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Pre-open brief

VMM VISHAL MEGA MART LIMITED

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

VISHAL MEGA MART LIMITED — on this desk since 1 Apr 2026.

Results meeting in 5 days Wed 21 Oct 2026, as the company announced it to NSE

implied move
5.7%
12 days to the expiry read
futures
long build
price rose and open interest rose
basis
-0.32%
the future traded 0.32% below the share
option prices
78
dearer than 78 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————881,55,200−9,7000.42long unwinding
————882,76,450−48,5000.47long unwinding
————891,11,550+14,5500.58short build-up
—6.69019,4009014,21,050−63,0500.77long unwinding
—5.84+9,7009,700912,52,200+53,3500.95short build-up
long build-up5.04+9,70077,600923,73,45000.59—
————933,68,600+72,7501.32long build-up
————931,74,60000.82—
————945,38,350+53,3501.91long build-up
short covering3.19−2,13,4008,87,5509516,44,150−3,63,7502.30long unwinding
short covering2.67−4,31,65021,19,45096at the money16,92,650+1,74,6002.81short build-up
short covering2.19−1,21,2508,68,150977,42,050−9,7003.42—
short covering2.05−1,26,1009,45,750986,01,400+19,4003.59short build-up
short covering1.81−2,13,4009,50,600984,41,350−72,7504.01long unwinding
short covering1.57−33,9508,73,000995,96,550+1,94,0004.61long build-up
short covering1.25−3,44,35039,77,000100wall31,76,750−63,0505.23short covering
short build-up0.63+1,21,25011,49,4501013,58,90005.19—
long build-up0.89+1,94,0007,56,6001023,24,95006.01—
long unwinding0.39−1,35,8008,68,1501036,06,25006.44—
short covering0.74−53,3506,64,4501034,85006.88—
—0.6204,85,00010424,25007.78—
short covering0.22−63,05052,91,350wall11014 strikes away1,79,450013.56—

The options were priced for a move of about 5.7% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Long build: price rose and open interest rose.

For this stock, 13 of 32 times the close 5 sessions later was higher.

Across every F&O stock, 53,344 of 1,04,178 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.32% below the share.

Not in the F&O ban this session; open interest stood at 27% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.7% by 27 Oct; over the sessions the desk holds it ranged 2.2–11.5%.

Option prices were dearer than 78 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

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octlong build5.7%-0.32%
Wed 14 Octshort build5.6%-0.30%
Tue 13 Octlong build5.1%0.59%
Mon 12 Octshort build5.3%0.45%
Fri 9 Octlong build5.5%0.26%
Thu 8 Octshort build6.1%0.03%
Wed 7 Octshort build6.2%-0.67%
Tue 6 Octshort cover6.2%0.44%
Mon 5 Octshort build6.6%0.24%
Thu 1 Octshort build7.0%0.11%
Wed 30 Sepshort build7.2%-0.88%
Tue 29 Seplong build7.4%-2.88%
Mon 28 Seplong unwind6.9%0.31%
Fri 25 Seplong unwind2.3%0.06%
Thu 24 Seplong unwind2.9%-0.26%
Wed 23 Seplong build3.1%-0.08%
Tue 22 Seplong build3.4%0.31%
Mon 21 Seplong build3.4%0.26%
Fri 18 Sepshort build4.1%-1.78%
Thu 17 Sepshort build4.4%0.24%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • 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.