FnO Contract Details

Expiry:
Symbol:

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

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 11,094.80 11,146.90 11,037.85 11,053.90 NA 0.06 % NA NA
29-Aug-19 11,082.90 11,151.65 11,032.00 11,058.10 17,867,250 -0.06 % -2.10 % Long Windup
26-Sep-19 11,100.00 11,193.00 11,079.20 11,102.50 3,132,300 -0.08 % 7.76 % Short Buildup
31-Oct-19 11,180.65 11,235.40 11,120.10 11,140.80 249,075 -0.09 % 1.34 % Short Buildup
Cummulative NA NA NA NA 21,248,625 NA -0.69 % Short Covering
NIFTY Options OI PCR: 0.96   (Weekly expiry :22-Aug-19)   PUT OI: 11,282,775   CALL OI: 11,813,925 
  1.14  (Expiry: 29-Aug-19 )   PUT OI: 25,392,225   CALL OI: 22,365,225 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11100.00 1528500 13.19% 51.80 -17.05% Short Buildup
11300.00 1479225 32.67% 7.25 -38.82% Short Buildup
11200.00 1447575 25.22% 21.70 -27.42% Short Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11300.00 1479225 32.67% 7.25 -38.82% Short Buildup
11200.00 1447575 25.22% 21.70 -27.42% Short Buildup
11150.00 806850 49.83% 34.05 -21.45% Short Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10900.00 132975 -55.46% 174.30 -3.60% Long Windup
11000.00 550650 -20.13% 102.80 -8.62% Long Windup
10950.00 48150 -53.24% 137.65 -4.11% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11000.00 1700175 -1.28% 53.10 -13.73% Long Windup
10900.00 1393125 -22.64% 28.05 -19.05% Long Windup
10700.00 1106400 43.92% 6.60 -35.61% 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
11100.00 896700 181.65% 98.20 -9.49% Short Buildup
11050.00 960900 73.09% 71.30 -13.26% Short Buildup
10700.00 1106400 43.92% 6.60 -35.61% 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
10900.00 1393125 -22.64% 28.05 -19.05% Long Windup
10950.00 464475 -27.55% 38.40 -16.52% Long Windup
10400.00 133950 -21.36% 1.35 -34.15% Long Windup
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11500.00 2710500 9.58% 9.00 -22.75% Short Buildup
11000.00 2481675 -0.17% 154.50 -7.98% Long Windup
11200.00 2022075 4.30% 58.75 -15.47% Short Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11500.00 2710500 9.58% 9.00 -22.75% Short Buildup
11300.00 1736400 5.91% 31.70 -21.05% Short Buildup
11800.00 813975 12.38% 2.75 -12.70% Short Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10900.00 1058775 -4.84% 218.75 -5.59% Long Windup
11400.00 1647825 -3.13% 15.95 -25.81% Long Windup
10000.00 882450 -5.70% 1050.75 -0.15% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11000.00 3756600 -3.33% 96.85 -7.14% Long Windup
10700.00 2501400 -0.49% 26.90 -18.85% Long Windup
10800.00 2114175 -9.84% 41.80 -13.99% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11100.00 1171500 22.21% 140.85 -4.28% Short Buildup
10200.00 504000 9.89% 4.40 -14.56% Short Buildup
11200.00 1477875 2.28% 200.30 -2.67% 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
10800.00 2114175 -9.84% 41.80 -13.99% Long Windup
11000.00 3756600 -3.33% 96.85 -7.14% Long Windup
10000.00 1151025 -6.24% 2.55 -21.54% 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 %
19-Aug-19 11,053.90 11,058.10 17,867,250 21,248,625 -0.06 % -2.10 % -0.69 % 0.1727 1.14 15.91 % Long Windup 4.2 0.04 %
16-Aug-19 11,047.80 11,064.65 18,243,300 21,395,700 0.33 % 4.46 % 5.54 % 0.1781 1.17 14.73 % Long Buildup 16.85 0.15 %
14-Aug-19 11,029.40 11,028.15 17,459,250 20,273,325 0.94 % -1.10 % 1.22 % 0.1830 1.15 13.88 % Long Buildup -1.25 -0.01 %
13-Aug-19 10,925.85 10,925.15 17,647,200 20,029,500 -1.78 % -1.15 % -0.58 % 0.1832 1.09 11.89 % Long Windup -0.7 -0.01 %
09-Aug-19 11,109.65 11,122.95 17,846,175 20,145,825 0.53 % -3.13 % -2.58 % 0.1679 1.21 11.42 % Short Covering 13.3 0.12 %
08-Aug-19 11,032.45 11,063.95 18,416,250 20,678,550 1.74 % -1.12 % -0.64 % 0.1713 1.12 10.94 % Short Covering 31.5 0.29 %
07-Aug-19 10,855.50 10,874.25 18,617,400 20,811,225 -0.95 % -0.93 % -0.57 % 0.1557 1.02 10.54 % Long Windup 18.75 0.17 %
06-Aug-19 10,948.25 10,978.65 18,786,300 20,930,025 0.75 % -5.56 % -0.52 % 0.1539 1.09 10.24 % Short Covering 30.4 0.28 %
05-Aug-19 10,862.60 10,896.80 19,886,550 21,038,775 -1.15 % 3.79 % 3.87 % 0.1545 1.04 5.48 % Short Buildup 34.2 0.31 %
02-Aug-19 10,997.35 11,024.05 19,151,775 20,253,975 0.08 % 0.74 % 1.22 % 0.1492 1.16 5.44 % Long Buildup 26.7 0.24 %
01-Aug-19 10,980.00 11,015.35 19,001,400 20,010,750 -1.05 % 7.59 % 7.89 % 0.1538 1.12 5.04 % Short Buildup 35.35 0.32 %
31-Jul-19 11,118.00 11,132.20 17,652,525 18,547,350 0.33 % 1.76 % 2.21 % 0.1503 1.16 4.82 % Long Buildup 14.2 0.13 %
30-Jul-19 11,085.40 11,095.20 17,336,925 18,145,800 -1.07 % -0.37 % -0.38 % 0.1542 1.16 4.46 % Long Windup 9.8 0.09 %
29-Jul-19 11,189.20 11,215.05 17,389,350 18,215,325 -0.99 % 3.12 % 3.12 % 0.1503 1.23 4.53 % Short Buildup 25.85 0.23 %
26-Jul-19 11,284.30 11,327.00 16,862,775 17,664,675 0.23 % -1.54 % -27.30 % 0.1474 1.36 4.54 % Short Covering 42.7 0.38 %
25-Jul-19 11,252.15 11,301.05 17,126,925 24,298,200 -0.11 % 58.21 % 10.88 % 0.1486 1.42 - Short Buildup 48.9 0.43 %
24-Jul-19 11,271.30 11,313.50 10,825,575 21,914,775 -0.58 % 23.56 % 2.72 % 0.1529 1.50 - Short Buildup 42.2 0.37 %
23-Jul-19 11,331.05 11,379.20 8,761,500 21,335,325 -0.22 % 39.71 % 9.21 % 0.1559 1.61 - Short Buildup 48.15 0.42 %
22-Jul-19 11,346.20 11,403.95 6,271,350 19,536,300 -0.50 % 33.34 % -3.63 % 0.1604 1.35 - Long Windup 57.75 0.51 %
19-Jul-19 11,419.25 11,461.45 4,703,250 20,272,425 -1.60 % 7.43 % -0.27 % 0.1634 1.39 - Long Windup 42.2 0.37 %
18-Jul-19 11,596.90 11,647.60 4,377,900 20,328,300 -0.62 % 8.76 % 1.69 % 0.1501 1.45 - Short Buildup 50.7 0.44 %
17-Jul-19 11,687.50 11,720.35 4,025,100 19,989,975 0.14 % 1.53 % -3.02 % 0.1520 1.44 - Short Covering 32.85 0.28 %
16-Jul-19 11,662.60 11,703.85 3,964,575 20,613,300 0.63 % 28.54 % 3.63 % 0.1566 1.74 - Long Buildup 41.25 0.35 %
15-Jul-19 11,588.35 11,630.60 3,084,375 19,890,975 0.27 % 4.52 % -0.90 % 0.1582 1.81 - Short Covering 42.25 0.36 %
12-Jul-19 11,552.50 11,599.75 2,951,025 20,070,975 -0.32 % 8.56 % -1.76 % 0.1625 1.96 - Long Windup 47.25 0.41 %
11-Jul-19 11,582.90 11,636.50 2,718,450 20,430,825 0.71 % 10.07 % -3.57 % 0.1668 2.28 - Short Covering 53.6 0.46 %
10-Jul-19 11,498.90 11,554.15 2,469,675 21,186,375 -0.54 % 10.70 % 1.20 % 0.1679 2.39 - Short Buildup 55.25 0.48 %
09-Jul-19 11,555.90 11,616.65 2,230,950 20,935,350 -0.16 % 17.01 % 3.92 % 0.1714 2.57 - Short Buildup 60.75 0.53 %
08-Jul-19 11,558.60 11,635.65 1,906,575 20,145,675 -2.12 % 24.70 % 2.61 % 0.1767 2.78 - Short Buildup 77.05 0.67 %
05-Jul-19 11,811.15 11,887.55 1,528,950 19,634,175 -1.31 % 7.49 % 1.32 % 0.1488 3.03 - Short Buildup 76.4 0.65 %
04-Jul-19 11,946.75 12,044.90 1,422,450 19,379,250 0.25 % 10.36 % 0.37 % 0.1412 3.17 - Long Buildup 98.15 0.82 %
03-Jul-19 11,916.75 12,014.90 1,288,875 19,307,700 0.07 % 4.07 % -0.31 % 0.1451 3.50 - Short Covering 98.15 0.82 %
02-Jul-19 11,910.30 12,006.80 1,238,475 19,367,850 0.36 % 8.26 % -1.96 % 0.1497 3.51 - Short Covering 96.5 0.81 %
01-Jul-19 11,865.60 11,963.80 1,143,975 19,754,400 0.50 % 11.04 % 1.20 % 0.1533 3.20 - Long Buildup 98.2 0.83 %
28-Jun-19 11,788.85 11,904.40 1,030,200 19,520,550 -0.61 % 19.81 % -18.48 % 0.1550 3.55 - Long Windup 115.55 0.98 %
27-Jun-19 11,841.55 11,977.35 859,875 23,946,675 0.12 % 59.97 % 8.36 % 0.1591 3.99 - Long Buildup 135.8 1.15 %
26-Jun-19 11,847.55 11,963.40 537,525 22,099,650 0.47 % 35.33 % -0.49 % 0.1638 4.69 - Short Covering 115.85 0.98 %
25-Jun-19 11,796.45 11,907.75 397,200 22,208,025 0.84 % 121.13 % 0.62 % 0.1675 5.10 - Long Buildup 111.3 0.94 %
24-Jun-19 11,699.65 11,808.75 179,625 22,070,175 -0.22 % 13.94 % 2.68 % 0.1685 5.13 - Short Buildup 109.1 0.93 %
21-Jun-19 11,724.10 11,834.65 157,650 21,493,950 -0.76 % 1.15 % -0.63 % 0.1731 4.99 - Long Windup 110.55 0.94 %
20-Jun-19 11,831.75 11,925.45 155,850 21,630,900 1.28 % 14.05 % 2.20 % 0.1742 3.79 - Long Buildup 93.7 0.79 %
19-Jun-19 11,691.45 11,774.75 136,650 21,164,775 -0.13 % 41.46 % 1.03 % 0.1702 3.91 - Short Buildup 83.3 0.71 %
18-Jun-19 11,691.50 11,790.00 96,600 20,948,175 0.09 % 3.21 % 0.13 % 0.1755 3.51 - Long Buildup 98.5 0.84 %
17-Jun-19 11,672.15 11,778.90 93,600 20,921,700 -1.19 % -2.27 % 3.93 % 0.1810 2.37 - Short Buildup 106.75 0.91 %
14-Jun-19 11,823.30 11,920.80 95,775 20,130,750 -0.76 % -0.31 % 1.57 % 0.1776 1.65 - Short Buildup 97.5 0.82 %
13-Jun-19 11,914.05 12,012.50 96,075 19,818,900 0.10 % 19.61 % 0.21 % 0.1794 1.75 - Long Buildup 98.45 0.83 %
12-Jun-19 11,906.20 12,000.75 80,325 19,777,275 -0.47 % -3.43 % -2.79 % 0.1850 1.83 - Long Windup 94.55 0.79 %
11-Jun-19 11,965.60 12,056.90 83,175 20,344,575 0.31 % 16.37 % 4.19 % 0.1893 1.63 - Long Buildup 91.3 0.76 %
10-Jun-19 11,922.70 12,019.55 71,475 19,525,800 0.23 % 7.81 % -0.01 % 0.1944 0.88 - Short Covering 96.85 0.81 %
07-Jun-19 11,870.65 11,992.35 66,300 19,527,375 0.21 % 10.64 % -3.47 % 0.2001 0.90 - Short Covering 121.7 1.03 %
06-Jun-19 11,843.75 11,967.45 59,925 20,229,975 -1.38 % 16.98 % 0.31 % 0.2063 0.84 - Short Buildup 123.7 1.04 %
04-Jun-19 12,021.65 12,134.85 51,225 20,167,650 -0.32 % 13.27 % -2.04 % 0.2011 0.69 - Long Windup 113.2 0.94 %
03-Jun-19 12,088.55 12,173.75 45,225 20,587,500 1.45 % 276.88 % 9.55 % 0.2065 0.70 - Long Buildup 85.2 0.7 %
31-May-19 11,922.80 12,000.00 12,000 18,792,675 0.00 % 0.00 % -29.56 % 0.1992 1.26 - 77.2 0.65 %
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Aug-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
10889.86 10960.93 11009.51 11080.58 11129.16 11200.23 11248.81
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
10998.28 11028.19 11038.16 11048.13 11080.58 11068.07 11078.04 11088.01 11117.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
10960.93 11006.64 11034.87 11080.58 11126.29 11154.52 11200.23
DeMark Pivot
Support 1 Pivot Point Resistance 1
10985.23 11068.44 11104.88