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Pre-open brief

JIOFIN JIO FIN SERVICES LTD

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

JIO FIN SERVICES LTD — on this desk since 29 Nov 2024.

implied move
5.1%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
-0.05%
the future traded 0.05% below the share
option prices
90
dearer than 90 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—24.4102,35019521,22,050+4,60,6000.39short build-up
—21.96063,4501982,60,850+82,2500.52short build-up
short build-up19.67+35,25012,26,70020038,16,400−1,31,6000.68long unwinding
—17.1807,0502034,23,000−1,10,4500.91long unwinding
long build-up15.19+30,5504,06,55020517,86,000+2,79,6501.22short build-up
—12.7103,07,8502086,62,700+18,8001.63short build-up
long unwinding11.10−1,97,40024,13,45021082,55,550−8,57,7502.17long unwinding
long unwinding9.29−82,25016,02,70021317,22,550+79,9002.85short build-up
long unwinding7.77−4,70,00039,64,45021568,71,400−96,3503.78long unwinding
long build-up6.35+35,25033,39,35021845,26,100+3,97,1504.82short build-up
long build-up5.18+30,83,2001,71,00,950220at the moneywall83,40,150+5,05,2506.08short build-up
long build-up4.25+4,55,90023,54,70022315,83,900+2,74,9507.71long build-up
long build-up3.48+17,08,45095,71,55022543,54,550+1,03,4009.40long build-up
long build-up2.82+2,53,80012,47,8502287,54,350+51,70011.39long build-up
long build-up2.35+20,96,2001,84,71,000wall23065,23,600+96,35013.24long build-up
long build-up1.93+2,16,20012,10,2502336,93,250−18,80015.64short covering
long build-up1.58+5,35,80055,69,50023518,44,750+9,40017.53long build-up
short covering1.33−86,95014,17,0502382,04,450018.39—
long build-up1.11+6,20,4001,59,11,85024028,69,350−1,12,80022.13long unwinding
long build-up0.93+1,03,40017,57,8002437,050023.17—
long build-up0.77+1,80,95035,69,65024514,96,950−16,45026.46short covering

The options were priced for a move of about 5.1% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 81 of 174 times the close 5 sessions later was higher.

Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.05% below the share.

Not in the F&O ban this session; open interest stood at 87% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.1% by 27 Oct; over the sessions the desk holds it ranged 1.7–8.5%.

Option prices were dearer than 90 of the past 252 sessions.

Calls were priced dearer than puts 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 Octshort build5.1%-0.05%
Wed 14 Octlong build5.1%-0.03%
Tue 13 Octlong build5.1%0.25%
Mon 12 Octshort build5.4%-0.05%
Fri 9 Octlong build5.5%0.59%
Thu 8 Octlong unwind5.9%0.16%
Wed 7 Octshort build5.6%0.04%
Tue 6 Octshort cover5.6%0.46%
Mon 5 Octlong build6.0%0.37%
Thu 1 Octshort build6.3%0.09%
Wed 30 Sepshort build6.1%0.00%
Tue 29 Sepshort build6.2%1.06%
Mon 28 Sepshort build6.4%0.02%
Fri 25 Seplong build1.7%0.22%
Thu 24 Seplong unwind2.0%-0.18%
Wed 23 Sepshort cover1.9%0.03%
Tue 22 Sepshort build2.4%-0.01%
Mon 21 Seplong unwind2.6%0.45%
Fri 18 Sepshort cover3.1%0.77%
Thu 17 Sepshort cover3.3%0.50%

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.