PHOENIXLTD THE PHOENIX MILLS LTD
THE PHOENIX MILLS LTD — on this desk since 31 Jan 2025.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 201.33 | 0 | 1,750 | 1,720 | 1,17,250 | −10,500 | 2.00 | long unwinding |
| — | 182.01 | 0 | 1,750 | 1,740 | 26,250 | +15,400 | 2.80 | short build-up |
| — | — | — | — | 1,760 | 68,600 | −4,550 | 3.75 | long unwinding |
| — | 144.57 | 0 | 3,150 | 1,780 | 15,750 | 0 | 5.15 | — |
| short covering | 126.75 | −3,850 | 31,500 | 1,800 | 73,850 | −350 | 7.25 | long unwinding |
| short covering | 107.20 | −1,050 | 31,150 | 1,820 | 29,750 | −3,850 | 9.80 | long unwinding |
| short covering | 92.45 | −1,050 | 30,800 | 1,840 | 69,300 | +10,850 | 13.25 | short build-up |
| short covering | 74.35 | −1,050 | 32,900 | 1,860 | 61,950 | +7,700 | 18.00 | short build-up |
| short covering | 62.70 | −350 | 24,500 | 1,880 | 37,100 | −16,800 | 23.15 | long unwinding |
| short covering | 50.05 | −4,900 | 66,850 | 1,900 | wall1,34,400 | −4,200 | 31.40 | long unwinding |
| short covering | 38.85 | −8,750 | 38,850 | 1,920at the money | 21,000 | −4,550 | 40.45 | long unwinding |
| long build-up | 30.15 | +19,600 | 57,400 | 1,940 | 43,750 | +3,850 | 50.85 | short build-up |
| long build-up | 21.25 | +7,000 | 38,500 | 1,960 | 5,600 | 0 | 65.26 | — |
| long build-up | 15.60 | +700 | 1,20,050wall | 1,980 | 1,050 | 0 | 78.94 | — |
| short covering | 11.65 | −1,050 | 92,050 | 2,000 | 24,850 | 0 | 93.84 | — |
| long build-up | 7.90 | +350 | 48,300 | 2,020 | 1,750 | 0 | 109.82 | — |
| long build-up | 5.60 | +3,500 | 21,700 | 2,040 | 1,750 | 0 | 126.72 | — |
| long build-up | 4.00 | +700 | 18,200 | 2,060 | — | — | — | — |
| — | 3.77 | 0 | 10,150 | 2,080 | 350 | 0 | 162.65 | — |
| long build-up | 2.55 | +10,150 | 37,800 | 2,100 | — | — | — | — |
| short covering | 1.50 | −350 | 8,400 | 2,120 | — | — | — | — |
The options were priced for a move of about 4.1% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 37 of 78 times the close 5 sessions later was higher.
Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.15% above the share.
Not in the F&O ban this session; open interest stood at 19% of its market-wide limit.
Implied volatility
The options were priced for a move of about 4.1% by 27 Oct; over the sessions the desk holds it ranged 1.4–9.6%.
Option prices were dearer than 65 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 | short cover | 4.1% | 0.15% | |
| Wed 14 Oct | short cover | 4.5% | 0.59% | |
| Tue 13 Oct | short cover | 4.4% | -0.33% | |
| Mon 12 Oct | long build | 4.7% | 0.02% | |
| Fri 9 Oct | short cover | 5.1% | -0.08% | |
| Thu 8 Oct | short build | 5.4% | 0.82% | |
| Wed 7 Oct | short build | 5.7% | 0.35% | |
| Tue 6 Oct | short build | 5.9% | -0.03% | |
| Mon 5 Oct | short build | 5.9% | 0.44% | |
| Thu 1 Oct | short build | 5.9% | 0.71% | |
| Wed 30 Sep | long build | 5.6% | 0.86% | |
| Tue 29 Sep | short build | 5.6% | 0.63% | |
| Mon 28 Sep | long unwind | 5.4% | 0.25% | |
| Fri 25 Sep | long build | 1.5% | -0.16% | |
| Thu 24 Sep | long unwind | 2.0% | 0.36% | |
| Wed 23 Sep | short cover | 2.2% | -0.41% | |
| Tue 22 Sep | short cover | 2.2% | -0.20% | |
| Mon 21 Sep | long build | 2.4% | 0.10% | |
| Fri 18 Sep | long build | 2.9% | 1.38% | |
| Thu 17 Sep | long build | 3.0% | 0.79% |
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.