LTTS
OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30
LTTS — 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 Thu 27 Mar 15:30
No option rows on this session.
No move could be read from the options for this session.
Open interest
as of Thu 27 Mar 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 27 Mar 15:30
No basis on this session.
Not in the F&O ban this session.
Implied volatility
as of Thu 27 Mar 15:30
No move could be read from the options for this session; over the sessions the desk holds it ranged 2.5–8.0%.
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Implied and realised around results
as of Thu 27 Mar 15:30
No results meeting with an option chain on its eve yet.
The futures, session by session
as of Thu 27 Mar 15:30
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 27 Mar | no read | — | — | |
| Wed 26 Mar | no read | — | — | |
| Tue 25 Mar | no read | — | — | |
| Mon 24 Mar | no read | — | — | |
| Fri 21 Mar | short cover | 3.1% | 0.07% | |
| Thu 20 Mar | short cover | 3.5% | -0.04% | |
| Wed 19 Mar | short cover | 3.8% | 0.09% | |
| Tue 18 Mar | long build | 4.0% | 0.03% | |
| Mon 17 Mar | short cover | 4.1% | 0.24% | |
| Thu 13 Mar | short build | 4.9% | 0.11% | |
| Wed 12 Mar | short build | 5.3% | 0.20% | |
| Tue 11 Mar | short cover | 5.4% | 0.24% | |
| Mon 10 Mar | long unwind | 4.7% | -0.01% | |
| Fri 7 Mar | short build | 5.9% | 0.12% | |
| Thu 6 Mar | long build | 5.9% | 0.15% | |
| Wed 5 Mar | short cover | 6.3% | 0.25% | |
| Tue 4 Mar | long unwind | 6.8% | 0.19% | |
| Mon 3 Mar | short cover | 6.4% | 0.34% | |
| Fri 28 Feb | long unwind | 6.5% | 0.22% | |
| Thu 27 Feb | long unwind | 7.2% | 0.66% |
After a name entered or left the ban
as of Thu 27 Mar 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 27 Mar 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 200 to 100 on 26 Apr 2024; contracts either side are compared in shares, not lots.