SAIL STEEL AUTHORITY OF INDIA
STEEL AUTHORITY OF INDIA — 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 | |
| — | — | — | — | 145 | 28,200 | 0 | 0.03 | — |
| — | 20.69 | 0 | 42,300 | 150 | 1,03,400 | 0 | 0.11 | — |
| — | 15.96 | 0 | 37,600 | 155 | 3,10,200 | −28,200 | 0.54 | short covering |
| — | 11.59 | 0 | 51,700 | 160 | 6,62,700 | 0 | 1.00 | — |
| — | — | — | — | 163 | 1,36,300 | 0 | 1.52 | — |
| — | 7.83 | 0 | 89,300 | 165 | 20,21,000 | −1,12,800 | 1.67 | short covering |
| — | 6.24 | 0 | 28,200 | 168 | 2,06,800 | 0 | 3.13 | — |
| short covering | 4.64 | −75,200 | 8,97,700 | 170at the money | wall57,10,500 | −79,900 | 1.65 | long unwinding |
| long unwinding | 1.10 | −14,100 | 5,35,800 | 173 | 2,58,500 | 0 | 5.59 | — |
| long unwinding | 1.90 | −61,100 | 20,96,200 | 175 | 7,56,700 | −4,700 | 4.01 | long unwinding |
| — | 2.00 | 0 | 2,53,800 | 178 | — | — | — | — |
| long unwinding | 0.40 | −94,000 | 37,27,100wall | 180 | 1,17,500 | 0 | 10.78 | — |
| — | 0.98 | 0 | 23,500 | 183 | — | — | — | — |
| short covering | 0.66 | −14,100 | 5,45,200 | 185 | 1,26,900 | 0 | 15.02 | — |
| — | 0.28 | 0 | 7,99,000 | 190 | 98,700 | 0 | 19.63 | — |
| — | 0.17 | 0 | 42,300 | 193 | — | — | — | — |
| long unwinding | 0.11 | −18,800 | 2,06,800 | 195 | — | — | — | — |
| — | — | — | — | 198 | 14,100 | 0 | 26.90 | — |
The options were priced for a move of about 3.7% by 27 Oct.
Open interest
Short cover: price rose and open interest fell.
For this stock, 358 of 654 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 1.28% above the share.
In the F&O ban this session — no new positions could be opened; open interest stood at 105% of its market-wide limit.
Implied volatility
The options were priced for a move of about 3.7% by 27 Oct; over the sessions the desk holds it ranged 2.0–15.4%.
Option prices were dearer than 0 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 | 3.7% | 1.28% | in ban |
| Wed 14 Oct | short build | 4.3% | 0.66% | |
| Tue 13 Oct | long build | 4.3% | 0.82% | |
| Mon 12 Oct | short build | 5.5% | -0.05% | |
| Fri 9 Oct | long build | 5.8% | 0.64% | |
| Thu 8 Oct | long unwind | 9.7% | 2.13% | in ban |
| Wed 7 Oct | long unwind | 7.4% | 0.96% | in ban |
| Tue 6 Oct | short cover | 7.1% | 1.06% | in ban |
| Mon 5 Oct | long unwind | 7.4% | -0.54% | in ban |
| Thu 1 Oct | short cover | 9.8% | 2.92% | in ban |
| Wed 30 Sep | long unwind | 9.6% | -1.99% | in ban |
| Tue 29 Sep | long unwind | 8.0% | 0.55% | in ban |
| Mon 28 Sep | short cover | 14.5% | -0.17% | in ban |
| Fri 25 Sep | long unwind | 3.7% | -0.50% | in ban |
| Thu 24 Sep | short cover | 4.2% | 1.16% | in ban |
| Wed 23 Sep | short cover | 4.6% | -0.18% | in ban |
| Tue 22 Sep | long unwind | 2.0% | 0.88% | in ban |
| Mon 21 Sep | long unwind | 5.2% | -0.78% | in ban |
| Fri 18 Sep | short cover | 6.1% | -0.07% | in ban |
| Thu 17 Sep | short cover | 6.4% | 0.47% | in ban |
After a name entered or left the ban
- This stock, on entering the ban: 46 of 75 times the close 5 sessions later was higher.
- This stock, on leaving it: 38 of 74 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.