in ban
Mon 12 Feblong unwind8.2%0.15%in ban
Fri 9 Feblong unwind8.8%0.39%in ban
Thu 8 Feblong unwind10.2%0.28%in ban
Wed 7 Feblong build13.4%0.40%
Tue 6 Febshort cover10.4%0.62%
Mon 5 Febshort build13.0%0.00%
Fri 2 Feblong build11.3%0.44%

After a name entered or left the ban

as of Thu 29 Feb 15:30
  • This stock, on entering the ban: 14 of 35 times the close 5 sessions later was higher.
  • This stock, on leaving it: 19 of 35 times the close 5 sessions later was higher.
  • 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 29 Feb 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.