JKCEMENT

JKCEMENT — on this desk since 1 Oct 2021.

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 Mar 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 Mar 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 Mar 15:30

No basis on this session.

Not in the F&O ban this session.

Implied volatility

as of Thu 27 Mar 15:30

No move could be read from the options for this session; over the sessions the desk holds it ranged 2.4–8.2%.

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Implied and realised around results

as of Thu 27 Mar 15:30

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

The futures, session by session

as of Thu 27 Mar 15:30
sessionfuturesimplied movebasisban
Thu 27 Marno read——
Wed 26 Marno read——
Tue 25 Marno read——
Mon 24 Marno read——
Fri 21 Marshort cover3.3%0.16%
Thu 20 Marshort cover2.9%0.01%
Wed 19 Marshort cover3.1%-0.03%
Tue 18 Marshort cover3.2%0.16%
Mon 17 Marshort cover3.6%0.37%
Thu 13 Marlong unwind4.5%0.21%
Wed 12 Marshort cover4.7%0.44%
Tue 11 Marshort build4.9%0.44%
Mon 10 Marlong unwind4.8%0.15%
Fri 7 Marlong unwind5.4%0.33%
Thu 6 Marlong build5.8%0.54%
Wed 5 Marlong build5.7%0.54%
Tue 4 Marno read6.3%0.57%
Mon 3 Marlong build5.8%0.40%
Fri 28 Feblong unwind6.4%0.63%
Thu 27 Febshort build6.0%0.55%

After a name entered or left the ban

as of Thu 27 Mar 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 27 Mar 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 250 to 125 on 26 Apr 2024; contracts either side are compared in shares, not lots.