FnO Contract Details

Expiry:
Symbol:

CADILAHC analysis for the selected expiry [Dec-20] as on 04-Dec-20

CADILAHC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 464.00 475.80 458.05 471.05 NA 1.75 % NA NA
31-Dec-20 467.05 478.00 452.00 473.50 7,579,000 1.69 % 5.71 % Long Buildup
28-Jan-21 466.30 479.35 462.05 475.10 178,200 1.71 % 14.08 % Long Buildup
25-Feb-21 467.50 479.20 467.50 476.00 17,600 2.51 % 700.00 % Long Buildup
Cummulative NA NA NA NA 7,774,800 NA 6.09 % Long Buildup
CADILAHC Options OI PCR:  0.54   (Expiry : 31-Dec-20 )   PUT OI: 2,120,800   CALL OI: 3,905,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 816200 9.12% 12.30 23.62% Long Buildup
520.00 523600 1.71% 7.55 24.79% Long Buildup
480.00 435600 17.86% 19.10 21.27% 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
490.00 202400 67.27% 15.35 22.31% Long Buildup
500.00 816200 9.12% 12.30 23.62% Long Buildup
480.00 435600 17.86% 19.10 21.27% 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
460.00 277200 -55.32% 28.50 17.28% Short Covering
450.00 264000 -28.14% 34.15 15.18% Short Covering
440.00 266200 -18.79% 41.65 15.37% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 334400 -24.00% 1.80 -32.08% Long Windup
420.00 279400 12.39% 3.80 -27.62% Short Buildup
440.00 259600 15.69% 8.05 -22.97% 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
470.00 105600 1100.00% 19.90 -24.48% Short Buildup
450.00 195800 36.92% 11.30 -19.57% Short Buildup
440.00 259600 15.69% 8.05 -22.97% 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
400.00 334400 -24.00% 1.80 -32.08% Long Windup
380.00 158400 -15.29% 0.85 -29.17% Long Windup
410.00 189200 -11.34% 2.20 -40.54% Long Windup
 
 
CADILAHC 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 %
04-Dec-20 471.05 473.50 7,579,000 7,774,800 1.69 % 5.71 % 6.09 % 0.4380 0.54 2.52 % Long Buildup 10.88%37.91 2.45 0.52 %
03-Dec-20 462.95 465.65 7,169,800 7,328,200 2.63 % 3.66 % 3.54 % 0.4384 0.48 2.16 % Long Buildup 17.69%36.98 2.7 0.58 %
02-Dec-20 450.80 453.70 6,916,800 7,077,400 -0.22 % 1.00 % 1.29 % 0.4381 0.46 2.27 % Short Buildup 18.52%24.85 2.9 0.64 %
01-Dec-20 453.65 454.70 6,848,600 6,987,200 0.40 % -4.22 % -4.08 % 0.4391 0.46 1.98 % Short Covering 14.56%45.37 1.05 0.23 %
27-Nov-20 450.10 452.90 7,150,000 7,284,200 6.48 % 20.37 % 16.30 % 0.4400 0.44 1.84 % Long Buildup 12.88%113.21 2.8 0.62 %
26-Nov-20 422.30 425.35 5,940,000 6,263,400 0.62 % 39.97 % 6.47 % 0.4326 0.51 - Long Buildup 27.28%29.82 3.05 0.72 %
25-Nov-20 421.50 422.75 4,243,800 5,882,800 -2.05 % 41.32 % -3.40 % 0.4337 0.59 - Long Windup 20.22%21.59 1.25 0.3 %
24-Nov-20 429.10 431.60 3,003,000 6,089,600 -0.54 % 129.41 % -0.86 % 0.4341 0.55 - Long Windup 27.16%34.98 2.5 0.58 %
23-Nov-20 432.85 433.95 1,309,000 6,142,400 1.37 % 56.58 % -3.09 % 0.4350 0.50 - Short Covering 25.10%40.69 1.1 0.25 %
20-Nov-20 425.80 428.10 836,000 6,338,200 -1.03 % 63.79 % -0.89 % 0.4356 0.52 - Long Windup 28.06%33.42 2.3 0.54 %
19-Nov-20 430.70 432.55 510,400 6,395,400 0.15 % 38.10 % 1.25 % 0.4364 0.53 - Long Buildup 23.77%37.00 1.85 0.43 %
18-Nov-20 428.90 431.90 369,600 6,316,200 0.22 % 22.63 % 0.28 % 0.4374 0.54 - Long Buildup 32.65%46.78 3 0.7 %
17-Nov-20 429.85 430.95 301,400 6,298,600 0.10 % -2.14 % -6.47 % 0.4385 0.72 - Short Covering 39.40%65.20 1.1 0.26 %
14-Nov-20 429.25 430.50 308,000 6,734,200 0.55 % 0.00 % -0.84 % 0.4396 0.59 - Short Covering 41.55%8.09 1.25 0.29 %
13-Nov-20 425.60 428.15 308,000 6,791,400 0.02 % 6.06 % -0.80 % 0.4406 0.56 - Short Covering 25.09%58.14 2.55 0.6 %
12-Nov-20 426.05 428.05 290,400 6,846,400 1.88 % 20.00 % 4.64 % 0.4417 0.20 - Long Buildup 18.55%71.41 2 0.47 %
11-Nov-20 416.45 420.15 242,000 6,542,800 2.09 % 25.00 % -1.13 % 0.4417 0.20 - Short Covering 20.57%50.22 3.7 0.89 %
10-Nov-20 409.40 411.55 193,600 6,617,600 -6.37 % 15.79 % 3.12 % 0.4422 0.20 - Short Buildup 23.45%68.64 2.15 0.53 %
09-Nov-20 437.60 439.55 167,200 6,417,400 0.83 % 4.11 % -9.24 % 0.4341 - - Short Covering 33.70%60.62 1.95 0.45 %
06-Nov-20 432.30 435.95 160,600 7,070,800 -2.38 % 2.82 % 6.39 % 0.4349 - - Short Buildup 35.82%65.10 3.65 0.84 %
05-Nov-20 442.90 446.60 156,200 6,646,200 0.79 % 14.52 % 5.59 % 0.4347 - - Long Buildup 23.69%55.44 3.7 0.84 %
04-Nov-20 439.30 443.10 136,400 6,294,200 0.40 % 0.00 % 1.02 % 0.4356 - - Long Buildup 19.12%53.32 3.8 0.87 %
03-Nov-20 437.65 441.35 136,400 6,230,400 7.59 % 106.67 % 1.94 % 0.4367 - - Long Buildup 11.96%158.19 3.7 0.85 %
02-Nov-20 410.65 410.20 66,000 6,111,600 -2.28 % 25.00 % 11.48 % 0.4292 - - Short Buildup 18.26%22.18 -0.45 -0.11 %
30-Oct-20 417.70 419.75 52,800 5,482,400 1.81 % 33.33 % -0.64 % 0.4297 - - Short Covering 7.60%8.03 2.05 0.49 %
29-Oct-20 411.15 412.30 39,600 5,517,600 -2.41 % 20.00 % 0.20 % 0.4302 - - Short Buildup 15.05%15.03 1.15 0.28 %
28-Oct-20 418.50 422.50 33,000 5,506,600 -0.71 % 25.00 % -1.50 % 0.4306 - - Long Windup 20.07%21.65 4 0.96 %
27-Oct-20 423.50 425.50 26,400 5,590,200 1.19 % 50.00 % 1.28 % 0.4314 - - Long Buildup 10.89%11.12 2 0.47 %
26-Oct-20 418.85 420.50 17,600 5,519,800 -2.08 % -11.11 % -8.40 % 0.4322 - - Long Windup 11.27%12.80 1.65 0.39 %
23-Oct-20 424.30 429.45 19,800 6,025,800 0.40 % -10.00 % 6.12 % 0.4330 - - Long Buildup 13.42%25.28 5.15 1.21 %
22-Oct-20 425.65 427.75 22,000 5,678,200 0.00 % 0.00 % 0.58 % 0.4340 - - 8.93%11.21 2.1 0.49 %
21-Oct-20 426.35 427.75 22,000 5,645,200 0.00 % 0.00 % -0.39 % 0.4351 - - 21.16%32.15 1.4 0.33 %
20-Oct-20 428.20 427.75 22,000 5,667,200 1.37 % 11.11 % -1.98 % 0.4362 - - Short Covering 18.54%36.07 -0.45 -0.11 %
19-Oct-20 422.70 421.95 19,800 5,781,600 0.00 % 0.00 % -0.34 % 0.4369 - - 11.18%17.12 -0.75 -0.18 %
16-Oct-20 430.40 421.95 19,800 5,801,400 0.00 % 0.00 % -5.82 % 0.4373 - - 10.05%30.15 -8.45 -1.96 %
15-Oct-20 415.90 421.95 19,800 6,160,000 -2.16 % 12.50 % 0.54 % 0.4360 - - Short Buildup 17.68%28.14 6.05 1.45 %
14-Oct-20 430.55 431.25 17,600 6,127,000 -1.45 % 14.29 % -7.51 % 0.4345 - - Long Windup 12.23%20.92 0.7 0.16 %
13-Oct-20 430.10 437.60 15,400 6,624,200 -1.44 % 16.67 % -1.89 % 0.4356 - - Long Windup 15.45%33.32 7.5 1.74 %
12-Oct-20 441.50 444.00 13,200 6,751,800 0.45 % -14.29 % -4.45 % 0.4353 - - Short Covering 15.68%36.22 2.5 0.57 %
09-Oct-20 438.00 442.00 15,400 7,066,400 0.67 % 16.67 % -5.47 % 0.4362 - - Short Covering 15.78%68.23 4 0.91 %
08-Oct-20 436.10 439.05 13,200 7,475,600 5.81 % 20.00 % -1.13 % 0.4373 - - Short Covering 20.07%103.30 2.95 0.68 %
07-Oct-20 412.85 414.95 11,000 7,561,400 -0.49 % 0.00 % -6.45 % 0.4321 - - Long Windup 18.98%35.64 2.1 0.51 %
06-Oct-20 415.35 417.00 11,000 8,082,800 -0.76 % 66.67 % -7.62 % 0.4331 - - Long Windup 18.86%52.94 1.65 0.4 %
05-Oct-20 414.05 420.20 6,600 8,749,400 3.75 % 50.00 % 15.14 % 0.4341 - - Long Buildup 18.32%49.80 6.15 1.49 %
01-Oct-20 398.25 405.00 4,400 7,598,800 1.22 % 100.00 % -0.23 % 0.4320 - - Short Covering 10.97%19.79 6.75 1.69 %
30-Sep-20 395.05 400.10 2,200 7,616,400 0.00 % 0.00 % 18.16 % 0.4330 - - 7.50%22.47 5.05 1.28 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
37.91 Crore Rs. 33.24 Crore Rs. 51.66 Crore Rs. 43.09 Crore Rs. 43.68 Crore Rs. 47.88 Crore Rs. More details >>
Average Delivery Percentage
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
10.88 % 14.47 % 13.73 % 15.59 % 19.31 % 21.38 % More details >>
 
 
CADILAHC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 07-Dec-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
431.66 441.83 457.66 467.83 483.66 493.83 509.66
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
460.5 467 469.17 471.33 467.83 475.67 477.83 480 486.5
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
441.83 451.76 457.9 467.83 477.76 483.9 493.83
DeMark Pivot
Support 1 Pivot Point Resistance 1
462.75 470.38 488.75
 
 
CADILAHC Result / Events
Date Description Status
02-Nov-20Financial ResultsCompleted
19-Jun-20Financial ResultsCompleted
05-Feb-20Financial ResultsCompleted
13-Nov-19Financial ResultsCompleted
09-Aug-19Financial ResultsCompleted
29-May-19Financial Results/DividendCompleted
07-Feb-19Financial ResultsCompleted