FnO Contract Details

Expiry:
Symbol:

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

AUROPHARMA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 432.50 476.30 426.30 438.15 NA -1.69 % NA NA
30-Apr-20 433.10 475.95 426.50 440.20 7,440,000 -2.01 % -3.89 % Long Windup
28-May-20 431.25 475.00 430.95 441.70 185,000 -2.12 % 13.50 % Short Buildup
25-Jun-20 432.05 461.05 432.05 446.50 6,000 0.46 % 50.00 % Long Buildup
Cummulative NA NA NA NA 7,631,000 NA -3.50 % Long Windup
AUROPHARMA Options OI PCR:  0.74   (Expiry : 30-Apr-20 )   PUT OI: 1,080,000   CALL OI: 1,467,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 354000 15.31% 18.65 7.80% Long Buildup
460.00 168000 36.59% 31.30 0.97% Long Buildup
600.00 151000 10.22% 5.25 29.63% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
480.00 139000 127.87% 24.25 3.85% Long Buildup
540.00 119000 72.46% 11.35 24.04% Long Buildup
500.00 354000 15.31% 18.65 7.80% 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
420.00 70000 -32.04% 49.00 -7.11% Long Windup
400.00 121000 -10.37% 62.05 -5.98% Long Windup
440.00 138000 -4.83% 39.45 -1.62% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
340.00 179000 18.54% 8.55 17.12% Long Buildup
360.00 176000 -8.33% 11.90 11.21% Short Covering
300.00 162000 3.18% 5.50 8.91% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
440.00 40000 344.44% 38.60 22.73% Long Buildup
340.00 179000 18.54% 8.55 17.12% Long Buildup
420.00 73000 46.00% 29.00 24.73% 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
360.00 176000 -8.33% 11.90 11.21% Short Covering
320.00 63000 -1.56% 6.80 12.40% 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 %
08-Apr-20 438.15 440.20 7,440,000 7,631,000 -2.01 % -3.89 % -3.50 % 1.4738 0.74 2.50 % Long Windup 11.39%65.82 2.05 0.47 %
07-Apr-20 445.70 449.25 7,741,000 7,908,000 17.56 % -2.38 % -2.66 % 1.5170 0.79 2.11 % Short Covering 15.57%71.39 3.55 0.8 %
03-Apr-20 382.40 382.15 7,930,000 8,124,000 -2.81 % 4.85 % 4.81 % 1.3614 - 2.39 % Short Buildup 11.15%73.19 -0.25 -0.07 %
01-Apr-20 392.30 393.20 7,563,000 7,751,000 -4.63 % 5.22 % 4.98 % 1.3987 0.47 2.43 % Short Buildup 25.71%34.63 0.9 0.23 %
31-Mar-20 413.15 412.30 7,188,000 7,383,000 5.72 % -0.13 % 0.03 % 1.4208 0.42 2.64 % Long Buildup 27.85%42.99 -0.85 -0.21 %
30-Mar-20 389.50 390.00 7,197,000 7,381,000 -0.61 % 0.74 % 0.90 % 1.4376 0.39 2.49 % Short Buildup 13.15%23.16 0.5 0.13 %
27-Mar-20 392.25 392.40 7,144,000 7,315,000 7.52 % -1.61 % -19.59 % 1.4824 0.44 2.34 % Short Covering 26.77%71.22 0.15 0.04 %
26-Mar-20 361.40 364.95 7,261,000 9,097,000 8.47 % 13.58 % -1.40 % 1.4815 0.38 - Short Covering 26.05%41.79 3.55 0.98 %
25-Mar-20 333.65 336.45 6,393,000 9,226,000 2.84 % 41.66 % -5.43 % 1.4770 0.19 - Short Covering 28.27%27.60 2.8 0.84 %
24-Mar-20 326.15 327.15 4,513,000 9,756,000 10.60 % 49.93 % -2.85 % 1.5200 0.16 - Short Covering 26.41%58.73 1 0.31 %
23-Mar-20 294.70 295.80 3,010,000 10,042,000 -15.00 % 63.50 % -3.63 % 1.4883 0.23 - Long Windup 49.29%54.82 1.1 0.37 %
20-Mar-20 346.70 348.00 1,841,000 10,420,000 0.64 % 58.03 % 5.77 % 1.3158 0.39 - Long Buildup 40.79%120.35 1.3 0.37 %
19-Mar-20 346.00 345.80 1,165,000 9,852,000 -5.61 % 21.99 % 3.16 % 1.3571 0.33 - Short Buildup 31.52%69.14 -0.2 -0.06 %
18-Mar-20 363.65 366.35 955,000 9,550,000 -10.93 % 31.91 % 0.43 % 1.3789 0.31 - Short Buildup 27.00%94.67 2.7 0.74 %
17-Mar-20 413.20 411.30 724,000 9,509,000 1.97 % 71.56 % -1.97 % 1.2940 0.14 - Short Covering 17.47%47.23 -1.9 -0.46 %
16-Mar-20 404.90 403.35 422,000 9,700,000 -3.44 % 17.22 % -4.68 % 1.3312 0.17 - Long Windup 22.58%57.18 -1.55 -0.38 %
13-Mar-20 415.20 417.70 360,000 10,176,000 11.00 % 1.98 % -6.08 % 1.3642 0.40 - Short Covering 32.62%104.58 2.5 0.6 %
12-Mar-20 374.50 376.30 353,000 10,835,000 -17.12 % 5.06 % -11.97 % 1.3186 0.40 - Long Windup 29.59%73.08 1.8 0.48 %
11-Mar-20 450.15 454.05 336,000 12,309,000 -4.74 % 19.15 % -1.55 % 1.0112 0.40 - Long Windup 22.17%52.06 3.9 0.87 %
09-Mar-20 471.30 476.65 282,000 12,503,000 -7.37 % 73.01 % -1.69 % 1.0193 0.50 - Long Windup 23.44%42.07 5.35 1.14 %
06-Mar-20 510.30 514.55 163,000 12,718,000 -3.00 % -2.98 % 0.96 % 0.9786 0.40 - Short Buildup 16.73%18.47 4.25 0.83 %
05-Mar-20 526.90 530.45 168,000 12,597,000 1.39 % 2.44 % -0.69 % 0.9974 0.40 - Short Covering 16.10%25.05 3.55 0.67 %
04-Mar-20 520.90 523.20 164,000 12,685,000 1.34 % 10.07 % -0.70 % 1.0273 0.40 - Short Covering 9.64%28.05 2.3 0.44 %
03-Mar-20 511.30 516.30 149,000 12,774,000 3.78 % 16.41 % -1.94 % 1.0557 1.00 - Short Covering 15.27%23.52 5 0.98 %
02-Mar-20 494.65 497.50 128,000 13,027,000 -1.69 % -3.76 % -0.15 % 1.0771 1.00 - Long Windup 17.47%22.42 2.85 0.58 %
28-Feb-20 505.50 506.05 133,000 13,046,000 -3.36 % 6.40 % -10.00 % 1.1075 1.00 - Long Windup 30.66%70.64 0.55 0.11 %
27-Feb-20 519.50 523.65 125,000 14,495,000 1.94 % 7.76 % -6.05 % 1.1331 1.00 - Short Covering 18.63%54.91 4.15 0.8 %
26-Feb-20 510.00 513.70 116,000 15,429,000 1.14 % 1.75 % -0.90 % 1.1653 2.00 - Short Covering 17.56%62.80 3.7 0.73 %
25-Feb-20 503.95 507.90 114,000 15,569,000 -0.04 % 4.59 % -1.54 % 1.2006 2.00 - Long Windup 18.66%58.14 3.95 0.78 %
24-Feb-20 504.00 508.10 109,000 15,813,000 -16.01 % 14.74 % 0.62 % 1.2383 2.00 - Short Buildup 15.73%135.72 4.1 0.81 %
20-Feb-20 599.75 604.95 95,000 15,716,000 -0.43 % 10.47 % -3.98 % 0.9625 2.00 - Long Windup 10.14%88.48 5.2 0.87 %
19-Feb-20 601.85 607.55 86,000 16,367,000 20.26 % 53.57 % 5.48 % 0.9926 2.00 - Long Buildup 10.63%183.90 5.7 0.95 %
18-Feb-20 500.40 505.20 56,000 15,517,000 1.10 % 12.00 % -0.83 % 0.5042 - - Short Covering 18.09%39.24 4.8 0.96 %
17-Feb-20 493.60 499.70 50,000 15,647,000 -3.22 % 25.00 % 0.58 % 0.5158 - - Short Buildup 20.37%37.52 6.1 1.24 %
14-Feb-20 514.35 516.35 40,000 15,557,000 -2.76 % 8.11 % -1.80 % 0.4998 - - Long Windup 23.71%56.56 2 0.39 %
13-Feb-20 527.35 531.00 37,000 15,842,000 -2.92 % 8.82 % 3.79 % 0.5013 - - Short Buildup 32.75%76.64 3.65 0.69 %
12-Feb-20 544.85 546.95 34,000 15,264,000 -0.91 % 6.25 % 0.22 % 0.4924 - - Short Buildup 31.93%67.32 2.1 0.39 %
11-Feb-20 548.15 552.00 32,000 15,230,000 1.81 % -3.03 % -1.37 % 0.5070 - - Short Covering 23.16%45.14 3.85 0.7 %
10-Feb-20 542.25 542.20 33,000 15,442,000 -1.20 % 43.48 % 4.47 % 0.5204 - - Short Buildup 11.94%38.80 -0.05 -0.01 %
07-Feb-20 546.55 548.80 23,000 14,781,000 6.40 % 15.00 % 4.19 % 0.5354 - - Long Buildup 16.60%170.09 2.25 0.41 %
06-Feb-20 510.50 515.80 20,000 14,187,000 0.83 % 11.11 % -0.67 % 0.4471 - - Short Covering 19.87%29.66 5.3 1.04 %
05-Feb-20 508.00 511.55 18,000 14,282,000 1.30 % 80.00 % -1.53 % 0.4604 - - Short Covering 16.74%26.32 3.55 0.7 %
04-Feb-20 494.80 505.00 10,000 14,504,000 5.56 % 11.11 % -2.28 % 0.4569 - - Short Covering 14.74%35.59 10.2 2.06 %
03-Feb-20 473.50 478.40 9,000 14,843,000 1.32 % 28.57 % -0.33 % 0.4174 - - Short Covering 27.68%18.72 4.9 1.03 %
01-Feb-20 467.50 472.15 7,000 14,892,000 -2.44 % 133.33 % -1.66 % 0.4258 - - Long Windup 12.95%6.65 4.65 0.99 %
31-Jan-20 481.40 483.95 3,000 15,143,000 0.00 % 0.00 % -7.40 % 0.4149 - - 22.81%34.91 2.55 0.53 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
65.82 Crore Rs. 70.13 Crore Rs. 57.60 Crore Rs. 53.02 Crore Rs. 58.07 Crore Rs. 59.25 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 >>
11.39 % 12.35 % 14.52 % 16.53 % 22.26 % 23.24 % More details >>
 
 
AUROPHARMA 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
369.7 398.1 419.15 447.55 468.6 497 518.05
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
415.48 427.84 431.96 436.08 447.55 444.32 448.44 452.56 464.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
398.1 416.99 428.66 447.55 466.44 478.11 497
DeMark Pivot
Support 1 Pivot Point Resistance 1
433.35 454.65 482.8
 
 
AUROPHARMA Result / Events
Date Description Status
06-Feb-20Financial Results/DividendCompleted
07-Aug-19Financial ResultsCompleted
28-May-19Financial ResultsCompleted
07-Feb-19Financial Results/DividendCompleted