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Pre-open brief

MAZDOCK MAZAGON DOCK SHIPBUIL LTD

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

MAZAGON DOCK SHIPBUIL LTD — on this desk since 30 May 2025.

implied move
4.8%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.25%
the future traded 0.25% above the share
option prices
49
dearer than 49 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—176.9606751,94014,625−3,6007.90short covering
————1,95061,875+1,5758.85long build-up
—159.8302251,96015,300−1,5759.65short covering
—143.4009001,98013,725−22512.25long unwinding
short build-up125.90+45045,0002,000wall2,85,075−95,17515.05short covering
long unwinding112.98−45026,5502,02020,925+2,70018.85long build-up
long unwinding99.15−1,35039,1502,04022,275+2,47523.75short build-up
————2,0501,98,450−90026.90short covering
long unwinding80.60−67547,0252,06028,575−5,17529.65short covering
long unwinding67.95−67529,4752,08014,175+1,12537.00long build-up
short build-up56.65+2,2503,03,7502,100at the money2,43,675−27,00044.95short covering
long unwinding46.55−4,72573,8002,12036,900+67555.10long build-up
short build-up37.85+5,62580,3252,14010,125−1,35066.85short covering
long unwinding34.05−4,7252,47,5002,1501,93,275−45072.30short covering
short build-up30.65+67518,9002,160————
long unwinding24.75−1,57523,4002,180————
short build-up19.75+3,1504,68,000wall2,2002,07,675+675116.63long build-up
long unwinding15.75−2,92518,2252,220————
long unwinding12.55−22520,4752,240————
short build-up11.30+3,3751,88,5502,25068,850+225155.80long build-up
long unwinding10.10−6756,5252,260————

The options were priced for a move of about 4.8% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 48 of 135 times the close 5 sessions later was higher.

Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.25% above the share.

Not in the F&O ban this session; open interest stood at 94% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.8% by 27 Oct; over the sessions the desk holds it ranged 1.7–10.1%.

Option prices were dearer than 49 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 build4.8%0.25%
Wed 14 Octlong build5.1%0.25%
Tue 13 Octshort cover5.1%0.40%
Mon 12 Octshort cover5.9%-0.01%
Fri 9 Octshort cover6.1%0.21%
Thu 8 Octshort build6.9%0.04%
Wed 7 Octshort build6.4%-0.15%
Tue 6 Octlong build6.3%0.44%
Mon 5 Octlong build6.7%0.22%
Thu 1 Octshort build6.9%0.06%
Wed 30 Seplong build6.8%0.05%
Tue 29 Seplong unwind7.1%1.05%
Mon 28 Sepshort build7.2%-1.03%
Fri 25 Seplong build1.9%0.12%
Thu 24 Seplong unwind2.0%-0.30%
Wed 23 Seplong build2.4%-0.25%
Tue 22 Sepshort build3.0%-0.24%
Mon 21 Sepshort build3.5%-0.30%
Fri 18 Sepshort cover4.0%-1.13%
Thu 17 Sepshort build4.4%-0.81%

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.

The lot size changed from 200 to 225 on 29 Apr 2026; contracts either side are compared in shares, not lots.