AXISBANK AXIS BANK LIMITED

AXIS BANK LIMITED — on this desk since 2 Jan 2006.

Results meeting tomorrow Sat 17 Oct 2026, as the company announced it to NSE

implied move
3.8%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
0.06%
the future traded 0.06% above the share
option prices
83
dearer than 83 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—100.98013,1251,1901,58,125−6,2502.35long unwinding
short covering90.70−1,55,62514,91,8751,20016,11,250−53,7502.90long unwinding
short covering82.00−23,7501,18,7501,2102,26,875+6,8753.95short build-up
short covering73.05−1,50,62520,90,6251,22013,60,625−4,82,5005.00long unwinding
short covering64.70−48,1256,31,8751,2308,33,125−90,0006.50long unwinding
short covering55.85−1,00,00017,68,7501,24011,63,125+6258.50short build-up
short covering48.80−47,50029,85,0001,25011,48,750+52,50010.80short build-up
short covering40.60−58,12540,73,750wall1,260wall21,51,250+3,51,87513.60short build-up
long build-up34.35+31,25011,68,7501,2708,33,750+2,32,50017.00short build-up
long build-up28.70+1,47,50024,19,3751,28013,91,875+7,43,12520.85short build-up
long build-up23.55+1,41,25014,70,6251,290at the money5,22,500+4,04,37525.50short build-up
long build-up18.85+8,08,75021,01,2501,30014,34,375+4,65,62530.75short build-up
long build-up14.65+6,56,8759,81,8751,3101,05,000+96,87537.05short build-up
short covering11.85−10,0007,04,3751,32063,750+16,87543.45short build-up
long build-up9.20+1,51,2506,23,7501,3307,500047.62—
long build-up6.80+3,1253,57,5001,34037,500+6,25059.35short build-up
long build-up5.35+1,83,1255,27,5001,350————
short covering3.95−11,87510,48,7501,36021,875+3,75076.85short build-up
long build-up3.00+64,3751,18,7501,370————
long build-up2.35+13,1251,98,7501,3801,63,125+1,51,25095.15short build-up
—1.85+91,25091,2501,390————

The options were priced for a move of about 3.8% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 357 of 679 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.06% above the share.

Not in the F&O ban this session; open interest stood at 49% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.8% by 27 Oct; over the sessions the desk holds it ranged 1.0–5.7%.

Option prices were dearer than 83 of the past 252 sessions.

Puts were priced dearer than calls 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 build3.8%0.06%
Wed 14 Octshort build4.0%0.39%
Tue 13 Octshort cover4.0%0.67%
Mon 12 Octshort build4.2%0.10%
Fri 9 Octlong build4.2%0.27%
Thu 8 Octlong unwind4.6%0.27%
Wed 7 Octshort build4.6%0.54%
Tue 6 Octlong build4.6%0.15%
Mon 5 Octlong build5.1%0.53%
Thu 1 Octlong unwind5.2%0.71%
Wed 30 Sepshort cover5.0%0.15%
Tue 29 Sepshort build5.1%0.14%
Mon 28 Sepshort build5.4%0.33%
Fri 25 Sepshort cover1.6%-0.21%
Thu 24 Sepshort build2.3%0.29%
Wed 23 Seplong unwind1.7%0.23%
Tue 22 Sepshort build1.9%0.39%
Mon 21 Sepshort cover2.1%-0.08%
Fri 18 Sepshort cover2.4%-0.68%
Thu 17 Seplong build2.6%0.52%

After a name entered or left the ban

as of Thu 15 Oct 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 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.