ACC

ACC — on this desk since 2 Jan 2006.

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 Thu 31 Jul 15:30

No option rows on this session.

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

Open interest

as of Thu 31 Jul 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 Thu 31 Jul 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 31 Jul 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 1.9–8.2%.

Show the recordHide the record

Implied and realised around results

as of Thu 31 Jul 15:30

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

The futures, session by session

as of Thu 31 Jul 15:30
sessionfuturesimplied movebasisban
Thu 31 Julno read——
Wed 30 Julno read——
Tue 29 Julno read——
Mon 28 Julno read——
Fri 25 Jullong unwind2.0%0.03%
Thu 24 Jullong unwind2.7%0.01%
Wed 23 Jullong unwind3.1%0.05%
Tue 22 Jullong unwind3.5%0.04%
Mon 21 Julshort cover3.8%0.11%
Fri 18 Jullong unwind3.9%0.15%
Thu 17 Julshort build3.9%0.25%
Wed 16 Julshort cover4.0%0.29%
Tue 15 Julshort cover4.2%0.32%
Mon 14 Jullong unwind4.1%0.26%
Fri 11 Jullong unwind4.3%0.28%
Thu 10 Julshort cover4.3%0.30%
Wed 9 Julshort cover4.4%0.22%
Tue 8 Julshort cover4.5%0.32%
Mon 7 Jullong unwind4.6%0.26%
Fri 4 Julshort cover4.9%0.27%

After a name entered or left the ban

as of Thu 31 Jul 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 31 Jul 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.