NYKAA FSN E COMMERCE VENTURES
FSN E COMMERCE VENTURES — on this desk since 29 Nov 2024.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 48.93 | 0 | 6,250 | 290 | 3,50,000 | −6,250 | 0.01 | long unwinding |
| — | — | — | — | 295 | 71,875 | −3,125 | 0.02 | long unwinding |
| — | 39.00 | 0 | 3,125 | 300 | 6,28,125 | −28,125 | 0.30 | long unwinding |
| — | — | — | — | 305 | 1,06,250 | +3,125 | 0.14 | short build-up |
| — | 29.27 | 0 | 1,03,125 | 310 | 6,71,875 | −50,000 | 0.55 | long unwinding |
| — | 24.60 | 0 | 1,28,125 | 315 | 3,50,000 | +9,375 | 0.63 | short build-up |
| — | 20.16 | 0 | 3,09,375 | 320 | wall17,12,500 | 0 | 1.20 | — |
| — | 16.06 | 0 | 3,46,875 | 325 | 5,53,125 | −43,750 | 2.00 | long unwinding |
| short covering | 10.80 | −6,250 | 7,93,750 | 330 | 8,56,250 | −37,500 | 3.15 | long unwinding |
| — | 7.75 | +28,125 | 6,28,125 | 335 | 9,78,125 | −40,625 | 4.90 | long unwinding |
| long unwinding | 5.30 | −59,375 | 25,71,875 | 340at the money | 13,56,250 | −43,750 | 7.35 | long unwinding |
| short build-up | 3.40 | +34,375 | 16,09,375 | 345 | 4,00,000 | 0 | 10.52 | — |
| long unwinding | 2.15 | −1,31,250 | 28,75,000wall | 350 | 2,25,000 | 0 | 13.96 | — |
| long unwinding | 1.40 | −28,125 | 6,21,875 | 355 | 75,000 | 0 | 17.85 | — |
| long unwinding | 0.95 | −68,750 | 17,09,375 | 360 | 6,250 | 0 | 22.09 | — |
| long unwinding | 0.65 | −37,500 | 2,40,625 | 365 | — | — | — | — |
| long unwinding | 0.45 | −3,125 | 12,53,125 | 370 | 9,375 | 0 | 31.29 | — |
| — | 0.40 | 0 | 2,81,250 | 375 | — | — | — | — |
| long unwinding | 0.30 | −15,625 | 8,09,375 | 380 | 3,125 | 0 | 41.00 | — |
| — | 0.05 | 0 | 6,250 | 385 | — | — | — | — |
| — | 0.02 | −6,250 | 4,81,250 | 390 | — | — | — | — |
The options were priced for a move of about 3.7% by 27 Oct.
Open interest
Long build: price rose and open interest rose.
For this stock, 79 of 131 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 0.13% below the share.
Not in the F&O ban this session; open interest stood at 30% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.7% by 27 Oct; over the sessions the desk holds it ranged 1.6–8.2%.
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
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 | 3.7% | -0.13% | |
| Wed 14 Oct | short build | 4.1% | 0.01% | |
| Tue 13 Oct | long build | 4.3% | 0.34% | |
| Mon 12 Oct | short build | 4.6% | -1.01% | |
| Fri 9 Oct | short cover | 4.8% | -0.22% | |
| Thu 8 Oct | long unwind | 5.1% | 0.54% | |
| Wed 7 Oct | long unwind | 4.8% | -0.50% | |
| Tue 6 Oct | long build | 5.0% | 0.65% | |
| Mon 5 Oct | short cover | 5.3% | -0.31% | |
| Thu 1 Oct | short cover | 6.1% | -0.02% | |
| Wed 30 Sep | short build | 6.0% | 0.75% | |
| Tue 29 Sep | long build | 5.8% | 0.98% | |
| Mon 28 Sep | short build | 5.8% | 0.26% | |
| Fri 25 Sep | long unwind | 1.7% | -0.36% | |
| Thu 24 Sep | long unwind | 1.8% | -0.13% | |
| Wed 23 Sep | long build | 1.9% | -0.35% | |
| Tue 22 Sep | long unwind | 2.4% | -0.16% | |
| Mon 21 Sep | long build | 2.6% | 0.34% | |
| Fri 18 Sep | long build | 2.9% | -1.57% | |
| Thu 17 Sep | short build | 3.2% | 0.56% |
After a name entered or left the ban
- 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.