RCOM Reliance Communications Limited
Reliance Communications Limited — on this desk since 14 Sep 2006.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 1 | 34,000 | 0 | 0.05 | — |
| — | — | — | — | 2 | 3,40,000 | 0 | 0.05 | — |
| — | — | — | — | 3 | 13,60,000 | 0 | 0.05 | — |
| — | — | — | — | 4 | 9,52,000 | 0 | 0.05 | — |
| — | 1.60 | 0 | 34,000 | 5 | wall31,28,000 | +3,06,000 | 0.05 | — |
| long unwinding | 0.40 | −14,28,000 | 3,40,000 | 6at the money | 6,12,000 | +2,72,000 | 0.05 | short build-up |
| short build-up | 0.05 | +1,02,000 | 45,22,000 | 7 | 1,70,000 | +34,000 | 0.55 | short build-up |
| short build-up | 0.05 | +9,86,000 | 60,86,000 | 8 | — | — | — | — |
| — | 0.05 | +68,000 | 36,04,000 | 9 | — | — | — | — |
| — | 0.05 | +1,36,000 | 1,65,24,000wall | 10 | — | — | — | — |
| — | 0.05 | 0 | 19,38,000 | 11 | — | — | — | — |
| — | 0.05 | +68,000 | 16,66,000 | 12 | — | — | — | — |
| — | 0.05 | 0 | 34,000 | 13 | — | — | — | — |
| — | 0.05 | 0 | 3,74,000 | 14 | — | — | — | — |
| — | 0.05 | 0 | 16,66,000 | 15 | — | — | — | — |
| — | 0.05 | 0 | 2,04,000 | 16 | — | — | — | — |
The options were priced for a move of about 6.9% by 28 Mar.
Open interest
Long unwind: price fell and open interest fell.
For this stock, 63 of 164 times the close 5 sessions later was higher.
Across every F&O stock, 44,823 of 84,881 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded level with the share.
22 of every 100 futures held had moved to the next month.
Not in the F&O ban this session.
Implied volatility
The options were priced for a move of about 6.9% by 28 Mar; over the sessions the desk holds it ranged 6.3–42.3%.
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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 28 Feb | long unwind | 6.9% | 0.00% | |
| Wed 27 Feb | short cover | 16.2% | 0.77% | |
| Tue 26 Feb | short cover | 16.4% | 0.00% | |
| Mon 25 Feb | long unwind | 15.0% | 0.83% | |
| Fri 22 Feb | long build | 19.2% | 0.77% | |
| Thu 21 Feb | long build | 20.5% | 0.79% | |
| Wed 20 Feb | short build | 21.7% | 2.61% | |
| Tue 19 Feb | long unwind | 19.2% | 0.83% | |
| Mon 18 Feb | short cover | 19.7% | 0.82% | |
| Fri 15 Feb | long unwind | 20.9% | 0.91% | |
| Thu 14 Feb | long unwind | 25.2% | 0.90% | |
| Wed 13 Feb | short cover | 22.4% | 0.00% | |
| Tue 12 Feb | short cover | 29.2% | 0.00% | |
| Mon 11 Feb | long unwind | 27.1% | 0.00% | |
| Fri 8 Feb | short cover | 30.8% | 0.93% | |
| Thu 7 Feb | long unwind | 34.6% | 0.00% | |
| Wed 6 Feb | short cover | 36.4% | -0.91% | |
| Tue 5 Feb | short build | 42.3% | -2.70% | |
| Mon 4 Feb | long unwind | 36.4% | -1.99% | |
| Fri 1 Feb | short build | 19.4% | -2.16% |
After a name entered or left the ban
- This stock, on entering the ban: 15 of 30 times the close 5 sessions later was higher.
- This stock, on leaving it: 10 of 30 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
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.