FnO Contract Details

Expiry:
Symbol:

ACC analysis for the selected expiry [Jul-20] as on 03-Jul-20

ACC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,330.00 1,337.55 1,306.00 1,314.95 NA -1.05 % NA NA
30-Jul-20 1,331.05 1,338.05 1,309.35 1,318.90 2,295,500 -0.94 % 1.98 % Short Buildup
27-Aug-20 1,327.60 1,327.60 1,315.25 1,323.05 14,500 -0.91 % -3.33 % Long Windup
24-Sep-20 1,325.00 1,325.00 1,325.00 1,325.00 500 0.00 % 0.00 %
Cummulative NA NA NA NA 2,310,500 NA 1.96 % Short Buildup
ACC Options OI PCR:  0.39   (Expiry : 30-Jul-20 )   PUT OI: 256,500   CALL OI: 664,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 134500 30.58% 22.20 -15.27% Short Buildup
1360.00 122500 9.87% 34.05 -14.45% Short Buildup
1300.00 88500 -2.75% 60.30 -12.55% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 134500 30.58% 22.20 -15.27% Short Buildup
1360.00 122500 9.87% 34.05 -14.45% Short Buildup
1380.00 28500 21.28% 28.05 -14.09% 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
1300.00 88500 -2.75% 60.30 -12.55% Long Windup
1320.00 44000 -5.38% 50.90 -11.63% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1200.00 45500 9.64% 11.75 11.90% Long Buildup
1240.00 40000 14.29% 20.15 11.63% Long Buildup
1300.00 37000 -6.33% 41.95 12.02% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1240.00 40000 14.29% 20.15 11.63% Long Buildup
1200.00 45500 9.64% 11.75 11.90% Long Buildup
1260.00 25500 6.25% 25.95 10.66% Long 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
1300.00 37000 -6.33% 41.95 12.02% Short Covering
None
None
 
 
ACC 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 %
03-Jul-20 1,314.95 1,318.90 2,295,500 2,310,500 -0.94 % 1.98 % 1.96 % 0.4212 0.39 0.65 % Short Buildup 25.01%33.54 3.95 0.3 %
02-Jul-20 1,328.85 1,331.45 2,251,000 2,266,000 0.31 % 1.74 % 1.75 % 0.4220 0.40 0.66 % Long Buildup 16.75%22.44 2.6 0.2 %
01-Jul-20 1,325.95 1,327.40 2,212,500 2,227,000 0.04 % -4.43 % -4.42 % 0.4231 0.36 0.65 % Short Covering 10.16%19.02 1.45 0.11 %
30-Jun-20 1,332.25 1,326.90 2,315,000 2,330,000 3.22 % 5.52 % 5.69 % 0.4241 0.31 0.64 % Long Buildup 12.31%45.15 -5.35 -0.4 %
29-Jun-20 1,289.20 1,285.55 2,194,000 2,204,500 -0.24 % -4.32 % -4.32 % 0.4230 0.48 0.48 % Long Windup 25.10%26.73 -3.65 -0.28 %
26-Jun-20 1,288.60 1,288.65 2,293,000 2,304,000 2.80 % 3.87 % 2.47 % 0.4241 0.48 0.48 % Long Buildup 23.93%30.82 0.05 0 %
25-Jun-20 1,251.10 1,253.60 2,207,500 2,248,500 -1.23 % 12.83 % 2.36 % 0.4235 0.33 - Short Buildup 26.04%23.90 2.5 0.2 %
24-Jun-20 1,265.65 1,269.25 1,956,500 2,196,700 -2.65 % 40.25 % -0.32 % 0.4242 0.26 - Long Windup 23.84%42.33 3.6 0.28 %
23-Jun-20 1,302.20 1,303.80 1,395,000 2,203,800 2.96 % 172.73 % -2.53 % 0.4235 0.25 - Short Covering 26.27%38.94 1.6 0.12 %
22-Jun-20 1,263.45 1,266.30 511,500 2,261,000 -0.77 % 255.21 % 0.48 % 0.4229 0.25 - Short Buildup 14.07%8.86 2.85 0.23 %
19-Jun-20 1,272.00 1,276.10 144,000 2,250,300 2.11 % 136.07 % 4.86 % 0.4238 - - Long Buildup 19.27%22.17 4.1 0.32 %
18-Jun-20 1,253.35 1,249.75 61,000 2,146,100 1.44 % 14.02 % 0.36 % 0.4243 0.29 - Long Buildup 14.54%11.74 -3.6 -0.29 %
17-Jun-20 1,232.50 1,232.00 53,500 2,138,500 -0.70 % 11.46 % 1.19 % 0.4249 0.33 - Short Buildup 15.58%14.12 -0.5 -0.04 %
16-Jun-20 1,239.25 1,240.65 48,000 2,113,400 -0.99 % -3.03 % -3.22 % 0.4259 0.36 - Long Windup 8.92%9.46 1.4 0.11 %
15-Jun-20 1,250.90 1,253.00 49,500 2,183,700 -1.33 % 4.21 % 0.11 % 0.4267 0.30 - Short Buildup 8.72%8.08 2.1 0.17 %
12-Jun-20 1,268.80 1,269.95 47,500 2,181,300 1.56 % 5.56 % 2.41 % 0.4275 0.30 - Long Buildup 8.91%13.13 1.15 0.09 %
11-Jun-20 1,244.55 1,250.50 45,000 2,130,000 -2.44 % 8.43 % 0.58 % 0.4279 0.30 - Short Buildup 19.57%21.07 5.95 0.48 %
10-Jun-20 1,275.30 1,281.80 41,500 2,117,700 2.37 % 38.33 % 5.20 % 0.4277 0.30 - Long Buildup 12.60%19.60 6.5 0.51 %
09-Jun-20 1,250.45 1,252.15 30,000 2,013,000 -2.56 % 13.21 % 2.40 % 0.4279 0.30 - Short Buildup 17.55%27.18 1.7 0.14 %
08-Jun-20 1,274.05 1,285.10 26,500 1,965,800 -1.36 % -1.85 % 2.14 % 0.4282 0.20 - Short Buildup 20.00%29.65 11.05 0.87 %
05-Jun-20 1,297.35 1,302.80 27,000 1,924,700 2.25 % 12.50 % 10.41 % 0.4284 0.22 - Long Buildup 21.61%34.04 5.45 0.42 %
04-Jun-20 1,269.10 1,274.15 24,000 1,743,300 0.50 % 0.00 % 3.06 % 0.4284 0.29 - Long Buildup 15.10%25.01 5.05 0.4 %
03-Jun-20 1,261.30 1,267.85 24,000 1,691,600 -1.88 % 26.32 % 1.48 % 0.4294 - - Short Buildup 26.30%48.44 6.55 0.52 %
02-Jun-20 1,287.10 1,292.10 19,000 1,667,000 0.87 % 11.76 % -3.32 % 0.4297 1.00 - Short Covering 18.11%22.85 5 0.39 %
01-Jun-20 1,283.75 1,280.95 17,000 1,724,200 0.44 % 47.83 % 0.53 % 0.4307 - - Long Buildup 12.25%17.45 -2.8 -0.22 %
29-May-20 1,270.20 1,275.30 11,500 1,715,100 0.31 % 0.00 % -0.07 % 0.5731 - - Short Covering 18.75%27.70 5.1 0.4 %
28-May-20 1,272.20 1,271.35 11,500 1,716,300 0.90 % 155.56 % 1.14 % 0.5910 - - Long Buildup 15.34%22.10 -0.85 -0.07 %
27-May-20 1,259.55 1,260.00 4,500 1,696,900 0.72 % 28.57 % -0.13 % 0.6076 - - Short Covering 23.93%44.70 0.45 0.04 %
26-May-20 1,277.45 1,251.00 3,500 1,699,100 4.86 % 133.33 % 2.81 % 0.6229 - - Long Buildup 17.32%56.70 -26.45 -2.07 %
22-May-20 1,227.10 1,193.00 1,500 1,652,700 0.00 % 0.00 % 6.69 % 0.6126 - - 16.76%- -34.1 -2.78 %
21-May-20 1,187.60 1,193.00 1,500 1,549,100 2.68 % 0.00 % -4.89 % 0.6122 - - Short Covering 19.04%22.82 5.4 0.45 %
20-May-20 1,170.85 1,161.90 1,500 1,628,700 3.28 % 0.00 % -5.78 % 0.6274 - - Short Covering 22.34%25.45 -8.95 -0.76 %
19-May-20 1,138.45 1,125.00 1,500 1,728,700 0.00 % 0.00 % -0.09 % 0.6328 - - 15.17%19.86 -13.45 -1.18 %
18-May-20 1,134.55 1,125.00 1,500 1,730,300 -5.46 % 200.00 % -6.07 % 0.6482 - - Long Windup 22.39%30.25 -9.55 -0.84 %
15-May-20 1,194.20 1,190.00 500 1,842,100 0.00 % 0.00 % -2.56 % 0.6212 - - 14.30%21.66 -4.2 -0.35 %
14-May-20 1,189.00 1,190.00 500 1,890,500 0.00 % 0.00 % 0.97 % 0.6403 - - 14.22%22.00 1 0.08 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
33.54 Crore Rs. 25.00 Crore Rs. 29.38 Crore Rs. 30.49 Crore Rs. 26.14 Crore Rs. 23.90 Crore Rs. More details >>
Average Delivery Percentage
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
25.01 % 16.49 % 15.87 % 18.50 % 18.68 % 17.35 % More details >>
 
 
ACC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1277.45 1293.4 1306.15 1322.1 1334.85 1350.8 1363.55
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1304.55 1311.73 1314.12 1316.51 1322.1 1321.29 1323.68 1326.08 1333.25
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1293.4 1304.36 1311.14 1322.1 1333.06 1339.84 1350.8
DeMark Pivot
Support 1 Pivot Point Resistance 1
1299.78 1318.91 1328.48
 
 
ACC Result / Events
Date Description Status
21-Apr-20Financial ResultsCompleted
07-Feb-20Financial Results/DividendCompleted
15-Oct-19Financial ResultsCompleted
18-Jul-19Financial ResultsCompleted
23-Apr-19Financial ResultsCompleted
05-Feb-19Financial ResultsCompleted