INDIACEM

INDIACEM — on this desk since 2 Jan 2006.

implied move
—
futures
no read
price or open interest did not move enough to say
basis
—
option prices
—
not enough history yet

Option chain

as of Thu 29 Aug 15:30

No option rows on this session.

No move could be read from the options for this session.

Open interest

as of Thu 29 Aug 15:30

No read: price or open interest did not move enough to say.

This stock has no settled cases of this class yet.

Basis, rollover and the ban

as of Thu 29 Aug 15:30

No basis on this session.

In the F&O ban this session — no new positions could be opened.

Implied volatility

as of Thu 29 Aug 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 1.2–14.7%.

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Implied and realised around results

as of Thu 29 Aug 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 29 Aug 15:30
sessionfuturesimplied movebasisban
Thu 29 Augno read——in ban
Wed 28 Augno read——in ban
Tue 27 Augno read——in ban
Mon 26 Augno read——in ban
Fri 23 Auglong unwind1.4%-0.04%in ban
Thu 22 Augshort cover1.2%-0.01%in ban
Wed 21 Auglong unwind6.5%0.29%in ban
Tue 20 Augshort cover6.9%0.52%in ban
Mon 19 Auglong unwind7.3%0.42%in ban
Fri 16 Augshort cover5.1%0.63%in ban
Wed 14 Augshort cover5.8%0.26%in ban
Tue 13 Auglong unwind2.4%0.04%in ban
Mon 12 Augshort cover9.6%0.35%in ban
Fri 9 Auglong unwind10.4%0.26%in ban
Thu 8 Augshort cover2.0%0.26%in ban
Wed 7 Augshort cover6.5%0.26%in ban
Tue 6 Auglong unwind6.6%0.43%in ban
Mon 5 Auglong unwind6.7%0.37%in ban
Fri 2 Augshort cover2.5%0.24%in ban
Thu 1 Auglong unwind12.5%0.56%in ban

After a name entered or left the ban

as of Thu 29 Aug 15:30
  • This stock, on entering the ban: 25 of 42 times the close 5 sessions later was higher.
  • This stock, on leaving it: 22 of 41 times the close 5 sessions later was higher.
  • 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 29 Aug 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.