Stocks · Market intelligence desk
Pre-open brief

HDFCLIFE HDFC LIFE INS CO LTD

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

HDFC LIFE INS CO LTD — on this desk since 28 Feb 2020.

implied move
4.1%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
0.66%
the future traded 0.66% above the share
option prices
89
dearer than 89 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
short covering51.62−9,9002,26,600500wall27,41,200+1,77,1001.15short build-up
—46.73013,2005051,88,10001.30—
—41.91070,4005104,34,500+52,8001.45short build-up
—37.19078,1005152,86,000+73,7001.80short build-up
short covering32.61−12,1006,03,9005208,67,900+1,14,4002.20short build-up
short covering30.90−5,5002,88,2005253,48,700−9,9002.80long unwinding
short covering27.60−4,40016,36,80053012,78,200+3,57,5003.60short build-up
short covering23.20−48,4004,24,6005353,63,000+19,8004.50short build-up
long build-up19.80+52,80010,15,30054011,19,800+1,14,4005.90short build-up
short covering16.20−1,16,6003,38,8005453,56,400+27,5007.25short build-up
long build-up13.15+86,90016,41,200550at the money12,77,100+3,31,1009.30short build-up
long build-up10.65+1,81,5006,07,2005554,21,300+1,91,40011.85short build-up
long build-up8.55+2,72,80031,11,900wall5607,62,300+77,00014.55short build-up
short covering6.55−25,3004,77,4005653,96,000+13,20017.50short build-up
long build-up5.15+1,28,70010,74,7005701,85,900−1,10021.10long unwinding
long build-up3.95+29,7004,38,9005759,900025.81—
long build-up3.05+4,93,90012,16,6005801,37,500−3,30030.06long unwinding
long build-up2.30+15,4001,91,4005854,400034.50—
short covering1.80−53,9005,90,70059018,700039.10—
long build-up1.40+60,5002,89,3005951,100043.82—
short covering1.10−20,90018,71,1006002,56,300+1,10048.63short build-up

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

Strategy builder →

Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 176 of 377 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 0.66% above the share.

Not in the F&O ban this session; open interest stood at 47% 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 1.0–6.3%.

Option prices were dearer than 89 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

Show the recordHide the record

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%0.66%
Wed 14 Octlong unwind4.5%-0.01%
Tue 13 Octshort cover4.3%0.02%
Mon 12 Octshort build4.6%-0.09%
Fri 9 Octlong build4.8%0.67%
Thu 8 Octlong build5.3%0.61%
Wed 7 Octlong build5.2%0.12%
Tue 6 Octshort cover5.3%0.04%
Mon 5 Octlong unwind5.7%0.08%
Thu 1 Octshort cover5.8%0.62%
Wed 30 Sepshort build5.6%-0.34%
Tue 29 Sepshort build5.9%0.28%
Mon 28 Sepshort cover5.9%0.35%
Fri 25 Seplong build2.2%-0.09%
Thu 24 Sepshort build3.0%0.67%
Wed 23 Sepshort cover1.9%0.24%
Tue 22 Sepshort cover2.3%0.45%
Mon 21 Sepshort cover2.7%0.35%
Fri 18 Seplong unwind3.2%0.93%
Thu 17 Sepshort cover3.5%0.34%

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.