PAYTM ONE 97 COMMUNICATIONS LTD
ONE 97 COMMUNICATIONS LTD — on this desk since 29 Nov 2024.
Results meeting in 10 days Mon 26 Oct 2026, as the company announced it to NSE
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 198.37 | 0 | 26,825 | 1,520 | 2,22,575 | −9,425 | 5.00 | short covering |
| — | 179.93 | 0 | 20,300 | 1,540 | 2,58,825 | −12,325 | 6.30 | short covering |
| short covering | 162.70 | −1,450 | 1,22,525 | 1,560 | 3,35,675 | −47,125 | 7.80 | short covering |
| long build-up | 143.15 | +5,800 | 1,42,100 | 1,580 | 3,23,350 | −60,900 | 9.80 | short covering |
| short covering | 125.75 | −5,800 | 8,43,900 | 1,600 | wall15,95,000 | −4,27,750 | 12.20 | short covering |
| long build-up | 110.50 | +13,775 | 2,83,475 | 1,620 | 7,98,225 | −5,075 | 15.45 | short covering |
| short covering | 93.60 | −15,225 | 4,03,825 | 1,640 | 7,83,000 | +5,800 | 19.65 | long build-up |
| short covering | 79.15 | −44,950 | 3,89,325 | 1,660 | 10,01,950 | −19,575 | 25.05 | short covering |
| short covering | 65.90 | −10,150 | 2,83,475 | 1,680 | 6,57,575 | +78,300 | 32.00 | long build-up |
| short covering | 54.10 | −1,05,125 | 14,50,725 | 1,700 | 10,45,450 | −27,550 | 40.25 | short covering |
| short covering | 44.15 | −1,64,575 | 5,48,100 | 1,720at the money | 4,48,050 | −86,275 | 50.65 | short covering |
| short covering | 35.55 | −41,325 | 7,54,000 | 1,740 | 3,19,000 | +49,300 | 61.15 | long build-up |
| short covering | 28.00 | −47,125 | 6,30,750 | 1,760 | 1,86,325 | +17,400 | 73.45 | long build-up |
| short covering | 22.20 | −32,625 | 3,56,700 | 1,780 | 85,550 | −4,350 | 87.75 | short covering |
| short covering | 17.20 | −74,675 | 15,94,275wall | 1,800 | 2,06,625 | +725 | 102.95 | long build-up |
| short covering | 13.40 | −76,850 | 2,68,250 | 1,820 | 41,325 | 0 | 121.90 | — |
| short covering | 10.40 | −26,100 | 3,14,650 | 1,840 | 26,100 | 0 | 138.02 | — |
| long build-up | 8.05 | +11,600 | 2,18,950 | 1,860 | 10,150 | 0 | 154.86 | — |
| long build-up | 6.30 | +1,450 | 1,74,725 | 1,880 | 725 | 0 | 172.32 | — |
| short covering | 4.90 | −76,850 | 12,03,500 | 1,900 | 23,200 | 0 | 190.30 | — |
| short build-up | 3.65 | +5,800 | 1,51,525 | 1,920 | — | — | — | — |
The options were priced for a move of about 5.5% by 27 Oct.
Open interest
Long build: price rose and open interest rose.
For this stock, 65 of 122 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 0.13% above the share.
Not in the F&O ban this session; open interest stood at 41% of its market-wide limit.
Implied volatility
The options were priced for a move of about 5.5% by 27 Oct; over the sessions the desk holds it ranged 1.7–9.4%.
Option prices were dearer than 75 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 | 5.5% | 0.13% | |
| Wed 14 Oct | short build | 5.3% | 0.11% | |
| Tue 13 Oct | long build | 5.6% | 0.23% | |
| Mon 12 Oct | short cover | 6.3% | -1.17% | |
| Fri 9 Oct | long build | 7.0% | 0.56% | |
| Thu 8 Oct | long unwind | 7.3% | -0.10% | |
| Wed 7 Oct | long build | 6.7% | 0.57% | |
| Tue 6 Oct | long build | 6.8% | -0.17% | |
| Mon 5 Oct | long build | 7.2% | 0.39% | |
| Thu 1 Oct | long unwind | 7.6% | 0.43% | |
| Wed 30 Sep | short build | 7.5% | 0.34% | |
| Tue 29 Sep | short cover | 7.7% | 0.94% | |
| Mon 28 Sep | long unwind | 8.0% | 0.53% | |
| Fri 25 Sep | short build | 2.4% | -0.03% | |
| Thu 24 Sep | short build | 2.6% | 0.24% | |
| Wed 23 Sep | short build | 2.6% | 0.20% | |
| Tue 22 Sep | long build | 2.9% | -0.13% | |
| Mon 21 Sep | long unwind | 3.5% | -0.18% | |
| Fri 18 Sep | long build | 4.3% | -1.83% | |
| Thu 17 Sep | long unwind | 4.7% | -0.25% |
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.