COROMANDEL Coromandel International Limited

Coromandel International Limited — on this desk since 25 Jun 2021.

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 27 Feb 15:30

No option rows on this session.

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

Open interest

as of Thu 27 Feb 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 27 Feb 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 27 Feb 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 2.1–9.2%.

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Implied and realised around results

as of Thu 27 Feb 15:30

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

The futures, session by session

as of Thu 27 Feb 15:30
sessionfuturesimplied movebasisban
Thu 27 Febno read——
Tue 25 Febno read——
Mon 24 Febno read——
Fri 21 Feblong unwind3.0%-0.11%
Thu 20 Febshort cover3.4%-0.04%
Wed 19 Febshort cover3.9%0.07%
Tue 18 Feblong unwind4.0%-0.03%
Mon 17 Feblong unwind4.6%0.18%
Fri 14 Feblong unwind4.5%0.09%
Thu 13 Febshort cover4.5%0.01%
Wed 12 Febshort cover4.8%0.44%
Tue 11 Feblong unwind4.4%-0.19%
Mon 10 Feblong unwind5.3%0.06%
Fri 7 Feblong unwind5.4%0.38%
Thu 6 Feblong unwind6.0%0.07%
Wed 5 Feblong build6.0%0.47%
Tue 4 Feblong build6.4%0.17%
Mon 3 Febshort cover6.7%0.25%
Sat 1 Febshort build7.0%0.11%—
Fri 31 Janshort build7.5%0.19%

After a name entered or left the ban

as of Thu 27 Feb 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 27 Feb 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 700 to 350 on 01 Nov 2024; contracts either side are compared in shares, not lots.