MRF

MRF — on this desk since 21 Aug 2008.

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 29 May 15:30

No option rows on this session.

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

Open interest

as of Thu 29 May 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 29 May 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 29 May 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 1.7–7.2%.

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Implied and realised around results

as of Thu 29 May 15:30

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

The futures, session by session

as of Thu 29 May 15:30
sessionfuturesimplied movebasisban
Thu 29 Mayno read——
Wed 28 Mayno read——
Tue 27 Mayno read——
Mon 26 Mayno read——
Fri 23 Mayshort cover1.9%0.14%
Thu 22 Mayshort cover2.2%0.13%
Wed 21 Mayshort cover2.8%0.12%
Tue 20 Maylong unwind2.6%0.13%
Mon 19 Maylong unwind2.8%0.29%
Fri 16 Maylong unwind3.2%0.41%
Thu 15 Mayshort cover3.4%0.44%
Wed 14 Mayshort cover3.6%0.45%
Tue 13 Mayshort cover3.8%0.42%
Mon 12 Mayshort cover3.9%0.41%
Fri 9 Maylong unwind4.8%0.29%
Thu 8 Maylong unwind5.1%0.40%
Wed 7 Maylong build5.4%0.52%
Tue 6 Maylong unwind6.5%0.47%—
Mon 5 Maylong build6.7%0.53%
Fri 2 Maylong build6.6%0.23%

After a name entered or left the ban

as of Thu 29 May 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 29 May 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.