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Pre-open brief

RBLBANK RBL BANK LIMITED

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

RBL BANK LIMITED — on this desk since 26 May 2017.

implied move
4.3%
12 days to the expiry read
futures
short build
price fell and open interest rose
basis
0.71%
the future traded 0.71% above the share
option prices
55
dearer than 55 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
—54.8006,350320————
—44.9509,5253301,49,225+3,1750.35long build-up
————3356,35000.33—
————3401,90,500+85,7250.60long build-up
————34550,800+19,0500.90long build-up
————3508,95,350+2,44,4751.30long build-up
————3553,14,325+1,52,4001.75long build-up
short build-up18.47+22,22534,92536011,27,125+28,5752.45long build-up
short build-up15.40+34,9252,50,8253658,54,075+2,19,0753.65long build-up
long unwinding11.75−1,93,6754,38,15037017,39,900+6,31,8255.10long build-up
short build-up8.95+3,11,1507,33,425375at the money15,90,675+1,74,6257.10long build-up
short build-up6.60+9,71,55022,35,20038025,08,250+6,31,8259.45long build-up
short build-up4.80+9,36,62528,57,50038515,14,475−7,96,92513.00short covering
short build-up3.50+9,33,45071,56,450390wall35,21,075−2,28,60016.20short covering
short build-up2.60+4,09,57535,68,7003959,52,500−63,50019.45short covering
long unwinding1.90−4,69,90099,47,275wall40026,13,025−5,77,85024.80short covering
short build-up1.45+15,87524,54,2754054,76,250−3,17528.55short covering
long unwinding1.10−1,80,97544,25,95041015,17,650+1,14,30035.94long build-up
long unwinding0.85−31,75022,89,1754159,55,675+3,17537.40long build-up
long unwinding0.70−82,55078,20,0254207,33,425−28,57543.20short covering
long unwinding0.55−95,25021,30,4254257,04,850−3,17550.27short covering

The options were priced for a move of about 4.3% 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, 310 of 615 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 0.71% above the share.

Not in the F&O ban this session; open interest stood at 156% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 4.3% by 27 Oct; over the sessions the desk holds it ranged 1.3–8.1%.

Option prices were dearer than 55 of the past 252 sessions.

Calls were priced dearer than puts the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30
  • 12 Oct 2026: options priced about 6.1%; the share moved 7.2% by 13 Oct.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort build4.3%0.71%
Wed 14 Octshort build4.4%-0.21%
Tue 13 Octshort build4.5%-0.04%
Mon 12 Octlong unwind6.0%0.24%
Fri 9 Octshort cover6.1%0.18%
Thu 8 Octlong unwind6.7%0.74%
Wed 7 Octlong unwind6.1%0.32%
Tue 6 Octlong unwind6.2%0.12%
Mon 5 Octshort cover6.0%0.04%
Thu 1 Octshort cover6.8%0.53%
Wed 30 Sepshort cover6.3%1.14%
Tue 29 Sepshort build6.4%1.27%
Mon 28 Seplong unwind7.9%0.49%
Fri 25 Seplong build1.3%0.05%
Thu 24 Sepshort build2.2%0.23%
Wed 23 Seplong build2.3%-0.07%
Tue 22 Seplong build2.8%0.27%
Mon 21 Seplong unwind2.9%0.22%
Fri 18 Seplong build3.2%-1.41%
Thu 17 Seplong build3.4%0.63%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 22 of 42 times the close 5 sessions later was higher.
  • This stock, on leaving it: 23 of 43 times the close 5 sessions later was higher.
  • 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.