KAYNES KAYNES TECHNOLOGY IND LTD

KAYNES TECHNOLOGY IND LTD — on this desk since 30 May 2025.

implied move
7.5%
12 days to the expiry read
futures
long unwind
price fell and open interest fell
basis
0.03%
the future traded level with the share
option prices
58
dearer than 58 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————2,70075002.17—
————2,8009,150−3005.95long unwinding
—378.5609002,90053,400−1,05020.00short covering
————2,95010,650020.53—
—293.8204,9503,0001,56,450−2,40035.65short covering
————3,0502,250040.16—
—218.8501,5003,10072,150−1,50053.95short covering
—185.7502,1003,15025,050−15070.76short covering
long unwinding155.83−60076,0503,200wall1,64,550−1,95070.30long unwinding
—129.18032,5503,250at the money30,0000114.00—
long unwinding71.00−2,10049,6503,30080,7000140.51—
—85.57029,4003,35021,3000170.20—
long unwinding43.40−4,3501,27,3503,40082,0500202.90—
long unwinding53.94−15050,2503,45015,4500238.39—
short covering42.04−1,9501,45,6503,50047,8500276.39—
—32.36056,4003,55014,5500316.61—
long unwinding5.75−4502,86,500wall3,6001,64,1000358.76—
—3.10043,3503,65011,8500402.55—
long unwinding5.75−4,5001,13,8503,70019,9500447.69—
—10.07013,3503,750————

The options were priced for a move of about 7.5% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Long unwind: price fell and open interest fell.

For this stock, 35 of 66 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

as of Thu 15 Oct 15:30

The future traded level with the share.

In the F&O ban this session — no new positions could be opened; open interest stood at 155% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 7.5% by 27 Oct; over the sessions the desk holds it ranged 2.3–16.9%.

Option prices were dearer than 58 of the past 252 sessions.

Calls were priced dearer than puts 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 unwind7.5%0.03%in ban
Wed 14 Octshort build6.5%0.07%in ban
Tue 13 Octshort cover7.0%0.26%in ban
Mon 12 Octshort build6.4%-0.25%
Fri 9 Octlong build7.6%-0.48%
Thu 8 Octshort build8.1%-1.34%
Wed 7 Octshort build8.0%-1.19%
Tue 6 Octshort build8.3%-1.74%
Mon 5 Octlong build8.7%-0.87%
Thu 1 Octshort build9.8%-1.29%
Wed 30 Sepshort build9.0%-0.12%
Tue 29 Seplong unwind9.1%0.95%
Mon 28 Sepshort cover10.4%-0.88%in ban
Fri 25 Sepshort cover2.3%-0.09%in ban
Thu 24 Sepshort cover2.5%0.03%in ban
Wed 23 Seplong unwind4.4%-2.90%in ban
Tue 22 Sepshort build4.5%-1.14%
Mon 21 Seplong build4.7%0.15%
Fri 18 Sepshort build5.6%0.08%
Thu 17 Sepshort cover6.0%0.06%in ban

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 4 of 7 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 4 of 7 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 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.

The lot size changed from 100 to 150 on 29 Apr 2026; contracts either side are compared in shares, not lots.