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OIL OIL INDIA LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

OIL INDIA LTD — on this desk since 29 Oct 2010.

Prices before Fri 30 Nov 2018 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

implied move
3.2%
12 days to the expiry read
futures
long unwind
price fell and open interest fell
basis
0.09%
the future traded 0.09% above the share
option prices
10
dearer than 10 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————3952,80000.18—
————40070,000−8,4000.25long unwinding
—41.6708,40040511,20000.54—
—37.01022,40041077,000−9,8000.87short covering
————41554,600+4,2000.60short build-up
————42061,600+2,8001.20short build-up
————4251,09,200−14,0001.30long unwinding
—20.38015,4004301,51,200−95,2002.10short covering
————4351,02,200+18,2003.25long build-up
short build-up10.60+1,4001,61,0004402,66,000−15,4004.70short covering
long unwinding7.60−1,4001,12,000445at the money89,600−11,2006.75short covering
short build-up5.35+58,8005,32,000wall4502,68,800−40,6009.25short covering
long unwinding3.65−46,2001,75,00045536,400−2,80012.65short covering
short build-up2.40+16,8004,21,4004601,84,800−2,80016.45long unwinding
short build-up1.60+2,8002,25,40046518,200022.62—
short build-up1.20+8,4002,33,80047074,200025.20—
long unwinding0.85−2,8001,51,20047522,400030.77—
short build-up0.60+1,4004,07,400480wall3,03,800035.16—
long unwinding0.50−1,40030,8004852,800039.71—
long unwinding0.35−1,4001,48,40049018,200044.38—
—0.45037,800495————

The options were priced for a move of about 3.2% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Long unwind: price fell and open interest fell.

For this stock, 87 of 175 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

as of Thu 15 Oct 15:30

The future traded 0.09% above the share.

Not in the F&O ban this session; open interest stood at 21% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.2% by 27 Oct; over the sessions the desk holds it ranged 1.7–9.3%.

Option prices were dearer than 10 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 unwind3.2%0.09%
Wed 14 Octlong build3.4%0.60%
Tue 13 Octlong build3.6%0.31%
Mon 12 Octno read4.1%0.67%
Fri 9 Octshort build4.3%0.23%
Thu 8 Octshort build4.8%-0.17%
Wed 7 Octlong build5.3%-0.10%
Tue 6 Octshort cover5.1%-0.21%
Mon 5 Octlong build5.2%0.06%
Thu 1 Octlong unwind5.7%-0.09%
Wed 30 Sepshort build5.8%0.22%
Tue 29 Sepshort build6.0%0.83%
Mon 28 Seplong unwind6.0%0.22%
Fri 25 Sepshort build2.0%-0.38%
Thu 24 Seplong build2.4%-0.55%
Wed 23 Seplong build2.6%0.24%
Tue 22 Seplong unwind2.9%0.14%
Mon 21 Sepshort build3.1%0.24%
Fri 18 Sepshort cover3.7%0.81%
Thu 17 Seplong unwind4.0%0.29%

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.