FnO Contract Details

Expiry:
Symbol:

AUROPHARMA analysis for the selected expiry [Oct-20] as on 24-Sep-20

AUROPHARMA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 775.00 777.50 738.05 743.75 NA -4.67 % NA NA
24-Sep-20 775.00 777.95 737.45 742.10 410,800 -5.18 % -86.02 % Long Windup
29-Oct-20 778.45 780.90 741.00 746.95 13,877,500 -4.91 % 25.71 % Short Buildup
26-Nov-20 775.90 781.75 747.00 752.85 104,000 -4.35 % 48.15 % Short Buildup
Cummulative NA NA NA NA 14,392,300 NA 2.44 % Short Buildup
AUROPHARMA Options OI PCR:  0.71   (Expiry : 29-Oct-20 )   PUT OI: 1,713,400   CALL OI: 2,401,100 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 484900 73.49% 25.80 -40.89% Short Buildup
900.00 468000 20.81% 8.50 -45.34% Short Buildup
1000.00 267800 35.53% 3.10 -43.64% 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
800.00 484900 73.49% 25.80 -40.89% Short Buildup
780.00 149500 5650.00% 31.75 -31.79% Short Buildup
900.00 468000 20.81% 8.50 -45.34% 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
700.00 325000 56.25% 24.15 49.07% Long Buildup
800.00 299000 11.11% 79.55 37.63% Long Buildup
720.00 263900 463.89% 31.75 58.75% 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
720.00 263900 463.89% 31.75 58.75% Long Buildup
700.00 325000 56.25% 24.15 49.07% Long Buildup
760.00 175500 145.45% 52.50 46.85% 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
None
None
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 %
24-Sep-20 743.75 746.95 13,877,500 14,392,300 -4.91 % 25.71 % 2.44 % 0.6755 0.71 - Short Buildup 20.31%65.53 3.2 0.43 %
23-Sep-20 780.20 785.55 11,039,600 14,049,100 -2.37 % 30.73 % 0.59 % 0.6741 0.63 - Short Buildup 19.58%58.55 5.35 0.69 %
22-Sep-20 799.10 804.60 8,444,800 13,967,200 1.08 % 58.32 % -2.10 % 0.6751 0.66 - Short Covering 21.45%97.96 5.5 0.69 %
21-Sep-20 792.35 796.00 5,333,900 14,267,500 -4.91 % 251.28 % 4.71 % 0.6766 0.50 - Short Buildup 14.42%86.79 3.65 0.46 %
18-Sep-20 828.10 837.10 1,518,400 13,625,300 2.64 % -3.63 % -7.44 % 0.6757 0.38 - Short Covering 28.82%149.12 9 1.09 %
17-Sep-20 810.80 815.55 1,575,600 14,721,200 -2.49 % -3.50 % -5.91 % 0.6768 0.38 - Long Windup 26.82%63.98 4.75 0.59 %
16-Sep-20 832.10 836.40 1,632,800 15,645,500 1.39 % 209.36 % 3.16 % 0.6776 0.38 - Long Buildup 9.82%78.02 4.3 0.52 %
15-Sep-20 818.80 824.95 527,800 15,165,800 3.09 % 69.17 % 1.28 % 0.6789 0.28 - Long Buildup 21.31%142.76 6.15 0.75 %
14-Sep-20 796.15 800.20 312,000 14,973,400 -1.11 % 12.68 % 1.55 % 0.6796 0.38 - Short Buildup 24.41%47.38 4.05 0.51 %
11-Sep-20 802.95 809.20 276,900 14,744,600 0.13 % 17.68 % -0.11 % 0.6812 0.64 - Short Covering 17.52%31.52 6.25 0.78 %
10-Sep-20 802.75 808.15 235,300 14,760,200 -0.13 % 12.42 % 0.61 % 0.6829 0.52 - Short Buildup 19.63%54.86 5.4 0.67 %
09-Sep-20 801.85 809.20 209,300 14,670,500 2.55 % 10.27 % 1.19 % 0.6846 0.54 - Long Buildup 18.71%55.04 7.35 0.92 %
08-Sep-20 786.35 789.10 189,800 14,497,600 -1.34 % 5.80 % -0.79 % 0.6858 0.50 - Long Windup 14.01%36.85 2.75 0.35 %
07-Sep-20 794.05 799.80 179,400 14,613,300 -1.59 % 48.39 % 3.82 % 0.6874 0.48 - Short Buildup 19.86%40.34 5.75 0.72 %
04-Sep-20 807.55 812.75 120,900 14,075,100 -2.20 % 8.14 % 4.09 % 0.6888 0.48 - Short Buildup 22.62%57.47 5.2 0.64 %
03-Sep-20 826.60 831.00 111,800 13,522,600 1.06 % 0.00 % 0.15 % 0.6898 0.48 - Long Buildup 19.94%43.18 4.4 0.53 %
02-Sep-20 815.45 822.25 111,800 13,501,800 -0.86 % 4.88 % 0.95 % 0.6913 0.32 - Short Buildup 13.58%30.57 6.8 0.83 %
01-Sep-20 816.95 829.35 106,600 13,374,400 2.05 % 7.89 % 1.74 % 0.6930 0.40 - Long Buildup 22.80%95.77 12.4 1.52 %
31-Aug-20 808.90 812.70 98,800 13,145,600 -7.12 % 18.75 % -2.72 % 0.6946 0.22 - Long Windup 31.93%144.31 3.8 0.47 %
28-Aug-20 868.90 875.00 83,200 13,513,500 -1.16 % 18.52 % 0.17 % 0.6896 0.40 - Short Buildup 33.02%67.05 6.1 0.7 %
27-Aug-20 876.60 885.30 70,200 13,490,100 1.41 % 50.00 % 2.37 % 0.6912 2.00 - Long Buildup 25.94%85.66 8.7 0.99 %
26-Aug-20 867.90 873.00 46,800 13,178,100 -0.53 % 20.00 % -1.33 % 0.6928 2.00 - Long Windup 34.49%63.40 5.1 0.59 %
25-Aug-20 871.90 877.65 39,000 13,356,200 -7.51 % 172.73 % 1.38 % 0.6945 2.00 - Short Buildup 28.23%142.96 5.75 0.66 %
24-Aug-20 869.40 948.95 14,300 13,174,200 0.00 % 0.00 % -3.01 % 0.6962 - - 26.76%86.55 79.55 9.15 %
21-Aug-20 856.15 948.95 14,300 13,583,700 0.00 % 0.00 % -0.67 % 0.6977 - - 35.67%70.00 92.8 10.84 %
20-Aug-20 857.50 948.95 14,300 13,676,000 0.00 % 0.00 % -0.61 % 0.6994 - - 31.38%57.38 91.45 10.66 %
19-Aug-20 864.35 948.95 14,300 13,760,500 0.00 % 0.00 % -0.41 % 0.7011 - - 34.46%74.14 84.6 9.79 %
18-Aug-20 872.10 948.95 14,300 13,817,700 0.00 % 0.00 % -1.02 % 0.7028 - - 32.23%87.77 76.85 8.81 %
17-Aug-20 863.00 948.95 14,300 13,959,400 0.00 % 0.00 % -1.59 % 0.7044 - - 33.44%74.97 85.95 9.96 %
14-Aug-20 879.10 948.95 14,300 14,185,600 0.00 % 0.00 % -2.17 % 0.7057 - - 21.51%107.00 69.85 7.95 %
13-Aug-20 881.30 948.95 14,300 14,500,200 -0.57 % -8.33 % -12.10 % 0.7075 - - Long Windup 25.91%266.10 67.65 7.68 %
12-Aug-20 934.20 954.40 15,600 16,497,000 -0.32 % 20.00 % 3.64 % 0.7048 - - Short Buildup 15.53%114.62 20.2 2.16 %
11-Aug-20 944.80 957.45 13,000 15,917,200 5.19 % 42.86 % 2.70 % 0.7064 - - Long Buildup 31.48%154.02 12.65 1.34 %
10-Aug-20 948.85 910.20 9,100 15,498,600 0.00 % 0.00 % 6.47 % 0.7082 - - 22.65%208.30 -38.65 -4.07 %
07-Aug-20 906.45 910.20 9,100 14,557,400 0.55 % 16.67 % -3.19 % 0.7073 - - Short Covering 20.19%138.26 3.75 0.41 %
06-Aug-20 909.75 905.25 7,800 15,037,100 4.30 % 20.00 % 2.40 % 0.7090 - - Long Buildup 15.66%113.65 -4.5 -0.49 %
05-Aug-20 860.65 867.90 6,500 14,684,800 0.00 % 0.00 % -1.44 % 0.7068 - - 26.80%83.58 7.25 0.84 %
04-Aug-20 864.10 867.90 6,500 14,899,300 -1.60 % 66.67 % 1.21 % 0.7086 - - Short Buildup 35.13%81.01 3.8 0.44 %
03-Aug-20 866.80 882.00 3,900 14,721,200 0.00 % 0.00 % 1.94 % 0.7103 - - 19.69%68.44 15.2 1.75 %
31-Jul-20 874.60 882.00 3,900 14,441,700 0.00 % 0.00 % 7.32 % 0.7120 - - 16.58%115.25 7.4 0.85 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
65.53 Crore Rs. 74.01 Crore Rs. 91.59 Crore Rs. 92.84 Crore Rs. 74.49 Crore Rs. 72.99 Crore Rs. More details >>
Average Delivery Percentage
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.31 % 20.58 % 20.75 % 19.06 % 18.95 % 20.63 % More details >>
 
 
AUROPHARMA Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Sep-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
691.76 716.38 731.66 756.28 771.56 796.18 811.46
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
727 736.98 740.3 743.63 756.28 750.28 753.6 756.93 766.9
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
716.38 731.62 741.04 756.28 771.52 780.94 796.18
DeMark Pivot
Support 1 Pivot Point Resistance 1
724.03 752.46 763.93
 
 
AUROPHARMA Result / Events
Date Description Status
06-Feb-20Financial Results/DividendCompleted
07-Aug-19Financial ResultsCompleted
28-May-19Financial ResultsCompleted
07-Feb-19Financial Results/DividendCompleted