FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Jun-20] as on 05-Jun-20

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 10,093.80 10,177.80 10,040.75 10,142.15 NA 1.13 % NA NA
25-Jun-20 10,066.65 10,184.00 10,040.00 10,145.50 10,329,825 1.28 % 2.78 % Long Buildup
30-Jul-20 10,069.95 10,175.00 10,031.10 10,142.25 888,150 1.29 % 5.11 % Long Buildup
27-Aug-20 10,089.30 10,196.00 10,053.35 10,165.35 445,725 1.30 % 0.07 % Long Buildup
Cummulative NA NA NA NA 11,663,700 NA 2.85 % Long Buildup
NIFTY Options OI PCR: 1.11   (Weekly expiry :11-Jun-20)   PUT OI: 16,133,025   CALL OI: 14,509,875 
  1.53  (Expiry: 25-Jun-20 )   PUT OI: 29,738,200   CALL OI: 19,382,775 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10500.00 1797300 36.19% 22.75 0.44% Long Buildup
10300.00 1795650 166.59% 65.60 22.62% Long Buildup
10200.00 1579425 51.01% 105.30 32.20% 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
10300.00 1795650 166.59% 65.60 22.62% Long Buildup
10400.00 1296375 86.12% 39.55 12.84% Long Buildup
11000.00 1282575 75.76% 1.65 -38.89% 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
10000.00 731100 -16.48% 219.65 34.96% Short Covering
9800.00 270075 -12.51% 377.10 30.10% Short Covering
9500.00 138825 -12.81% 647.65 20.63% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
9800.00 1756650 66.09% 32.15 -56.23% Short Buildup
10000.00 1590825 85.85% 76.00 -48.30% Short Buildup
9500.00 1570650 33.79% 8.85 -63.20% 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
9900.00 1464450 138.97% 49.70 -52.76% Short Buildup
10000.00 1590825 85.85% 76.00 -48.30% Short Buildup
9800.00 1756650 66.09% 32.15 -56.23% 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
8000.00 178650 -19.47% 0.75 -21.05% Long Windup
7500.00 39750 -38.80% 0.50 -41.18% Long Windup
10500.00 31725 -33.59% 360.65 -28.80% Long Windup
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10000.00 1779750 -4.64% 334.65 23.17% Short Covering
11000.00 1700850 1.81% 21.90 26.59% Long Buildup
10500.00 1617675 1.21% 104.10 30.61% 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
10900.00 285450 73.24% 29.80 29.57% Long Buildup
10600.00 591525 20.87% 77.45 31.83% Long Buildup
12000.00 803475 14.36% 3.35 -10.67% 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
10000.00 1779750 -4.64% 334.65 23.17% Short Covering
10650.00 14850 -72.61% 65.30 29.18% Short Covering
9500.00 990900 -3.40% 711.50 16.12% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
9000.00 3414550 3.43% 24.05 -31.09% Short Buildup
9500.00 2969775 9.52% 70.60 -29.05% Short Buildup
9900.00 2250375 16.99% 160.05 -25.87% 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
9900.00 2250375 16.99% 160.05 -25.87% Short Buildup
9500.00 2969775 9.52% 70.60 -29.05% Short Buildup
10100.00 548100 55.89% 233.20 -23.64% 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
8800.00 720825 -17.18% 15.90 -29.33% Long Windup
8500.00 1906875 -1.83% 10.80 -25.26% Long Windup
7500.00 975750 -1.78% 5.00 -21.88% Long Windup
 
 
NIFTY 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)
Premium /
Discount
Premium /
Discount %
05-Jun-20 10,142.15 10,145.50 10,329,825 11,663,700 1.28 % 2.78 % 2.85 % 0.3744 1.53 11.44 % Long Buildup 3.35 0.03 %
04-Jun-20 10,029.10 10,017.65 10,050,300 11,340,675 -0.54 % -3.65 % -3.39 % 0.3749 1.49 11.38 % Long Windup -11.45 -0.11 %
03-Jun-20 10,061.55 10,071.80 10,430,775 11,738,700 1.09 % -2.75 % -0.86 % 0.3758 - 11.14 % Short Covering 10.25 0.1 %
02-Jun-20 9,979.10 9,962.95 10,725,975 11,841,000 1.76 % 7.32 % 7.63 % 0.3764 1.54 9.42 % Long Buildup -16.15 -0.16 %
01-Jun-20 9,826.15 9,791.00 9,994,425 11,001,375 3.13 % 1.01 % 5.10 % 0.3766 1.47 9.15 % Long Buildup -35.15 -0.36 %
29-May-20 9,580.30 9,494.10 9,894,075 10,467,825 0.70 % 3.41 % -21.40 % 0.4776 1.42 5.48 % Short Covering -86.2 -0.9 %
28-May-20 9,490.10 9,427.95 9,567,975 13,318,275 1.37 % 30.35 % 3.94 % 0.4926 1.38 - Long Buildup -62.15 -0.65 %
27-May-20 9,314.95 9,300.45 7,339,950 12,813,975 3.02 % 76.27 % 20.21 % 0.4995 1.34 - Long Buildup -14.5 -0.16 %
26-May-20 9,029.05 9,028.20 4,164,150 10,659,900 0.02 % 79.61 % 6.83 % 0.4944 1.26 - Long Buildup -0.85 -0.01 %
22-May-20 9,039.25 9,026.55 2,318,400 9,978,525 -0.54 % 16.15 % 1.82 % 0.5099 1.31 - Short Buildup -12.7 -0.14 %
21-May-20 9,106.25 9,075.60 1,996,125 9,799,725 0.07 % 8.16 % -0.91 % 0.5253 1.30 - Short Covering -30.65 -0.34 %
20-May-20 9,066.55 9,069.60 1,845,600 9,890,100 2.14 % 25.00 % 2.89 % 0.5418 1.32 - Long Buildup 3.05 0.03 %
19-May-20 8,879.10 8,879.95 1,476,525 9,612,750 0.60 % 5.71 % 1.46 % 0.5502 1.32 - Long Buildup 0.85 0.01 %
18-May-20 8,823.25 8,826.85 1,396,800 9,474,150 -3.41 % 45.11 % 7.85 % 0.5666 1.33 - Short Buildup 3.6 0.04 %
15-May-20 9,136.85 9,138.55 962,550 8,784,900 -0.14 % 6.92 % 3.33 % 0.5599 1.41 - Short Buildup 1.7 0.02 %
14-May-20 9,142.75 9,151.30 900,225 8,502,150 -2.67 % 6.54 % 1.52 % 0.5775 1.47 - Short Buildup 8.55 0.09 %
13-May-20 9,383.55 9,402.60 844,950 8,375,250 1.91 % 15.36 % 2.23 % 0.5813 1.51 - Long Buildup 19.05 0.2 %
12-May-20 9,196.55 9,226.05 732,450 8,192,250 -0.06 % 11.14 % 0.61 % 0.5921 1.53 - Short Buildup 29.5 0.32 %
11-May-20 9,239.20 9,231.20 659,025 8,142,525 -0.15 % 11.65 % -6.04 % 0.6107 1.57 - Long Windup -8 -0.09 %
08-May-20 9,251.50 9,245.45 590,250 8,666,400 0.27 % -0.52 % 0.73 % 0.6298 1.57 - Long Buildup -6.05 -0.07 %
07-May-20 9,199.05 9,220.50 593,325 8,603,175 -0.80 % -0.77 % 1.70 % 0.6494 1.61 - Short Buildup 21.45 0.23 %
06-May-20 9,270.90 9,295.05 597,900 8,459,475 0.82 % 14.66 % -4.94 % 0.6686 1.65 - Short Covering 24.15 0.26 %
05-May-20 9,205.60 9,219.90 521,475 8,898,975 -0.97 % -1.99 % -5.90 % 0.6886 1.64 - Long Windup 14.3 0.16 %
04-May-20 9,293.50 9,310.45 532,050 9,456,900 -5.36 % 17.90 % -29.84 % 0.7091 1.62 - Long Windup 16.95 0.18 %
30-Apr-20 9,859.90 9,837.45 451,275 13,478,550 2.71 % 9.62 % 15.04 % 0.6716 1.60 - Long Buildup -22.45 -0.23 %
29-Apr-20 9,553.35 9,577.45 411,675 11,716,875 1.70 % 8.39 % 4.85 % 0.6753 1.51 - Long Buildup 24.1 0.25 %
28-Apr-20 9,380.90 9,417.65 379,800 11,174,475 1.16 % 10.93 % 2.69 % 0.6922 1.46 - Long Buildup 36.75 0.39 %
27-Apr-20 9,282.30 9,309.65 342,375 10,881,675 1.63 % 1.40 % -7.06 % 0.7120 1.42 - Short Covering 27.35 0.29 %
24-Apr-20 9,154.40 9,160.25 337,650 11,708,175 -1.69 % 7.52 % -1.69 % 0.7298 1.41 - Long Windup 5.85 0.06 %
23-Apr-20 9,313.90 9,317.95 314,025 11,909,700 1.16 % 9.15 % -0.91 % 0.7481 1.40 - Short Covering 4.05 0.04 %
22-Apr-20 9,187.30 9,211.35 287,700 12,018,975 2.34 % 5.67 % 1.54 % 0.7695 1.39 - Long Buildup 24.05 0.26 %
21-Apr-20 8,981.45 9,000.80 272,250 11,836,725 -3.06 % 4.37 % 1.57 % 0.7853 1.39 - Short Buildup 19.35 0.22 %
20-Apr-20 9,261.85 9,285.00 260,850 11,654,325 -0.56 % 16.17 % 0.89 % 0.7954 1.39 - Short Buildup 23.15 0.25 %
17-Apr-20 9,266.75 9,337.20 224,550 11,551,050 3.07 % 5.98 % 2.05 % 0.8200 1.40 - Long Buildup 70.45 0.76 %
16-Apr-20 8,992.80 9,058.80 211,875 11,318,625 1.21 % -5.01 % 2.26 % 0.8332 1.37 - Long Buildup 66 0.73 %
15-Apr-20 8,925.30 8,950.45 223,050 11,068,425 -0.80 % 36.74 % -3.91 % 0.8575 1.38 - Long Windup 25.15 0.28 %
13-Apr-20 8,993.85 9,022.25 163,125 11,519,400 -0.79 % -0.28 % -2.42 % 0.8834 1.38 - Long Windup 28.4 0.32 %
09-Apr-20 9,111.90 9,093.85 163,575 11,804,775 3.77 % 13.18 % 8.83 % 0.9102 1.38 - Long Buildup -18.05 -0.2 %
08-Apr-20 8,748.75 8,763.25 144,525 10,847,325 -1.41 % 4.73 % -1.09 % 0.9210 1.38 - Long Windup 14.5 0.17 %
07-Apr-20 8,792.20 8,888.15 138,000 10,966,875 9.54 % 29.03 % 0.30 % 0.9475 1.38 - Long Buildup 95.95 1.09 %
03-Apr-20 8,083.80 8,113.75 106,950 10,933,875 -2.01 % 12.02 % -0.69 % 0.8671 - - Long Windup 29.95 0.37 %
01-Apr-20 8,253.80 8,280.25 95,475 11,009,925 -4.18 % 14.17 % -6.06 % 0.8885 1.41 - Long Windup 26.45 0.32 %
31-Mar-20 8,597.75 8,641.45 83,625 11,720,700 3.78 % 53.16 % -2.05 % 0.8925 1.41 - Short Covering 43.7 0.51 %
30-Mar-20 8,281.10 8,326.85 54,600 11,965,800 -4.33 % 131.11 % 6.18 % 0.9009 1.42 - Short Buildup 45.75 0.55 %
27-Mar-20 8,660.25 8,703.60 23,625 11,269,725 0.00 % 0.00 % -39.52 % 0.9062 1.41 - 43.35 0.5 %
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTURE-
SPOT-
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 08-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
9918.34 9979.17 10062.34 10123.17 10206.34 10267.17 10350.34
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
10073.5 10109.5 10121.5 10133.5 10123.17 10157.5 10169.5 10181.5 10217.5
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
9979.17 10034.18 10068.16 10123.17 10178.18 10212.16 10267.17
DeMark Pivot
Support 1 Pivot Point Resistance 1
10092.75 10138.38 10236.75