GSPL

GSPL — on this desk since 21 Aug 2008.

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 24 Nov 15:30

No option rows on this session.

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

Open interest

as of Thu 24 Nov 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 24 Nov 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 24 Nov 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 3.0–21.8%.

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Implied and realised around results

as of Thu 24 Nov 15:30

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

The futures, session by session

as of Thu 24 Nov 15:30
sessionfuturesimplied movebasisban
Thu 24 Novno read——
Wed 23 Novno read——
Tue 22 Novno read——
Mon 21 Novno read——
Fri 18 Novlong unwind3.4%0.15%
Thu 17 Novlong unwind4.0%0.48%
Wed 16 Novlong unwind4.7%0.37%
Tue 15 Novlong build5.4%0.65%
Mon 14 Novlong build5.4%0.72%
Fri 11 Novlong unwind5.8%0.43%
Thu 10 Novshort cover6.4%0.36%
Wed 9 Novshort cover6.0%0.54%
Mon 7 Novshort cover6.5%0.33%
Fri 4 Novlong unwind7.4%0.49%
Thu 3 Novshort build7.6%0.75%
Wed 2 Novlong unwind7.1%0.69%
Tue 1 Novshort cover7.7%0.68%
Mon 31 Octlong build8.1%0.38%
Fri 28 Octshort build7.2%0.64%
Thu 27 Octshort cover7.1%0.75%

After a name entered or left the ban

as of Thu 24 Nov 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 24 Nov 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.