FnO Contract Details

Expiry:
Symbol:

CESC analysis for the selected expiry [Feb-20] as on 20-Feb-20

CESC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 689.90 699.80 681.55 697.80 NA 1.15 % NA NA
27-Feb-20 691.00 701.00 684.05 698.90 1,780,800 0.92 % -0.67 % Short Covering
26-Mar-20 691.90 704.15 687.50 701.75 224,800 1.00 % 95.14 % Long Buildup
Cummulative NA NA NA NA 2,005,600 NA 5.12 % Long Buildup
CESC Options OI PCR:  0.48   (Expiry : 27-Feb-20 )   PUT OI: 150,400   CALL OI: 310,400 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
740.00 65600 -2.38% 1.70 -26.09% Long Windup
720.00 60000 0.00% 3.65 -17.05% Long Windup
730.00 30400 -11.63% 2.65 -17.19% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 27200 9.68% 9.45 4.42% Long Buildup
690.00 6400 33.33% 15.05 17.58% Long Buildup
750.00 28000 2.94% 1.00 -42.86% 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
710.00 13600 -26.09% 6.10 -0.81% Long Windup
730.00 30400 -11.63% 2.65 -17.19% Long Windup
780.00 17600 -12.00% 0.10 -86.67% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 34400 -4.44% 12.85 -25.94% Long Windup
660.00 25600 6.67% 1.25 -40.48% Short Buildup
720.00 18400 -4.17% 25.35 -20.78% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
680.00 17600 37.50% 3.45 -47.73% Short Buildup
660.00 25600 6.67% 1.25 -40.48% Short Buildup
650.00 8800 10.00% 1.35 0.00% 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
700.00 34400 -4.44% 12.85 -25.94% Long Windup
670.00 9600 -7.69% 3.25 -7.14% Long Windup
720.00 18400 -4.17% 25.35 -20.78% Long Windup
 
 
CESC 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 %
20-Feb-20 697.80 698.90 1,780,800 2,005,600 0.92 % -0.67 % 5.12 % 0.3230 0.48 11.21 % Long Buildup 27.28%4.26 1.1 0.16 %
19-Feb-20 689.90 692.50 1,792,800 1,908,000 0.77 % 0.18 % 0.93 % 0.3302 0.46 6.04 % Long Buildup 29.45%4.15 2.6 0.38 %
18-Feb-20 685.55 687.20 1,789,600 1,890,400 0.49 % -0.53 % 0.90 % 0.3386 0.44 5.33 % Long Buildup 14.10%3.51 1.65 0.24 %
17-Feb-20 701.75 683.85 1,799,200 1,873,600 -1.54 % 2.37 % 2.90 % 0.3484 - 3.97 % Short Buildup 33.61%5.88 -17.9 -2.55 %
14-Feb-20 713.35 694.55 1,757,600 1,820,800 -2.16 % 2.14 % 2.38 % 0.3514 0.42 3.47 % Short Buildup 22.53%3.73 -18.8 -2.64 %
13-Feb-20 726.85 709.90 1,720,800 1,778,400 1.24 % 7.60 % 7.55 % 0.2847 0.42 3.24 % Long Buildup 30.35%18.10 -16.95 -2.33 %
12-Feb-20 718.10 701.20 1,599,200 1,653,600 -2.26 % 2.20 % 3.25 % 0.2875 0.43 3.29 % Short Buildup 12.23%7.14 -16.9 -2.35 %
11-Feb-20 728.05 717.45 1,564,800 1,601,600 0.64 % 1.82 % 1.78 % 0.2827 0.48 2.30 % Long Buildup 19.91%3.45 -10.6 -1.46 %
10-Feb-20 720.75 712.90 1,536,800 1,573,600 -1.02 % 2.84 % 2.72 % 0.2875 0.44 2.34 % Short Buildup 17.37%1.68 -7.85 -1.09 %
07-Feb-20 730.90 720.25 1,494,400 1,532,000 -0.01 % 3.89 % 3.74 % 0.2887 0.52 2.45 % Short Buildup 32.71%4.39 -10.65 -1.46 %
06-Feb-20 721.80 720.30 1,438,400 1,476,800 0.06 % -0.17 % -0.16 % 0.2951 0.55 2.60 % Short Covering 27.62%2.29 -1.5 -0.21 %
05-Feb-20 723.65 719.90 1,440,800 1,479,200 1.53 % -3.95 % -3.85 % 0.3044 0.57 2.60 % Short Covering 32.01%5.38 -3.75 -0.52 %
04-Feb-20 712.85 709.05 1,500,000 1,538,400 2.35 % 0.75 % 0.73 % 0.3053 0.57 2.50 % Long Buildup 34.16%6.28 -3.8 -0.53 %
03-Feb-20 695.75 692.80 1,488,800 1,527,200 0.06 % 1.47 % 1.38 % 0.2943 0.55 2.51 % Long Buildup 24.91%3.91 -2.95 -0.42 %
01-Feb-20 695.85 692.40 1,467,200 1,506,400 -2.20 % -4.08 % -3.49 % 0.3035 0.59 2.60 % Long Windup 25.12%3.73 -3.45 -0.5 %
31-Jan-20 710.25 708.00 1,529,600 1,560,800 -1.95 % 3.13 % -23.55 % 0.2940 0.69 2.00 % Long Windup 20.14%4.86 -2.25 -0.32 %
30-Jan-20 719.15 722.10 1,483,200 2,041,600 -2.74 % 20.31 % -8.27 % 0.3001 0.80 - Long Windup 34.35%7.00 2.95 0.41 %
29-Jan-20 740.20 742.45 1,232,800 2,225,600 1.07 % 26.42 % 0.94 % 0.2776 1.00 - Long Buildup 34.96%5.35 2.25 0.3 %
28-Jan-20 733.35 734.60 975,200 2,204,800 -1.55 % 142.83 % 24.48 % 0.2836 1.00 - Short Buildup 25.56%5.91 1.25 0.17 %
27-Jan-20 746.60 746.20 401,600 1,771,200 -0.90 % 49.40 % 4.98 % 0.2794 1.67 - Short Buildup 31.36%7.21 -0.4 -0.05 %
24-Jan-20 753.25 752.95 268,800 1,687,200 1.66 % 20.00 % -0.33 % 0.2844 0.75 - Short Covering 31.70%6.05 -0.3 -0.04 %
23-Jan-20 739.55 740.65 224,000 1,692,800 -0.80 % 66.67 % 14.07 % 0.2772 1.00 - Short Buildup 46.77%14.22 1.1 0.15 %
22-Jan-20 748.35 746.60 134,400 1,484,000 0.48 % 26.32 % -0.91 % 0.2811 1.50 - Short Covering 30.27%4.40 -1.75 -0.23 %
21-Jan-20 747.05 743.05 106,400 1,497,600 -1.69 % 8.13 % -0.48 % 0.2895 1.50 - Long Windup 12.68%4.31 -4 -0.54 %
20-Jan-20 759.75 755.85 98,400 1,504,800 -1.38 % 30.85 % -0.95 % 0.2863 3.00 - Long Windup 11.24%4.64 -3.9 -0.51 %
17-Jan-20 770.50 766.40 75,200 1,519,200 3.36 % 0.00 % 2.54 % 0.2844 2.00 - Long Buildup 22.77%12.44 -4.1 -0.53 %
16-Jan-20 746.35 741.50 75,200 1,481,600 -0.60 % 5.62 % 1.15 % 0.2393 - - Short Buildup 27.83%3.03 -4.85 -0.65 %
15-Jan-20 750.25 746.00 71,200 1,464,800 1.61 % 18.67 % 1.78 % 0.2455 - - Long Buildup 29.90%6.86 -4.25 -0.57 %
14-Jan-20 736.55 734.20 60,000 1,439,200 0.11 % 5.63 % 4.59 % 0.2371 2.00 - Long Buildup 24.02%6.50 -2.35 -0.32 %
13-Jan-20 739.10 733.40 56,800 1,376,000 -0.22 % 2.90 % 0.41 % 0.2442 - - Short Buildup 12.91%3.25 -5.7 -0.77 %
10-Jan-20 738.15 735.00 55,200 1,370,400 0.12 % 23.21 % 1.96 % 0.2518 - - Long Buildup 29.03%4.80 -3.15 -0.43 %
09-Jan-20 738.20 734.10 44,800 1,344,000 2.54 % 5.66 % -5.19 % 0.2595 - - Short Covering 32.76%7.82 -4.1 -0.56 %
08-Jan-20 720.85 715.95 42,400 1,417,600 -1.15 % 17.78 % 0.74 % 0.2460 - - Short Buildup 16.88%2.38 -4.9 -0.68 %
07-Jan-20 726.50 724.30 36,000 1,407,200 0.32 % 4.65 % 4.39 % 0.2502 - - Long Buildup 9.42%2.04 -2.2 -0.3 %
06-Jan-20 728.35 722.00 34,400 1,348,000 -1.50 % 10.26 % 1.94 % 0.2580 - - Short Buildup 20.88%3.73 -6.35 -0.87 %
03-Jan-20 742.15 733.00 31,200 1,322,400 -2.72 % 5.41 % -3.84 % 0.2490 - - Long Windup 13.34%1.99 -9.15 -1.23 %
02-Jan-20 754.95 753.50 29,600 1,375,200 1.41 % 32.14 % 5.78 % 0.2450 - - Long Buildup 14.13%8.06 -1.45 -0.19 %
01-Jan-20 746.80 743.00 22,400 1,300,000 0.64 % 21.74 % 11.15 % 0.2462 - - Long Buildup 35.93%6.44 -3.8 -0.51 %
31-Dec-19 736.80 738.30 18,400 1,169,600 -0.12 % 4.55 % 5.64 % 0.2473 - - Short Buildup 41.48%7.94 1.5 0.2 %
30-Dec-19 747.40 739.20 17,600 1,107,200 0.00 % 0.00 % 1.10 % 0.2451 - - 20.45%2.90 -8.2 -1.1 %
27-Dec-19 747.95 739.20 17,600 1,095,200 0.28 % 46.67 % -1.72 % 0.2527 - - Short Covering 22.16%4.07 -8.75 -1.17 %
26-Dec-19 731.15 737.15 12,000 1,114,400 -0.66 % 87.50 % -13.37 % 0.2339 - - Long Windup 15.82%2.48 6 0.82 %
24-Dec-19 742.25 742.05 6,400 1,286,400 0.01 % 33.33 % -5.41 % 0.2314 - - Short Covering 36.29%3.82 -0.2 -0.03 %
23-Dec-19 740.30 741.95 4,800 1,360,000 0.56 % 0.00 % -2.24 % 0.2386 - - Short Covering 19.12%2.43 1.65 0.22 %
20-Dec-19 741.90 737.85 4,800 1,391,200 1.08 % 0.00 % 1.46 % 0.2452 - - Long Buildup 39.13%4.70 -4.05 -0.55 %
19-Dec-19 738.15 730.00 4,800 1,371,200 -0.30 % 20.00 % -1.21 % 0.2500 - - Long Windup 13.95%1.25 -8.15 -1.1 %
18-Dec-19 737.05 732.20 4,000 1,388,000 1.89 % 150.00 % -0.34 % 0.2577 - - Short Covering 19.31%2.76 -4.85 -0.66 %
17-Dec-19 743.30 718.65 1,600 1,392,800 0.00 % 0.00 % 0.75 % 0.2618 - - 19.15%3.09 -24.65 -3.32 %
16-Dec-19 729.40 718.65 1,600 1,382,400 0.00 % 0.00 % 4.79 % 0.2538 - - 34.70%5.11 -10.75 -1.47 %
13-Dec-19 734.00 718.65 1,600 1,319,200 0.00 % 0.00 % -2.37 % 0.2586 - - 17.53%1.94 -15.35 -2.09 %
12-Dec-19 726.60 718.65 1,600 1,351,200 -1.82 % 100.00 % 0.90 % 0.2580 - - Short Buildup 35.02%4.27 -7.95 -1.09 %
11-Dec-19 721.85 732.00 800 1,339,200 0.00 % 0.00 % 2.39 % 0.2642 - - 35.30%4.75 10.15 1.41 %
10-Dec-19 718.75 732.00 800 1,308,000 0.00 % 0.00 % 6.93 % 0.2718 - - 38.06%3.64 13.25 1.84 %
09-Dec-19 730.75 732.00 800 1,223,200 0.00 % 0.00 % -0.26 % 0.2698 - - 17.98%8.17 1.25 0.17 %
06-Dec-19 725.00 732.00 800 1,226,400 0.00 % 0.00 % -1.35 % 0.2745 - - 26.72%4.35 7 0.97 %
05-Dec-19 739.40 732.00 800 1,243,200 0.00 % 0.00 % -5.47 % 0.2667 - - 35.59%6.21 -7.4 -1 %
04-Dec-19 738.35 732.00 800 1,315,200 0.00 % 0.00 % 5.59 % 0.2750 - - 33.19%9.90 -6.35 -0.86 %
03-Dec-19 732.95 732.00 800 1,245,600 0.00 % 0.00 % 5.70 % 0.2814 - - 38.06%6.10 -0.95 -0.13 %
 
 
Average Delivery Volume
On 20-Feb-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
4.26 Crore Rs. 3.97 Crore Rs. 4.31 Crore Rs. 6.28 Crore Rs. 5.40 Crore Rs. 5.44 Crore Rs. More details >>
Average Delivery Percentage
On 20-Feb-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
27.28 % 21.79 % 24.24 % 22.40 % 24.14 % 25.55 % More details >>
 
 
CESC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Feb-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
671.35 677.7 688.3 694.65 705.25 711.6 722.2
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
690.43 694.66 696.08 697.49 694.65 700.31 701.73 703.14 707.38
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
677.7 684.17 688.18 694.65 701.12 705.13 711.6
DeMark Pivot
Support 1 Pivot Point Resistance 1
691.48 696.24 708.43
 
 
CESC Result / Events
Date Description Status
11-Feb-20Financial ResultsCompleted
14-Nov-19Financial ResultsCompleted
14-Aug-19Financial ResultsCompleted
17-May-19Financial ResultsCompleted
05-Feb-19Financial ResultsCompleted
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