FnO Contract Details

Expiry:
Symbol:

AUROPHARMA analysis for the selected expiry [Apr-21] as on 19-Apr-21

AUROPHARMA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 955.00 974.00 932.20 965.90 NA 1.35 % NA NA
29-Apr-21 950.00 977.00 935.10 969.50 10,078,250 1.48 % 2.00 % Long Buildup
27-May-21 945.00 980.30 941.90 975.50 310,050 1.78 % 27.20 % Long Buildup
24-Jun-21 0.00 0.00 0.00 934.10 1,950 0.00 % 0.00 %
Cummulative NA NA NA NA 10,390,250 NA 2.61 % Long Buildup
AUROPHARMA Options OI PCR:  0.53   (Expiry : 29-Apr-21 )   PUT OI: 1,719,900   CALL OI: 3,231,150 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1000.00 666250 15.17% 22.70 37.16% Long Buildup
980.00 278850 29.61% 30.15 36.73% Long Buildup
950.00 237900 14.38% 42.90 27.30% 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
970.00 169000 198.85% 34.15 34.98% Long Buildup
1000.00 666250 15.17% 22.70 37.16% Long Buildup
960.00 228800 56.44% 37.90 29.35% 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
930.00 91000 -16.67% 54.55 23.28% Short Covering
920.00 199550 -5.54% 62.70 23.91% Short Covering
900.00 139100 -4.89% 75.50 16.69% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
900.00 165100 5.39% 8.70 -13.86% Short Buildup
960.00 143650 176.25% 28.90 -13.99% Short Buildup
850.00 139750 8.59% 3.45 -2.82% 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
960.00 143650 176.25% 28.90 -13.99% Short Buildup
870.00 66950 110.20% 4.60 -8.91% Short Buildup
860.00 91650 43.88% 3.80 -9.52% 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
780.00 46800 -7.69% 0.80 -42.86% Long Windup
820.00 61100 -4.08% 2.15 30.30% Short Covering
700.00 19500 -3.23% 1.00 185.71% Short Covering
 
 
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 %
19-Apr-21 965.90 969.50 10,078,250 10,390,250 1.48 % 2.00 % 2.61 % 0.5486 0.53 3.00 % Long Buildup 15.20%67.35 3.6 0.37 %
16-Apr-21 953.00 955.40 9,880,650 10,126,350 3.97 % 3.26 % 3.29 % 0.5497 0.54 2.43 % Long Buildup 36.37%151.89 2.4 0.25 %
15-Apr-21 915.25 918.90 9,568,650 9,803,950 0.75 % 9.36 % 10.03 % 0.5483 0.50 2.40 % Long Buildup 35.71%143.61 3.65 0.4 %
13-Apr-21 909.25 912.10 8,749,650 8,910,200 -0.41 % 0.25 % 0.43 % 0.5496 0.53 1.80 % Short Buildup 27.15%41.80 2.85 0.31 %
12-Apr-21 915.20 915.85 8,728,200 8,871,850 -3.63 % -5.81 % -5.69 % 0.5510 0.51 1.62 % Long Windup 27.29%74.30 0.65 0.07 %
09-Apr-21 943.70 950.30 9,267,050 9,407,450 4.06 % 5.26 % 5.17 % 0.5508 0.63 1.49 % Long Buildup 30.16%111.19 6.6 0.7 %
08-Apr-21 907.40 913.25 8,804,250 8,944,650 0.43 % 0.32 % 0.46 % 0.5496 0.60 1.57 % Long Buildup 30.76%41.37 5.85 0.64 %
07-Apr-21 905.00 909.30 8,776,300 8,903,700 1.20 % 0.69 % 0.67 % 0.5510 0.58 1.43 % Long Buildup 32.21%49.84 4.3 0.48 %
06-Apr-21 892.80 898.50 8,715,850 8,844,550 1.37 % 2.37 % 3.09 % 0.5520 0.60 1.46 % Long Buildup 41.71%57.04 5.7 0.64 %
05-Apr-21 882.20 886.40 8,513,700 8,579,350 -0.20 % -0.95 % -0.86 % 0.5532 0.55 0.77 % Long Windup 33.82%46.52 4.2 0.48 %
01-Apr-21 881.30 888.20 8,594,950 8,654,100 0.45 % 0.44 % 0.51 % 0.5546 0.59 0.68 % Long Buildup 31.52%40.00 6.9 0.78 %
31-Mar-21 881.30 884.25 8,557,250 8,609,900 1.03 % -0.07 % 1.21 % 0.0000 0.54 0.61 % Long Buildup 43.31%57.01 2.95 0.33 %
30-Mar-21 870.40 875.25 8,453,250 8,506,550 2.21 % -0.63 % -0.59 % 0.5571 0.50 0.63 % Short Covering 45.55%65.28 4.85 0.56 %
26-Mar-21 850.05 856.35 8,506,550 8,557,250 1.39 % 0.73 % -3.25 % 0.5576 0.50 0.59 % Short Covering 30.94%34.77 6.3 0.74 %
25-Mar-21 840.15 844.60 8,444,800 8,844,550 -2.01 % 28.90 % 0.04 % 0.5588 0.57 - Short Buildup 38.35%87.18 4.45 0.53 %
24-Mar-21 855.85 861.95 6,551,350 8,840,650 1.00 % 25.56 % 0.24 % 0.5596 0.44 - Long Buildup 21.45%53.05 6.1 0.71 %
23-Mar-21 846.15 853.40 5,217,550 8,819,850 1.19 % 74.65 % -1.49 % 0.5608 0.62 - Short Covering 38.08%49.94 7.25 0.86 %
22-Mar-21 835.25 843.40 2,987,400 8,953,100 1.94 % 158.20 % 1.71 % 0.5619 0.66 - Long Buildup 31.32%80.50 8.15 0.98 %
19-Mar-21 822.25 827.35 1,157,000 8,802,300 1.43 % 11.32 % -4.71 % 0.5629 0.98 - Short Covering 41.48%98.78 5.1 0.62 %
18-Mar-21 807.90 815.70 1,039,350 9,237,800 -3.26 % 32.26 % 2.42 % 0.5638 1.08 - Short Buildup 41.16%84.58 7.8 0.97 %
17-Mar-21 839.30 843.20 785,850 9,019,400 -0.79 % 105.26 % -3.84 % 0.5629 0.79 - Long Windup 44.32%78.46 3.9 0.46 %
16-Mar-21 840.95 849.90 382,850 9,379,500 0.87 % 32.96 % 0.37 % 0.5643 1.03 - Long Buildup 28.26%34.07 8.95 1.06 %
15-Mar-21 835.30 842.55 287,950 9,345,050 -1.32 % 45.25 % -2.86 % 0.5656 1.22 - Long Windup 37.51%66.09 7.25 0.87 %
12-Mar-21 848.25 853.85 198,250 9,620,650 -1.45 % 17.76 % -0.01 % 0.5667 1.58 - Long Windup 35.89%61.89 5.6 0.66 %
10-Mar-21 857.30 866.45 168,350 9,621,300 0.79 % 17.73 % 2.08 % 0.5679 1.50 - Long Buildup 50.81%66.47 9.15 1.07 %
09-Mar-21 852.95 859.65 143,000 9,425,650 -1.10 % 15.18 % 0.09 % 0.5693 2.00 - Short Buildup 38.66%35.90 6.7 0.79 %
08-Mar-21 862.70 869.20 124,150 9,417,200 -0.02 % 3.24 % -1.59 % 0.5705 1.75 - Long Windup 44.57%59.62 6.5 0.75 %
05-Mar-21 862.80 869.40 120,250 9,569,300 -1.75 % 6.94 % -1.70 % 0.5720 0.75 - Long Windup 46.76%72.33 6.6 0.76 %
04-Mar-21 874.90 884.85 112,450 9,735,050 -0.87 % 11.61 % 0.83 % 0.5731 1.00 - Short Buildup 44.53%59.34 9.95 1.14 %
03-Mar-21 880.50 892.65 100,750 9,655,100 0.07 % 9.15 % 3.70 % 0.5745 0.50 - Long Buildup 49.12%97.40 12.15 1.38 %
02-Mar-21 885.90 892.05 92,300 9,310,600 1.24 % 0.71 % -1.80 % 0.5758 - - Short Covering 43.13%85.27 6.15 0.69 %
01-Mar-21 873.65 881.10 91,650 9,480,900 1.70 % -2.08 % -2.88 % 0.5770 - - Short Covering 28.38%40.99 7.45 0.85 %
26-Feb-21 855.20 866.40 93,600 9,761,700 -0.51 % 12.50 % -1.47 % 0.5777 - - Long Windup 40.60%134.28 11.2 1.31 %
25-Feb-21 863.25 870.85 83,200 9,907,300 0.18 % 52.38 % 1.67 % 0.5790 - - Long Buildup 37.10%82.62 7.6 0.88 %
24-Feb-21 862.00 869.30 54,600 9,744,150 0.68 % 9.09 % -0.55 % 0.5805 - - Short Covering 47.77%45.31 7.3 0.85 %
23-Feb-21 853.60 863.45 50,050 9,798,100 -0.18 % 11.59 % 3.18 % 0.5818 - - Short Buildup 40.43%104.26 9.85 1.15 %
22-Feb-21 856.40 865.00 44,850 9,495,850 -3.51 % 56.82 % 0.93 % 0.5832 - - Short Buildup 39.19%107.59 8.6 1 %
19-Feb-21 888.55 896.50 28,600 9,408,100 -2.54 % 29.41 % 1.05 % 0.5828 - - Short Buildup 41.61%121.82 7.95 0.89 %
18-Feb-21 911.70 919.85 22,100 9,310,600 -0.94 % 3.03 % 1.16 % 0.5832 - - Short Buildup 45.93%72.19 8.15 0.89 %
17-Feb-21 922.15 928.60 21,450 9,204,000 -1.05 % 10.00 % 0.17 % 0.5844 - - Short Buildup 43.72%85.04 6.45 0.7 %
16-Feb-21 935.85 938.50 19,500 9,188,400 -0.27 % -3.23 % 0.31 % 0.5856 - - Short Buildup 32.88%56.19 2.65 0.28 %
15-Feb-21 932.20 941.05 20,150 9,159,800 1.19 % -3.13 % -2.09 % 0.5870 - - Short Covering 29.00%43.00 8.85 0.95 %
12-Feb-21 929.95 930.00 20,800 9,355,450 -1.56 % 18.52 % -6.44 % 0.5885 - - Long Windup 34.26%84.15 0.05 0.01 %
11-Feb-21 935.20 944.75 17,550 9,998,950 -2.79 % 107.69 % 3.75 % 0.5899 - - Short Buildup 27.98%167.51 9.55 1.02 %
10-Feb-21 967.95 971.85 8,450 9,637,550 1.00 % 0.00 % -1.02 % 0.5895 - - Short Covering 30.51%107.18 3.9 0.4 %
09-Feb-21 959.45 962.25 8,450 9,737,000 0.98 % 0.00 % -4.46 % 0.5909 - - Short Covering 36.39%163.33 2.8 0.29 %
08-Feb-21 956.95 952.90 8,450 10,192,000 -0.24 % 18.18 % 4.29 % 0.5924 - - Short Buildup 30.28%95.06 -4.05 -0.42 %
05-Feb-21 942.85 955.20 7,150 9,772,750 2.80 % 22.22 % 0.64 % 0.5935 - - Long Buildup 30.01%116.88 12.35 1.31 %
04-Feb-21 927.15 929.15 5,850 9,710,350 -1.68 % 12.50 % 1.27 % 0.5946 - - Short Buildup 32.89%57.38 2 0.22 %
03-Feb-21 920.00 945.00 5,200 9,588,800 1.00 % 100.00 % 12.10 % 0.5960 - - Long Buildup 43.58%190.68 25 2.72 %
02-Feb-21 921.60 935.60 2,600 8,554,000 2.25 % 100.00 % 9.36 % 0.5975 - - Long Buildup 32.58%80.87 14 1.52 %
01-Feb-21 921.45 915.00 1,300 7,822,100 0.00 % 0.00 % 3.91 % 0.5990 - - 28.28%54.64 -6.45 -0.7 %
29-Jan-21 905.25 915.00 1,300 7,527,650 0.00 % 0.00 % -11.93 % 0.6000 - - 34.25%99.48 9.75 1.08 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
67.35 Crore Rs. 120.95 Crore Rs. 95.79 Crore Rs. 85.17 Crore Rs. 72.86 Crore Rs. 72.12 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
15.20 % 28.89 % 28.46 % 29.12 % 31.50 % 33.02 % More details >>
 
 
AUROPHARMA Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
902.16 918.63 944.06 960.53 985.96 1002.43 1027.86
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
948.55 959.03 962.52 966.01 960.53 972.99 976.48 979.98 990.45
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
918.63 934.64 944.52 960.53 976.54 986.42 1002.43
DeMark Pivot
Support 1 Pivot Point Resistance 1
952.3 964.65 994.2
 
 
AUROPHARMA Result / Events
Date Description Status
10-Feb-21Financial Results/DividendCompleted
06-Feb-20Financial Results/DividendCompleted
07-Aug-19Financial ResultsCompleted
28-May-19Financial ResultsCompleted
07-Feb-19Financial Results/DividendCompleted