HAVELLS HAVELLS INDIA LIMITED
HAVELLS INDIA LIMITED — on this desk since 5 Sep 2007.
Results meeting in 6 days Thu 22 Oct 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 98.44 | 0 | 41,000 | 1,020 | 1,01,500 | −500 | 2.50 | short covering |
| — | 88.77 | 0 | 51,000 | 1,030 | 54,000 | −10,000 | 3.00 | short covering |
| long unwinding | 80.80 | −1,000 | 75,500 | 1,040 | 1,71,500 | −25,000 | 3.80 | short covering |
| short build-up | 70.02 | +1,500 | 54,000 | 1,050 | 1,91,000 | +3,500 | 5.05 | long build-up |
| long unwinding | 61.55 | −1,000 | 3,65,500 | 1,060 | 3,03,500 | +1,500 | 6.45 | long build-up |
| long unwinding | 52.63 | −4,500 | 88,500 | 1,070 | 1,49,500 | +3,000 | 8.30 | long build-up |
| long unwinding | 47.20 | −500 | 2,23,000 | 1,080 | 2,28,000 | +8,500 | 10.85 | long build-up |
| long unwinding | 39.50 | −3,500 | 49,500 | 1,090 | 67,500 | +16,500 | 13.85 | long build-up |
| long unwinding | 33.45 | −38,000 | 5,07,000wall | 1,100 | wall5,37,000 | −35,000 | 17.45 | short covering |
| long unwinding | 27.65 | −5,500 | 89,000 | 1,110 | 30,500 | +30,500 | 21.45 | — |
| short build-up | 22.50 | +39,000 | 3,23,500 | 1,120at the money | 1,49,000 | +3,000 | 26.80 | long build-up |
| long unwinding | 18.05 | −7,500 | 1,54,000 | 1,130 | 26,000 | +1,500 | 32.15 | long build-up |
| short build-up | 14.40 | +41,000 | 2,13,000 | 1,140 | 40,500 | +4,500 | 38.55 | long build-up |
| short build-up | 11.25 | +12,500 | 1,92,000 | 1,150 | — | — | — | — |
| short build-up | 8.80 | +8,500 | 4,22,500 | 1,160 | 60,000 | +1,000 | 47.99 | short build-up |
| short build-up | 6.95 | +6,000 | 43,000 | 1,170 | — | — | — | — |
| long unwinding | 5.35 | −4,500 | 1,06,500 | 1,180 | 25,500 | 0 | 64.80 | — |
| long unwinding | 4.15 | −2,500 | 14,000 | 1,190 | — | — | — | — |
| long unwinding | 3.20 | −27,500 | 2,30,500 | 1,200 | 73,500 | −2,000 | 85.90 | short covering |
| — | 0.93 | +1,000 | 1,000 | 1,210 | — | — | — | — |
| long unwinding | 2.10 | −2,500 | 36,500 | 1,220 | 16,500 | −1,500 | 105.30 | short covering |
The options were priced for a move of about 4.4% by 27 Oct.
Open interest
Long unwind: price fell and open interest fell.
For this stock, 285 of 531 times the close 5 sessions later was higher.
Across every F&O stock, 44,823 of 84,881 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.08% above the share.
Not in the F&O ban this session; open interest stood at 48% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.4% by 27 Oct; over the sessions the desk holds it ranged 1.6–6.9%.
Option prices were dearer than 86 of the past 252 sessions.
Puts were priced dearer than calls 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 | long unwind | 4.4% | 0.08% | |
| Wed 14 Oct | long build | 4.5% | 0.06% | |
| Tue 13 Oct | long build | 4.6% | 0.32% | |
| Mon 12 Oct | short cover | 4.8% | 0.12% | |
| Fri 9 Oct | short cover | 5.1% | 0.11% | |
| Thu 8 Oct | short build | 5.6% | 0.56% | |
| Wed 7 Oct | long build | 5.3% | 0.33% | |
| Tue 6 Oct | long build | 5.4% | 0.23% | |
| Mon 5 Oct | short cover | 5.7% | 0.47% | |
| Thu 1 Oct | short cover | 6.1% | 0.48% | |
| Wed 30 Sep | short build | 6.3% | 0.66% | |
| Tue 29 Sep | long unwind | 5.9% | 1.08% | |
| Mon 28 Sep | short build | 5.9% | -1.26% | |
| Fri 25 Sep | short cover | 1.7% | -0.06% | |
| Thu 24 Sep | long unwind | 1.9% | -0.26% | |
| Wed 23 Sep | long build | 2.0% | -0.19% | |
| Tue 22 Sep | short build | 2.4% | -0.04% | |
| Mon 21 Sep | short build | 2.5% | -0.08% | |
| Fri 18 Sep | short cover | 4.0% | -2.61% | |
| Thu 17 Sep | long build | 3.1% | 0.38% |
After a name entered or left the ban
- 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.