JUBLFOOD JUBILANT FOODWORKS LTD
JUBILANT FOODWORKS LTD — on this desk since 18 Jul 2011.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 360 | 6,250 | −1,250 | 0.02 | long unwinding |
| — | — | — | — | 370 | 62,500 | −3,750 | 0.10 | — |
| — | — | — | — | 380 | 3,50,000 | −26,250 | 0.45 | long unwinding |
| — | — | — | — | 390 | 1,51,250 | −5,000 | 0.94 | long unwinding |
| — | 25.80 | 0 | 51,250 | 400 | 6,16,250 | +20,000 | 1.90 | short build-up |
| short build-up | 18.30 | +6,250 | 31,250 | 410 | 11,51,250 | −5,000 | 3.85 | long unwinding |
| short build-up | 11.40 | +21,250 | 4,38,750 | 420at the money | 5,17,500 | +1,250 | 7.20 | short build-up |
| short build-up | 6.65 | +46,250 | 10,06,250 | 430 | wall12,23,750 | −30,000 | 12.45 | long unwinding |
| short build-up | 5.00 | +5,000 | 2,91,250 | 435 | 93,750 | −36,250 | 16.93 | short covering |
| short build-up | 3.75 | +33,750 | 8,91,250 | 440 | 3,71,250 | −3,750 | 19.35 | short covering |
| long unwinding | 2.85 | −7,500 | 4,20,000 | 445 | 1,03,750 | −6,250 | 23.45 | short covering |
| short build-up | 2.15 | +33,750 | 11,20,000wall | 450 | 2,86,250 | −3,750 | 27.80 | short covering |
| short build-up | 1.65 | +3,750 | 3,90,000 | 455 | 87,500 | 0 | 32.84 | — |
| long unwinding | 1.30 | −41,250 | 9,85,000 | 460 | 4,05,000 | 0 | 37.35 | — |
| long unwinding | 1.05 | −26,250 | 3,92,500 | 465 | 1,08,750 | 0 | 42.00 | — |
| long unwinding | 0.85 | −97,500 | 10,08,750 | 470 | 1,55,000 | −2,500 | 46.10 | short covering |
| long unwinding | 0.29 | −13,750 | 2,20,000 | 475 | 22,500 | 0 | 51.58 | — |
The options were priced for a move of about 4.4% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 393 of 772 times the close 5 sessions later was higher.
Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.32% above the share.
Not in the F&O ban this session; open interest stood at 68% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.4% by 27 Oct; over the sessions the desk holds it ranged 1.7–8.6%.
Option prices were dearer than 52 of the past 252 sessions.
Calls were priced dearer than puts 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 | short build | 4.4% | 0.32% | |
| Wed 14 Oct | short build | 4.7% | -0.16% | |
| Tue 13 Oct | long build | 4.8% | 0.05% | |
| Mon 12 Oct | short build | 5.3% | 0.95% | |
| Fri 9 Oct | short build | 5.5% | 0.32% | |
| Thu 8 Oct | long unwind | 6.2% | -0.05% | |
| Wed 7 Oct | short cover | 6.9% | 0.58% | |
| Tue 6 Oct | long build | 7.5% | 0.62% | |
| Mon 5 Oct | short cover | 6.8% | 0.43% | |
| Thu 1 Oct | short build | 6.8% | -0.60% | |
| Wed 30 Sep | long unwind | 6.4% | -0.68% | |
| Tue 29 Sep | long unwind | 6.3% | 0.26% | |
| Mon 28 Sep | short build | 6.4% | -1.25% | |
| Fri 25 Sep | long build | 1.7% | 0.66% | |
| Thu 24 Sep | long unwind | 2.2% | -0.05% | |
| Wed 23 Sep | short build | 2.4% | 0.48% | |
| Tue 22 Sep | short cover | 2.7% | 0.33% | |
| Mon 21 Sep | long unwind | 3.1% | 0.42% | |
| Fri 18 Sep | short cover | 3.6% | -0.48% | |
| Thu 17 Sep | short cover | 3.7% | 0.50% |
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.