Stocks · Market intelligence desk
Market open

PFC POWER FIN CORP LTD.

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

POWER FIN CORP LTD. — on this desk since 22 Feb 2007.

implied move
3.7%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.63%
the future traded 0.63% above the share
option prices
35
dearer than 35 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—52.8605,2002901,11,800−1,3000.01long unwinding
—47.8801,79,4002951,04,000−7,8000.02—
long unwinding42.92−1,3001,87,20030011,42,700+1,3000.20—
————3051,97,600−23,4000.30short covering
—33.1701,87,2003106,89,000+24,7000.30short build-up
long unwinding29.70−5,2002,28,80031519,57,800−62,4000.50short covering
long unwinding25.05−13,00011,21,90032010,67,300−46,8000.65short covering
long unwinding20.35−80,6009,10,00032514,11,800−1,92,4000.95short covering
long unwinding16.05−80,60017,87,500330wall20,41,000+50,7001.60long build-up
long unwinding12.05−58,5009,77,6003356,70,800−1,06,6002.55short covering
long unwinding8.55−18,20025,89,600340at the money17,40,700−20,8004.05short covering
short build-up5.90+1,09,20020,07,20034512,45,400+88,4006.30long build-up
short build-up3.85+4,65,40046,67,000wall35015,17,100+15,6009.25long build-up
short build-up2.45+6,66,90022,80,2003552,18,400+20,80012.85long build-up
long unwinding1.55−1,61,20016,31,5003608,06,000−10,40017.05short covering
long unwinding1.00−18,2003,30,20036546,800+5,20021.45short build-up
long unwinding0.65−1,88,5007,29,3003706,91,600−5,20026.00short covering
long unwinding0.40−6,5001,76,80037544,200032.50—
long unwinding0.35−4,58,9009,77,6003803,13,300−1,30037.27short covering
—0.30041,6003859,100042.13—
long unwinding0.09−5,2002,23,6003905,59,000−9,10047.05short covering

The options were priced for a move of about 3.7% by 27 Oct.

Strategy builder →

Open interest

as of Thu 15 Oct 15:30

Short build: price fell and open interest rose.

For this stock, 393 of 793 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 0.63% above the share.

Not in the F&O ban this session; open interest stood at 72% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 3.7% by 27 Oct; over the sessions the desk holds it ranged 1.6–7.9%.

Option prices were dearer than 35 of the past 252 sessions.

Calls were priced dearer than puts the same distance out.

Show the recordHide the record

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 build3.7%0.63%
Wed 14 Octlong build3.6%0.64%
Tue 13 Octlong build3.7%0.22%
Mon 12 Octshort cover4.4%-0.90%
Fri 9 Octshort cover4.5%0.61%
Thu 8 Octshort build5.2%0.15%
Wed 7 Octshort cover4.9%0.11%
Tue 6 Octlong build5.0%0.67%
Mon 5 Octlong build5.3%0.43%
Thu 1 Octshort build5.8%-0.02%
Wed 30 Seplong build5.3%0.94%
Tue 29 Sepshort build5.4%1.16%
Mon 28 Seplong unwind5.7%0.62%
Fri 25 Sepshort build1.7%0.34%
Thu 24 Sepshort build1.8%0.16%
Wed 23 Seplong build1.9%0.52%
Tue 22 Sepshort build2.2%0.00%
Mon 21 Seplong build2.5%0.49%
Fri 18 Sepshort build2.8%1.07%
Thu 17 Seplong unwind3.1%0.58%

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.