MANAPPURAM MANAPPURAM FINANCE LTD
MANAPPURAM FINANCE LTD — on this desk since 30 Jun 2017.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 48.92 | 0 | 9,000 | 275 | 3,000 | 0 | 0.03 | — |
| short build-up | 43.97 | +9,000 | 36,000 | 280 | 2,55,000 | −12,000 | 0.40 | short covering |
| — | 39.06 | 0 | 1,32,000 | 285 | 2,85,000 | 0 | 0.16 | — |
| — | 34.24 | 0 | 21,000 | 290 | 3,39,000 | −9,000 | 0.32 | long unwinding |
| — | 29.54 | 0 | 45,000 | 295 | 3,48,000 | −9,000 | 0.61 | long unwinding |
| — | 25.02 | 0 | 84,000 | 300 | 7,17,000 | −24,000 | 1.15 | — |
| long unwinding | 21.30 | −15,000 | 1,56,000 | 305 | 1,95,000 | −21,000 | 1.70 | short covering |
| long unwinding | 16.60 | −5,10,000 | 21,09,000 | 310 | wall17,46,000 | −60,000 | 2.50 | short covering |
| long unwinding | 12.50 | −3,000 | 5,91,000 | 315 | 6,06,000 | 0 | 3.55 | — |
| long unwinding | 9.20 | −3,000 | 33,00,000wall | 320 | 13,77,000 | −1,71,000 | 5.50 | short covering |
| short build-up | 6.95 | +2,55,000 | 7,38,000 | 325at the money | 7,92,000 | −96,000 | 8.00 | short covering |
| long unwinding | 4.80 | −2,25,000 | 16,05,000 | 330 | 3,15,000 | −33,000 | 10.45 | short covering |
| long unwinding | 3.30 | −18,000 | 3,57,000 | 335 | 39,000 | +3,000 | 14.96 | long build-up |
| short build-up | 2.35 | +9,000 | 5,79,000 | 340 | 3,27,000 | 0 | 18.70 | — |
| long build-up | 1.80 | +6,000 | 1,08,000 | 345 | 1,23,000 | 0 | 22.78 | — |
| — | 1.30 | −18,000 | 4,17,000 | 350 | 1,92,000 | 0 | 27.13 | — |
| long unwinding | 0.72 | −6,000 | 30,000 | 355 | 6,000 | 0 | 31.68 | — |
| short covering | 0.80 | −3,000 | 2,13,000 | 360 | 1,71,000 | 0 | 36.39 | — |
| — | 0.15 | 0 | 87,000 | 370 | 3,000 | 0 | 46.08 | — |
| short build-up | 0.04 | +3,000 | 9,000 | 380 | 9,000 | 0 | 55.96 | — |
| — | 0.01 | 0 | 39,000 | 400 | — | — | — | — |
The options were priced for a move of about 4.6% by 27 Oct.
Open interest
Long unwind: price fell and open interest fell.
For this stock, 330 of 584 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
The future traded 0.23% above the share.
Not in the F&O ban this session; open interest stood at 104% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.6% by 27 Oct; over the sessions the desk holds it ranged 1.3–9.6%.
Option prices were dearer than 47 of the past 252 sessions.
Puts were priced dearer than calls 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 | long unwind | 4.6% | 0.23% | |
| Wed 14 Oct | long unwind | 4.4% | 0.42% | |
| Tue 13 Oct | short cover | 4.3% | 0.09% | |
| Mon 12 Oct | short cover | 4.8% | 0.36% | |
| Fri 9 Oct | short cover | 5.4% | 0.14% | |
| Thu 8 Oct | long unwind | 6.0% | 0.08% | |
| Wed 7 Oct | short build | 5.9% | 0.50% | |
| Tue 6 Oct | short build | 5.8% | 0.16% | |
| Mon 5 Oct | long build | 6.1% | 0.47% | |
| Thu 1 Oct | long unwind | 6.2% | 0.00% | |
| Wed 30 Sep | long build | 6.3% | 0.81% | |
| Tue 29 Sep | long build | 6.7% | 0.54% | |
| Mon 28 Sep | long unwind | 9.6% | 0.88% | in ban |
| Fri 25 Sep | short cover | 2.7% | -0.22% | in ban |
| Thu 24 Sep | short cover | 3.9% | -0.18% | in ban |
| Wed 23 Sep | short cover | 2.9% | -0.20% | in ban |
| Tue 22 Sep | short cover | 3.8% | -0.05% | in ban |
| Mon 21 Sep | long unwind | 3.7% | 0.06% | in ban |
| Fri 18 Sep | long unwind | 5.8% | -0.55% | in ban |
| Thu 17 Sep | long unwind | 6.1% | 0.62% | in ban |
After a name entered or left the ban
- This stock, on entering the ban: 16 of 33 times the close 5 sessions later was higher.
- This stock, on leaving it: 19 of 35 times the close 5 sessions later was higher.
- 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.