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PNBHOUSING PNB HOUSING FIN LTD.

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

PNB HOUSING FIN LTD. — on this desk since 28 Mar 2025.

implied move
4.3%
12 days to the expiry read
futures
long unwind
price fell and open interest fell
basis
0.14%
the future traded 0.14% above the share
option prices
42
dearer than 42 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————9801,950−6500.02—
—185.8608,4501,00072,800−11,7000.07long unwinding
—166.0201,9501,02049,400−6500.20short covering
—146.3505,8501,04097,500+31,2000.48long build-up
—126.9708,4501,06066,950−6,5001.60short covering
—108.12022,7501,08080,600+12,3502.18long build-up
long unwinding90.09−26,0001,95,6501,1002,72,350−9,1003.45short covering
long unwinding73.23−3,2503,62,050wall1,1201,96,300−9,7505.50short covering
long unwinding53.00−7,1501,96,9501,1401,97,600−3,9008.85short covering
long unwinding40.60−5,8502,68,4501,160wall2,78,850+48,75014.50long build-up
long unwinding28.15−44,8501,15,0501,180at the money1,38,450−38,35022.70short covering
long unwinding19.30−15,6003,12,0001,2002,42,450−1,47,55033.45short covering
long unwinding12.60−6,5002,34,6501,22081,250−20,80047.30short covering
long unwinding8.05−42,9001,69,0001,24019,500−1,30064.66short covering
long unwinding5.00−37,0503,20,4501,260650080.72—
long unwinding3.25−35,1002,14,5001,2805,200098.01—
long unwinding2.00−65053,9501,3001,950+1,950116.22—
long unwinding1.40−38,3501,02,0501,3201,3000135.09—
short build-up0.82+65030,5501,3401,950+1,950154.39—
long unwinding0.65−13,00092,3001,360————
————1,4001,950+1,950213.57—

The options were priced for a move of about 4.3% 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, 58 of 97 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 0.14% above the share.

Not in the F&O ban this session; open interest stood at 54% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.3% by 27 Oct; over the sessions the desk holds it ranged 1.6–9.7%.

Option prices were dearer than 42 of the past 252 sessions.

Calls were priced dearer than puts 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 unwind4.3%0.14%
Wed 14 Octshort build4.7%0.29%
Tue 13 Octlong build4.9%0.11%
Mon 12 Octshort cover5.4%0.12%
Fri 9 Octshort cover5.5%0.26%
Thu 8 Octshort cover6.1%0.63%
Wed 7 Octshort cover6.1%0.57%
Tue 6 Octlong unwind6.5%0.64%
Mon 5 Octlong build6.5%0.32%
Thu 1 Octshort build7.1%0.16%
Wed 30 Seplong build6.5%0.61%
Tue 29 Seplong build6.9%0.70%
Mon 28 Seplong unwind7.3%0.07%
Fri 25 Seplong unwind1.9%-0.21%
Thu 24 Seplong unwind2.4%0.07%
Wed 23 Seplong build2.2%0.37%
Tue 22 Seplong unwind2.7%0.54%
Mon 21 Seplong build3.1%0.46%
Fri 18 Sepshort cover3.8%0.63%
Thu 17 Sepshort build4.3%0.73%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 0 of 1 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 0 of 1 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

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.