NAM-INDIA NIPPON L I A M LTD

NIPPON L I A M LTD — on this desk since 26 Feb 2021.

Results meeting in 6 days Thu 22 Oct 2026, as the company announced it to NSE

implied move
4.4%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
0.30%
the future traded 0.30% above the share
option prices
27
dearer than 27 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————92011,250−3,1250.16long unwinding
————94016,87500.39—
————96050,625−18,1250.90long unwinding
————98044,375−10,6251.45long unwinding
long build-up94.45+6,8758,7501,0001,31,250−33,7502.60long unwinding
short covering77.09−6256,2501,02069,375+20,6254.20short build-up
short covering57.45−1,87556,2501,040wall1,76,875+30,0007.10short build-up
short covering43.20−18,12596,8751,06096,875−6,87511.65long unwinding
long build-up30.25+16,2501,06,2501,080at the money83,125+30,00017.80short build-up
long build-up19.80+80,0002,29,3751,1001,45,625+2,50028.25short build-up
long build-up12.30+25,0001,21,8751,12014,375047.21—
long build-up7.30+5,0002,93,750wall1,14023,125061.31—
long build-up4.60+6,8752,60,0001,1603,125077.02—
long build-up2.80+1,25058,1251,180625094.03—
short covering1.65−15,0001,65,0001,20011,8750112.02—
—1.77013,7501,2206250130.73—
—0.80023,7501,2403,1250149.92—
—0.55011,2501,260————
—0.29011,2501,280————

The options were priced for a move of about 4.4% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 72 of 135 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 0.30% above the share.

Not in the F&O ban this session; open interest stood at 25% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.4% by 27 Oct; over the sessions the desk holds it ranged 1.7–11.9%.

Option prices were dearer than 27 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 build4.4%0.30%
Wed 14 Octshort build4.8%0.50%
Tue 13 Octlong build4.9%0.77%
Mon 12 Octlong build5.4%-0.33%
Fri 9 Octshort cover5.5%0.29%
Thu 8 Octlong unwind6.1%-0.12%
Wed 7 Octshort build6.1%0.74%
Tue 6 Octshort cover6.0%-0.09%
Mon 5 Octlong build6.2%-0.58%
Thu 1 Octshort build6.8%0.19%
Wed 30 Sepshort build6.4%0.33%
Tue 29 Seplong unwind7.1%0.84%
Mon 28 Sepshort build6.8%-0.37%
Fri 25 Seplong build1.7%-0.04%
Thu 24 Sepshort build2.4%0.00%
Wed 23 Sepshort cover2.5%0.63%
Tue 22 Seplong build2.7%0.11%
Mon 21 Sepshort build3.3%0.49%
Fri 18 Sepshort cover3.6%-0.16%
Thu 17 Seplong build4.0%0.38%

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.