IRCTC

IRCTC — on this desk since 26 Feb 2021.

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 Tue 24 Feb 15:30

No option rows on this session.

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

Open interest

as of Tue 24 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 Tue 24 Feb 15:30

No basis on this session.

Not in the F&O ban this session; open interest stood at 0% of its market-wide limit.

Implied volatility

as of Tue 24 Feb 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 1.2–7.5%.

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Implied and realised around results

as of Tue 24 Feb 15:30

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

The futures, session by session

as of Tue 24 Feb 15:30
sessionfuturesimplied movebasisban
Tue 24 Febno read——
Mon 23 Febno read——
Fri 20 Febshort cover2.2%0.31%
Thu 19 Febshort cover2.2%-0.27%
Wed 18 Febshort cover2.5%-0.44%
Tue 17 Febshort cover3.2%-0.28%
Mon 16 Feblong unwind3.4%-0.24%
Fri 13 Feblong unwind4.0%-0.34%
Thu 12 Feblong unwind4.8%-0.30%
Wed 11 Feblong unwind5.4%-0.53%
Tue 10 Febshort cover5.5%-0.69%
Mon 9 Febshort cover5.0%-0.63%
Fri 6 Feblong unwind5.0%-0.52%
Thu 5 Feblong unwind5.6%-0.55%
Wed 4 Febshort cover5.8%-0.29%
Tue 3 Febshort cover5.9%-0.36%
Mon 2 Febshort cover6.0%-0.42%
Sun 1 Febshort build6.9%-0.73%—
Fri 30 Janlong build7.5%-0.51%
Thu 29 Janshort build7.4%-0.13%

After a name entered or left the ban

as of Tue 24 Feb 15:30
  • This stock, on entering the ban: 4 of 9 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 4 of 10 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

as of Tue 24 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.