FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Oct-19] as on 18-Oct-19

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 11,580.30 11,684.70 11,553.15 11,661.85 NA 0.65 % NA NA
31-Oct-19 11,569.20 11,695.65 11,551.05 11,670.00 13,657,275 0.60 % -2.86 % Short Covering
28-Nov-19 11,622.90 11,735.00 11,609.40 11,713.05 1,351,800 0.60 % 3.57 % Long Buildup
26-Dec-19 11,663.95 11,781.65 11,652.35 11,761.75 295,500 0.60 % 2.93 % Long Buildup
Cummulative NA NA NA NA 15,304,575 NA -2.22 % Short Covering
NIFTY Options OI PCR: 1.35   (Weekly expiry :24-Oct-19)   PUT OI: 13,250,625   CALL OI: 9,802,200 
  1.27  (Expiry: 31-Oct-19 )   PUT OI: 24,051,075   CALL OI: 18,878,100 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11700.00 1089300 33.78% 62.35 56.07% Long Buildup
11800.00 1076625 141.75% 29.70 68.27% Long Buildup
12000.00 1018350 178.47% 6.30 65.79% 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
12000.00 1018350 178.47% 6.30 65.79% Long Buildup
11800.00 1076625 141.75% 29.70 68.27% Long Buildup
12500.00 669600 86.16% 0.85 -15.00% 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
11500.00 711375 -18.90% 184.95 36.65% Short Covering
11550.00 162600 -45.50% 147.15 41.63% Short Covering
11400.00 432825 -14.38% 270.90 28.51% 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 1599150 38.99% 30.05 -40.67% Short Buildup
11600.00 1543950 189.86% 58.55 -36.29% Short Buildup
11300.00 1223175 45.43% 8.90 -39.04% 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
11600.00 1543950 189.86% 58.55 -36.29% Short Buildup
11500.00 1599150 38.99% 30.05 -40.67% Short Buildup
10500.00 680400 152.77% 1.75 -14.63% 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
11000.00 801225 -3.33% 3.45 -28.87% Long Windup
10000.00 62100 -18.50% 0.85 -5.56% Long Windup
11450.00 633000 -1.87% 20.95 -42.29% Long Windup
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11700.00 1929075 3.91% 110.55 35.98% Long Buildup
12000.00 1870725 -14.58% 23.75 49.37% Short Covering
11500.00 1675575 -9.40% 232.25 24.40% 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
11900.00 887250 29.33% 40.00 47.06% Long Buildup
12300.00 254175 92.12% 5.05 13.48% Long Buildup
11700.00 1929075 3.91% 110.55 35.98% 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
12000.00 1870725 -14.58% 23.75 49.37% Short Covering
11500.00 1675575 -9.40% 232.25 24.40% Short Covering
11400.00 774900 -14.40% 312.35 20.09% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11000.00 2909925 -4.79% 11.25 -30.34% Long Windup
11400.00 2155425 -3.26% 42.95 -29.07% Long Windup
11500.00 2035425 35.38% 63.35 -27.18% 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
11500.00 2035425 35.38% 63.35 -27.18% Short Buildup
11600.00 1381875 56.12% 96.20 -24.34% Short Buildup
11700.00 504600 52.77% 140.25 -22.43% 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
11000.00 2909925 -4.79% 11.25 -30.34% Long Windup
11200.00 1587300 -7.64% 19.25 -32.57% Long Windup
10600.00 852975 -11.97% 4.90 -20.33% 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 %
18-Oct-19 11,661.85 11,670.00 13,657,275 15,304,575 0.60 % -2.86 % -2.22 % 0.0000 1.27 10.76 % Short Covering 8.15 0.07 %
17-Oct-19 11,586.35 11,600.65 14,059,275 15,651,525 1.09 % -1.36 % -0.71 % 0.2367 1.21 10.17 % Short Covering 14.3 0.12 %
16-Oct-19 11,464.00 11,475.55 14,253,450 15,764,100 0.32 % -3.08 % -2.50 % 0.2385 1.07 9.58 % Short Covering 11.55 0.1 %
15-Oct-19 11,428.30 11,439.40 14,706,225 16,167,675 0.91 % 2.29 % 3.21 % 0.2455 1.04 9.04 % Long Buildup 11.1 0.1 %
14-Oct-19 11,341.15 11,336.30 14,377,650 15,665,025 0.22 % -2.57 % -1.74 % 0.2494 0.97 8.22 % Short Covering -4.85 -0.04 %
11-Oct-19 11,305.05 11,311.70 14,756,775 15,941,850 0.51 % 1.32 % 1.84 % 0.2571 0.96 7.43 % Long Buildup 6.65 0.06 %
10-Oct-19 11,234.55 11,254.25 14,564,775 15,654,300 -0.82 % 0.10 % 0.28 % 0.2640 0.93 6.96 % Short Buildup 19.7 0.18 %
09-Oct-19 11,313.30 11,347.70 14,550,675 15,610,500 1.66 % -6.27 % -5.67 % 0.2694 0.98 6.79 % Short Covering 34.4 0.3 %
07-Oct-19 11,126.40 11,162.00 15,524,850 16,548,000 -0.47 % 0.29 % 0.45 % 0.2662 0.86 6.18 % Short Buildup 35.6 0.32 %
04-Oct-19 11,174.75 11,215.15 15,480,225 16,474,500 -1.29 % -2.26 % -1.83 % 0.2736 0.86 6.04 % Long Windup 40.4 0.36 %
03-Oct-19 11,314.00 11,361.80 15,838,350 16,781,550 -0.60 % 2.32 % 2.33 % 0.2751 0.92 5.62 % Short Buildup 47.8 0.42 %
01-Oct-19 11,359.90 11,429.85 15,478,650 16,398,900 -0.91 % 5.33 % 5.71 % 0.2823 0.92 5.61 % Short Buildup 69.95 0.62 %
30-Sep-19 11,474.45 11,534.60 14,695,575 15,513,750 -0.39 % 1.01 % 1.18 % 0.2878 0.96 5.27 % Short Buildup 60.15 0.52 %
27-Sep-19 11,512.40 11,579.50 14,549,175 15,333,525 -0.44 % -1.59 % -27.66 % 0.2963 0.96 5.12 % Long Windup 67.1 0.58 %
26-Sep-19 11,571.20 11,630.85 14,783,775 21,196,500 0.94 % 35.86 % 5.11 % 0.3055 1.00 - Long Buildup 59.65 0.52 %
25-Sep-19 11,440.20 11,522.05 10,881,375 20,165,100 -1.19 % 36.44 % -8.83 % 0.3122 0.86 - Long Windup 81.85 0.72 %
24-Sep-19 11,588.20 11,661.10 7,975,275 22,118,850 0.09 % 39.20 % -2.46 % 0.3163 0.92 - Short Covering 72.9 0.63 %
23-Sep-19 11,600.20 11,650.85 5,729,325 22,676,100 2.79 % 13.20 % -1.41 % 0.3262 0.86 - Short Covering 50.65 0.44 %
20-Sep-19 11,274.20 11,334.65 5,061,300 23,001,000 5.44 % 62.69 % 8.24 % 0.3097 0.74 - Long Buildup 60.45 0.54 %
19-Sep-19 10,704.80 10,749.75 3,110,925 21,250,950 -1.34 % 10.97 % 3.85 % 0.1907 0.68 - Short Buildup 44.95 0.42 %
18-Sep-19 10,840.65 10,896.30 2,803,425 20,462,475 0.20 % 19.44 % -0.65 % 0.1858 0.75 - Short Covering 55.65 0.51 %
17-Sep-19 10,817.60 10,874.90 2,347,200 20,595,750 -1.68 % 20.11 % 3.60 % 0.1914 0.71 - Short Buildup 57.3 0.53 %
16-Sep-19 11,003.50 11,060.50 1,954,275 19,879,350 -0.78 % 9.29 % 4.99 % 0.1799 0.58 - Short Buildup 57 0.52 %
13-Sep-19 11,075.90 11,147.90 1,788,150 18,935,175 0.98 % 33.05 % 0.80 % 0.1815 0.50 - Long Buildup 72 0.65 %
12-Sep-19 10,982.80 11,039.60 1,344,000 18,784,875 -0.53 % 9.08 % 2.42 % 0.1811 0.47 - Short Buildup 56.8 0.52 %
11-Sep-19 11,035.70 11,098.30 1,232,100 18,340,350 0.28 % 36.02 % 2.48 % 0.1846 0.42 - Long Buildup 62.6 0.57 %
09-Sep-19 11,003.05 11,066.80 905,850 17,896,050 0.49 % 8.15 % -1.31 % 0.1898 0.37 - Short Covering 63.75 0.58 %
06-Sep-19 10,946.20 11,013.20 837,600 18,134,250 0.85 % 0.08 % -1.88 % 0.1944 0.34 - Short Covering 67 0.61 %
05-Sep-19 10,847.90 10,920.75 836,925 18,481,500 -0.07 % 5.50 % 1.90 % 0.1964 0.49 - Short Buildup 72.85 0.67 %
04-Sep-19 10,844.65 10,928.00 793,275 18,136,575 0.47 % 6.66 % -2.72 % 0.2026 0.48 - Short Covering 83.35 0.77 %
03-Sep-19 10,797.90 10,876.40 743,775 18,644,550 -1.99 % 2.66 % 2.50 % 0.2077 0.89 - Short Buildup 78.5 0.73 %
30-Aug-19 11,023.25 11,096.95 724,500 18,189,975 0.49 % 37.29 % -30.65 % 0.1905 0.77 - Short Covering 73.7 0.67 %
29-Aug-19 10,948.30 11,042.95 527,700 26,228,100 -0.72 % 21.33 % 10.39 % 0.1904 0.69 - Short Buildup 94.65 0.86 %
28-Aug-19 11,046.10 11,123.30 434,925 23,759,100 -0.54 % 3.87 % 5.08 % 0.1913 0.62 - Short Buildup 77.2 0.7 %
27-Aug-19 11,105.35 11,183.25 418,725 22,611,000 0.48 % 8.45 % 0.55 % 0.1959 0.65 - Long Buildup 77.9 0.7 %
26-Aug-19 11,057.85 11,129.90 386,100 22,487,175 1.92 % 24.68 % 0.73 % 0.2009 0.61 - Long Buildup 72.05 0.65 %
23-Aug-19 10,829.35 10,920.55 309,675 22,324,050 1.01 % 8.69 % -1.89 % 0.1850 0.58 - Short Covering 91.2 0.84 %
22-Aug-19 10,741.35 10,811.10 284,925 22,754,925 -1.85 % 2.79 % 1.68 % 0.1843 0.63 - Short Buildup 69.75 0.65 %
21-Aug-19 10,918.70 11,014.70 277,200 22,379,400 -0.85 % 7.01 % 2.78 % 0.1678 0.83 - Short Buildup 96 0.88 %
20-Aug-19 11,017.00 11,109.15 259,050 21,774,075 -0.28 % 4.00 % 2.47 % 0.1679 0.88 - Short Buildup 92.15 0.84 %
19-Aug-19 11,053.90 11,140.80 249,075 21,248,625 -0.09 % 1.34 % -0.69 % 0.1727 0.85 - Long Windup 86.9 0.79 %
16-Aug-19 11,047.80 11,150.95 245,775 21,395,700 0.35 % 7.16 % 5.54 % 0.1781 0.89 - Long Buildup 103.15 0.93 %
14-Aug-19 11,029.40 11,112.55 229,350 20,273,325 0.91 % 19.97 % 1.22 % 0.1830 0.88 - Long Buildup 83.15 0.75 %
13-Aug-19 10,925.85 11,012.15 191,175 20,029,500 -1.77 % 2.58 % -0.58 % 0.1832 0.77 - Long Windup 86.3 0.79 %
09-Aug-19 11,109.65 11,210.65 186,375 20,145,825 0.45 % 24.25 % -2.58 % 0.1679 0.78 - Short Covering 101 0.91 %
08-Aug-19 11,032.45 11,160.35 150,000 20,678,550 1.75 % 0.10 % -0.64 % 0.1713 0.77 - Short Covering 127.9 1.16 %
07-Aug-19 10,855.50 10,967.95 149,850 20,811,225 -0.96 % 16.16 % -0.57 % 0.1557 0.85 - Long Windup 112.45 1.04 %
06-Aug-19 10,948.25 11,073.90 129,000 20,930,025 0.70 % 2.32 % -0.52 % 0.1539 0.90 - Short Covering 125.65 1.15 %
05-Aug-19 10,862.60 10,997.35 126,075 21,038,775 -1.06 % 10.59 % 3.87 % 0.1545 0.97 - Short Buildup 134.75 1.24 %
02-Aug-19 10,997.35 11,115.35 114,000 20,253,975 0.12 % -1.49 % 1.22 % 0.1492 0.88 - Long Buildup 118 1.07 %
01-Aug-19 10,980.00 11,101.60 115,725 20,010,750 -1.09 % 70.31 % 7.89 % 0.1538 1.05 - Short Buildup 121.6 1.11 %
31-Jul-19 11,118.00 11,223.40 67,950 18,547,350 0.32 % 43.35 % 2.21 % 0.1503 1.01 - Long Buildup 105.4 0.95 %
30-Jul-19 11,085.40 11,187.55 47,400 18,145,800 -1.08 % 78.53 % -0.38 % 0.1542 1.22 - Long Windup 102.15 0.92 %
29-Jul-19 11,189.20 11,309.35 26,550 18,215,325 -1.01 % 122.64 % 3.12 % 0.1503 1.56 - Short Buildup 120.15 1.07 %
26-Jul-19 11,284.30 11,425.10 11,925 17,664,675 0.00 % 0.00 % -27.30 % 0.1474 1.05 - 140.8 1.25 %
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 22-Oct-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
11437.55 11494.3 11582.15 11638.9 11726.75 11783.5 11871.35
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
11597.7 11633.85 11645.9 11657.95 11638.9 11682.05 11694.1 11706.15 11742.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
11494.3 11549.54 11583.66 11638.9 11694.14 11728.26 11783.5
DeMark Pivot
Support 1 Pivot Point Resistance 1
11610.53 11653.09 11755.13