FnO Contract Details

Expiry:
Symbol:

AMBUJACEM analysis for the selected expiry [Apr-20] as on 08-Apr-20

AMBUJACEM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 158.50 159.50 148.20 149.70 NA -5.85 % NA NA
30-Apr-20 158.55 160.50 148.80 150.40 19,087,500 -6.29 % 3.81 % Short Buildup
28-May-20 158.70 158.90 150.00 151.00 55,000 -5.98 % 15.79 % Short Buildup
Cummulative NA NA NA NA 19,142,500 NA 3.84 % Short Buildup
AMBUJACEM Options OI PCR:  0.42   (Expiry : 30-Apr-20 )   PUT OI: 187,500   CALL OI: 445,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
160.00 122500 133.33% 6.45 -29.51% Short Buildup
170.00 87500 29.63% 3.70 -23.71% Short Buildup
150.00 67500 12.50% 11.05 -25.08% 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
160.00 122500 133.33% 6.45 -29.51% Short Buildup
180.00 57500 76.92% 1.95 -17.02% Short Buildup
170.00 87500 29.63% 3.70 -23.71% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
130.00 55000 10.00% 3.55 57.78% Long Buildup
140.00 52500 23.53% 6.15 92.19% Long Buildup
150.00 35000 -12.50% 10.45 115.46% 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
140.00 52500 23.53% 6.15 92.19% Long Buildup
130.00 55000 10.00% 3.55 57.78% Long Buildup
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
120.00 10000 -75.00% 0.45 -77.50% Long Windup
150.00 35000 -12.50% 10.45 115.46% Short Covering
None
 
 
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 %
08-Apr-20 149.70 150.40 19,087,500 19,142,500 -6.29 % 3.81 % 3.84 % 0.8010 0.42 0.29 % Short Buildup 37.73%58.86 0.7 0.47 %
07-Apr-20 159.00 160.50 18,387,500 18,435,000 4.66 % 0.46 % 0.48 % 0.7642 0.68 0.26 % Long Buildup 54.22%57.27 1.5 0.94 %
03-Apr-20 153.00 153.35 18,302,500 18,347,500 -1.38 % 1.04 % 1.05 % 0.7569 - 0.25 % Short Buildup 47.49%27.17 0.35 0.23 %
01-Apr-20 156.65 155.50 18,115,000 18,157,500 1.17 % 6.79 % 6.86 % 0.7720 0.69 0.23 % Long Buildup 40.63%17.12 -1.15 -0.73 %
31-Mar-20 155.70 153.70 16,962,500 16,992,500 6.07 % -2.02 % -2.02 % 0.7942 0.63 0.18 % Short Covering 43.76%26.90 -2 -1.28 %
30-Mar-20 148.25 144.90 17,312,500 17,342,500 2.58 % -1.07 % -1.08 % 0.7780 0.71 0.17 % Short Covering 50.21%47.72 -3.35 -2.26 %
27-Mar-20 141.55 141.25 17,500,000 17,532,500 -1.94 % -0.68 % -5.93 % 0.7827 0.74 0.19 % Long Windup 50.76%55.37 -0.3 -0.21 %
26-Mar-20 144.05 144.05 17,620,000 18,637,500 3.37 % 18.69 % 2.79 % 0.8148 0.59 - Long Buildup 70.88%147.12 0 0 %
25-Mar-20 139.35 139.35 14,845,000 18,132,500 -1.90 % 65.22 % 3.91 % 0.8246 0.20 - Short Buildup 51.72%50.00 0 0 %
24-Mar-20 142.15 142.05 8,985,000 17,450,000 -1.59 % 63.89 % -4.53 % 0.8423 0.65 - Long Windup 39.84%21.94 -0.1 -0.07 %
23-Mar-20 145.85 144.35 5,482,500 18,277,500 -9.78 % 138.63 % -6.91 % 0.8658 0.62 - Long Windup 47.85%31.53 -1.5 -1.03 %
20-Mar-20 160.40 160.00 2,297,500 19,635,000 4.51 % 126.91 % 10.96 % 0.7309 0.80 - Long Buildup 54.78%124.34 -0.4 -0.25 %
19-Mar-20 153.95 153.10 1,012,500 17,695,000 -3.10 % 15.71 % -3.61 % 0.7258 0.90 - Long Windup 49.62%84.27 -0.85 -0.55 %
18-Mar-20 159.65 158.00 875,000 18,357,500 -7.22 % 17.45 % 0.00 % 0.7277 0.90 - 50.36%45.46 -1.65 -1.03 %
17-Mar-20 171.40 170.30 745,000 18,357,500 -3.38 % 198.00 % 1.25 % 0.6687 1.04 - Short Buildup 47.76%55.55 -1.1 -0.64 %
16-Mar-20 179.45 176.25 250,000 18,130,000 -5.45 % 42.86 % -1.59 % 0.6680 1.04 - Long Windup 44.09%42.43 -3.2 -1.78 %
13-Mar-20 187.75 186.40 175,000 18,422,500 6.64 % -9.09 % -0.19 % 0.6378 0.48 - Short Covering 37.55%27.99 -1.35 -0.72 %
12-Mar-20 175.50 174.80 192,500 18,457,500 -8.00 % -3.75 % -4.44 % 0.5803 0.85 - Long Windup 54.93%77.28 -0.7 -0.4 %
11-Mar-20 190.45 190.00 200,000 19,315,000 -2.01 % 9.59 % 0.39 % 0.4365 0.46 - Short Buildup 41.25%27.91 -0.45 -0.24 %
09-Mar-20 193.70 193.90 182,500 19,240,000 -5.09 % 37.74 % 1.16 % 0.4425 0.46 - Short Buildup 39.74%30.10 0.2 0.1 %
06-Mar-20 205.10 204.30 132,500 19,020,000 -0.05 % -1.85 % -1.55 % 0.3698 0.47 - Long Windup 37.22%19.75 -0.8 -0.39 %
05-Mar-20 204.40 204.40 135,000 19,320,000 -1.49 % 1.89 % 2.02 % 0.3814 0.47 - Short Buildup 30.53%15.07 0 0 %
04-Mar-20 208.10 207.50 132,500 18,937,500 -1.64 % -13.11 % -5.06 % 0.3869 - - Long Windup 40.26%29.67 -0.6 -0.29 %
03-Mar-20 211.15 210.95 152,500 19,947,500 4.22 % 22.00 % 1.06 % 0.3908 - - Long Buildup 42.05%40.39 -0.2 -0.09 %
02-Mar-20 202.25 202.40 125,000 19,737,500 -0.88 % 4.17 % -1.24 % 0.3391 - - Long Windup 46.76%49.06 0.15 0.07 %
28-Feb-20 205.05 204.20 120,000 19,985,000 -3.52 % 100.00 % -1.00 % 0.3440 - - Long Windup 66.45%104.24 -0.85 -0.41 %
27-Feb-20 211.60 211.65 60,000 20,187,500 -1.47 % 26.32 % -5.35 % 0.3127 - - Long Windup 39.69%31.52 0.05 0.02 %
26-Feb-20 213.60 214.80 47,500 21,327,500 2.04 % 26.67 % -9.85 % 0.3191 - - Short Covering 42.86%55.25 1.2 0.56 %
25-Feb-20 211.60 210.50 37,500 23,657,500 -0.43 % -6.25 % -7.83 % 0.3260 - - Long Windup 60.23%78.34 -1.1 -0.52 %
24-Feb-20 209.90 211.40 40,000 25,667,500 2.95 % 300.00 % -36.97 % 0.3340 - - Short Covering 44.12%73.60 1.5 0.71 %
20-Feb-20 205.40 205.35 10,000 40,725,000 0.00 % -20.00 % 10.95 % 0.3284 - - 25.98%20.42 -0.05 -0.02 %
19-Feb-20 205.80 205.35 12,500 36,705,000 1.66 % 66.67 % 3.06 % 0.3388 - - Long Buildup 49.34%16.56 -0.45 -0.22 %
18-Feb-20 200.85 202.00 7,500 35,615,000 -4.38 % 50.00 % 7.48 % 0.3323 - - Short Buildup 65.95%53.08 1.15 0.57 %
17-Feb-20 203.80 211.25 5,000 33,137,500 0.00 % 0.00 % 0.44 % 0.3360 - - 36.78%10.47 7.45 3.66 %
14-Feb-20 205.65 211.25 5,000 32,992,500 -0.45 % 100.00 % 0.40 % 0.3441 - - Short Buildup 53.22%34.84 5.6 2.72 %
13-Feb-20 208.55 212.20 2,500 32,860,000 0.00 % 0.00 % 3.50 % 0.3482 - - 43.02%10.56 3.65 1.75 %
12-Feb-20 211.40 212.20 2,500 31,750,000 0.00 % 0.00 % -0.70 % 0.3528 - - 57.56%36.94 0.8 0.38 %
11-Feb-20 212.00 212.20 2,500 31,972,500 0.00 % 0.00 % -0.91 % 0.3636 - - 57.96%54.61 0.2 0.09 %
10-Feb-20 207.10 212.20 2,500 32,267,500 0.00 % 0.00 % 1.38 % 0.3641 - - 27.03%9.71 5.1 2.46 %
07-Feb-20 209.80 212.20 2,500 31,827,500 0.00 % 0.00 % 1.74 % 0.3689 - - 18.09%7.43 2.4 1.14 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
58.86 Crore Rs. 47.77 Crore Rs. 37.46 Crore Rs. 54.69 Crore Rs. 57.66 Crore Rs. 51.24 Crore Rs. More details >>
Average Delivery Percentage
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
37.73 % 44.75 % 44.20 % 52.66 % 51.82 % 50.12 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTURE-
SPOT-
 
 
AMBUJACEM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 09-Apr-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
134.26 141.53 145.96 153.23 157.66 164.93 169.36
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
144.55 147.48 148.45 149.43 153.23 151.38 152.35 153.33 156.25
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
141.53 146 148.76 153.23 157.7 160.46 164.93
DeMark Pivot
Support 1 Pivot Point Resistance 1
143.75 152.13 155.45
 
 
AMBUJACEM Result / Events
Date Description Status
20-Feb-20Financial Results/DividendCompleted
25-Jul-19Financial ResultsCompleted
30-Apr-19Financial ResultsCompleted
18-Feb-19Financial Results/DividendCompleted