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Pre-open brief

CHOLAFIN CHOLAMANDALAM IN & FIN CO

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

CHOLAMANDALAM IN & FIN CO — on this desk since 28 Apr 2017.

Results meeting in 12 days Wed 28 Oct 2026, as the company announced it to NSE

implied move
4.5%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.04%
the future traded level with the share
option prices
68
dearer than 68 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————1,38012,500−3,1250.95long unwinding
————1,40095,000+19,3751.30short build-up
—169.78015,6251,42033,125+4,3751.10short build-up
—150.6805,0001,44068,125+11,2502.55short build-up
—132.10033,1251,4601,60,625−2,5003.75long unwinding
—114.2306251,4801,00,000−11,8755.60long unwinding
short covering97.27−7,50035,0001,5001,38,125−31,8758.35long unwinding
long build-up81.47+1,2509,3751,5201,08,125+14,37511.90short build-up
short covering64.00−8,12544,3751,5404,19,375−40,62517.15long unwinding
short covering49.80−48,1252,04,3751,560wall4,49,375−4,37523.70long unwinding
short covering38.85−97,5001,58,1251,580at the money1,79,375−3,12532.15long unwinding
short covering28.65−1,47,5004,37,5001,6004,11,250−6,25043.05long unwinding
short covering20.70−60,6252,92,5001,6203,73,750−2,50056.02long unwinding
short covering14.70−34,3752,18,1251,64099,375069.47—
short covering10.45−4,3751,90,6251,6601,30,000084.30—
short covering7.10−1,8752,75,6251,68085,6250100.33—
short covering4.65−53,7505,65,625wall1,7001,77,500−625117.36long unwinding
short build-up3.15+11,2501,77,5001,72025,0000135.19—
long unwinding2.35−44,3751,23,1251,74031,2500153.64—
long build-up1.75+2,50071,8751,7605,6250172.56—
—1.18039,3751,78025,0000191.83—

The options were priced for a move of about 4.5% 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, 308 of 556 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 level with the share.

Not in the F&O ban this session; open interest stood at 33% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.5% by 27 Oct; over the sessions the desk holds it ranged 1.7–8.4%.

Option prices were dearer than 68 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 Octshort cover4.5%0.04%
Wed 14 Octshort build4.9%0.28%
Tue 13 Octshort cover4.4%0.10%
Mon 12 Octlong unwind4.8%0.03%
Fri 9 Octshort cover5.2%0.02%
Thu 8 Octshort build6.1%0.47%
Wed 7 Octshort build5.8%0.37%
Tue 6 Octshort cover5.6%0.16%
Mon 5 Octlong build5.8%0.09%
Thu 1 Octlong unwind6.4%-0.01%
Wed 30 Sepshort build5.8%0.07%
Tue 29 Seplong build6.1%1.04%
Mon 28 Seplong unwind6.1%0.16%
Fri 25 Sepshort build1.7%0.08%
Thu 24 Sepshort build2.8%-0.49%
Wed 23 Seplong build2.3%0.19%
Tue 22 Sepshort build2.8%0.31%
Mon 21 Sepshort build3.2%0.53%
Fri 18 Seplong build3.3%0.04%
Thu 17 Sepshort build3.9%0.46%

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.