MOTHERSON SAMVRDHNA MTHRSN INTL LTD
SAMVRDHNA MTHRSN INTL LTD — on this desk since 10 Sep 2014.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 135 | 2,21,400 | 0 | 0.01 | — |
| — | — | — | — | 138 | 55,350 | 0 | 0.02 | — |
| — | 20.96 | 0 | 1,84,500 | 140 | 8,97,900 | −30,750 | 0.11 | long unwinding |
| — | 18.52 | 0 | 18,450 | 143 | 1,23,000 | −6,150 | 0.09 | long unwinding |
| — | 16.12 | 0 | 1,53,750 | 145 | 9,22,500 | −73,800 | 0.19 | long unwinding |
| — | 13.79 | 0 | 30,750 | 148 | 4,98,150 | −24,600 | 0.35 | long unwinding |
| short covering | 11.41 | −24,600 | 2,82,900 | 150 | wall67,46,550 | +1,59,900 | 0.44 | short build-up |
| — | 9.01 | 0 | 2,89,050 | 153 | 9,90,150 | −61,500 | 0.65 | long unwinding |
| short covering | 7.00 | −1,41,450 | 14,69,850 | 155 | 49,81,500 | −2,39,850 | 1.00 | long unwinding |
| short covering | 5.08 | −1,04,550 | 11,99,250 | 158 | 22,14,000 | +1,35,300 | 1.63 | short build-up |
| short covering | 3.51 | −4,05,900 | 26,01,450 | 160at the money | 41,38,950 | +2,76,750 | 2.56 | short build-up |
| long build-up | 2.28 | +98,400 | 19,80,300 | 163 | 9,47,100 | +92,250 | 3.83 | short build-up |
| short covering | 1.41 | −5,96,550 | 56,33,400 | 165 | 11,31,600 | −6,150 | 5.47 | long unwinding |
| — | 0.84 | +30,750 | 11,86,950 | 168 | 1,23,000 | 0 | 8.14 | — |
| long build-up | 0.51 | +2,27,550 | 71,70,900wall | 170 | 8,85,600 | −24,600 | 9.61 | long unwinding |
| long build-up | 0.69 | +1,16,850 | 8,67,150 | 173 | 6,150 | +6,150 | 11.42 | — |
| short build-up | 0.17 | +6,150 | 48,95,400 | 175 | 61,500 | 0 | 14.44 | — |
| short covering | 0.26 | −6,150 | 2,76,750 | 178 | — | — | — | — |
| long unwinding | 0.11 | −86,100 | 13,16,100 | 180 | 43,050 | 0 | 19.15 | — |
| — | 0.09 | 0 | 18,450 | 183 | — | — | — | — |
| — | 0.05 | 0 | 1,23,000 | 185 | 43,050 | 0 | 24.04 | — |
The options were priced for a move of about 3.8% by 27 Oct.
Open interest
Long build: price rose and open interest rose.
For this stock, 362 of 660 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
The future traded 0.18% above the share.
Not in the F&O ban this session; open interest stood at 33% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.8% by 27 Oct; over the sessions the desk holds it ranged 1.6–9.3%.
Option prices were dearer than 14 of the past 252 sessions.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | long build | 3.8% | 0.18% | |
| Wed 14 Oct | long unwind | 4.0% | 0.21% | |
| Tue 13 Oct | short cover | 4.2% | 0.39% | |
| Mon 12 Oct | long build | 4.8% | -0.87% | |
| Fri 9 Oct | short build | 5.1% | 0.46% | |
| Thu 8 Oct | short build | 5.9% | 0.64% | |
| Wed 7 Oct | short build | 5.4% | 0.10% | |
| Tue 6 Oct | long build | 5.2% | 0.61% | |
| Mon 5 Oct | short build | 5.7% | 0.26% | |
| Thu 1 Oct | short build | 6.1% | 0.76% | |
| Wed 30 Sep | long build | 5.8% | 0.19% | |
| Tue 29 Sep | short build | 6.6% | 2.14% | |
| Mon 28 Sep | long unwind | 6.3% | 0.15% | |
| Fri 25 Sep | long build | 1.6% | -0.10% | |
| Thu 24 Sep | long unwind | 2.3% | 0.35% | |
| Wed 23 Sep | long build | 2.3% | -0.07% | |
| Tue 22 Sep | long unwind | 2.7% | 0.54% | |
| Mon 21 Sep | long unwind | 2.9% | -0.01% | |
| Fri 18 Sep | long build | 3.4% | 1.10% | |
| Thu 17 Sep | short cover | 3.7% | 0.36% |
After a name entered or left the ban
- 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
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.