PAGEIND PAGE INDUSTRIES LTD
PAGE INDUSTRIES LTD — on this desk since 29 May 2015.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 5,558.60 | 0 | 40 | 31,000 | 420 | +180 | 12.60 | long build-up |
| — | — | — | — | 32,000 | 380 | +20 | 0.76 | short build-up |
| — | — | — | — | 32,500 | 80 | 0 | 2.38 | — |
| — | — | — | — | 33,000 | 1,260 | 0 | 6.62 | — |
| — | — | — | — | 33,500 | 520 | −60 | 16.54 | long unwinding |
| — | — | — | — | 34,000 | 1,800 | +220 | 66.05 | long build-up |
| — | — | — | — | 34,500 | 1,200 | −200 | 100.90 | short covering |
| — | 1,711.63 | 0 | 60 | 35,000 | 2,900 | −160 | 165.35 | short covering |
| — | 1,321.15 | 0 | 140 | 35,500 | 840 | +280 | 266.75 | long build-up |
| short build-up | 966.00 | +140 | 860 | 36,000 | 3,380 | +280 | 417.60 | long build-up |
| short build-up | 678.80 | +920 | 3,620 | 36,500at the money | 2,440 | −240 | 611.45 | short covering |
| short build-up | 442.30 | +500 | 8,000 | 37,000 | wall4,400 | −20 | 886.85 | short covering |
| short build-up | 293.10 | +120 | 3,700 | 37,500 | 2,380 | −20 | 1,236.22 | short covering |
| short build-up | 191.85 | +220 | 7,840 | 38,000 | 2,760 | +60 | 1,612.45 | long build-up |
| short build-up | 122.00 | +400 | 2,400 | 38,500 | 640 | 0 | 2,037.77 | — |
| short build-up | 79.25 | +1,160 | 9,840 | 39,000 | 1,120 | 0 | 2,487.62 | — |
| short build-up | 57.10 | +480 | 3,840 | 39,500 | — | — | — | — |
| long unwinding | 40.60 | −960 | 11,040wall | 40,000 | 140 | 0 | 3,440.54 | — |
| — | 26.95 | 0 | 860 | 40,500 | 60 | 0 | 3,931.13 | — |
| long unwinding | 22.20 | −60 | 3,060 | 41,000 | 100 | 0 | 4,425.99 | — |
| — | 1.46 | 0 | 780 | 41,500 | — | — | — | — |
The options were priced for a move of about 3.5% by 27 Oct.
Open interest
Long unwind: price fell and open interest fell.
For this stock, 330 of 589 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
The future traded 0.18% above the share.
Not in the F&O ban this session; open interest stood at 34% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.5% by 27 Oct; over the sessions the desk holds it ranged 1.6–7.3%.
Option prices were dearer than 38 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 unwind | 3.5% | 0.18% | |
| Wed 14 Oct | long unwind | 3.7% | 0.35% | |
| Tue 13 Oct | long build | 3.6% | 0.27% | |
| Mon 12 Oct | short build | 4.0% | -0.05% | |
| Fri 9 Oct | short cover | 4.2% | 0.08% | |
| Thu 8 Oct | short build | 4.9% | 0.88% | |
| Wed 7 Oct | long unwind | 4.6% | 0.07% | |
| Tue 6 Oct | long build | 4.9% | 0.04% | |
| Mon 5 Oct | long build | 5.4% | 0.28% | |
| Thu 1 Oct | long build | 5.9% | 0.38% | |
| Wed 30 Sep | short build | 5.5% | 0.84% | |
| Tue 29 Sep | short build | 5.3% | 1.35% | |
| Mon 28 Sep | long unwind | 6.7% | 0.33% | |
| Fri 25 Sep | short cover | 1.6% | 0.24% | |
| Thu 24 Sep | short cover | 1.9% | 0.20% | |
| Wed 23 Sep | long build | 2.2% | -0.15% | |
| Tue 22 Sep | long build | 2.6% | 0.20% | |
| Mon 21 Sep | long build | 2.5% | 0.47% | |
| Fri 18 Sep | short cover | 3.5% | -2.13% | |
| Thu 17 Sep | long build | 3.2% | 0.37% |
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.
The lot size changed from 15 to 20 on 29 Apr 2026; contracts either side are compared in shares, not lots.