IRB

IRB — on this desk since 25 Feb 2008.

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 28 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 28 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 28 Aug 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 28 Aug 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 2.6–13.2%.

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Implied and realised around results

as of Thu 28 Aug 15:30

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

The futures, session by session

as of Thu 28 Aug 15:30
sessionfuturesimplied movebasisban
Thu 28 Augno read——
Tue 26 Augno read——
Mon 25 Augno read——
Fri 22 Auglong unwind3.2%-0.05%
Thu 21 Augshort cover3.4%-0.02%
Wed 20 Auglong unwind4.5%-0.02%
Tue 19 Augshort cover4.4%0.20%
Mon 18 Auglong unwind4.7%0.07%
Thu 14 Auglong build5.3%0.35%
Wed 13 Augshort cover6.8%0.16%
Tue 12 Augshort cover7.1%0.13%
Mon 11 Augshort cover6.6%0.38%
Fri 8 Auglong unwind7.0%-0.02%
Thu 7 Augshort cover6.8%0.33%
Wed 6 Auglong unwind8.2%0.07%
Tue 5 Augshort build8.4%0.31%
Mon 4 Augshort cover7.5%0.29%
Fri 1 Auglong unwind8.5%0.18%
Thu 31 Jullong unwind7.8%0.44%
Wed 30 Jullong unwind11.2%0.39%

After a name entered or left the ban

as of Thu 28 Aug 15:30
  • This stock, on entering the ban: 5 of 7 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 4 of 7 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

as of Thu 28 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.

The lot size changed from 10,250 to 11,675 on 25 Apr 2025; contracts either side are compared in shares, not lots.