CESC

CESC — on this desk since 2 Jan 2006.

Prices before Tue 30 Oct 2018 are not comparable with today's. A corporate action in this security carries no published ratio, so nothing before that date can be put on the same share count — it is left out rather than shown unadjusted.

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 28 Aug 15:30

No option rows on this session.

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

Open interest

as of Thu 28 Aug 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 28 Aug 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 28 Aug 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 2.7–11.1%.

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Implied and realised around results

as of Thu 28 Aug 15:30

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

The futures, session by session

as of Thu 28 Aug 15:30
sessionfuturesimplied movebasisban
Thu 28 Augno read——
Tue 26 Augno read——
Mon 25 Augno read——
Fri 22 Augshort cover2.8%0.17%
Thu 21 Augshort cover2.9%0.06%
Wed 20 Augshort build3.3%0.39%
Tue 19 Augshort cover3.5%0.43%
Mon 18 Augshort cover3.6%0.44%
Thu 14 Auglong unwind4.3%0.41%
Wed 13 Augshort build4.3%0.50%
Tue 12 Augshort cover4.9%0.27%
Mon 11 Auglong unwind5.5%0.31%
Fri 8 Auglong unwind5.8%-0.02%
Thu 7 Augshort cover6.0%0.51%
Wed 6 Auglong unwind6.0%0.06%
Tue 5 Augshort cover5.8%0.35%
Mon 4 Auglong unwind6.1%0.37%
Fri 1 Auglong unwind6.5%0.44%
Thu 31 Jullong unwind6.8%0.31%
Wed 30 Julshort build8.9%0.65%

After a name entered or left the ban

as of Thu 28 Aug 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 28 Aug 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 2,925 to 3,625 on 25 Apr 2025; contracts either side are compared in shares, not lots.