FnO Contract Details

Expiry:
Symbol:

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

CADILAHC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 381.75 383.80 374.15 376.30 NA -1.98 % NA NA
24-Sep-20 380.00 383.90 374.00 375.75 365,200 -2.15 % -79.58 % Long Windup
29-Oct-20 381.75 385.55 375.40 376.95 6,380,000 -2.21 % 11.97 % Short Buildup
26-Nov-20 381.60 386.75 377.95 378.85 61,600 -2.06 % 27.27 % Short Buildup
Cummulative NA NA NA NA 6,806,800 NA -9.66 % Long Windup
CADILAHC Options OI PCR:  0.44   (Expiry : 29-Oct-20 )   PUT OI: 662,200   CALL OI: 1,507,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 446600 14.69% 12.05 -16.03% Short Buildup
450.00 279400 19.81% 3.55 -21.11% Short Buildup
420.00 176000 15.94% 7.30 -21.08% 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
390.00 173800 276.19% 15.40 -13.24% Short Buildup
380.00 121000 120.00% 18.80 -17.00% Short Buildup
400.00 446600 14.69% 12.05 -16.03% 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
460.00 24200 -21.43% 3.10 -11.43% Long Windup
425.00 4400 -50.00% 7.40 -41.04% Long Windup
485.00 4400 -33.33% 0.30 -92.50% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
350.00 134200 48.78% 9.10 37.88% Long Buildup
380.00 121000 48.65% 21.90 32.73% Long Buildup
400.00 107800 32.43% 33.00 17.02% 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
350.00 134200 48.78% 9.10 37.88% Long Buildup
380.00 121000 48.65% 21.90 32.73% Long Buildup
360.00 55000 92.31% 12.75 20.85% 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
 
 
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 %
24-Sep-20 376.30 376.95 6,380,000 6,806,800 -2.21 % 11.97 % -9.66 % 0.4349 0.44 - Long Windup 25.72%35.16 0.65 0.17 %
23-Sep-20 383.90 385.45 5,698,000 7,535,000 -2.45 % 28.79 % -7.81 % 0.4351 0.42 - Long Windup 26.51%37.98 1.55 0.4 %
22-Sep-20 393.10 395.15 4,424,200 8,173,000 -0.47 % 66.61 % -0.85 % 0.4351 0.38 - Long Windup 18.72%36.29 2.05 0.52 %
21-Sep-20 396.10 397.00 2,655,400 8,243,400 -3.66 % 78.02 % -11.79 % 0.4360 0.37 - Long Windup 19.24%67.79 0.9 0.23 %
18-Sep-20 409.70 412.10 1,491,600 9,345,600 3.99 % 98.83 % 1.24 % 0.4347 0.38 - Long Buildup 14.99%120.63 2.4 0.59 %
17-Sep-20 393.70 396.30 750,200 9,231,200 1.51 % 62.38 % -2.98 % 0.4325 0.28 - Short Covering 20.17%50.21 2.6 0.66 %
16-Sep-20 388.40 390.40 462,000 9,515,000 3.43 % 14.13 % -1.44 % 0.4332 0.26 - Short Covering 21.70%42.59 2 0.51 %
15-Sep-20 375.05 377.45 404,800 9,653,600 1.97 % 3.37 % -6.86 % 0.4317 0.07 - Short Covering 12.46%19.42 2.4 0.64 %
14-Sep-20 368.55 370.15 391,600 10,364,200 -0.55 % 10.56 % -2.97 % 0.4322 0.08 - Long Windup 26.11%27.36 1.6 0.43 %
11-Sep-20 370.00 372.20 354,200 10,681,000 1.53 % 30.89 % 5.00 % 0.4332 0.08 - Long Buildup 22.51%36.71 2.2 0.59 %
10-Sep-20 363.75 366.60 270,600 10,172,800 -1.90 % 55.70 % 14.71 % 0.4337 0.11 - Short Buildup 31.64%60.21 2.85 0.78 %
09-Sep-20 370.60 373.70 173,800 8,868,200 1.91 % 25.40 % 2.39 % 0.4340 0.11 - Long Buildup 27.34%36.40 3.1 0.84 %
08-Sep-20 364.60 366.70 138,600 8,661,400 -1.73 % 12.50 % 0.20 % 0.4346 0.14 - Short Buildup 14.52%11.03 2.1 0.58 %
07-Sep-20 370.40 373.15 123,200 8,643,800 -1.91 % 36.59 % 4.47 % 0.4351 0.14 - Short Buildup 23.57%27.76 2.75 0.74 %
04-Sep-20 377.15 380.40 90,200 8,274,200 -2.95 % 2.50 % -0.53 % 0.4355 - - Long Windup 24.92%32.55 3.25 0.86 %
03-Sep-20 387.05 391.95 88,000 8,318,200 2.34 % 14.29 % -1.33 % 0.4352 - - Short Covering 20.11%18.88 4.9 1.27 %
02-Sep-20 382.00 383.00 77,000 8,430,400 0.26 % -2.78 % 1.51 % 0.4359 - - Long Buildup 23.87%31.13 1 0.26 %
01-Sep-20 378.10 382.00 79,200 8,305,000 1.96 % 5.88 % -3.25 % 0.4368 - - Short Covering 16.41%20.46 3.9 1.03 %
31-Aug-20 371.25 374.65 74,800 8,584,400 -4.32 % 36.00 % -1.89 % 0.4372 - - Long Windup 22.29%25.02 3.4 0.92 %
28-Aug-20 388.85 391.55 55,000 8,749,400 0.14 % 19.05 % 1.30 % 0.4338 - - Long Buildup 21.61%20.46 2.7 0.69 %
27-Aug-20 389.10 391.00 46,200 8,637,200 -0.64 % 23.53 % -3.68 % 0.4349 - - Long Windup 17.00%17.69 1.9 0.49 %
26-Aug-20 388.65 393.50 37,400 8,967,200 0.67 % 13.33 % -0.85 % 0.4360 - - Short Covering 17.56%14.95 4.85 1.25 %
25-Aug-20 388.20 390.90 33,000 9,044,200 -1.34 % 0.00 % -1.27 % 0.4371 - - Long Windup 21.72%18.96 2.7 0.7 %
24-Aug-20 395.10 396.20 33,000 9,160,800 -1.23 % 36.36 % -4.50 % 0.4375 - - Long Windup 12.99%15.79 1.1 0.28 %
21-Aug-20 400.65 401.15 24,200 9,592,000 0.04 % 10.00 % -1.89 % 0.4382 - - Short Covering 31.95%47.65 0.5 0.12 %
20-Aug-20 398.45 401.00 22,000 9,776,800 0.28 % 25.00 % 0.36 % 0.4392 - - Long Buildup 19.01%18.20 2.55 0.64 %
19-Aug-20 395.80 399.90 17,600 9,741,600 -0.10 % 60.00 % 0.41 % 0.4402 - - Short Buildup 23.28%45.71 4.1 1.04 %
18-Aug-20 397.00 400.30 11,000 9,702,000 0.00 % 0.00 % -1.10 % 0.4413 - - 28.23%22.67 3.3 0.83 %
17-Aug-20 397.50 400.30 11,000 9,809,800 -0.67 % 0.00 % -0.71 % 0.4424 - - Long Windup 17.48%29.91 2.8 0.7 %
14-Aug-20 395.45 403.00 11,000 9,880,200 3.60 % 25.00 % 10.10 % 0.4435 - - Long Buildup 18.96%55.72 7.55 1.91 %
13-Aug-20 386.40 389.00 8,800 8,973,800 -0.42 % 33.33 % -3.39 % 0.4435 - - Long Windup 20.58%42.98 2.6 0.67 %
12-Aug-20 385.20 390.65 6,600 9,288,400 -2.06 % 0.00 % -0.80 % 0.4446 - - Long Windup 19.50%29.99 5.45 1.41 %
11-Aug-20 394.75 398.85 6,600 9,363,200 -2.64 % 50.00 % -2.76 % 0.4445 - - Long Windup 22.28%29.46 4.1 1.04 %
10-Aug-20 405.15 409.65 4,400 9,629,400 0.00 % 0.00 % 2.77 % 0.4442 - - 21.85%70.30 4.5 1.11 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
35.16 Crore Rs. 36.47 Crore Rs. 59.57 Crore Rs. 51.26 Crore Rs. 44.75 Crore Rs. 36.94 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 >>
25.72 % 23.16 % 18.38 % 18.44 % 20.22 % 20.50 % More details >>
 
 
CADILAHC 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
362.9 369.15 373.05 379.3 383.2 389.45 393.35
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
371.88 374.41 375.26 376.1 379.3 377.8 378.64 379.49 382.03
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
369.15 373.03 375.42 379.3 383.18 385.57 389.45
DeMark Pivot
Support 1 Pivot Point Resistance 1
371.1 378.33 381.25
 
 
CADILAHC Result / Events
Date Description Status
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