CONCOR CONTAINER CORP OF IND LTD

CONTAINER CORP OF IND LTD — on this desk since 21 Aug 2008.

implied move
4.1%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.26%
the future traded 0.26% above 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
————3903,75000.04—
—47.2608,7504002,32,500−2,5000.15long unwinding
————4051,25000.27—
————4101,12,500−16,2500.85long unwinding
————4153,75000.83—
—28.4908,7504203,37,500−7,5001.75short covering
—24.2501,25042528,750−3,7502.08short covering
—20.29073,7504302,01,250−7,5003.25short covering
—16.66032,50043586,250+1,2504.30short build-up
long unwinding13.45−3,7502,83,7504404,46,250+25,0006.00long build-up
short build-up10.50+2,5001,47,500445at the money1,71,250+18,7507.90long build-up
short build-up8.10+67,5009,98,7504506,01,250+3,75010.45long build-up
short build-up5.90+18,7503,22,5004552,08,750−2,50013.94short covering
short build-up4.50+43,7508,80,000460wall6,16,250017.00—
long unwinding3.35−5,0001,81,2504651,86,250−1,25021.50short covering
long unwinding2.50−62,5007,86,2504703,60,000025.00—
short build-up1.80+36,2504,11,25047527,500029.31—
short build-up1.45+8,75014,15,000wall4802,46,250033.78—
—1.1003,05,00048525,000038.41—
long unwinding0.43−11,2502,96,25049078,750043.15—
—0.2708,750495————

The options were priced for a move of about 4.1% by 27 Oct.

Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 417 of 837 times the close 5 sessions later was higher.

Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.26% above the share.

Not in the F&O ban this session; open interest stood at 74% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.1% by 27 Oct; over the sessions the desk holds it ranged 1.2–7.8%.

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 build4.1%0.26%
Wed 14 Octlong unwind4.2%0.07%
Tue 13 Octlong build4.3%0.71%
Mon 12 Octlong unwind4.8%-0.03%
Fri 9 Octshort cover5.2%0.52%
Thu 8 Octlong unwind5.7%0.06%
Wed 7 Octshort build5.6%0.81%
Tue 6 Octlong build5.5%0.13%
Mon 5 Octlong unwind5.7%0.15%
Thu 1 Octlong unwind6.1%0.57%
Wed 30 Seplong build6.0%0.88%
Tue 29 Sepshort build6.2%1.45%
Mon 28 Sepshort build6.1%0.57%
Fri 25 Sepshort build1.6%0.09%
Thu 24 Sepshort cover2.0%-0.17%
Wed 23 Sepshort build2.3%0.00%
Tue 22 Sepshort build2.7%0.12%
Mon 21 Sepshort build2.8%0.12%
Fri 18 Sepshort cover3.0%-2.30%
Thu 17 Sepshort build3.4%-0.08%

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.