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Pre-open brief

LTF L&T FINANCE LIMITED

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

L&T FINANCE LIMITED — on this desk since 13 Mar 2014.

implied move
5.5%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
0.48%
the future traded 0.48% above the share
option prices
82
dearer than 82 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————2201,73,250+72,0000.25short build-up
————22518,000+2,2500.40short build-up
————2306,75,000−7,87,5000.50long unwinding
long build-up27.72+6,7509,0002353,80,250+15,7500.70short build-up
short covering23.04−2,25087,75024011,16,000−3,91,5001.05long unwinding
short covering20.30−15,75042,7502454,14,000+33,7501.60short build-up
short covering15.50−45,0003,17,25025021,33,000+1,03,5002.40short build-up
short covering12.15−36,0005,31,00025517,39,250+2,58,7503.80short build-up
short covering8.85−2,09,25023,53,500260at the money30,84,750+6,7505.65short build-up
short covering6.30−1,17,00023,04,00026520,79,000+1,80,0008.10short build-up
short covering4.50−60,75039,87,00027037,50,750−69,75010.90long unwinding
long build-up3.15+3,21,75020,07,0002756,16,500−1,12,50014.50long unwinding
long build-up2.25+69,75080,39,250wall280wall45,87,750−51,75018.55long unwinding
long build-up1.60+51,75017,77,5002855,53,500−29,25023.26long unwinding
long build-up1.20+5,89,50038,83,5002908,91,000−4,50028.00long unwinding
long build-up0.90+38,25037,17,0002951,93,500032.67—
short covering0.70−54,00039,55,5003005,15,250−29,25037.54long unwinding
long build-up0.55+18,0003,84,7503051,55,250042.47—
short covering0.45−58,50013,65,7503103,48,750−13,50046.85long unwinding

The options were priced for a move of about 5.5% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 322 of 612 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.48% above the share.

Not in the F&O ban this session; open interest stood at 100% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.5% by 27 Oct; over the sessions the desk holds it ranged 1.8–8.9%.

Option prices were dearer than 82 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 cover5.5%0.48%
Wed 14 Octshort build6.1%0.10%
Tue 13 Octlong build5.8%0.06%
Mon 12 Octshort cover6.0%0.02%
Fri 9 Octlong build6.3%-0.48%
Thu 8 Octshort build6.8%-0.45%
Wed 7 Octshort build7.0%-0.35%
Tue 6 Octlong build7.0%-0.19%
Mon 5 Octshort build7.3%-0.04%
Thu 1 Octlong unwind7.7%0.30%
Wed 30 Sepshort build7.4%0.74%
Tue 29 Seplong unwind7.4%0.79%
Mon 28 Sepshort build7.8%-0.82%
Fri 25 Seplong build2.2%0.30%
Thu 24 Sepshort build3.7%-0.44%
Wed 23 Sepshort cover2.4%0.24%
Tue 22 Sepshort build3.0%-0.26%
Mon 21 Sepshort build3.3%0.02%
Fri 18 Seplong build3.8%-0.51%
Thu 17 Seplong build4.2%-0.20%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 6 of 14 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 11 of 14 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 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.

The lot size changed from 4,462 to 2,250 on 29 Oct 2025; contracts either side are compared in shares, not lots.