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Pre-open brief

MAXHEALTH MAX HEALTHCARE INS LTD

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

MAX HEALTHCARE INS LTD — on this desk since 29 Nov 2024.

implied move
4.4%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
0.36%
the future traded 0.36% above the share
option prices
80
dearer than 80 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—99.5801,57576060,900−1,0500.75long unwinding
————7707,875+1,0500.33short build-up
————78077,700−18,9001.30long unwinding
————79029,400−15,7501.90long unwinding
short covering61.36−5254,2008002,72,475−56,7002.60long unwinding
—52.5501,05081052,500−11,5503.55long unwinding
—44.2402,6258201,77,450−2,6255.20long unwinding
————8301,02,900+8,4007.30short build-up
long build-up30.65+6,30054,6008402,94,525+22,0509.95short build-up
short covering24.70−12,0752,44,6508502,82,450−36,22514.25long unwinding
short covering19.50−44,6252,15,775860at the money2,61,450−6,82518.60long unwinding
short build-up14.70+2,6251,75,3508702,76,675−9,97523.85long unwinding
long unwinding11.55−61,4252,42,0258802,28,900−1,05030.60long unwinding
—9.05−32,5502,15,2508901,41,225+52538.70short build-up
long unwinding7.00−78,7508,26,875900wall6,18,450−11,02546.05long unwinding
short build-up5.50+20,4753,07,1259101,38,600−2,62555.05long unwinding
long unwinding4.35−18,9004,76,7009201,15,500−2,62564.40long unwinding
long unwinding3.40−15,2253,82,7259301,79,025−2,62573.10long unwinding
long unwinding2.80−8,9252,92,4259401,36,500−52583.00long unwinding
long unwinding2.25−12,0753,91,1259501,87,950090.82—
long unwinding1.80−2,6252,32,05096084,0000100.56—
short build-up0.90+7,87510,64,175wall1,00014 strikes away1,82,7000138.30—

The options were priced for a move of about 4.4% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 52 of 111 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.36% above the share.

Not in the F&O ban this session; open interest stood at 29% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.4% by 27 Oct; over the sessions the desk holds it ranged 1.6–7.2%.

Option prices were dearer than 80 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
  • 13 Aug 2026: options priced about 5.0%; the share moved 0.1% by 14 Aug.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octlong build4.4%0.36%
Wed 14 Octlong unwind4.8%0.45%
Tue 13 Octlong build4.6%0.78%
Mon 12 Octshort build5.7%-0.70%
Fri 9 Octlong build5.6%0.60%
Thu 8 Octshort build6.2%-0.22%
Wed 7 Octshort cover5.7%0.20%
Tue 6 Octshort build5.9%0.05%
Mon 5 Octshort build6.2%0.33%
Thu 1 Octshort cover6.2%-0.03%
Wed 30 Sepshort build6.6%-1.06%
Tue 29 Sepshort build5.5%0.24%
Mon 28 Sepshort build5.2%0.43%
Fri 25 Seplong unwind1.8%-0.02%
Thu 24 Seplong unwind1.8%0.24%
Wed 23 Seplong build1.8%0.10%
Tue 22 Sepshort build2.2%-0.07%
Mon 21 Sepshort cover2.5%0.44%
Fri 18 Seplong build2.9%0.19%
Thu 17 Seplong build3.2%0.01%

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.