VOLTAS VOLTAS LTD
VOLTAS LTD — on this desk since 28 Dec 2006.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 880 | 32,250 | −4,500 | 0.01 | long unwinding |
| short covering | 153.62 | −750 | 0 | 900 | 375 | 0 | 0.05 | — |
| — | — | — | — | 920 | 37,125 | −375 | 0.60 | long unwinding |
| — | 114.14 | +1,125 | 1,125 | 940 | 64,500 | −1,125 | 0.49 | long unwinding |
| — | 94.94 | 0 | 15,375 | 960 | 1,14,750 | −15,750 | 1.60 | long unwinding |
| — | — | — | — | 980 | 1,34,625 | −16,125 | 2.75 | long unwinding |
| short covering | 59.15 | −10,500 | 34,500 | 1,000 | 2,29,500 | −43,500 | 5.00 | long unwinding |
| short covering | 42.10 | −5,625 | 1,04,250 | 1,020 | 1,28,625 | −7,500 | 9.20 | long unwinding |
| short covering | 29.10 | −96,750 | 2,73,375 | 1,040 | 2,66,625 | −38,250 | 15.80 | long unwinding |
| long build-up | 19.05 | +12,375 | 4,87,500 | 1,060at the money | 3,02,625 | +42,000 | 25.70 | short build-up |
| short covering | 11.95 | −63,000 | 3,70,500 | 1,080 | 1,51,875 | +10,125 | 37.85 | short build-up |
| long build-up | 7.35 | +8,625 | 8,90,250wall | 1,100 | wall5,20,875 | −3,375 | 53.45 | long unwinding |
| long unwinding | 4.40 | −22,875 | 5,21,250 | 1,120 | 3,40,500 | −1,875 | 71.45 | long unwinding |
| long unwinding | 2.95 | −58,125 | 5,92,125 | 1,140 | 1,74,000 | −2,625 | 90.00 | long unwinding |
| long unwinding | 2.05 | −6,000 | 2,42,250 | 1,160 | 69,375 | −1,125 | 107.17 | long unwinding |
| — | 1.60 | +7,125 | 1,52,250 | 1,180 | 31,875 | 0 | 126.49 | — |
| — | 1.20 | −9,000 | 7,70,625 | 1,200 | 1,95,000 | −6,750 | 146.12 | long unwinding |
| long unwinding | 0.11 | −7,875 | 57,750 | 1,220 | 16,125 | 0 | 165.94 | — |
| — | 0.04 | −750 | 82,875 | 1,240 | 39,000 | 0 | 185.83 | — |
| short covering | 0.02 | −3,375 | 33,000 | 1,260 | 25,875 | 0 | 205.77 | — |
The options were priced for a move of about 4.3% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 343 of 644 times the close 5 sessions later was higher.
Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.17% above the share.
Not in the F&O ban this session; open interest stood at 59% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.3% by 27 Oct; over the sessions the desk holds it ranged 2.0–9.8%.
Option prices were dearer than 41 of the past 252 sessions.
Calls were priced dearer than puts 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 | short cover | 4.3% | 0.17% | |
| Wed 14 Oct | long build | 4.4% | 0.59% | |
| Tue 13 Oct | long build | 4.6% | -0.06% | |
| Mon 12 Oct | short build | 5.0% | 0.38% | |
| Fri 9 Oct | long build | 5.3% | 0.67% | |
| Thu 8 Oct | long unwind | 5.8% | 0.08% | |
| Wed 7 Oct | long unwind | 5.8% | -0.03% | |
| Tue 6 Oct | long build | 5.9% | 0.20% | |
| Mon 5 Oct | short cover | 6.2% | -0.14% | |
| Thu 1 Oct | long unwind | 6.5% | 0.24% | |
| Wed 30 Sep | short build | 6.4% | 0.59% | |
| Tue 29 Sep | short build | 6.2% | 1.14% | |
| Mon 28 Sep | short cover | 6.2% | 0.04% | |
| Fri 25 Sep | no read | 2.0% | -0.21% | |
| Thu 24 Sep | long unwind | 2.3% | -0.18% | |
| Wed 23 Sep | short cover | 2.5% | -0.06% | |
| Tue 22 Sep | short build | 3.0% | 0.01% | |
| Mon 21 Sep | long build | 2.9% | 0.44% | |
| Fri 18 Sep | short build | 3.4% | 1.83% | |
| Thu 17 Sep | long build | 3.6% | 0.28% |
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.