MUTHOOTFIN MUTHOOT FINANCE LIMITED
MUTHOOT FINANCE LIMITED — on this desk since 31 Mar 2017.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 2,200 | 33,000 | +1,100 | 0.19 | short build-up |
| — | 305.87 | 0 | 275 | 2,300 | 32,450 | +8,250 | 3.10 | short build-up |
| — | — | — | — | 2,350 | 28,050 | +16,225 | 4.05 | short build-up |
| long build-up | 214.75 | +275 | 8,250 | 2,400 | 55,825 | +1,375 | 6.05 | short build-up |
| — | — | — | — | 2,450 | 77,275 | −34,375 | 9.80 | long unwinding |
| short covering | 124.65 | −2,750 | 21,450 | 2,500 | 1,74,350 | +4,400 | 16.70 | short build-up |
| long build-up | 88.05 | +7,425 | 58,850 | 2,550 | 1,32,550 | +1,375 | 28.80 | short build-up |
| short covering | 57.05 | −1,00,375 | 3,39,625 | 2,600at the money | wall4,73,000 | +64,350 | 47.80 | short build-up |
| short covering | 34.65 | −56,100 | 3,55,300 | 2,650 | 1,51,525 | −2,475 | 75.60 | long unwinding |
| short covering | 19.35 | −3,07,175 | 5,81,900 | 2,700 | 1,94,700 | +3,025 | 111.05 | short build-up |
| long unwinding | 10.75 | −825 | 2,96,450 | 2,750 | 94,875 | −1,375 | 163.65 | long unwinding |
| long unwinding | 6.05 | −6,875 | 6,63,300wall | 2,800 | 1,77,375 | −1,650 | 205.85 | long unwinding |
| — | 3.90 | 0 | 82,225 | 2,850 | 37,125 | 0 | 250.90 | — |
| long unwinding | 2.50 | −9,075 | 3,60,800 | 2,900 | 1,06,975 | −550 | 297.90 | long unwinding |
| short covering | 2.00 | −8,525 | 40,700 | 2,950 | 5,775 | 0 | 346.16 | — |
| short covering | 1.80 | −3,850 | 3,34,400 | 3,000 | 63,525 | 0 | 395.18 | — |
| — | 0.40 | 0 | 275 | 3,050 | 825 | 0 | 444.64 | — |
| long unwinding | 1.15 | −4,950 | 33,825 | 3,100 | 33,550 | 0 | 494.32 | — |
The options were priced for a move of about 4.0% by 27 Oct.
Open interest
Long build: price rose and open interest rose.
For this stock, 333 of 653 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
The future traded 0.32% above the share.
Not in the F&O ban this session; open interest stood at 79% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.0% by 27 Oct; over the sessions the desk holds it ranged 1.8–9.2%.
Option prices were dearer than 34 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 build | 4.0% | 0.32% | |
| Wed 14 Oct | short build | 4.4% | 0.30% | |
| Tue 13 Oct | long build | 4.3% | 0.66% | |
| Mon 12 Oct | short cover | 4.7% | 0.00% | |
| Fri 9 Oct | short cover | 5.1% | 0.36% | |
| Thu 8 Oct | long unwind | 6.0% | 0.60% | |
| Wed 7 Oct | short build | 5.8% | 0.06% | |
| Tue 6 Oct | short build | 6.1% | 0.42% | |
| Mon 5 Oct | short cover | 6.1% | 0.02% | |
| Thu 1 Oct | long unwind | 6.5% | 0.25% | |
| Wed 30 Sep | short build | 6.2% | 0.81% | |
| Tue 29 Sep | long unwind | 6.2% | 1.28% | |
| Mon 28 Sep | short build | 6.3% | 0.63% | |
| Fri 25 Sep | long build | 1.8% | 0.06% | |
| Thu 24 Sep | long unwind | 2.2% | -0.05% | |
| Wed 23 Sep | long build | 2.2% | -0.08% | |
| Tue 22 Sep | short build | 2.9% | 0.20% | |
| Mon 21 Sep | long build | 3.1% | 0.30% | |
| Fri 18 Sep | short cover | 3.6% | 0.03% | |
| Thu 17 Sep | long unwind | 4.3% | 0.40% |
After a name entered or left the ban
- This stock, on entering the ban: 2 of 2 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 0 of 2 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
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.