JISLJALEQS

JISLJALEQS — on this desk since 19 Feb 2010.

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 27 Jun 15:30

No option rows on this session.

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

Open interest

as of Thu 27 Jun 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 27 Jun 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 27 Jun 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 3.5–25.1%.

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Implied and realised around results

as of Thu 27 Jun 15:30

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

The futures, session by session

as of Thu 27 Jun 15:30
sessionfuturesimplied movebasisban
Thu 27 Junno read——
Wed 26 Junno read——
Tue 25 Junno read——
Mon 24 Junno read——in ban
Fri 21 Junshort cover10.9%0.40%in ban
Thu 20 Junlong build17.1%0.42%
Wed 19 Junshort build25.1%0.00%
Tue 18 Junno read12.6%0.37%
Mon 17 Junshort build8.8%0.43%
Fri 14 Junshort build9.9%0.41%
Thu 13 Junlong build10.8%0.52%
Wed 12 Junlong unwind11.3%0.53%
Tue 11 Junshort cover11.6%0.49%
Mon 10 Junshort build14.2%0.67%
Fri 7 Junlong unwind11.8%0.58%
Thu 6 Junshort build10.2%0.33%
Tue 4 Junshort build9.8%0.20%
Mon 3 Junshort cover9.9%0.50%
Fri 31 Mayshort build11.8%-0.60%
Thu 30 Mayshort cover12.0%-0.09%

After a name entered or left the ban

as of Thu 27 Jun 15:30
  • This stock, on entering the ban: 17 of 25 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 14 of 25 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 27 Jun 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.