FnO Contract Details

Expiry:
Symbol:

AUBANK analysis for the selected expiry [Apr-21] as on 16-Apr-21

AUBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,060.00 1,099.50 1,060.00 1,077.10 NA 2.05 % NA NA
29-Apr-21 1,072.40 1,100.00 1,063.10 1,078.10 2,756,500 1.62 % 1.55 % Long Buildup
27-May-21 1,067.35 1,098.95 1,067.35 1,078.20 80,500 1.37 % 51.89 % Long Buildup
24-Jun-21 0.00 0.00 0.00 1,061.10 3,500 0.00 % 0.00 %
Cummulative NA NA NA NA 2,840,500 NA 2.51 % Long Buildup
AUBANK Options OI PCR:  0.22   (Expiry : 29-Apr-21 )   PUT OI: 114,500   CALL OI: 527,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 296500 0.68% 5.35 -6.14% Short Buildup
1200.00 49000 -10.09% 12.85 -12.59% Long Windup
1100.00 40000 -9.09% 38.25 0.53% 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
1080.00 11000 340.00% 47.50 -5.38% Short Buildup
1300.00 296500 0.68% 5.35 -6.14% Short Buildup
1120.00 2000 300.00% 39.40 64.17% 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
1200.00 49000 -10.09% 12.85 -12.59% Long Windup
1100.00 40000 -9.09% 38.25 0.53% Short Covering
1400.00 18000 -7.69% 1.30 -38.10% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1100.00 36000 -4.00% 59.05 -3.67% Long Windup
1200.00 21500 0.00% 128.00 -8.60% Long Windup
1000.00 21000 7.69% 18.55 -38.17% 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
1000.00 21000 7.69% 18.55 -38.17% Short Buildup
1080.00 2500 150.00% 46.15 -12.26% Short Buildup
980.00 3500 16.67% 13.40 -33.00% 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
1100.00 36000 -4.00% 59.05 -3.67% Long Windup
900.00 9000 -5.26% 4.50 -10.89% Long Windup
None
 
 
AUBANK 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 %
16-Apr-21 1,077.10 1,078.10 2,756,500 2,840,500 1.62 % 1.55 % 2.51 % 0.5961 0.22 2.96 % Long Buildup 26.86%32.76 1 0.09 %
15-Apr-21 1,055.45 1,060.90 2,714,500 2,771,000 -2.23 % 6.45 % 6.27 % 0.5969 0.21 2.04 % Short Buildup 42.73%105.21 5.45 0.52 %
13-Apr-21 1,080.80 1,085.05 2,550,000 2,607,500 0.45 % 7.82 % 7.93 % 0.5976 0.19 2.21 % Long Buildup 42.20%111.92 4.25 0.39 %
12-Apr-21 1,076.50 1,080.20 2,365,000 2,416,000 -8.52 % -0.53 % -0.23 % 0.5990 0.17 2.11 % Long Windup 31.68%81.55 3.7 0.34 %
09-Apr-21 1,174.50 1,180.85 2,377,500 2,421,500 -6.15 % 4.97 % 5.33 % 0.5888 0.16 1.82 % Short Buildup 49.71%106.39 6.35 0.54 %
08-Apr-21 1,251.90 1,258.20 2,265,000 2,299,000 1.76 % -5.51 % -5.04 % 0.5839 0.25 1.48 % Short Covering 38.14%46.04 6.3 0.5 %
07-Apr-21 1,233.15 1,236.40 2,397,000 2,421,000 0.95 % 1.83 % 1.89 % 0.5851 0.22 0.99 % Long Buildup 24.53%24.95 3.25 0.26 %
06-Apr-21 1,223.10 1,224.75 2,354,000 2,376,000 -0.21 % -1.67 % -1.64 % 0.5864 0.21 0.93 % Long Windup 17.10%13.73 1.65 0.13 %
05-Apr-21 1,228.50 1,227.35 2,394,000 2,415,500 -3.53 % 2.09 % 1.73 % 0.5879 0.20 0.89 % Short Buildup 31.00%33.23 -1.15 -0.09 %
01-Apr-21 1,267.90 1,272.30 2,345,000 2,374,500 3.43 % 3.44 % 3.44 % 0.5878 0.20 1.24 % Long Buildup 20.64%28.45 4.4 0.35 %
31-Mar-21 1,227.85 1,230.15 2,267,000 2,295,500 -3.38 % 2.97 % 25.27 % 0.0000 0.15 1.24 % Short Buildup 34.02%80.67 2.3 0.19 %
30-Mar-21 1,298.90 1,273.20 1,801,500 1,832,500 7.26 % 182.59 % 176.81 % 0.5841 0.09 1.69 % Long Buildup 53.64%533.04 -25.7 -1.98 %
26-Mar-21 1,178.50 1,187.00 637,500 662,000 2.25 % -4.35 % -19.37 % 0.5706 0.24 3.70 % Short Covering 35.23%36.06 8.5 0.72 %
25-Mar-21 1,150.50 1,160.85 666,500 821,000 -5.10 % 82.35 % 21.27 % 0.5711 0.83 - Short Buildup 40.20%56.14 10.35 0.9 %
24-Mar-21 1,225.60 1,223.20 365,500 677,000 -2.43 % 24.96 % -4.65 % 0.5661 1.00 - Long Windup 44.68%42.32 -2.4 -0.2 %
23-Mar-21 1,245.30 1,253.60 292,500 710,000 1.70 % 103.83 % -7.55 % 0.5671 1.00 - Short Covering 34.89%55.88 8.3 0.67 %
22-Mar-21 1,222.90 1,232.65 143,500 768,000 2.32 % 38.65 % -1.41 % 0.5680 1.00 - Short Covering 39.42%36.54 9.75 0.8 %
19-Mar-21 1,197.75 1,204.75 103,500 779,000 2.78 % 10.11 % -8.08 % 0.5687 - - Short Covering 39.77%46.47 7 0.58 %
18-Mar-21 1,164.90 1,172.20 94,000 847,500 -0.20 % -3.09 % -14.31 % 0.5689 - - Long Windup 24.19%28.42 7.3 0.63 %
17-Mar-21 1,169.85 1,174.50 97,000 989,000 -5.06 % -25.67 % -2.13 % 0.5703 - - Long Windup 36.43%34.62 4.65 0.4 %
16-Mar-21 1,230.05 1,237.15 130,500 1,010,500 3.10 % 1.56 % -4.62 % 0.5677 - - Short Covering 21.45%29.56 7.1 0.58 %
15-Mar-21 1,188.55 1,200.00 128,500 1,059,500 -4.87 % 12.23 % 8.28 % 0.5672 - - Short Buildup 37.32%55.29 11.45 0.96 %
12-Mar-21 1,255.45 1,261.40 114,500 978,500 -0.03 % 0.00 % -7.25 % 0.5637 - - Long Windup 39.17%39.50 5.95 0.47 %
10-Mar-21 1,253.25 1,261.80 114,500 1,055,000 0.85 % 0.88 % -6.80 % 0.5651 - - Short Covering 25.11%37.27 8.55 0.68 %
09-Mar-21 1,232.55 1,251.15 113,500 1,132,000 -2.01 % 89.17 % 56.46 % 0.5662 - - Short Buildup 44.85%132.61 18.6 1.51 %
08-Mar-21 1,264.05 1,276.80 60,000 723,500 1.48 % 215.79 % 22.32 % 0.5666 - - Long Buildup 57.75%67.53 12.75 1.01 %
05-Mar-21 1,260.70 1,258.20 19,000 591,500 -1.76 % 58.33 % -1.09 % 0.5680 - - Long Windup 43.18%75.29 -2.5 -0.2 %
04-Mar-21 1,268.00 1,280.80 12,000 598,000 4.79 % 41.18 % 19.96 % 0.5693 - - Long Buildup 28.33%80.72 12.8 1.01 %
03-Mar-21 1,200.90 1,222.30 8,500 498,500 5.25 % 70.00 % 142.58 % 0.5667 - - Long Buildup 74.70%186.48 21.4 1.78 %
02-Mar-21 1,151.50 1,161.30 5,000 205,500 -0.30 % 42.86 % 7.87 % 0.5653 - - Short Buildup 45.16%21.33 9.8 0.85 %
01-Mar-21 1,148.45 1,164.85 3,500 190,500 2.54 % 16.67 % 69.33 % 0.5667 - - Long Buildup 59.92%51.90 16.4 1.43 %
26-Feb-21 1,126.50 1,136.05 3,000 112,500 0.00 % 0.00 % 0.00 % 0.5670 - - 44.64%42.90 9.55 0.85 %
 
 
Average Delivery Volume
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
32.76 Crore Rs. 83.30 Crore Rs. 87.57 Crore Rs. 65.32 Crore Rs. 94.92 Crore Rs. 74.47 Crore Rs. More details >>
Average Delivery Percentage
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
26.86 % 39.48 % 39.48 % 37.23 % 41.00 % 39.45 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside CandleExplosive Move Predictor
SPOTInside CandleExplosive Move Predictor
SPOTBullish Harami-
 
 
AUBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 19-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1023.9 1043.5 1060.8 1080.4 1097.7 1117.3 1134.6
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1059.65 1068.88 1071.95 1075.03 1080.4 1081.18 1084.25 1087.33 1096.55
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1043.5 1057.6 1066.3 1080.4 1094.5 1103.2 1117.3
DeMark Pivot
Support 1 Pivot Point Resistance 1
1070.6 1085.3 1107.5