FnO Contract Details

Expiry:
Symbol:

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

AUROPHARMA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 612.05 617.55 590.35 599.75 NA -0.35 % NA NA
27-Feb-20 611.05 617.55 591.50 601.20 13,748,000 -0.17 % -6.57 % Long Windup
26-Mar-20 615.00 619.50 594.40 603.05 1,873,000 -0.26 % 19.60 % Short Buildup
30-Apr-20 614.20 619.00 598.00 604.95 95,000 -0.43 % 10.47 % Short Buildup
Cummulative NA NA NA NA 15,716,000 NA -3.98 % Long Windup
AUROPHARMA Options OI PCR:  1.19   (Expiry : 27-Feb-20 )   PUT OI: 5,607,000   CALL OI: 4,728,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 618000 -36.75% 15.55 -22.83% Long Windup
620.00 602000 -3.68% 7.60 -36.67% Long Windup
650.00 446000 -3.46% 2.55 -50.00% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
630.00 339000 46.12% 5.05 -43.26% Short Buildup
None
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 618000 -36.75% 15.55 -22.83% Long Windup
590.00 173000 -26.07% 21.40 -17.05% Long Windup
580.00 166000 -25.89% 28.25 -12.54% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
550.00 730000 -16.28% 2.75 -40.22% Long Windup
560.00 659000 -8.73% 3.50 -40.17% Long Windup
500.00 648000 -3.14% 0.75 -46.43% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
540.00 465000 13.69% 1.95 -41.79% Short Buildup
610.00 83000 207.41% 19.55 -15.37% Short Buildup
620.00 46000 130.00% 25.25 -10.30% 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
550.00 730000 -16.28% 2.75 -40.22% Long Windup
570.00 373000 -25.40% 5.15 -35.63% Long Windup
520.00 305000 -28.07% 1.05 -50.00% Long Windup
 
 
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 %
20-Feb-20 599.75 601.20 13,748,000 15,716,000 -0.17 % -6.57 % -3.98 % 0.9625 1.19 12.52 % Long Windup 10.14%88.48 1.45 0.24 %
19-Feb-20 601.85 602.20 14,715,000 16,367,000 20.16 % 0.98 % 5.48 % 0.9926 1.23 10.09 % Long Buildup 10.63%183.90 0.35 0.06 %
18-Feb-20 500.40 501.15 14,572,000 15,517,000 1.15 % -1.48 % -0.83 % 0.5042 0.44 6.09 % Short Covering 18.09%39.24 0.75 0.15 %
17-Feb-20 493.60 495.45 14,791,000 15,647,000 -3.69 % -0.94 % 0.58 % 0.5158 - 5.47 % Short Buildup 20.37%37.52 1.85 0.37 %
14-Feb-20 514.35 514.45 14,931,000 15,557,000 -2.38 % -3.13 % -1.80 % 0.4998 0.53 4.02 % Long Windup 23.71%56.56 0.1 0.02 %
13-Feb-20 527.35 527.00 15,414,000 15,842,000 -3.23 % 2.53 % 3.79 % 0.5013 0.62 2.70 % Short Buildup 32.75%76.64 -0.35 -0.07 %
12-Feb-20 544.85 544.60 15,034,000 15,264,000 -0.67 % 0.14 % 0.22 % 0.4924 0.74 1.51 % Short Buildup 31.93%67.32 -0.25 -0.05 %
11-Feb-20 548.15 548.25 15,013,000 15,230,000 0.99 % -1.36 % -1.37 % 0.5070 0.75 1.42 % Short Covering 23.16%45.14 0.1 0.02 %
10-Feb-20 542.25 542.90 15,220,000 15,442,000 -0.70 % 4.45 % 4.47 % 0.5204 0.61 1.44 % Short Buildup 11.94%38.80 0.65 0.12 %
07-Feb-20 546.55 546.75 14,572,000 14,781,000 6.88 % 3.85 % 4.19 % 0.5354 0.63 1.41 % Long Buildup 16.60%170.09 0.2 0.04 %
06-Feb-20 510.50 511.55 14,032,000 14,187,000 0.55 % -0.72 % -0.67 % 0.4471 0.62 1.09 % Short Covering 19.87%29.66 1.05 0.21 %
05-Feb-20 508.00 508.75 14,134,000 14,282,000 2.72 % -1.48 % -1.53 % 0.4604 0.65 1.04 % Short Covering 16.74%26.32 0.75 0.15 %
04-Feb-20 494.80 495.30 14,346,000 14,504,000 4.64 % -2.44 % -2.28 % 0.4569 0.62 1.09 % Short Covering 14.74%35.59 0.5 0.1 %
03-Feb-20 473.50 473.35 14,705,000 14,843,000 1.32 % -0.39 % -0.33 % 0.4174 0.66 0.93 % Short Covering 27.68%18.72 -0.15 -0.03 %
01-Feb-20 467.50 467.20 14,762,000 14,892,000 -2.95 % -1.88 % -1.66 % 0.4258 0.70 0.87 % Long Windup 12.95%6.65 -0.3 -0.06 %
31-Jan-20 481.40 481.40 15,045,000 15,143,000 0.09 % 0.23 % -7.40 % 0.4149 0.69 0.65 % Short Covering 22.81%34.91 0 0 %
30-Jan-20 480.25 480.95 15,011,000 16,354,000 -5.40 % 67.91 % 1.72 % 0.4302 0.65 - Short Buildup 17.53%106.99 0.7 0.15 %
29-Jan-20 507.35 508.40 8,940,000 16,077,000 0.52 % 38.07 % -0.28 % 0.3587 0.54 - Short Covering 26.17%22.98 1.05 0.21 %
28-Jan-20 504.10 505.75 6,475,000 16,122,000 -1.29 % 63.35 % 0.65 % 0.3691 0.77 - Short Buildup 18.46%25.36 1.65 0.33 %
27-Jan-20 511.00 512.35 3,964,000 16,018,000 1.99 % 58.24 % -2.63 % 0.3760 0.75 - Short Covering 18.62%46.06 1.35 0.26 %
24-Jan-20 501.10 502.35 2,505,000 16,450,000 2.09 % 13.66 % -1.41 % 0.3764 0.90 - Short Covering 25.53%38.07 1.25 0.25 %
23-Jan-20 490.05 492.05 2,204,000 16,685,000 -1.65 % 18.88 % -0.92 % 0.3735 0.68 - Long Windup 43.51%80.16 2 0.41 %
22-Jan-20 497.95 500.30 1,854,000 16,840,000 0.87 % 187.44 % 1.03 % 0.3766 0.53 - Long Buildup 19.82%81.48 2.35 0.47 %
21-Jan-20 493.20 496.00 645,000 16,668,000 2.27 % 13.36 % -0.12 % 0.3859 0.56 - Short Covering 28.05%46.64 2.8 0.57 %
20-Jan-20 482.95 485.00 569,000 16,688,000 -0.81 % 25.05 % -0.80 % 0.3840 1.28 - Long Windup 26.37%22.07 2.05 0.42 %
17-Jan-20 485.95 488.95 455,000 16,822,000 2.15 % 3.88 % -1.20 % 0.3940 1.26 - Short Covering 20.45%26.27 3 0.62 %
16-Jan-20 475.85 478.65 438,000 17,026,000 -2.06 % 19.35 % 3.20 % 0.3912 1.32 - Short Buildup 30.53%28.29 2.8 0.59 %
15-Jan-20 485.75 488.70 367,000 16,498,000 1.04 % 24.41 % 0.82 % 0.3908 1.07 - Long Buildup 18.12%36.14 2.95 0.61 %
14-Jan-20 480.30 483.65 295,000 16,364,000 4.45 % 4.98 % 2.29 % 0.4005 0.91 - Long Buildup 17.16%39.43 3.35 0.7 %
13-Jan-20 460.60 463.05 281,000 15,997,000 0.44 % 8.49 % 0.11 % 0.3532 1.75 - Long Buildup 31.18%16.05 2.45 0.53 %
10-Jan-20 457.95 461.00 259,000 15,980,000 0.07 % 13.10 % 0.52 % 0.3637 1.00 - Long Buildup 23.69%18.29 3.05 0.67 %
09-Jan-20 457.00 460.70 229,000 15,898,000 1.67 % -0.43 % 0.13 % 0.3748 - - Long Buildup 24.72%20.47 3.7 0.81 %
08-Jan-20 451.35 453.15 230,000 15,877,000 -0.36 % 7.48 % -0.23 % 0.3799 - - Long Windup 16.91%8.76 1.8 0.4 %
07-Jan-20 452.40 454.80 214,000 15,914,000 1.96 % 19.55 % -1.03 % 0.3916 - - Short Covering 20.85%16.33 2.4 0.53 %
06-Jan-20 443.50 446.05 179,000 16,080,000 -3.89 % 55.65 % 0.99 % 0.3921 - - Short Buildup 23.77%23.15 2.55 0.57 %
03-Jan-20 460.30 464.10 115,000 15,922,000 -0.65 % 18.56 % 0.07 % 0.3598 - - Short Buildup 18.53%23.75 3.8 0.83 %
02-Jan-20 461.60 467.15 97,000 15,911,000 0.96 % -1.02 % -0.54 % 0.3708 - - Short Covering 23.68%14.44 5.55 1.2 %
01-Jan-20 458.10 462.70 98,000 15,998,000 0.15 % 0.00 % 0.46 % 0.3807 - - Long Buildup 19.72%9.78 4.6 1 %
31-Dec-19 456.85 462.00 98,000 15,924,000 -1.60 % 15.29 % 0.75 % 0.3924 - - Short Buildup 29.78%21.96 5.15 1.13 %
30-Dec-19 465.25 469.50 85,000 15,805,000 0.30 % -1.16 % -0.27 % 0.3960 - - Short Covering 24.13%11.58 4.25 0.91 %
27-Dec-19 463.10 468.10 86,000 15,848,000 0.81 % 2.38 % -0.70 % 0.4082 - - Short Covering 16.66%11.52 5 1.08 %
26-Dec-19 459.80 464.35 84,000 15,960,000 -1.29 % 37.70 % -3.54 % 0.4246 - - Long Windup 20.51%17.68 4.55 0.99 %
24-Dec-19 465.05 470.40 61,000 16,546,000 -0.21 % 22.00 % -2.11 % 0.4325 - - Long Windup 17.50%10.08 5.35 1.15 %
23-Dec-19 468.15 471.40 50,000 16,903,000 -0.68 % 25.00 % -1.05 % 0.4459 - - Long Windup 17.98%16.41 3.25 0.69 %
20-Dec-19 470.40 474.65 40,000 17,083,000 1.24 % 33.33 % -0.61 % 0.4589 - - Short Covering 20.07%30.34 4.25 0.9 %
19-Dec-19 464.20 468.85 30,000 17,187,000 2.30 % 66.67 % 0.01 % 0.4685 - - Long Buildup 14.73%39.82 4.65 1 %
18-Dec-19 454.00 458.30 18,000 17,185,000 0.88 % -5.26 % 0.98 % 0.4728 - - Long Buildup 27.57%34.57 4.3 0.95 %
17-Dec-19 448.75 454.30 19,000 17,019,000 -1.28 % 11.76 % 0.88 % 0.4850 - - Short Buildup 39.28%80.80 5.55 1.24 %
16-Dec-19 455.00 460.20 17,000 16,871,000 1.80 % 6.25 % 3.87 % 0.4958 - - Long Buildup 16.72%53.16 5.2 1.14 %
13-Dec-19 449.35 452.05 16,000 16,242,000 -0.21 % 0.00 % 0.99 % 0.5082 - - Short Buildup 26.24%34.95 2.7 0.6 %
12-Dec-19 448.75 453.00 16,000 16,082,000 0.94 % 0.00 % 0.56 % 0.5236 - - Long Buildup 22.95%22.34 4.25 0.95 %
11-Dec-19 449.25 448.80 16,000 15,993,000 2.12 % 33.33 % -0.01 % 0.5400 - - Short Covering 17.56%33.24 -0.45 -0.1 %
10-Dec-19 432.55 439.50 12,000 15,994,000 -2.15 % 100.00 % 3.63 % 0.5256 - - Short Buildup 34.11%34.43 6.95 1.61 %
09-Dec-19 448.30 449.15 6,000 15,434,000 -0.87 % 100.00 % -1.29 % 0.5121 - - Long Windup 26.74%15.48 0.85 0.19 %
06-Dec-19 445.70 453.10 3,000 15,635,000 -0.44 % 0.00 % -1.31 % 0.5271 - - Long Windup 34.05%35.02 7.4 1.66 %
05-Dec-19 449.15 455.10 3,000 15,842,000 0.00 % 0.00 % -0.41 % 0.5420 - - 38.54%35.03 5.95 1.32 %
04-Dec-19 452.85 455.10 3,000 15,908,000 -0.10 % 50.00 % -1.22 % 0.5564 - - Long Windup 22.33%18.88 2.25 0.5 %
03-Dec-19 445.55 455.55 2,000 16,104,000 0.00 % 0.00 % -0.48 % 0.5655 - - 34.93%28.02 10 2.24 %
02-Dec-19 450.15 455.55 2,000 16,182,000 0.00 % 0.00 % 0.61 % 0.5809 - - 28.28%27.86 5.4 1.2 %
29-Nov-19 449.90 455.55 2,000 16,084,000 0.00 % 0.00 % -6.37 % 0.5991 - - 15.58%28.95 5.65 1.26 %
 
 
Average Delivery Volume
On 20-Feb-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
88.48 Crore Rs. 103.87 Crore Rs. 81.14 Crore Rs. 74.35 Crore Rs. 68.87 Crore Rs. 56.90 Crore Rs. More details >>
Average Delivery Percentage
On 20-Feb-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
10.14 % 11.16 % 12.81 % 15.75 % 15.78 % 16.72 % More details >>
 
 
AUROPHARMA Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Feb-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
563.24 577.37 589.29 603.42 615.34 629.47 641.39
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
588.18 594.69 596.86 599.03 603.42 603.37 605.54 607.71 614.23
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
577.37 587.32 593.47 603.42 613.37 619.52 629.47
DeMark Pivot
Support 1 Pivot Point Resistance 1
583.33 600.44 609.38
 
 
AUROPHARMA Result / Events
Date Description Status
06-Feb-20Financial Results/DividendCompleted
07-Aug-19Financial ResultsCompleted
28-May-19Financial ResultsCompleted
07-Feb-19Financial Results/DividendCompleted