TIINDIA TUBE INVEST OF INDIA LTD
TUBE INVEST OF INDIA LTD — on this desk since 29 Nov 2024.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | — | — | — | 1,800 | 2,400 | 0 | 1.10 | — |
| — | — | — | — | 1,900 | 10,800 | −600 | 2.90 | short covering |
| — | — | — | — | 1,950 | 11,400 | +600 | 4.50 | long build-up |
| long unwinding | 193.26 | −800 | 2,600 | 2,000 | 31,400 | +2,200 | 7.50 | long build-up |
| — | — | — | — | 2,050 | 26,000 | +2,400 | 12.65 | long build-up |
| short build-up | 114.95 | +6,400 | 23,400 | 2,100 | 67,200 | +6,400 | 21.90 | long build-up |
| short build-up | 80.85 | +3,800 | 23,400 | 2,150 | 43,000 | +8,800 | 36.50 | long build-up |
| short build-up | 54.05 | +1,14,800 | 1,93,000 | 2,200at the money | wall99,800 | +14,200 | 58.45 | long build-up |
| short build-up | 33.65 | +5,600 | 1,12,800 | 2,250 | 68,000 | +3,000 | 89.30 | long build-up |
| long unwinding | 20.00 | −1,000 | 2,16,200wall | 2,300 | 76,400 | −1,200 | 123.85 | short covering |
| short build-up | 11.90 | +5,000 | 99,000 | 2,350 | 21,600 | −400 | 168.10 | short covering |
| long unwinding | 7.10 | −2,200 | 1,66,800 | 2,400 | 57,000 | −1,200 | 207.80 | short covering |
| short build-up | 4.45 | +1,000 | 70,400 | 2,450 | 18,600 | 0 | 263.14 | — |
| long unwinding | 3.30 | −5,000 | 1,43,000 | 2,500 | 41,600 | −3,000 | 311.73 | short covering |
| long unwinding | 2.15 | −800 | 26,200 | 2,550 | 4,000 | 0 | 361.02 | — |
| long unwinding | 1.70 | −1,000 | 67,400 | 2,600 | 16,800 | 0 | 410.66 | — |
| long unwinding | 0.06 | −1,400 | 19,800 | 2,650 | 9,000 | 0 | 460.46 | — |
| long unwinding | 0.02 | −5,800 | 83,600 | 2,700 | 7,800 | 0 | 510.32 | — |
The options were priced for a move of about 5.1% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 60 of 150 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
The future traded 0.39% above the share.
Not in the F&O ban this session; open interest stood at 50% of its market-wide limit.
Implied volatility
The options were priced for a move of about 5.1% by 27 Oct; over the sessions the desk holds it ranged 1.8–9.8%.
Option prices were dearer than 67 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 build | 5.1% | 0.39% | |
| Wed 14 Oct | long build | 5.2% | 0.37% | |
| Tue 13 Oct | short build | 5.4% | 0.25% | |
| Mon 12 Oct | short build | 5.9% | 0.34% | |
| Fri 9 Oct | short build | 6.1% | 0.68% | |
| Thu 8 Oct | short build | 7.1% | 1.03% | |
| Wed 7 Oct | short build | 6.3% | 0.34% | |
| Tue 6 Oct | long build | 6.3% | 0.16% | |
| Mon 5 Oct | short build | 6.5% | 0.49% | |
| Thu 1 Oct | short build | 6.5% | 0.65% | |
| Wed 30 Sep | short build | 6.7% | 1.07% | |
| Tue 29 Sep | short build | 6.6% | 1.26% | |
| Mon 28 Sep | short build | 6.7% | -0.01% | |
| Fri 25 Sep | long unwind | 2.5% | 0.28% | |
| Thu 24 Sep | short build | 2.0% | 0.17% | |
| Wed 23 Sep | long build | 2.5% | 0.27% | |
| Tue 22 Sep | short build | 3.0% | 0.11% | |
| Mon 21 Sep | short build | 3.1% | 0.06% | |
| Fri 18 Sep | short build | 3.3% | -0.06% | |
| Thu 17 Sep | long build | 3.5% | 0.59% |
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.