GMRAIRPORT GMR AIRPORTS LIMITED
GMR AIRPORTS LIMITED — on this desk since 21 Aug 2006.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 10.65 | 0 | 6,975 | 80 | 11,57,850 | +1,04,625 | 0.12 | short build-up |
| — | — | — | — | 81 | 6,975 | 0 | 0.05 | — |
| — | 8.71 | 0 | 1,53,450 | 82 | 2,44,125 | −6,975 | 0.18 | long unwinding |
| — | 7.77 | 0 | 27,900 | 83 | 8,02,125 | −20,925 | 0.23 | long unwinding |
| — | 6.85 | 0 | 6,975 | 84 | 2,02,275 | 0 | 0.22 | — |
| — | 5.97 | 0 | 97,650 | 85 | 14,92,650 | +1,67,400 | 0.40 | short build-up |
| — | 5.14 | 0 | 6,975 | 86 | 6,41,700 | +27,900 | 0.54 | short build-up |
| — | 4.36 | 0 | 1,60,425 | 87 | 15,62,400 | +76,725 | 0.72 | short build-up |
| short covering | 3.42 | −6,975 | 6,55,650 | 88 | wall82,65,375 | +34,875 | 1.01 | short build-up |
| short covering | 2.72 | −90,675 | 3,48,750 | 89 | 13,11,300 | −55,800 | 1.32 | long unwinding |
| short covering | 2.14 | −2,58,075 | 35,50,275 | 90at the money | 27,90,000 | +2,79,000 | 1.72 | short build-up |
| short covering | 1.67 | −41,850 | 74,98,125 | 91 | 71,84,250 | +6,975 | 2.32 | short build-up |
| long build-up | 1.29 | +1,67,400 | 30,96,900 | 92 | 37,66,500 | 0 | 2.85 | — |
| short build-up | 0.98 | +1,46,475 | 23,36,625 | 93 | 34,87,500 | 0 | 3.50 | — |
| long unwinding | 0.76 | −27,900 | 89,69,850 | 94 | 20,22,750 | 0 | 4.21 | — |
| short build-up | 0.59 | +69,750 | 71,42,400 | 95 | 39,47,850 | −6,975 | 4.98 | long unwinding |
| long unwinding | 0.44 | −1,11,600 | 34,94,475 | 96 | 38,15,325 | −27,900 | 5.81 | long unwinding |
| long unwinding | 0.36 | −90,675 | 15,48,450 | 97 | 3,34,800 | +6,975 | 6.89 | short build-up |
| long unwinding | 0.27 | −4,39,425 | 22,04,100 | 98 | 6,13,800 | −62,775 | 7.81 | long unwinding |
| long unwinding | 0.22 | −27,900 | 12,20,625 | 99 | 1,67,400 | 0 | 8.50 | — |
| — | 0.19 | +6,69,600 | 1,39,36,050wall | 100 | 34,87,500 | 0 | 9.44 | — |
The options were priced for a move of about 4.3% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 275 of 550 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
The future traded 0.11% below the share.
Not in the F&O ban this session; open interest stood at 53% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.3% by 27 Oct; over the sessions the desk holds it ranged 1.5–9.2%.
Option prices were dearer than 51 of the past 252 sessions.
Calls were priced dearer than puts the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short cover | 4.3% | -0.11% | |
| Wed 14 Oct | short build | 4.4% | -0.06% | |
| Tue 13 Oct | short cover | 4.5% | 0.64% | |
| Mon 12 Oct | long unwind | 5.0% | -0.16% | |
| Fri 9 Oct | long build | 5.0% | 0.30% | |
| Thu 8 Oct | short build | 5.8% | 0.80% | |
| Wed 7 Oct | long unwind | 5.6% | 0.16% | |
| Tue 6 Oct | long build | 5.8% | 0.52% | |
| Mon 5 Oct | short build | 5.4% | 0.09% | |
| Thu 1 Oct | short build | 5.7% | 0.05% | |
| Wed 30 Sep | long build | 5.1% | 0.19% | |
| Tue 29 Sep | short build | 5.2% | 0.65% | |
| Mon 28 Sep | long unwind | 5.8% | 0.25% | |
| Fri 25 Sep | short cover | 1.9% | -0.10% | |
| Thu 24 Sep | long unwind | 2.2% | 0.41% | |
| Wed 23 Sep | short cover | 2.3% | -0.38% | |
| Tue 22 Sep | long unwind | 2.6% | -0.29% | |
| Mon 21 Sep | long build | 2.9% | -0.18% | |
| Fri 18 Sep | short cover | 3.5% | -1.78% | |
| Thu 17 Sep | short cover | 3.4% | 0.04% |
After a name entered or left the ban
- This stock, on entering the ban: 10 of 22 times the close 5 sessions later was higher — too few to read much into.
- This stock, on leaving it: 8 of 22 times the close 5 sessions later was higher — too few to read much into.
- 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
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.