TATATECH

TATATECH — on this desk since 28 Feb 2025.

implied move
—
futures
no read
price or open interest did not move enough to say
basis
—
option prices
—
not enough history yet

Option chain

as of Tue 28 Apr 15:30

No option rows on this session.

No move could be read from the options for this session.

Open interest

as of Tue 28 Apr 15:30

No read: price or open interest did not move enough to say.

This stock has no settled cases of this class yet.

Basis, rollover and the ban

as of Tue 28 Apr 15:30

No basis on this session.

Not in the F&O ban this session; open interest stood at 0% of its market-wide limit.

Implied volatility

as of Tue 28 Apr 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 1.4–9.4%.

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Implied and realised around results

as of Tue 28 Apr 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Tue 28 Apr 15:30
sessionfuturesimplied movebasisban
Tue 28 Aprno read——
Mon 27 Aprno read——
Fri 24 Aprshort cover2.3%0.19%
Thu 23 Aprlong unwind3.1%-0.14%
Wed 22 Aprlong unwind3.0%0.02%
Tue 21 Aprshort cover3.1%0.32%
Mon 20 Aprlong unwind4.5%0.03%
Fri 17 Aprshort cover4.1%0.27%
Thu 16 Aprshort cover4.6%0.22%
Wed 15 Aprshort cover5.5%0.33%
Mon 13 Aprlong unwind6.1%0.35%
Fri 10 Aprshort cover6.3%0.15%
Thu 9 Aprlong unwind6.6%0.67%
Wed 8 Aprshort cover6.7%0.29%
Tue 7 Aprshort cover7.6%0.54%
Mon 6 Aprshort cover7.2%0.51%
Thu 2 Aprlong build8.4%0.52%
Wed 1 Aprshort cover8.2%0.24%
Mon 30 Marlong unwind9.4%0.43%
Fri 27 Marshort build1.8%0.04%

After a name entered or left the ban

as of Tue 28 Apr 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 Tue 28 Apr 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.

The lot size changed from 700 to 800 on 28 Apr 2025; contracts either side are compared in shares, not lots.