FnO Contract Details

Expiry:
Symbol:

AMBUJACEM analysis for the selected expiry [Oct-20] as on 23-Oct-20

AMBUJACEM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 255.50 256.00 245.00 247.40 NA -2.44 % NA NA
29-Oct-20 252.75 256.30 246.10 247.50 15,396,000 -2.62 % -15.13 % Long Windup
26-Nov-20 254.60 256.60 247.15 248.50 5,565,000 -2.15 % -0.96 % Long Windup
31-Dec-20 254.25 254.25 248.00 249.00 78,000 -1.29 % 30.00 % Short Buildup
Cummulative NA NA NA NA 21,039,000 NA -11.68 % Long Windup
AMBUJACEM Options OI PCR:  0.37   (Expiry : 29-Oct-20 )   PUT OI: 3,435,000   CALL OI: 9,177,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
260.00 2721000 54.25% 1.30 -70.11% Short Buildup
250.00 1500000 47.49% 3.30 -63.13% Short Buildup
255.00 1335000 55.05% 2.05 -67.46% 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
260.00 2721000 54.25% 1.30 -70.11% Short Buildup
250.00 1500000 47.49% 3.30 -63.13% Short Buildup
255.00 1335000 55.05% 2.05 -67.46% 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
265.00 528000 -18.52% 0.85 -70.18% Long Windup
230.00 225000 -21.05% 17.85 -27.59% Long Windup
235.00 93000 -31.11% 14.05 -26.82% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
240.00 549000 -20.43% 1.50 -9.09% Long Windup
230.00 450000 -9.64% 0.45 -18.18% Long Windup
250.00 435000 -15.70% 5.75 21.05% 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
245.00 369000 66.22% 3.00 7.14% Long Buildup
235.00 258000 26.47% 0.80 -15.79% Short Buildup
255.00 90000 3.45% 8.45 19.86% 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
240.00 549000 -20.43% 1.50 -9.09% Long Windup
250.00 435000 -15.70% 5.75 21.05% Short Covering
230.00 450000 -9.64% 0.45 -18.18% Long Windup
 
 
AMBUJACEM 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 %
23-Oct-20 247.40 247.50 15,396,000 21,039,000 -2.62 % -15.13 % -11.68 % 0.4520 0.37 26.82 % Long Windup 24.27%92.08 0.1 0.04 %
22-Oct-20 253.60 254.15 18,141,000 23,820,000 0.14 % -1.11 % 2.66 % 0.4519 0.50 23.84 % Long Buildup 29.90%87.72 0.55 0.22 %
21-Oct-20 253.35 253.80 18,345,000 23,202,000 0.79 % 2.27 % 3.97 % 0.4531 0.50 20.93 % Long Buildup 28.35%68.09 0.45 0.18 %
20-Oct-20 251.45 251.80 17,937,000 22,317,000 1.51 % -5.74 % -4.04 % 0.4541 0.51 19.63 % Short Covering 29.56%150.09 0.35 0.14 %
19-Oct-20 247.60 248.05 19,029,000 23,256,000 -0.24 % 12.99 % 28.32 % 0.4547 0.57 18.18 % Short Buildup 41.11%111.66 0.45 0.18 %
16-Oct-20 248.00 248.65 16,842,000 18,123,000 2.14 % 9.88 % 9.34 % 0.4559 0.63 7.07 % Long Buildup 40.19%125.49 0.65 0.26 %
15-Oct-20 243.35 243.45 15,327,000 16,575,000 -1.50 % -1.41 % -1.13 % 0.4563 0.61 7.53 % Long Windup 34.03%66.51 0.1 0.04 %
14-Oct-20 246.60 247.15 15,546,000 16,764,000 1.81 % -4.05 % -3.62 % 0.4571 0.62 7.27 % Short Covering 35.20%90.14 0.55 0.22 %
13-Oct-20 241.75 242.75 16,203,000 17,394,000 1.40 % 10.84 % 9.75 % 0.4575 0.54 6.85 % Long Buildup 33.19%129.58 1 0.41 %
12-Oct-20 238.40 239.40 14,619,000 15,849,000 -0.25 % 0.06 % 0.72 % 0.4582 0.59 7.76 % Short Buildup 28.02%43.03 1 0.42 %
09-Oct-20 239.35 240.00 14,610,000 15,735,000 0.50 % 3.71 % 5.66 % 0.4593 0.73 7.15 % Long Buildup 36.51%57.71 0.65 0.27 %
08-Oct-20 238.15 238.80 14,088,000 14,892,000 1.55 % -0.87 % -0.56 % 0.4604 0.73 5.40 % Short Covering 28.36%54.99 0.65 0.27 %
07-Oct-20 234.80 235.15 14,211,000 14,976,000 3.77 % -1.86 % 2.30 % 0.4612 0.71 5.11 % Long Buildup 30.65%121.75 0.35 0.15 %
06-Oct-20 225.30 226.60 14,481,000 14,640,000 1.98 % 7.96 % 8.18 % 0.4590 0.44 1.09 % Long Buildup 39.84%44.24 1.3 0.58 %
05-Oct-20 221.35 222.20 13,413,000 13,533,000 0.18 % -0.47 % -0.33 % 0.4595 0.44 0.89 % Short Covering 21.64%15.61 0.85 0.38 %
01-Oct-20 221.20 221.80 13,476,000 13,578,000 1.65 % 0.51 % 0.67 % 0.4606 0.40 0.75 % Long Buildup 20.55%15.27 0.6 0.27 %
30-Sep-20 217.00 218.20 13,407,000 13,488,000 0.44 % 1.50 % 1.58 % 0.4611 0.42 0.60 % Long Buildup 22.26%17.61 1.2 0.55 %
29-Sep-20 216.65 217.25 13,209,000 13,278,000 2.16 % 0.80 % 0.77 % 0.4622 0.46 0.52 % Long Buildup 17.98%18.40 0.6 0.28 %
28-Sep-20 211.65 212.65 13,104,000 13,176,000 3.03 % 0.67 % 0.69 % 0.4623 0.53 0.55 % Long Buildup 25.85%11.78 1 0.47 %
25-Sep-20 205.50 206.40 13,017,000 13,086,000 3.56 % 3.63 % 1.75 % 0.4617 0.43 0.53 % Long Buildup 33.62%29.05 0.9 0.44 %
24-Sep-20 198.25 199.30 12,561,000 12,861,000 -5.32 % 15.95 % -0.44 % 0.4603 0.46 - Long Windup 25.63%16.81 1.05 0.53 %
23-Sep-20 209.25 210.50 10,833,000 12,918,000 1.37 % 80.55 % -3.37 % 0.4556 0.37 - Short Covering 25.61%22.13 1.25 0.6 %
22-Sep-20 206.80 207.65 6,000,000 13,368,000 -1.54 % 138.66 % 1.62 % 0.4565 0.23 - Short Buildup 22.32%16.30 0.85 0.41 %
21-Sep-20 209.75 210.90 2,514,000 13,155,000 -4.70 % 82.17 % -0.07 % 0.4572 0.26 - Long Windup 27.68%14.01 1.15 0.55 %
18-Sep-20 220.00 221.30 1,380,000 13,164,000 -0.25 % 89.30 % -1.22 % 0.4538 0.15 - Long Windup 31.14%24.44 1.3 0.59 %
17-Sep-20 220.30 221.85 729,000 13,326,000 0.93 % 28.57 % 1.62 % 0.4550 0.36 - Long Buildup 20.12%19.52 1.55 0.7 %
16-Sep-20 218.60 219.80 567,000 13,113,000 0.78 % 263.46 % -1.02 % 0.4560 0.53 - Short Covering 12.61%13.48 1.2 0.55 %
15-Sep-20 217.45 218.10 156,000 13,248,000 2.73 % 23.81 % -1.56 % 0.4571 1.44 - Short Covering 26.05%17.15 0.65 0.3 %
14-Sep-20 211.10 212.30 126,000 13,458,000 -0.52 % 23.53 % -3.13 % 0.4564 1.83 - Long Windup 35.20%34.14 1.2 0.57 %
11-Sep-20 212.45 213.40 102,000 13,893,000 -0.33 % 3.03 % 3.76 % 0.4575 1.83 - Short Buildup 12.02%4.70 0.95 0.45 %
10-Sep-20 212.95 214.10 99,000 13,389,000 3.76 % 13.79 % -1.96 % 0.4586 1.83 - Short Covering 26.62%14.69 1.15 0.54 %
09-Sep-20 209.45 206.35 87,000 13,656,000 -0.55 % 3.57 % -1.26 % 0.4592 1.83 - Long Windup 18.36%10.94 -3.1 -1.48 %
08-Sep-20 206.50 207.50 84,000 13,830,000 -1.91 % 0.00 % -1.56 % 0.4600 1.83 - Long Windup 20.04%8.57 1 0.48 %
07-Sep-20 210.55 211.55 84,000 14,049,000 0.79 % 7.69 % 1.10 % 0.4604 1.83 - Long Buildup 13.04%11.59 1 0.47 %
04-Sep-20 208.50 209.90 78,000 13,896,000 -3.34 % 13.04 % 9.14 % 0.4614 1.12 - Short Buildup 54.07%44.53 1.4 0.67 %
03-Sep-20 214.60 217.15 69,000 12,732,000 -0.87 % -4.17 % 0.24 % 0.4609 1.12 - Short Buildup 49.68%35.10 2.55 1.19 %
02-Sep-20 217.25 219.05 72,000 12,702,000 1.51 % 26.32 % -0.19 % 0.4617 1.12 - Short Covering 49.06%41.27 1.8 0.83 %
01-Sep-20 213.00 215.80 57,000 12,726,000 1.60 % 18.75 % 0.47 % 0.4621 - - Long Buildup 35.62%33.28 2.8 1.31 %
31-Aug-20 210.55 212.40 48,000 12,666,000 -5.03 % 33.33 % -3.56 % 0.4630 - - Long Windup 37.03%32.99 1.85 0.88 %
28-Aug-20 222.45 223.65 36,000 13,134,000 0.63 % -7.69 % -11.45 % 0.4583 - - Short Covering 44.24%40.49 1.2 0.54 %
27-Aug-20 221.35 222.25 39,000 14,832,000 0.14 % 8.33 % -4.92 % 0.4594 - - Short Covering 48.35%21.90 0.9 0.41 %
26-Aug-20 220.85 221.95 36,000 15,600,000 -1.05 % 33.33 % -5.32 % 0.4606 - - Long Windup 37.06%21.24 1.1 0.5 %
25-Aug-20 222.35 224.30 27,000 16,476,000 -1.19 % -10.00 % -4.52 % 0.4616 - - Long Windup 28.19%10.27 1.95 0.88 %
24-Aug-20 224.20 227.00 30,000 17,256,000 0.00 % 0.00 % -0.98 % 0.4627 - - 36.56%20.52 2.8 1.25 %
21-Aug-20 225.95 227.00 30,000 17,427,000 -0.57 % 11.11 % -1.61 % 0.4637 - - Long Windup 27.56%10.59 1.05 0.46 %
20-Aug-20 225.35 228.30 27,000 17,712,000 0.00 % 0.00 % -2.32 % 0.4648 - - 16.50%5.73 2.95 1.31 %
19-Aug-20 226.95 228.30 27,000 18,132,000 0.00 % 12.50 % -1.37 % 0.4659 - - 33.06%36.17 1.35 0.59 %
18-Aug-20 228.20 228.30 24,000 18,384,000 2.91 % 14.29 % 4.90 % 0.4670 - - Long Buildup 27.19%33.94 0.1 0.04 %
17-Aug-20 219.35 221.85 21,000 17,526,000 0.05 % 16.67 % -0.10 % 0.4651 - - Short Covering 24.73%13.45 2.5 1.14 %
14-Aug-20 220.75 221.75 18,000 17,544,000 -0.83 % 50.00 % 0.33 % 0.4662 - - Short Buildup 18.50%11.24 1 0.45 %
13-Aug-20 222.00 223.60 12,000 17,487,000 -2.66 % 33.33 % -0.88 % 0.4673 - - Long Windup 27.50%13.67 1.6 0.72 %
12-Aug-20 221.80 229.70 9,000 17,643,000 0.00 % 0.00 % -2.65 % 0.4685 - - 16.24%8.63 7.9 3.56 %
11-Aug-20 222.75 229.70 9,000 18,123,000 2.23 % 200.00 % 3.34 % 0.4696 - - Long Buildup 16.04%24.71 6.95 3.12 %
10-Aug-20 221.85 224.70 3,000 17,538,000 0.00 % 0.00 % 0.12 % 0.4708 - - 26.72%19.60 2.85 1.28 %
07-Aug-20 219.55 224.70 3,000 17,517,000 0.00 % 0.00 % -1.96 % 0.4717 - - 37.00%39.57 5.15 2.35 %
 
 
Average Delivery Volume
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
92.08 Crore Rs. 82.63 Crore Rs. 101.93 Crore Rs. 98.97 Crore Rs. 92.22 Crore Rs. 65.12 Crore Rs. More details >>
Average Delivery Percentage
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
24.27 % 27.12 % 30.12 % 32.26 % 31.98 % 31.09 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTBearish Engulfing-
 
 
AMBUJACEM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Oct-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
233.44 239.77 243.64 249.97 253.84 260.17 264.04
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
242.4 244.95 245.8 246.65 249.97 248.35 249.2 250.05 252.6
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
239.77 243.67 246.07 249.97 253.87 256.27 260.17
DeMark Pivot
Support 1 Pivot Point Resistance 1
241.7 249 251.9
 
 
AMBUJACEM Result / Events
Date Description Status
24-Jul-20Financial ResultsCompleted
27-Apr-20Financial ResultsCompleted
20-Feb-20Financial Results/DividendCompleted
25-Jul-19Financial ResultsCompleted
30-Apr-19Financial ResultsCompleted
18-Feb-19Financial Results/DividendCompleted