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Pre-open brief

HDFCAMC HDFC AMC LIMITED

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

HDFC AMC LIMITED — on this desk since 1 Jan 2021.

implied move
4.1%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
-0.09%
the future traded 0.09% below the share
option prices
66
dearer than 66 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—175.90020,1002,25054,900+9,3007.70short build-up
long build-up167.09+1,80014,1002,26033,300+14,7008.60short build-up
short covering147.95−3,00019,5002,28039,600+16,20011.00short build-up
short covering126.65−75,6001,93,5002,300wall3,31,200+1,20013.80short build-up
short covering108.90−34,80014,1002,32037,500+34,50017.75short build-up
short covering95.95−23,40024,9002,34024,000+21,30022.35short build-up
short covering87.40−36,60069,3002,3501,01,700+38,10025.15short build-up
long build-up81.00+14,10039,0002,36027,000+22,80027.55short build-up
long build-up68.00+18,00030,9002,38026,100+25,50034.65short build-up
short covering57.25−54,3002,92,2002,4001,86,000+72,90043.65short build-up
long build-up46.75+69,90073,8002,420at the money18,600+18,60053.20—
long build-up38.20+72,00079,8002,440————
short covering34.00−4,8001,49,1002,45029,700070.70—
long build-up30.30+18,90032,4002,460————
long build-up24.20+7,50029,1002,480————
long build-up19.10+73,5003,68,700wall2,5001,00,200−26,400105.00long unwinding
long build-up14.90+23,70025,5002,520————
long build-up11.55+12,30020,7002,540————
long build-up10.20+24,60071,7002,55014,100+1,500146.00short build-up
long build-up9.05+9,60010,8002,560————
—9.6401,5002,580————

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

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Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 183 of 353 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.09% below the share.

Not in the F&O ban this session; open interest stood at 37% 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 1.6–8.3%.

Option prices were dearer than 66 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 Octlong build4.1%-0.09%
Wed 14 Octlong unwind5.3%-0.17%
Tue 13 Octlong build5.4%0.38%
Mon 12 Octlong build5.5%-0.03%
Fri 9 Octlong build5.6%0.50%
Thu 8 Octshort build5.9%0.21%
Wed 7 Octshort build5.8%0.20%
Tue 6 Octlong unwind5.7%0.43%
Mon 5 Octshort cover5.8%0.73%
Thu 1 Octshort cover6.1%0.52%
Wed 30 Seplong build6.0%0.92%
Tue 29 Sepshort build6.4%1.97%
Mon 28 Sepshort build6.1%0.89%
Fri 25 Sepshort build1.8%0.05%
Thu 24 Seplong unwind2.1%0.05%
Wed 23 Seplong build2.0%-0.05%
Tue 22 Sepshort build2.4%0.07%
Mon 21 Sepshort cover2.5%0.02%
Fri 18 Sepshort cover3.1%0.34%
Thu 17 Seplong build3.3%0.49%

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.

The lot size changed from 150 to 300 on 26 Nov 2025; contracts either side are compared in shares, not lots.