BHARATFORG BHARAT FORGE LTD
BHARAT FORGE LTD — on this desk since 2 Jan 2006.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 1,660 | 10,000 | −1,000 | 0.84 | long unwinding |
| — | — | — | — | 1,680 | 30,500 | −1,000 | 1.80 | long unwinding |
| — | — | — | — | 1,700 | 77,500 | −46,000 | 2.50 | long unwinding |
| — | — | — | — | 1,720 | 43,000 | −1,500 | 3.99 | long unwinding |
| — | — | — | — | 1,740 | 45,500 | −3,500 | 5.40 | long unwinding |
| — | — | — | — | 1,760 | 85,500 | +8,500 | 7.25 | short build-up |
| — | 89.14 | 0 | 31,500 | 1,780 | 3,05,500 | +47,500 | 10.00 | short build-up |
| short covering | 67.80 | −6,500 | 1,50,500 | 1,800 | wall4,04,000 | −41,500 | 14.05 | long unwinding |
| short covering | 53.45 | −500 | 4,23,500 | 1,820 | 2,03,000 | −6,000 | 19.65 | long unwinding |
| short covering | 40.65 | −20,500 | 2,49,000 | 1,840 | 3,30,000 | +13,000 | 26.75 | short build-up |
| long build-up | 30.30 | +27,500 | 2,94,000 | 1,860at the money | 1,05,000 | −26,500 | 36.05 | long unwinding |
| short covering | 21.80 | −18,500 | 1,69,000 | 1,880 | 43,000 | −2,500 | 48.10 | long unwinding |
| short covering | 15.55 | −10,000 | 3,79,500 | 1,900 | 2,42,500 | −88,500 | 61.95 | long unwinding |
| short covering | 11.05 | −500 | 96,500 | 1,920 | 42,000 | 0 | 81.53 | — |
| long build-up | 7.65 | +6,500 | 4,56,000 | 1,940 | 44,500 | 0 | 96.83 | — |
| short build-up | 5.55 | +6,500 | 2,00,500 | 1,960 | 94,000 | 0 | 113.18 | — |
| long unwinding | 4.05 | −8,000 | 1,62,500 | 1,980 | 54,500 | 0 | 131.00 | — |
| — | 3.35 | +21,500 | 5,69,500wall | 2,000 | 2,97,500 | −500 | 148.34 | long unwinding |
| short covering | 3.06 | −2,500 | 84,500 | 2,020 | 34,000 | 0 | 166.84 | — |
| — | 2.03 | 0 | 8,000 | 2,040 | 27,500 | 0 | 185.77 | — |
| short build-up | 1.40 | +500 | 47,500 | 2,060 | 4,500 | 0 | 205.03 | — |
The options were priced for a move of about 3.6% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 375 of 697 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 0.11% above the share.
Not in the F&O ban this session; open interest stood at 36% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.6% by 27 Oct; over the sessions the desk holds it ranged 1.4–8.6%.
Option prices were dearer than 27 of the past 252 sessions.
Puts were priced dearer than calls 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 | 3.6% | 0.11% | |
| Wed 14 Oct | long unwind | 3.9% | 0.17% | |
| Tue 13 Oct | short cover | 3.9% | 0.65% | |
| Mon 12 Oct | short cover | 4.3% | 0.06% | |
| Fri 9 Oct | long build | 4.6% | -0.13% | |
| Thu 8 Oct | short build | 5.2% | 0.12% | |
| Wed 7 Oct | short build | 5.1% | -0.24% | |
| Tue 6 Oct | short cover | 5.1% | -0.16% | |
| Mon 5 Oct | short build | 5.4% | 0.05% | |
| Thu 1 Oct | long unwind | 5.6% | -0.15% | |
| Wed 30 Sep | short build | 5.3% | 0.25% | |
| Tue 29 Sep | short build | 5.2% | 0.26% | |
| Mon 28 Sep | long unwind | 5.4% | 0.42% | |
| Fri 25 Sep | long build | 1.5% | -0.11% | |
| Thu 24 Sep | short build | 1.8% | -0.08% | |
| Wed 23 Sep | short build | 2.0% | -0.09% | |
| Tue 22 Sep | short cover | 2.4% | -0.19% | |
| Mon 21 Sep | short build | 2.7% | -0.06% | |
| Fri 18 Sep | short cover | 3.2% | 0.66% | |
| Thu 17 Sep | short cover | 3.5% | 0.06% |
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.