INDIANB INDIAN BANK
INDIAN BANK — on this desk since 28 Feb 2007.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 720 | 84,000 | −15,000 | 0.25 | long unwinding |
| — | 96.69 | 0 | 16,000 | 740 | 48,000 | −8,000 | 0.29 | long unwinding |
| short build-up | 86.95 | +2,000 | 83,000 | 750 | 2,03,000 | +50,000 | 0.75 | short build-up |
| short build-up | 77.39 | +55,000 | 73,000 | 760 | 1,75,000 | +19,000 | 1.20 | short build-up |
| long unwinding | 68.95 | −17,000 | 98,000 | 770 | 1,50,000 | −3,000 | 1.45 | long unwinding |
| short build-up | 62.45 | +94,000 | 1,14,000 | 780 | 1,79,000 | −50,000 | 2.15 | long unwinding |
| short build-up | 52.00 | +75,000 | 99,000 | 790 | 1,14,000 | −37,000 | 3.00 | long unwinding |
| short build-up | 44.60 | +3,000 | 4,03,000 | 800 | wall7,81,000 | +84,000 | 4.35 | short build-up |
| short build-up | 35.55 | +22,000 | 1,67,000 | 810 | 4,87,000 | +84,000 | 6.30 | short build-up |
| long unwinding | 28.20 | −3,000 | 2,22,000 | 820 | 3,73,000 | +1,000 | 8.85 | short build-up |
| short build-up | 22.00 | +2,26,000 | 5,53,000 | 830at the money | 7,65,000 | −42,000 | 12.50 | long unwinding |
| short build-up | 16.90 | +2,23,000 | 7,59,000 | 840 | 4,78,000 | +90,000 | 16.75 | short build-up |
| short build-up | 12.50 | +5,63,000 | 12,05,000 | 850 | 3,32,000 | +21,000 | 22.70 | short build-up |
| short build-up | 9.10 | +4,64,000 | 9,10,000 | 860 | 2,13,000 | +65,000 | 29.00 | short build-up |
| short build-up | 6.60 | +1,64,000 | 4,06,000 | 870 | 2,04,000 | +56,000 | 37.05 | long build-up |
| short build-up | 4.80 | +2,43,000 | 9,19,000 | 880 | 1,24,000 | +10,000 | 44.40 | long build-up |
| short build-up | 3.50 | +2,64,000 | 4,56,000 | 890 | 27,000 | +19,000 | 54.10 | long build-up |
| short build-up | 2.60 | +5,97,000 | 12,74,000wall | 900 | 2,90,000 | +3,000 | 61.70 | long build-up |
| short build-up | 1.90 | +48,000 | 85,000 | 910 | 4,000 | 0 | 74.96 | — |
| short build-up | 1.35 | +1,15,000 | 2,62,000 | 920 | 3,000 | 0 | 84.36 | — |
| short build-up | 1.10 | +11,000 | 61,000 | 930 | — | — | — | — |
The options were priced for a move of about 4.1% by 27 Oct.
Open interest
Long unwind: price fell and open interest fell.
For this stock, 101 of 215 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 0.59% above the share.
Not in the F&O ban this session; open interest stood at 45% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.1% by 27 Oct; over the sessions the desk holds it ranged 1.6–9.3%.
Option prices were dearer than 35 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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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 | 4.1% | 0.59% | |
| Wed 14 Oct | short cover | 5.6% | 0.06% | |
| Tue 13 Oct | short cover | 5.7% | -0.13% | |
| Mon 12 Oct | short build | 5.6% | 0.69% | |
| Fri 9 Oct | short cover | 5.6% | -0.05% | |
| Thu 8 Oct | short build | 6.2% | 0.84% | |
| Wed 7 Oct | long build | 6.1% | 0.12% | |
| Tue 6 Oct | long build | 6.1% | 0.22% | |
| Mon 5 Oct | short cover | 6.2% | 0.02% | |
| Thu 1 Oct | long unwind | 6.9% | 0.73% | |
| Wed 30 Sep | long build | 6.5% | 0.49% | |
| Tue 29 Sep | long unwind | 6.7% | 1.33% | |
| Mon 28 Sep | long unwind | 6.8% | 0.65% | |
| Fri 25 Sep | long build | 1.8% | 0.30% | |
| Thu 24 Sep | short build | 1.8% | -0.01% | |
| Wed 23 Sep | long build | 2.0% | 0.18% | |
| Tue 22 Sep | short build | 2.4% | -0.10% | |
| Mon 21 Sep | long unwind | 2.6% | 0.15% | |
| Fri 18 Sep | long build | 3.2% | 0.65% | |
| Thu 17 Sep | short build | 3.5% | 0.57% |
After a name entered or left the ban
- 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.