FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Dec-19] as on 12-Dec-19

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 11,944.30 12,005.50 11,934.00 11,971.80 NA 0.52 % NA NA
26-Dec-19 11,998.95 12,054.95 11,966.30 12,028.65 14,032,050 0.76 % 3.53 % Long Buildup
30-Jan-20 12,020.00 12,100.00 12,013.65 12,078.50 798,825 0.77 % 23.02 % Long Buildup
27-Feb-20 12,052.30 12,131.40 12,048.00 12,108.65 115,125 0.79 % 21.92 % Long Buildup
Cummulative NA NA NA NA 14,946,000 NA 4.54 % Long Buildup
NIFTY Options OI PCR: 1.31   (Weekly expiry :19-Dec-19)   PUT OI: 8,485,050   CALL OI: 6,490,875 
  1.30  (Expiry: 26-Dec-19 )   PUT OI: 27,742,800   CALL OI: 21,419,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12000.00 1131600 142.18% 73.30 61.81% Long Buildup
12500.00 843750 2191.24% 1.50 -33.33% Short Buildup
12100.00 712200 53.31% 31.25 59.85% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12500.00 843750 2191.24% 1.50 -33.33% Short Buildup
12000.00 1131600 142.18% 73.30 61.81% Long Buildup
11900.00 627450 97.82% 138.10 51.59% Long Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11650.00 1350 -25.00% 382.20 64.03% Short Covering
12900.00 375 -16.67% 0.60 0.00% Short Covering
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11900.00 1409325 222.59% 28.35 -60.07% Short Buildup
12000.00 947250 834.86% 63.20 -49.86% Short Buildup
11800.00 905400 108.17% 11.60 -67.87% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11900.00 1409325 222.59% 28.35 -60.07% Short Buildup
12000.00 947250 834.86% 63.20 -49.86% Short Buildup
11000.00 598050 41868.42% 1.45 -27.50% Short Buildup
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
None
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12000.00 2794200 6.64% 122.25 40.92% Long Buildup
12200.00 1880850 -12.19% 37.45 33.27% Short Covering
12100.00 1536450 -6.47% 71.90 42.66% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12000.00 2794200 6.64% 122.25 40.92% Long Buildup
12300.00 1274475 4.72% 17.75 25.44% Long Buildup
12500.00 1301550 2.74% 4.60 8.24% Long Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12200.00 1880850 -12.19% 37.45 33.27% Short Covering
12100.00 1536450 -6.47% 71.90 42.66% Short Covering
11900.00 924375 -8.90% 184.20 35.89% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11500.00 3538800 6.26% 10.80 -41.94% Short Buildup
12000.00 3260400 15.57% 93.70 -37.49% Short Buildup
11800.00 2545200 8.15% 36.70 -44.44% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11900.00 2399025 28.28% 57.90 -41.95% Short Buildup
12000.00 3260400 15.57% 93.70 -37.49% Short Buildup
11500.00 3538800 6.26% 10.80 -41.94% Short Buildup
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11600.00 1119525 -6.28% 14.25 -47.12% Long Windup
11300.00 1067475 -5.07% 6.15 -27.22% Long Windup
11400.00 1132275 -2.15% 7.45 -36.32% Long Windup
 
 
NIFTY Futures - Summary
Trade Date SPOT Close FUT Close Open
Interest (OI)
Cummulative
OI
FUT % Chg OI % Chg COI % Chg Volatility PCR Rollover % Price Action
(as per COI)
Premium /
Discount
Premium /
Discount %
12-Dec-19 11,971.80 12,028.65 14,032,050 14,946,000 0.76 % 3.53 % 4.54 % 0.1204 1.30 6.12 % Long Buildup 56.85 0.47 %
11-Dec-19 11,910.15 11,938.15 13,553,025 14,296,800 0.34 % 1.09 % 1.72 % 0.1217 1.19 5.20 % Long Buildup 28 0.24 %
10-Dec-19 11,856.80 11,898.20 13,407,450 14,054,925 -0.57 % 0.66 % 1.05 % 0.1236 1.15 4.61 % Short Buildup 41.4 0.35 %
09-Dec-19 11,937.50 11,966.70 13,320,075 13,908,975 0.09 % -0.83 % -0.60 % 0.1232 1.19 4.23 % Short Covering 29.2 0.24 %
06-Dec-19 11,921.50 11,955.70 13,431,675 13,993,050 -0.76 % 2.06 % 2.31 % 0.1269 1.16 4.01 % Short Buildup 34.2 0.29 %
05-Dec-19 12,018.40 12,047.70 13,161,075 13,677,600 -0.35 % -3.68 % -3.46 % 0.1249 1.19 3.78 % Long Windup 29.3 0.24 %
04-Dec-19 12,043.20 12,089.80 13,663,275 14,167,125 0.36 % -0.03 % 0.05 % 0.1285 1.17 3.56 % Long Buildup 46.6 0.39 %
03-Dec-19 11,994.20 12,046.45 13,667,775 14,160,150 -0.37 % 0.58 % 0.66 % 0.1311 1.15 3.48 % Short Buildup 52.25 0.44 %
02-Dec-19 12,048.20 12,091.45 13,588,875 14,067,975 -0.07 % -0.95 % -0.76 % 0.1334 1.14 3.41 % Long Windup 43.25 0.36 %
29-Nov-19 12,056.05 12,099.85 13,719,150 14,175,675 -0.71 % -3.66 % -23.18 % 0.1376 1.12 3.22 % Long Windup 43.8 0.36 %
28-Nov-19 12,151.15 12,186.05 14,240,700 18,452,325 0.28 % 25.75 % -0.25 % 0.1395 1.18 - Short Covering 34.9 0.29 %
27-Nov-19 12,100.70 12,151.90 11,324,550 18,499,425 0.26 % 39.88 % -1.63 % 0.1429 1.17 - Short Covering 51.2 0.42 %
26-Nov-19 12,037.70 12,120.35 8,095,725 18,805,350 -0.18 % 104.99 % 17.37 % 0.1468 1.17 - Short Buildup 82.65 0.69 %
25-Nov-19 12,073.75 12,141.60 3,949,275 16,022,325 1.54 % 121.20 % 5.75 % 0.1512 1.16 - Long Buildup 67.85 0.56 %
22-Nov-19 11,914.40 11,957.45 1,785,375 15,151,200 -0.51 % 14.68 % -6.25 % 0.1377 1.11 - Long Windup 43.05 0.36 %
21-Nov-19 11,968.40 12,018.55 1,556,850 16,161,675 -0.36 % 31.56 % -0.59 % 0.1400 1.06 - Long Windup 50.15 0.42 %
20-Nov-19 11,999.10 12,062.45 1,183,350 16,257,450 0.37 % 12.33 % -3.13 % 0.1433 1.00 - Short Covering 63.35 0.53 %
19-Nov-19 11,940.10 12,018.00 1,053,450 16,783,200 0.44 % 18.52 % 1.63 % 0.1465 0.96 - Long Buildup 77.9 0.65 %
18-Nov-19 11,884.50 11,965.10 888,825 16,514,250 -0.16 % 5.44 % 0.20 % 0.1498 0.93 - Short Buildup 80.6 0.68 %
15-Nov-19 11,895.45 11,984.70 843,000 16,482,075 0.35 % 8.31 % 2.34 % 0.1543 0.91 - Long Buildup 89.25 0.75 %
14-Nov-19 11,872.10 11,943.05 778,350 16,105,125 0.31 % 11.33 % -1.60 % 0.1581 0.91 - Short Covering 70.95 0.6 %
13-Nov-19 11,840.45 11,906.20 699,150 16,367,475 -0.67 % 0.60 % 2.17 % 0.1624 0.92 - Short Buildup 65.75 0.56 %
11-Nov-19 11,913.45 11,986.65 694,950 16,020,600 -0.04 % 1.30 % -2.81 % 0.1643 0.93 - Long Windup 73.2 0.61 %
08-Nov-19 11,908.15 11,991.25 686,025 16,483,125 -0.86 % 0.55 % -2.26 % 0.1695 0.93 - Long Windup 83.1 0.7 %
07-Nov-19 12,012.05 12,095.05 682,275 16,864,800 0.37 % 1.74 % 2.77 % 0.1699 0.91 - Long Buildup 83 0.69 %
06-Nov-19 11,966.05 12,050.85 670,575 16,410,825 0.40 % 5.20 % 4.33 % 0.1745 0.91 - Long Buildup 84.8 0.71 %
05-Nov-19 11,917.20 12,002.25 637,425 15,729,375 -0.20 % 1.37 % 2.81 % 0.1787 0.91 - Short Buildup 85.05 0.71 %
04-Nov-19 11,941.30 12,025.75 628,800 15,300,000 0.42 % 0.52 % 0.76 % 0.1841 0.92 - Long Buildup 84.45 0.71 %
01-Nov-19 11,890.60 11,975.90 625,575 15,183,900 0.24 % -1.78 % -14.58 % 0.1887 0.91 - Short Covering 85.3 0.72 %
31-Oct-19 11,877.45 11,946.90 636,900 17,775,675 0.11 % 73.34 % 7.45 % 0.1936 0.91 - Long Buildup 69.45 0.58 %
30-Oct-19 11,844.10 11,933.90 367,425 16,543,500 0.39 % 3.09 % -3.27 % 0.1991 0.89 - Short Covering 89.8 0.76 %
29-Oct-19 11,786.85 11,887.00 356,400 17,103,450 1.46 % -1.98 % 4.45 % 0.2045 0.86 - Long Buildup 100.15 0.85 %
27-Oct-19 11,627.15 11,715.80 363,600 16,374,675 0.15 % 1.70 % 0.52 % 0.1991 0.84 - Long Buildup 88.65 0.76 %
25-Oct-19 11,583.90 11,698.20 357,525 16,290,225 -0.04 % -0.77 % -1.41 % 0.2051 0.84 - Long Windup 114.3 0.99 %
24-Oct-19 11,582.60 11,702.30 360,300 16,523,400 -0.13 % -3.13 % 0.28 % 0.2115 0.84 - Short Buildup 119.7 1.03 %
23-Oct-19 11,604.10 11,718.05 371,925 16,476,825 0.02 % 2.63 % -1.48 % 0.2181 0.85 - Short Covering 113.95 0.98 %
22-Oct-19 11,588.35 11,715.90 362,400 16,724,550 -0.39 % 22.64 % 9.28 % 0.2249 0.86 - Short Buildup 127.55 1.1 %
18-Oct-19 11,661.85 11,761.75 295,500 15,304,575 0.60 % 2.93 % -2.22 % 0.2312 0.86 - Short Covering 99.9 0.86 %
17-Oct-19 11,586.35 11,691.50 287,100 15,651,525 1.11 % 6.51 % -0.71 % 0.2367 0.85 - Short Covering 105.15 0.91 %
16-Oct-19 11,464.00 11,562.75 269,550 15,764,100 0.28 % 3.87 % -2.50 % 0.2385 0.83 - Short Covering 98.75 0.86 %
15-Oct-19 11,428.30 11,530.00 259,500 16,167,675 0.90 % 19.81 % 3.21 % 0.2455 0.82 - Long Buildup 101.7 0.89 %
14-Oct-19 11,341.15 11,427.55 216,600 15,665,025 0.19 % 7.96 % -1.74 % 0.2494 0.80 - Short Covering 86.4 0.76 %
11-Oct-19 11,305.05 11,405.80 200,625 15,941,850 0.51 % 15.60 % 1.84 % 0.2571 0.80 - Long Buildup 100.75 0.89 %
10-Oct-19 11,234.55 11,347.90 173,550 15,654,300 -0.81 % -0.77 % 0.28 % 0.2640 0.79 - Short Buildup 113.35 1.01 %
09-Oct-19 11,313.30 11,441.05 174,900 15,610,500 1.68 % 9.28 % -5.67 % 0.2694 0.80 - Short Covering 127.75 1.13 %
07-Oct-19 11,126.40 11,251.55 160,050 16,548,000 -0.54 % 3.84 % 0.45 % 0.2662 0.77 - Short Buildup 125.15 1.12 %
04-Oct-19 11,174.75 11,313.00 154,125 16,474,500 -1.27 % 6.04 % -1.83 % 0.2736 0.77 - Long Windup 138.25 1.24 %
03-Oct-19 11,314.00 11,458.55 145,350 16,781,550 -0.52 % 4.25 % 2.33 % 0.2751 0.78 - Short Buildup 144.55 1.28 %
01-Oct-19 11,359.90 11,518.60 139,425 16,398,900 -0.96 % 80.49 % 5.71 % 0.2823 0.77 - Short Buildup 158.7 1.4 %
30-Sep-19 11,474.45 11,630.45 77,250 15,513,750 -0.41 % 45.28 % 1.18 % 0.2878 0.77 - Short Buildup 156 1.36 %
27-Sep-19 11,512.40 11,678.85 53,175 15,333,525 0.00 % 0.00 % -27.66 % 0.2963 0.76 - 166.45 1.45 %
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 13-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
11889.66 11927.98 11978.31 12016.63 12066.96 12105.28 12155.61
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
11984.33 12006.49 12013.88 12021.26 12016.63 12036.04 12043.43 12050.81 12072.98
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
11927.98 11961.84 11982.77 12016.63 12050.49 12071.42 12105.28
DeMark Pivot
Support 1 Pivot Point Resistance 1
11997.48 12026.21 12086.13