JUSTDIAL

JUSTDIAL — on this desk since 13 Mar 2014.

Prices before Thu 2 Jul 2020 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

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 30 Jul 15:30

No option rows on this session.

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

Open interest

as of Thu 30 Jul 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 30 Jul 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 30 Jul 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 4.0–32.5%.

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Implied and realised around results

as of Thu 30 Jul 15:30

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

The futures, session by session

as of Thu 30 Jul 15:30
sessionfuturesimplied movebasisban
Thu 30 Julno read——
Wed 29 Julno read——
Tue 28 Julno read——
Mon 27 Julno read——
Fri 24 Jullong unwind7.3%0.05%
Thu 23 Jullong build7.5%0.44%
Wed 22 Jullong unwind7.1%0.28%
Tue 21 Jullong unwind7.5%0.21%
Mon 20 Julshort build8.9%0.23%
Fri 17 Jullong unwind9.0%0.29%
Thu 16 Jullong build11.1%0.47%
Wed 15 Julshort build9.7%0.51%
Tue 14 Julshort cover10.6%0.27%
Mon 13 Julshort build10.8%0.26%
Fri 10 Julshort cover11.2%0.45%
Thu 9 Julshort cover11.7%0.36%
Wed 8 Jullong unwind12.3%0.17%
Tue 7 Julshort build12.3%0.37%
Mon 6 Jullong build12.3%0.30%
Fri 3 Jullong unwind13.0%0.12%

After a name entered or left the ban

as of Thu 30 Jul 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 30 Jul 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.