FnO Contract Details

Expiry:
Symbol:

AARTIIND analysis for the selected expiry [Mar-21] as on 01-Mar-21

AARTIIND Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,236.00 1,279.35 1,226.75 1,269.15 NA 2.77 % NA NA
25-Mar-21 1,239.95 1,288.00 1,230.00 1,279.25 450,075 3.47 % 17.02 % Long Buildup
29-Apr-21 1,243.30 1,288.35 1,243.30 1,287.05 7,650 3.10 % 80.00 % Long Buildup
Cummulative NA NA NA NA 457,725 NA 17.70 % Long Buildup
AARTIIND Options OI PCR:  0.57   (Expiry : 25-Mar-21 )   PUT OI: 40,800   CALL OI: 70,975 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 37400 72.55% 49.55 79.85% Long Buildup
1400.00 9350 340.00% 19.25 113.89% Long Buildup
1260.00 6800 128.57% 68.05 54.84% 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
1300.00 37400 72.55% 49.55 79.85% Long Buildup
1400.00 9350 340.00% 19.25 113.89% Long Buildup
1340.00 5950 1300.00% 36.60 144.00% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1200.00 18275 -18.87% 25.30 -32.80% Long Windup
1100.00 13600 -13.51% 7.25 -32.24% Long Windup
1180.00 5525 8.33% 19.95 -36.57% 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
1160.00 850 100.00% 24.00 -4.00% Short Buildup
1000.00 1700 33.33% 2.50 0.00% Short Buildup
1180.00 5525 8.33% 19.95 -36.57% 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
1200.00 18275 -18.87% 25.30 -32.80% Long Windup
1100.00 13600 -13.51% 7.25 -32.24% Long Windup
None
 
 
AARTIIND 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)
Delivery % Delivery Volume
(Rs. Crore)
Premium /
Discount
Premium /
Discount %
01-Mar-21 1,269.15 1,279.25 450,075 457,725 3.47 % 17.02 % 17.70 % 0.4843 0.57 1.67 % Long Buildup 44.91%19.51 10.1 0.8 %
26-Feb-21 1,235.00 1,236.40 384,625 388,875 -0.58 % -0.44 % -5.77 % 0.4833 1.35 1.09 % Long Windup 58.27%18.38 1.4 0.11 %
25-Feb-21 1,235.65 1,243.65 386,325 412,675 1.20 % 29.49 % -5.36 % 0.4845 2.51 - Short Covering 49.07%11.97 8 0.65 %
24-Feb-21 1,230.55 1,228.90 298,350 436,050 -1.25 % 17.59 % -0.39 % 0.4854 3.13 - Long Windup 47.47%4.33 -1.65 -0.13 %
23-Feb-21 1,241.50 1,244.40 253,725 437,750 1.28 % 99.00 % -2.83 % 0.4864 3.03 - Short Covering 58.09%19.68 2.9 0.23 %
22-Feb-21 1,222.35 1,228.65 127,500 450,500 3.03 % 80.72 % -8.15 % 0.4872 3.72 - Short Covering 37.83%20.46 6.3 0.52 %
19-Feb-21 1,187.90 1,192.55 70,550 490,450 -3.20 % 61.17 % -0.77 % 0.4868 4.90 - Long Windup 59.89%22.08 4.65 0.39 %
18-Feb-21 1,229.20 1,232.00 43,775 494,275 -0.58 % 14.44 % -4.28 % 0.4860 3.89 - Long Windup 66.30%20.79 2.8 0.23 %
17-Feb-21 1,232.25 1,239.15 38,250 516,375 0.48 % -32.33 % -6.11 % 0.4872 5.58 - Short Covering 37.70%20.63 6.9 0.56 %
16-Feb-21 1,227.90 1,233.25 56,525 549,950 0.99 % 18.75 % -5.62 % 0.4884 9.71 - Short Covering 65.37%20.90 5.35 0.44 %
15-Feb-21 1,215.95 1,221.15 47,600 582,675 0.03 % 0.00 % -4.13 % 0.4894 6.00 - Short Covering 72.06%23.08 5.2 0.43 %
12-Feb-21 1,214.15 1,220.80 47,600 607,750 0.31 % 0.90 % -1.92 % 0.4906 6.29 - Short Covering 38.52%15.10 6.65 0.55 %
11-Feb-21 1,209.20 1,217.00 47,175 619,650 0.30 % 7.77 % -0.68 % 0.4919 6.71 - Short Covering 40.08%11.24 7.8 0.65 %
10-Feb-21 1,203.25 1,213.30 43,775 623,900 -2.50 % 21.18 % 1.59 % 0.4931 6.71 - Short Buildup 41.39%10.72 10.05 0.84 %
09-Feb-21 1,234.65 1,244.45 36,125 614,125 3.28 % 129.73 % 3.88 % 0.4933 6.57 - Long Buildup 36.94%33.94 9.8 0.79 %
08-Feb-21 1,191.70 1,204.90 15,725 591,175 0.96 % -2.63 % -1.70 % 0.4928 27.00 - Short Covering 46.47%13.94 13.2 1.11 %
05-Feb-21 1,190.45 1,193.45 16,150 601,375 -1.74 % 35.71 % -0.84 % 0.4940 28.00 - Long Windup 55.64%12.16 3 0.25 %
04-Feb-21 1,194.15 1,214.60 11,900 606,475 1.22 % 7.69 % -3.58 % 0.4952 - - Short Covering 71.33%36.26 20.45 1.71 %
03-Feb-21 1,188.10 1,200.00 11,050 629,000 0.25 % 23.81 % 22.82 % 0.4964 - - Long Buildup 65.93%54.98 11.9 1 %
02-Feb-21 1,181.55 1,196.95 8,925 512,125 2.22 % 5.00 % 2.29 % 0.4975 - - Long Buildup 56.64%20.48 15.4 1.3 %
01-Feb-21 1,164.30 1,171.00 8,500 500,650 -0.09 % 33.33 % 11.98 % 0.4985 - - Short Buildup 65.60%41.49 6.7 0.58 %
29-Jan-21 1,159.25 1,172.00 6,375 447,100 1.99 % 66.67 % -6.49 % 0.4996 - - Short Covering 53.28%60.47 12.75 1.1 %
28-Jan-21 1,139.25 1,149.10 3,825 478,125 1.14 % 50.00 % -13.86 % 0.5003 - - Short Covering 44.32%20.44 9.85 0.86 %
27-Jan-21 1,131.10 1,136.20 2,550 555,050 -6.49 % 20.00 % 3.65 % 0.5015 - - Short Buildup 64.88%25.36 5.1 0.45 %
25-Jan-21 1,145.30 1,215.00 2,125 535,500 0.00 % 0.00 % -3.08 % 0.5023 - - 49.26%10.88 69.7 6.09 %
22-Jan-21 1,143.25 1,215.00 2,125 552,500 0.00 % 0.00 % 3.75 % 0.5036 - - 62.85%32.18 71.75 6.28 %
21-Jan-21 1,183.90 1,215.00 2,125 532,525 -3.42 % 0.00 % 12.48 % 0.5023 - - Short Buildup 64.23%41.24 31.1 2.63 %
20-Jan-21 1,211.95 1,258.00 2,125 473,450 1.23 % 25.00 % 12.87 % 0.5024 - - Long Buildup 71.96%31.62 46.05 3.8 %
19-Jan-21 1,235.20 1,242.70 1,700 419,475 -2.48 % 0.00 % 2.28 % 0.5030 - - Short Buildup 71.54%25.05 7.5 0.61 %
18-Jan-21 1,226.25 1,274.30 1,700 410,125 0.00 % 0.00 % 2.77 % 0.5040 - - 64.81%20.25 48.05 3.92 %
15-Jan-21 1,256.50 1,274.30 1,700 399,075 0.00 % 0.00 % -7.31 % 0.5042 - - 56.33%11.88 17.8 1.42 %
14-Jan-21 1,265.15 1,274.30 1,700 430,525 -1.83 % 100.00 % 7.20 % 0.5053 - - Short Buildup 52.12%18.24 9.15 0.72 %
13-Jan-21 1,281.15 1,298.00 850 401,625 0.00 % 0.00 % 1.07 % 0.5062 - - 70.25%44.31 16.85 1.32 %
12-Jan-21 1,283.05 1,298.00 850 397,375 0.62 % 100.00 % 4.70 % 0.5075 - - Long Buildup 35.62%20.14 14.95 1.17 %
11-Jan-21 1,298.45 1,290.00 425 379,525 -0.43 % -50.00 % 1.82 % 0.5085 - - Short Buildup 47.30%12.53 -8.45 -0.65 %
08-Jan-21 1,280.40 1,295.60 850 372,725 -2.74 % -33.33 % 8.14 % 0.5095 - - Short Buildup 64.84%27.10 15.2 1.19 %
07-Jan-21 1,279.80 1,332.10 1,275 344,675 0.00 % 0.00 % 8.57 % 0.5108 - - 32.68%10.43 52.3 4.09 %
06-Jan-21 1,290.55 1,332.10 1,275 317,475 0.00 % 0.00 % 22.26 % 0.5120 - - 28.56%15.18 41.55 3.22 %
05-Jan-21 1,337.20 1,332.10 1,275 259,675 3.26 % 50.00 % 105.72 % 0.5109 - - Long Buildup 25.45%23.50 -5.1 -0.38 %
04-Jan-21 1,282.05 1,290.00 850 126,225 1.35 % 100.00 % 42.79 % 0.5091 - - Long Buildup 46.63%19.89 7.95 0.62 %
01-Jan-21 1,260.50 1,272.85 425 88,400 0.00 % 0.00 % 0.00 % 0.5099 - - 30.77%15.76 12.35 0.98 %
 
 
Average Delivery Volume
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
19.51 Crore Rs. 16.62 Crore Rs. 14.77 Crore Rs. 17.15 Crore Rs. 17.55 Crore Rs. 21.53 Crore Rs. More details >>
Average Delivery Percentage
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
44.91 % 50.23 % 51.93 % 51.88 % 50.65 % 53.09 % More details >>
 
 
AARTIIND Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Mar-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1185.5 1207.75 1243.5 1265.75 1301.5 1323.75 1359.5
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1250.25 1264.75 1269.58 1274.42 1265.75 1284.08 1288.92 1293.75 1308.25
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1207.75 1229.91 1243.59 1265.75 1287.91 1301.59 1323.75
DeMark Pivot
Support 1 Pivot Point Resistance 1
1254.63 1271.31 1312.63