FnO Contract Details

Expiry:
Symbol:

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

AUROPHARMA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 784.05 790.30 775.70 777.85 NA -0.26 % NA NA
30-Jul-20 786.60 791.75 778.25 780.10 12,138,100 -0.33 % 0.63 % Short Buildup
27-Aug-20 789.10 791.85 781.20 782.15 110,500 -0.25 % 16.44 % Short Buildup
24-Sep-20 0.00 0.00 0.00 790.00 5,200 0.00 % 0.00 %
Cummulative NA NA NA NA 12,253,800 NA 0.75 % Short Buildup
AUROPHARMA Options OI PCR:  0.57   (Expiry : 30-Jul-20 )   PUT OI: 1,233,700   CALL OI: 2,161,900 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 481000 17.83% 28.60 -6.08% Short Buildup
840.00 416000 45.45% 15.70 -7.10% Short Buildup
860.00 261300 3.08% 11.45 -6.91% 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
840.00 416000 45.45% 15.70 -7.10% Short Buildup
800.00 481000 17.83% 28.60 -6.08% Short Buildup
820.00 252200 15.48% 21.40 -6.96% 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
760.00 36400 -9.68% 47.85 -3.82% Long Windup
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 202800 0.00% 9.30 0.54%
740.00 174200 -0.74% 19.75 0.77% Short Covering
600.00 148200 2.70% 1.00 -23.08% 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
680.00 78000 11.11% 6.35 1.60% Long Buildup
760.00 136500 3.96% 27.60 1.66% Long Buildup
720.00 122200 3.30% 13.75 4.17% 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
660.00 65000 -5.66% 3.85 -10.47% Long Windup
740.00 174200 -0.74% 19.75 0.77% Short Covering
None
 
 
AUROPHARMA 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-20 777.85 780.10 12,138,100 12,253,800 -0.33 % 0.63 % 0.75 % 0.7327 0.57 0.94 % Short Buildup 19.68%21.67 2.25 0.29 %
02-Jul-20 779.85 782.65 12,062,700 12,162,800 0.49 % 0.10 % 0.12 % 0.7346 0.64 0.82 % Long Buildup 31.13%69.82 2.8 0.36 %
01-Jul-20 775.75 778.80 12,051,000 12,148,500 1.29 % -1.73 % -1.49 % 0.7364 0.63 0.80 % Short Covering 35.70%81.21 3.05 0.39 %
30-Jun-20 771.70 768.85 12,262,900 12,331,800 -2.58 % 1.25 % 1.39 % 0.7382 0.54 0.56 % Short Buildup 32.04%86.46 -2.85 -0.37 %
29-Jun-20 789.40 789.25 12,112,100 12,162,800 1.04 % 4.43 % 4.50 % 0.7394 0.62 0.42 % Long Buildup 41.51%157.10 -0.15 -0.02 %
26-Jun-20 780.10 781.10 11,598,600 11,638,900 -1.39 % 4.18 % 3.15 % 0.7411 0.63 0.35 % Short Buildup 37.42%79.40 1 0.13 %
25-Jun-20 789.85 792.15 11,133,200 11,284,000 -0.01 % 11.39 % 1.76 % 0.7428 0.49 - Short Buildup 33.57%92.77 2.3 0.29 %
24-Jun-20 791.95 792.25 9,994,400 11,088,300 -1.83 % 17.84 % -4.81 % 0.7446 0.50 - Long Windup 31.93%98.84 0.3 0.04 %
23-Jun-20 804.30 807.00 8,481,200 11,648,300 2.33 % 69.54 % 5.68 % 0.7462 0.56 - Long Buildup 25.96%114.37 2.7 0.34 %
22-Jun-20 786.65 788.65 5,002,400 11,021,900 0.38 % 187.59 % 7.25 % 0.7475 0.50 - Long Buildup 44.87%143.94 2 0.25 %
19-Jun-20 783.45 785.70 1,739,400 10,276,600 -0.37 % 284.48 % 1.28 % 0.7493 - - Short Buildup 46.99%89.11 2.25 0.29 %
18-Jun-20 787.30 788.65 452,400 10,146,300 0.01 % 26.09 % 1.59 % 0.7512 0.53 - Long Buildup 33.65%75.41 1.35 0.17 %
17-Jun-20 788.95 788.55 358,800 9,987,400 2.42 % 6.98 % -1.33 % 0.7531 0.48 - Short Covering 32.56%138.46 -0.4 -0.05 %
16-Jun-20 768.40 769.95 335,400 10,121,700 -0.10 % 27.72 % -0.37 % 0.7541 0.60 - Long Windup 17.15%41.07 1.55 0.2 %
15-Jun-20 768.70 770.70 262,600 10,159,300 -0.58 % 37.41 % 3.15 % 0.7560 0.58 - Short Buildup 24.53%61.81 2 0.26 %
12-Jun-20 771.70 775.20 191,100 9,848,800 -1.51 % 41.35 % 3.05 % 0.7579 0.53 - Short Buildup 32.43%111.79 3.5 0.45 %
11-Jun-20 785.85 787.05 135,200 9,557,200 -1.40 % 35.06 % -4.73 % 0.7594 0.44 - Long Windup 28.51%138.36 1.2 0.15 %
10-Jun-20 796.95 798.25 100,100 10,031,500 2.68 % 26.23 % -1.25 % 0.7610 0.45 - Short Covering 31.77%167.22 1.3 0.16 %
09-Jun-20 774.95 777.40 79,300 10,158,400 3.30 % -26.51 % -4.43 % 0.7620 0.50 - Short Covering 22.46%149.98 2.45 0.32 %
08-Jun-20 750.85 752.55 107,900 10,629,400 1.00 % -5.68 % -4.09 % 0.7627 0.28 - Short Covering 26.05%103.80 1.7 0.23 %
05-Jun-20 744.00 745.10 114,400 11,082,300 -2.38 % 1.15 % -0.75 % 0.7645 0.45 - Long Windup 17.81%74.23 1.1 0.15 %
04-Jun-20 759.45 763.30 113,100 11,165,700 1.25 % 26.09 % -1.39 % 0.7659 0.30 - Short Covering 9.64%137.53 3.85 0.51 %
03-Jun-20 750.40 753.85 89,700 11,322,700 2.09 % 25.45 % -0.22 % 0.7677 - - Short Covering 16.09%69.36 3.45 0.46 %
02-Jun-20 733.20 738.40 71,500 11,347,500 1.23 % 1.85 % 8.30 % 0.7690 0.60 - Long Buildup 25.00%115.10 5.2 0.71 %
01-Jun-20 725.65 729.40 70,200 10,478,200 -1.35 % 14.89 % 2.61 % 0.7708 0.67 - Short Buildup 27.74%89.16 3.75 0.52 %
29-May-20 745.65 739.35 61,100 10,212,100 3.58 % 113.64 % -4.01 % 0.8145 0.67 - Short Covering 34.40%218.09 -6.3 -0.84 %
28-May-20 713.95 713.80 28,600 10,638,600 0.20 % 120.00 % -4.09 % 0.8135 - - Short Covering 22.33%50.18 -0.15 -0.02 %
27-May-20 713.40 712.35 13,000 11,092,000 -0.72 % 0.00 % -3.88 % 0.8391 - - Long Windup 24.28%63.33 -1.05 -0.15 %
26-May-20 714.95 717.50 13,000 11,540,000 -0.76 % 0.00 % -0.62 % 0.8654 - - Long Windup 22.92%61.00 2.55 0.36 %
22-May-20 730.90 723.00 13,000 11,612,000 0.00 % 0.00 % 7.86 % 0.8862 - - 15.39%- -7.9 -1.08 %
21-May-20 724.35 723.00 13,000 10,766,000 8.07 % 42.86 % 1.31 % 0.9130 - - Long Buildup 16.44%98.43 -1.35 -0.19 %
20-May-20 707.60 669.00 9,100 10,627,100 0.00 % 0.00 % 7.88 % 0.9349 - - 18.67%116.04 -38.6 -5.46 %
19-May-20 662.40 669.00 9,100 9,851,100 0.00 % 0.00 % -0.31 % 0.9101 - - 10.41%30.71 6.6 1 %
18-May-20 669.80 669.00 9,100 9,882,100 0.00 % 0.00 % -2.18 % 0.9372 - - 16.00%60.25 -0.8 -0.12 %
15-May-20 664.95 669.00 9,100 10,102,100 1.27 % 16.67 % -1.11 % 0.9660 - - Short Covering 7.21%20.07 4.05 0.61 %
14-May-20 665.60 660.60 7,800 10,215,800 0.00 % 0.00 % -0.44 % 0.9964 - - 9.86%45.28 -5 -0.75 %
13-May-20 675.90 660.60 7,800 10,260,800 0.00 % 0.00 % -5.57 % 1.0250 - - 11.59%47.66 -15.3 -2.26 %
12-May-20 690.90 660.60 7,800 10,865,800 0.00 % 0.00 % 3.49 % 1.0519 - - 12.38%93.41 -30.3 -4.39 %
11-May-20 664.50 660.60 7,800 10,499,800 -0.79 % 0.00 % -0.60 % 1.0685 - - Long Windup 14.12%60.14 -3.9 -0.59 %
08-May-20 652.65 665.85 7,800 10,562,800 -0.02 % 0.00 % -1.10 % 1.0987 - - Long Windup 12.91%41.54 13.2 2.02 %
07-May-20 648.55 666.00 7,800 10,679,800 -1.33 % 20.00 % -0.99 % 1.1328 - - Long Windup 13.04%56.00 17.45 2.69 %
06-May-20 661.85 675.00 6,500 10,786,500 0.00 % 0.00 % 2.83 % 1.1642 - - 15.63%102.45 13.15 1.99 %
05-May-20 631.60 675.00 6,500 10,489,500 0.00 % 0.00 % 1.24 % 1.1794 - - 11.07%45.13 43.4 6.87 %
04-May-20 653.30 675.00 6,500 10,361,500 0.00 % 0.00 % 0.88 % 1.2055 - - 10.96%121.02 21.7 3.32 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
21.67 Crore Rs. 57.57 Crore Rs. 83.25 Crore Rs. 85.91 Crore Rs. 96.04 Crore Rs. 99.85 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 >>
19.68 % 30.74 % 34.36 % 34.21 % 34.62 % 30.14 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Engulfing-
FUTUREInside CandleExplosive Move Predictor
SPOTInside CandleExplosive Move Predictor
 
 
AUROPHARMA 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
761.49 769.87 774.99 783.37 788.49 796.87 801.99
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
773.35 776.73 777.85 778.98 783.37 781.23 782.35 783.48 786.85
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
769.87 775.03 778.21 783.37 788.53 791.71 796.87
DeMark Pivot
Support 1 Pivot Point Resistance 1
772.43 782.09 785.93
 
 
AUROPHARMA Result / Events
Date Description Status
06-Feb-20Financial Results/DividendCompleted
07-Aug-19Financial ResultsCompleted
28-May-19Financial ResultsCompleted
07-Feb-19Financial Results/DividendCompleted