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HDFCLIFE HDFC LIFE INS CO LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

HDFC LIFE INS CO LTD — on this desk since 28 Feb 2020.

implied move
4.1%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
0.66%
the future traded 0.66% above the share
option prices
89
dearer than 89 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
short covering51.62−9,9002,26,600500wall27,41,200+1,77,1001.15short build-up
—46.73013,2005051,88,10001.30—
—41.91070,4005104,34,500+52,8001.45short build-up
—37.19078,1005152,86,000+73,7001.80short build-up
short covering32.61−12,1006,03,9005208,67,900+1,14,4002.20short build-up
short covering30.90−5,5002,88,2005253,48,700−9,9002.80long unwinding
short covering27.60−4,40016,36,80053012,78,200+3,57,5003.60short build-up
short covering23.20−48,4004,24,6005353,63,000+19,8004.50short build-up
long build-up19.80+52,80010,15,30054011,19,800+1,14,4005.90short build-up
short covering16.20−1,16,6003,38,8005453,56,400+27,5007.25short build-up
long build-up13.15+86,90016,41,200550at the money12,77,100+3,31,1009.30short build-up
long build-up10.65+1,81,5006,07,2005554,21,300+1,91,40011.85short build-up
long build-up8.55+2,72,80031,11,900wall5607,62,300+77,00014.55short build-up
short covering6.55−25,3004,77,4005653,96,000+13,20017.50short build-up
long build-up5.15+1,28,70010,74,7005701,85,900−1,10021.10long unwinding
long build-up3.95+29,7004,38,9005759,900025.81—
long build-up3.05+4,93,90012,16,6005801,37,500−3,30030.06long unwinding
long build-up2.30+15,4001,91,4005854,400034.50—
short covering1.80−53,9005,90,70059018,700039.10—
long build-up1.40+60,5002,89,3005951,100043.82—
short covering1.10−20,90018,71,1006002,56,300+1,10048.63short build-up

The options were priced for a move of about 4.1% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 176 of 377 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.66% above the share.

Not in the F&O ban this session; open interest stood at 47% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.1% by 27 Oct; over the sessions the desk holds it ranged 1.0–6.3%.

Option prices were dearer than 89 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 Octlong build4.1%0.66%
Wed 14 Octlong unwind4.5%-0.01%
Tue 13 Octshort cover4.3%0.02%
Mon 12 Octshort build4.6%-0.09%
Fri 9 Octlong build4.8%0.67%
Thu 8 Octlong build5.3%0.61%
Wed 7 Octlong build5.2%0.12%
Tue 6 Octshort cover5.3%0.04%
Mon 5 Octlong unwind5.7%0.08%
Thu 1 Octshort cover5.8%0.62%
Wed 30 Sepshort build5.6%-0.34%
Tue 29 Sepshort build5.9%0.28%
Mon 28 Sepshort cover5.9%0.35%
Fri 25 Seplong build2.2%-0.09%
Thu 24 Sepshort build3.0%0.67%
Wed 23 Sepshort cover1.9%0.24%
Tue 22 Sepshort cover2.3%0.45%
Mon 21 Sepshort cover2.7%0.35%
Fri 18 Seplong unwind3.2%0.93%
Thu 17 Sepshort cover3.5%0.34%

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.