DIXON DIXON TECHNO (INDIA) LTD
DIXON TECHNO (INDIA) LTD — on this desk since 27 Aug 2021.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 10,500 | 5,650 | −1,050 | 5.00 | short covering |
| — | 1,692.15 | 0 | 200 | 11,000 | 44,950 | +2,400 | 11.80 | long build-up |
| — | 1,215.28 | 0 | 3,100 | 11,500 | 38,500 | −5,800 | 28.50 | short covering |
| — | — | — | — | 11,750 | 50,050 | −8,550 | 44.95 | short covering |
| short build-up | 831.05 | +150 | 18,500 | 12,000 | 1,05,700 | +1,650 | 78.20 | long build-up |
| short build-up | 630.70 | +200 | 3,650 | 12,250 | 86,800 | −3,600 | 132.80 | short covering |
| long unwinding | 465.60 | −1,550 | 40,250 | 12,500 | 1,17,900 | +5,800 | 210.40 | long build-up |
| long unwinding | 329.40 | −400 | 55,400 | 12,750at the money | 47,800 | −4,950 | 322.95 | short covering |
| long unwinding | 223.65 | −3,050 | 2,31,500 | 13,000 | wall1,20,050 | −12,900 | 468.00 | short covering |
| short build-up | 150.85 | +950 | 79,950 | 13,250 | 46,700 | +600 | 642.15 | long build-up |
| short build-up | 98.25 | +46,250 | 2,62,500wall | 13,500 | 75,650 | +150 | 828.45 | long build-up |
| short build-up | 63.60 | +3,400 | 83,200 | 13,750 | 11,750 | −300 | 1,064.50 | short covering |
| long unwinding | 41.10 | −13,400 | 1,64,300 | 14,000 | 35,850 | −850 | 1,271.45 | short covering |
| short build-up | 26.65 | +1,650 | 15,700 | 14,250 | 350 | 0 | 1,573.88 | — |
| short build-up | 18.10 | +1,750 | 74,950 | 14,500 | 13,900 | −100 | 1,765.70 | short covering |
| short build-up | 12.95 | +2,600 | 10,000 | 14,750 | 2,800 | 0 | 2,060.60 | — |
| long unwinding | 9.55 | −5,200 | 97,600 | 15,000 | 8,050 | 0 | 2,307.82 | — |
| long unwinding | 6.10 | −1,200 | 35,400 | 15,500 | 1,400 | +50 | 2,805.14 | long build-up |
The options were priced for a move of about 5.2% by 27 Oct.
Open interest
Long unwind: price fell and open interest fell.
For this stock, 132 of 234 times the close 5 sessions later was higher.
Across every F&O stock, 44,823 of 84,881 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.70% above the share.
Not in the F&O ban this session; open interest stood at 75% of its market-wide limit.
Implied volatility
The options were priced for a move of about 5.2% by 27 Oct; over the sessions the desk holds it ranged 1.9–11.0%.
Option prices were dearer than 42 of the past 252 sessions.
Calls were priced dearer than puts the same distance out.
Show the recordHide the record
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 | long unwind | 5.2% | 0.70% | |
| Wed 14 Oct | short cover | 5.2% | 0.09% | |
| Tue 13 Oct | long build | 5.3% | -0.06% | |
| Mon 12 Oct | short build | 5.7% | -0.43% | |
| Fri 9 Oct | long build | 5.9% | -0.34% | |
| Thu 8 Oct | short build | 6.5% | 0.12% | |
| Wed 7 Oct | short build | 6.2% | -0.55% | |
| Tue 6 Oct | short cover | 6.3% | -0.24% | |
| Mon 5 Oct | long unwind | 7.1% | -0.03% | |
| Thu 1 Oct | short build | 7.6% | 0.45% | |
| Wed 30 Sep | short build | 7.1% | 0.21% | |
| Tue 29 Sep | long unwind | 7.4% | 0.33% | |
| Mon 28 Sep | short cover | 7.9% | -2.51% | |
| Fri 25 Sep | short cover | 2.1% | 0.13% | |
| Thu 24 Sep | short cover | 2.2% | -0.41% | |
| Wed 23 Sep | short cover | 2.5% | -0.01% | |
| Tue 22 Sep | short build | 3.3% | -0.14% | |
| Mon 21 Sep | short cover | 3.4% | 0.17% | |
| Fri 18 Sep | long unwind | 4.2% | 1.79% | |
| Thu 17 Sep | long build | 4.2% | -0.24% |
After a name entered or left the ban
- This stock, on entering the ban: 1 of 3 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 1 of 3 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.