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Pre-open brief

DMART AVENUE SUPERMARTS LIMITED

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

AVENUE SUPERMARTS LIMITED — on this desk since 29 Nov 2024.

implied move
3.5%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
-0.07%
the future traded 0.07% below the share
option prices
45
dearer than 45 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————3,00094,650+4,2002.30long build-up
————3,05015,300+6003.05long build-up
————3,10094,350−4,3504.40short covering
—239.00047,7003,15034,200−3,9006.30short covering
short build-up193.96+15015,9003,2001,75,350+15,45010.00long build-up
short build-up146.80+60011,8503,25073,650−13,50015.65short covering
short build-up103.00+29,4001,15,0503,3002,01,150−24,45026.70short covering
short build-up71.20+56,7001,78,9503,3501,69,500−15,90044.30short covering
short build-up47.40+1,25,7006,26,7003,400at the moneywall4,13,100−17,40069.95short covering
short build-up31.00+33,0003,24,6003,45061,050+600104.05long build-up
short build-up21.15+21,9006,34,9503,5002,04,150−17,550145.45short covering
long unwinding14.80−5,2503,33,4503,55079,800+900186.65long build-up
long unwinding10.80−46,80011,34,000wall3,6003,26,850+2,550233.20long build-up
short build-up7.95+19,2005,15,1003,6502,25,450−450269.08short covering
long unwinding5.70−56,1007,14,9003,7001,96,200−6,000316.86short covering
long unwinding4.45−8,4001,71,6003,75012,1500365.64—
long unwinding3.30−12,63,9009,57,6003,8001,71,450−300421.65short covering
short build-up2.85+7501,27,9503,85052,050+150464.61long build-up
long unwinding2.25−7,8002,95,9503,90021,3000514.40—

The options were priced for a move of about 3.5% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 63 of 167 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 0.07% below the share.

Not in the F&O ban this session; open interest stood at 67% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.5% by 27 Oct; over the sessions the desk holds it ranged 1.4–7.6%.

Option prices were dearer than 45 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
  • 10 Oct 2026: options priced about 5.3%; the share moved 4.3% by 12 Oct.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort build3.5%-0.07%
Wed 14 Octshort cover3.6%0.04%
Tue 13 Octlong build3.7%-0.14%
Mon 12 Octshort build3.8%-0.19%
Fri 9 Octshort build5.3%0.03%
Thu 8 Octshort build5.5%-0.42%
Wed 7 Octshort cover5.5%-0.16%
Tue 6 Octlong build5.8%0.25%
Mon 5 Octshort build6.3%-0.11%
Thu 1 Octshort cover6.8%0.68%
Wed 30 Seplong build6.6%0.92%
Tue 29 Sepshort cover5.9%1.97%
Mon 28 Seplong unwind6.5%0.17%
Fri 25 Sepshort cover1.6%-0.27%
Thu 24 Seplong unwind2.0%-0.03%
Wed 23 Seplong build2.0%0.18%
Tue 22 Sepshort build2.4%0.07%
Mon 21 Sepshort cover2.7%0.58%
Fri 18 Seplong build2.8%-0.22%
Thu 17 Sepshort build3.0%0.63%

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.