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Pre-open brief

BSE BSE LIMITED

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

BSE LIMITED — on this desk since 29 Nov 2024.

Results meeting in 19 days Wed 4 Nov 2026, as the company announced it to NSE

implied move
5.3%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.10%
the future traded 0.10% above the share
option prices
35
dearer than 35 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—485.89041,4002,9501,03,400−5,2004.45long unwinding
long build-up436.65+4,8002,46,6003,0008,19,800+14,4006.15short build-up
short covering385.35−60066,2003,0501,85,000+1,2007.95short build-up
short covering338.55−10,8005,31,0003,1004,37,800−46,40010.10long unwinding
short covering285.95−4,0004,00,2003,1501,49,400+40014.20short build-up
short covering248.35−18,4007,47,2003,2007,79,600−25,80019.70long unwinding
short covering206.30−18,0001,01,2003,2502,42,400+22,60027.45short build-up
short covering167.00−4,25,40011,10,0003,300wall9,76,000+1,56,40038.45short build-up
short covering132.00−1,93,8003,60,0003,3503,60,400+41,60054.60short build-up
short covering104.20−54,40016,46,4003,4007,19,400+1,96,40074.85short build-up
long build-up80.90+1,86,6004,46,0003,450at the money2,04,200+1,55,600100.55short build-up
long build-up61.90+5,26,00020,52,800wall3,5003,32,200+59,600132.15short build-up
long build-up45.40+39,6001,42,6003,55019,800+10,200167.90short build-up
short covering34.45−16,6007,96,0003,60071,000+2,400205.40short build-up
long build-up25.05+1,09,2001,57,8003,65017,800+17,800246.60—
—19.3507,53,6003,70052,600−2,600291.85long unwinding
long build-up14.50+50,20059,0003,750————
short covering11.30−30,8004,71,8003,8001,11,800−12,400380.45long unwinding
short covering7.20−27,6001,95,0003,90020,200−1,000470.64long unwinding
long build-up5.00+62,0004,78,4004,0001,14,200−1,800573.75long unwinding

The options were priced for a move of about 5.3% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 57 of 111 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

as of Thu 15 Oct 15:30

The future traded 0.10% above the share.

Not in the F&O ban this session; open interest stood at 55% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.3% by 27 Oct; over the sessions the desk holds it ranged 2.0–9.6%.

Option prices were dearer than 35 of the past 252 sessions.

Calls were priced dearer than puts 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 Octshort cover5.3%0.10%
Wed 14 Octshort build5.9%0.19%
Tue 13 Octlong build6.1%0.66%
Mon 12 Octlong build6.3%0.63%
Fri 9 Octshort build6.6%0.53%
Thu 8 Octshort build6.8%0.14%
Wed 7 Octlong build6.8%0.52%
Tue 6 Octshort cover6.8%0.14%
Mon 5 Octshort cover7.0%0.11%
Thu 1 Octshort build8.1%0.41%
Wed 30 Sepshort build8.0%0.54%
Tue 29 Seplong build7.9%-0.38%
Mon 28 Seplong unwind8.3%0.26%
Fri 25 Sepshort cover2.0%-0.14%
Thu 24 Sepshort build3.1%-0.17%
Wed 23 Sepshort cover3.6%0.04%
Tue 22 Sepshort cover3.8%0.02%
Mon 21 Sepshort build4.5%-0.07%
Fri 18 Sepshort build4.9%-0.06%
Thu 17 Seplong build5.4%0.19%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 1 of 1 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 1 of 1 times the close 5 sessions later was higher — too few to read much into.
  • 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.

The lot size changed from 375 to 200 on 29 Apr 2026; contracts either side are compared in shares, not lots.