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LUPIN LUPIN LIMITED

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

LUPIN LIMITED — on this desk since 28 Dec 2006.

implied move
2.9%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
-0.16%
the future traded 0.16% below the share
option prices
27
dearer than 27 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————1,7803,825−2,5500.60long unwinding
————1,8001,20,275+2,1251.15short build-up
————1,8209,775−2,5500.46long unwinding
————1,8402,55,850−5,9501.75long unwinding
————1,86055,250−23,3752.80long unwinding
—107.2405,9501,8801,20,275+43,3504.40short build-up
short covering83.55−2,97531,0251,9001,65,325−14,8756.50long unwinding
short covering65.25−85039,1001,92060,350−15,3009.85long unwinding
short covering51.05−22,5251,12,6251,9402,15,050+19,55014.90short build-up
short covering37.55−20,8251,24,1001,9601,38,975+14,45021.85short build-up
short covering27.20−17,4251,38,5501,980at the money1,04,550+15,72531.00short build-up
short covering18.90−67,5752,18,0252,0002,93,250+6,80042.25short build-up
short covering12.85−19,5501,25,8002,02094,350−5,52555.75long unwinding
long build-up8.80+19,5502,27,8002,04080,750067.79—
long build-up6.10+8,9251,49,1752,0602,58,825089.60—
short covering4.35−10,6251,48,3252,0801,52,575−3,825106.80long unwinding
short covering3.15−61,2006,16,250wall2,100wall3,63,375−6,800118.76long unwinding
short covering2.30−2,55089,2502,1201,22,4000137.47—
short covering1.80−3,82599,0252,14029,7500156.65—
short covering1.30−16,57561,2002,16012,3250176.16—
short covering0.29−4,2501,13,9002,1802,5500195.85—

The options were priced for a move of about 2.9% 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, 352 of 696 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 0.16% below the share.

Not in the F&O ban this session; open interest stood at 38% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 2.9% by 27 Oct; over the sessions the desk holds it ranged 1.2–7.3%.

Option prices were dearer than 27 of the past 252 sessions.

Puts were priced dearer than calls 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 cover2.9%-0.16%
Wed 14 Octlong unwind3.2%-0.26%
Tue 13 Octshort cover3.2%0.02%
Mon 12 Octshort build3.6%0.52%
Fri 9 Octlong build3.7%0.06%
Thu 8 Octlong unwind4.3%0.67%
Wed 7 Octshort build4.1%-0.08%
Tue 6 Octshort cover4.2%0.04%
Mon 5 Octlong unwind4.4%0.02%
Thu 1 Octshort build4.5%0.03%
Wed 30 Sepshort build4.7%0.83%
Tue 29 Seplong build4.4%1.35%
Mon 28 Seplong unwind4.9%0.44%
Fri 25 Sepshort build1.2%0.00%
Thu 24 Seplong unwind1.4%-0.08%
Wed 23 Sepshort build1.6%-0.10%
Tue 22 Seplong unwind2.2%-0.82%
Mon 21 Sepshort cover2.2%-0.11%
Fri 18 Seplong unwind2.6%-0.05%
Thu 17 Sepshort cover2.8%-0.24%

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.