LTM LTM LIMITED

LTM LIMITED — on this desk since 26 Feb 2021.

Results meeting today Fri 16 Oct 2026, as the company announced it to NSE

implied move
5.9%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
0.15%
the future traded 0.15% above the share
option prices
96
dearer than 96 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—493.8109,6003,75019,200+15013.60short build-up
—445.22016,5003,80050,250−10,65017.35long unwinding
—397.46028,9503,85021,600−1,35021.35long unwinding
—350.91049,3503,90082,200+2,40027.05short build-up
long unwinding322.30−3,15051,1503,95037,050−7,95033.75long unwinding
long unwinding275.30−11,25093,7504,000wall1,11,750−18,90042.55long unwinding
long build-up244.40+30040,0504,05038,700−5,55054.20long unwinding
short covering208.65−3,60074,5504,10059,400−15,00068.30long unwinding
long unwinding172.95−3,45021,1504,15035,550+1,65085.95short build-up
long unwinding144.90−16,95055,2004,20090,300+750106.05short build-up
long unwinding119.45−2,85049,2004,250at the money19,950+8,100128.85short build-up
short build-up97.40+24,6001,43,5504,30084,900+63,300155.30short build-up
long build-up78.95+18,30057,3004,350————
short build-up60.95+6,9001,30,0504,40023,400+15,300224.30long build-up
short build-up49.65+10,20032,4004,450————
short build-up39.15+48,7501,44,450wall4,50021,750+900296.75short build-up
————4,5503000321.58—
long unwinding24.10−1,35063,9004,6003,6000366.63—
long build-up19.70+9005,4004,6504500413.07—
long build-up15.75+5,40019,5004,7001,5000460.57—
long build-up10.30+5,25035,7004,8009,600+150562.45short build-up

The options were priced for a move of about 5.9% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 181 of 350 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.15% above the share.

Not in the F&O ban this session; open interest stood at 60% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.9% by 27 Oct; over the sessions the desk holds it ranged 2.2–8.9%.

Option prices were dearer than 96 of the past 252 sessions.

Puts were priced dearer than calls 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 build5.9%0.15%
Wed 14 Octlong build5.9%0.33%
Tue 13 Octlong build5.9%-0.18%
Mon 12 Octshort build6.2%-0.59%
Fri 9 Octshort cover6.4%-0.06%
Thu 8 Octlong build7.2%-0.23%
Wed 7 Octshort build7.4%-0.95%
Tue 6 Octshort build7.2%-0.38%
Mon 5 Octlong unwind7.3%-0.76%
Thu 1 Octshort cover7.9%-0.19%
Wed 30 Sepshort cover7.7%-1.45%
Tue 29 Sepshort cover7.1%0.59%
Mon 28 Sepshort build8.6%-4.27%
Fri 25 Sepshort cover2.3%-0.06%
Thu 24 Seplong unwind2.6%0.14%
Wed 23 Sepshort build3.0%-0.22%
Tue 22 Sepshort build3.3%-0.43%
Mon 21 Seplong build3.6%-0.31%
Fri 18 Sepshort build4.6%-1.77%
Thu 17 Seplong build4.3%-0.76%

After a name entered or left the ban

as of Thu 15 Oct 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 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.