FnO Contract Details

Expiry:
Symbol:

CESC analysis for the selected expiry [Apr-20] as on 08-Apr-20

CESC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 445.00 475.00 440.00 451.40 NA 0.56 % NA NA
30-Apr-20 442.50 474.90 442.50 451.90 1,052,800 -0.37 % -8.23 % Long Windup
28-May-20 453.30 454.55 453.30 454.55 8,000 0.52 % 11.11 % Long Buildup
Cummulative NA NA NA NA 1,060,800 NA -8.11 % Short Covering
CESC Options OI PCR:  0.07   (Expiry : 30-Apr-20 )   PUT OI: 2,400   CALL OI: 36,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
440.00 12000 0.00% 34.90 23.76%
600.00 11200 7.69% 5.00 -37.50% Short Buildup
420.00 7200 0.00% 55.00 67.17% 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
600.00 11200 7.69% 5.00 -37.50% Short Buildup
None
None
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
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 800 0.00% 94.00 0.00%
440.00 800 0.00% 18.95 0.00%
420.00 800 0.00% 6.00 0.00%
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
None
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
 
 
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 %
08-Apr-20 451.40 451.90 1,052,800 1,060,800 -0.37 % -8.23 % -8.11 % 0.9185 0.07 0.75 % Long Windup 31.11%5.71 0.5 0.11 %
07-Apr-20 448.90 453.60 1,147,200 1,154,400 7.13 % -3.50 % -3.35 % 0.9470 0.02 0.62 % Short Covering 34.86%13.91 4.7 1.05 %
03-Apr-20 425.55 423.40 1,188,800 1,194,400 7.50 % -11.65 % -11.50 % 0.9419 - 0.47 % Short Covering 38.85%15.37 -2.15 -0.51 %
01-Apr-20 393.15 393.85 1,345,600 1,349,600 -3.68 % -3.50 % -3.27 % 0.8934 0.05 0.30 % Long Windup 23.75%3.41 0.7 0.18 %
31-Mar-20 408.55 408.90 1,394,400 1,395,200 6.79 % -2.08 % -2.08 % 0.9027 0.06 0.06 % Short Covering 35.16%6.50 0.35 0.09 %
30-Mar-20 380.15 382.90 1,424,000 1,424,800 -2.59 % 2.01 % 2.00 % 0.8639 0.09 0.06 % Short Buildup 42.60%7.55 2.75 0.72 %
27-Mar-20 389.40 393.10 1,396,000 1,396,800 -1.16 % 0.29 % -5.47 % 0.8835 0.10 0.06 % Long Windup 27.80%4.22 3.7 0.95 %
26-Mar-20 393.40 397.70 1,392,000 1,477,600 3.39 % 22.11 % 3.65 % 0.9100 0.20 - Long Buildup 30.19%6.09 4.3 1.09 %
25-Mar-20 378.15 384.65 1,140,000 1,425,600 -5.68 % 123.35 % 2.95 % 0.9193 - - Short Buildup 39.54%8.69 6.5 1.72 %
24-Mar-20 404.20 407.80 510,400 1,384,800 -2.09 % 42.41 % 0.41 % 0.8920 - - Short Buildup 41.29%6.18 3.6 0.89 %
23-Mar-20 414.80 416.50 358,400 1,379,200 -11.80 % 622.58 % -0.81 % 0.9115 - - Long Windup 40.00%3.87 1.7 0.41 %
20-Mar-20 472.20 472.20 49,600 1,390,400 2.51 % 6.90 % 0.23 % 0.7013 - - Long Buildup 18.29%2.33 0 0 %
19-Mar-20 465.40 460.65 46,400 1,387,200 -4.25 % -7.94 % -6.22 % 0.7200 - - Long Windup 22.30%3.57 -4.75 -1.02 %
18-Mar-20 487.30 481.10 50,400 1,479,200 -0.13 % 10.53 % -3.35 % 0.7085 - - Long Windup 30.23%7.90 -6.2 -1.27 %
17-Mar-20 481.60 481.75 45,600 1,530,400 -4.51 % 35.71 % -1.49 % 0.7285 - - Long Windup 19.15%4.18 0.15 0.03 %
16-Mar-20 482.85 504.50 33,600 1,553,600 -2.64 % 10.53 % -6.14 % 0.7513 - - Long Windup 30.03%6.53 21.65 4.48 %
13-Mar-20 525.10 518.20 30,400 1,655,200 1.23 % 15.15 % -4.65 % 0.6601 - - Short Covering 27.04%9.05 -6.9 -1.31 %
12-Mar-20 506.85 511.90 26,400 1,736,000 -10.33 % 13.79 % -0.14 % 0.6591 - - Long Windup 22.39%4.63 5.05 1 %
11-Mar-20 566.15 570.85 23,200 1,738,400 -3.98 % -9.38 % -0.14 % 0.4206 - - Long Windup 29.31%12.43 4.7 0.83 %
09-Mar-20 594.00 594.50 25,600 1,740,800 -0.64 % 6.67 % -6.65 % 0.3667 - - Long Windup 27.08%16.17 0.5 0.08 %
06-Mar-20 592.65 598.30 24,000 1,864,800 -4.65 % -6.25 % 4.06 % 0.3781 - - Short Buildup 44.63%20.14 5.65 0.95 %
05-Mar-20 619.25 627.50 25,600 1,792,000 1.55 % 6.67 % -1.45 % 0.3346 - - Short Covering 23.56%6.31 8.25 1.33 %
04-Mar-20 610.30 617.90 24,000 1,818,400 -3.45 % 3.45 % 4.12 % 0.3410 - - Short Buildup 44.64%17.51 7.6 1.25 %
03-Mar-20 631.40 640.00 23,200 1,746,400 -0.54 % -6.45 % 1.96 % 0.3124 - - Short Buildup 39.82%17.34 8.6 1.36 %
02-Mar-20 641.55 643.50 24,800 1,712,800 -0.46 % 29.17 % -1.61 % 0.3203 - - Long Windup 39.15%13.26 1.95 0.3 %
28-Feb-20 646.95 646.45 19,200 1,740,800 -3.28 % 100.00 % -16.63 % 0.3280 - - Long Windup 40.48%14.65 -0.5 -0.08 %
27-Feb-20 664.15 668.40 9,600 2,088,000 0.00 % 0.00 % 7.76 % 0.3242 - - 32.54%9.96 4.25 0.64 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
5.71 Crore Rs. 11.66 Crore Rs. 8.98 Crore Rs. 7.85 Crore Rs. 6.72 Crore Rs. 8.02 Crore Rs. More details >>
Average Delivery Percentage
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
31.11 % 35.84 % 34.29 % 34.12 % 33.93 % 31.99 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREShooting Star / Inverted Hammer-
FUTUREInside Candle-
SPOTInside Candle-
 
 
CESC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 09-Apr-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
405.56 424.03 437.96 456.43 470.36 488.83 502.76
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
435.7 443.8 446.5 449.2 456.43 454.6 457.3 460 468.1
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
424.03 436.41 444.05 456.43 468.81 476.45 488.83
DeMark Pivot
Support 1 Pivot Point Resistance 1
447.2 461.05 479.6
 
 
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