FnO Contract Details

Expiry:
Symbol:

CESC analysis for the selected expiry [Aug-19] as on 19-Aug-19

CESC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 793.85 817.15 791.05 798.20 NA 1.17 % NA NA
29-Aug-19 792.00 818.95 792.00 800.25 984,800 1.61 % 13.67 % Long Buildup
26-Sep-19 797.35 819.70 797.35 801.05 16,000 2.76 % 17.65 % Long Buildup
31-Oct-19 0.00 0.00 0.00 782.00 1,600 0.00 % 0.00 %
Cummulative NA NA NA NA 1,002,400 NA 13.70 % Long Buildup
CESC Options OI PCR:  0.72   (Expiry : 29-Aug-19 )   PUT OI: 256,000   CALL OI: 356,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
820.00 67200 127.03% 9.40 84.31% Long Buildup
800.00 52800 -1.49% 17.05 57.14% Short Covering
850.00 36800 4.55% 3.25 54.76% 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
820.00 67200 127.03% 9.40 84.31% Long Buildup
840.00 24800 3000.00% 4.90 139.02% Long Buildup
830.00 25600 966.67% 7.00 0.00% 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
800.00 52800 -1.49% 17.05 57.14% Short Covering
770.00 35200 -2.22% 38.10 50.00% Short Covering
780.00 33600 -2.33% 34.50 83.02% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
760.00 36800 4.55% 4.25 -24.78% Short Buildup
750.00 32000 42.86% 3.30 -23.26% Short Buildup
780.00 29600 164.29% 9.00 -29.69% 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
780.00 29600 164.29% 9.00 -29.69% Short Buildup
750.00 32000 42.86% 3.30 -23.26% Short Buildup
800.00 14400 80.00% 17.45 -28.92% 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 21600 -12.90% 1.40 55.56% Short Covering
740.00 12000 -21.05% 2.40 -41.46% Long Windup
730.00 28000 -2.78% 1.50 -48.28% 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 %
19-Aug-19 798.20 800.25 984,800 1,002,400 1.61 % 13.67 % 13.70 % 0.3399 0.72 1.76 % Long Buildup 26.14%23.71 2.05 0.26 %
16-Aug-19 788.95 787.60 866,400 881,600 3.57 % 5.25 % 5.96 % 0.3420 0.81 1.72 % Long Buildup 21.60%21.77 -1.35 -0.17 %
14-Aug-19 763.85 760.45 823,200 832,000 2.56 % 6.74 % 6.89 % 0.3095 0.79 1.06 % Long Buildup 23.51%8.96 -3.4 -0.45 %
13-Aug-19 740.60 741.45 771,200 778,400 -2.05 % -9.48 % -9.66 % 0.2950 0.35 0.92 % Long Windup 31.26%5.13 0.85 0.11 %
09-Aug-19 754.65 757.00 852,000 861,600 -0.11 % -0.84 % -0.74 % 0.2872 0.36 1.11 % Long Windup 14.43%2.95 2.35 0.31 %
08-Aug-19 753.95 757.85 859,200 868,000 1.41 % 6.87 % 6.90 % 0.2962 0.32 1.01 % Long Buildup 56.01%14.61 3.9 0.52 %
07-Aug-19 743.85 747.30 804,000 812,000 -1.28 % -5.28 % -5.14 % 0.2979 0.26 0.99 % Long Windup 32.15%4.30 3.45 0.46 %
06-Aug-19 753.00 757.00 848,800 856,000 1.76 % 3.01 % 3.08 % 0.3009 0.25 0.84 % Long Buildup 10.78%1.67 4 0.53 %
05-Aug-19 742.45 743.90 824,000 830,400 -1.42 % -9.73 % -9.66 % 0.2987 0.24 0.77 % Long Windup 47.13%13.63 1.45 0.2 %
02-Aug-19 750.85 754.60 912,800 919,200 0.70 % -0.95 % -0.95 % 0.3003 0.25 0.70 % Short Covering 22.81%3.29 3.75 0.5 %
01-Aug-19 748.85 749.35 921,600 928,000 0.21 % -0.86 % -0.77 % 0.3079 0.27 0.69 % Short Covering 42.04%8.62 0.5 0.07 %
31-Jul-19 744.10 747.80 929,600 935,200 2.87 % -2.60 % -2.58 % 0.3174 0.29 0.60 % Short Covering 24.84%4.17 3.7 0.5 %
30-Jul-19 723.30 726.95 954,400 960,000 -1.12 % 2.93 % 3.45 % 0.2976 0.30 0.58 % Short Buildup 23.54%3.69 3.65 0.5 %
29-Jul-19 734.80 735.15 927,200 928,000 -2.93 % -1.19 % -1.19 % 0.3021 0.17 0.09 % Long Windup 23.09%2.53 0.35 0.05 %
26-Jul-19 752.70 757.35 938,400 939,200 -0.75 % 1.30 % -0.84 % 0.2766 0.19 0.09 % Long Windup 18.04%2.69 4.65 0.62 %
25-Jul-19 760.25 763.05 926,400 947,200 1.38 % 9.66 % -7.57 % 0.2847 0.16 - Short Covering 44.95%5.52 2.8 0.37 %
24-Jul-19 752.70 752.70 844,800 1,024,800 0.21 % 22.93 % -4.62 % 0.2847 0.15 - Short Covering 37.99%8.97 0 0 %
23-Jul-19 749.40 751.10 687,200 1,074,400 -1.53 % 162.69 % 3.23 % 0.2935 0.15 - Short Buildup 26.68%5.63 1.7 0.23 %
22-Jul-19 756.80 762.80 261,600 1,040,800 0.15 % 308.75 % 0.93 % 0.2939 0.07 - Long Buildup 31.21%4.23 6 0.79 %
19-Jul-19 762.35 761.65 64,000 1,031,200 -2.40 % 300.00 % 8.32 % 0.3031 1.50 - Short Buildup 28.95%4.05 -0.7 -0.09 %
18-Jul-19 777.30 780.35 16,000 952,000 -1.18 % 33.33 % -2.62 % 0.2921 - - Long Windup 44.69%6.12 3.05 0.39 %
17-Jul-19 783.70 789.70 12,000 977,600 1.70 % 0.00 % 8.24 % 0.2960 - - Long Buildup 29.55%5.13 6 0.77 %
16-Jul-19 771.55 776.50 12,000 903,200 -1.40 % 25.00 % 5.42 % 0.2967 - - Short Buildup 52.88%9.70 4.95 0.64 %
15-Jul-19 784.55 787.50 9,600 856,800 0.45 % 9.09 % 0.66 % 0.2993 - - Long Buildup 27.95%3.80 2.95 0.38 %
12-Jul-19 780.50 784.00 8,800 851,200 -0.63 % -8.33 % -0.75 % 0.3081 - - Long Windup 38.59%15.38 3.5 0.45 %
11-Jul-19 785.70 789.00 9,600 857,600 1.19 % 20.00 % -0.56 % 0.3145 - - Short Covering 51.13%15.71 3.3 0.42 %
10-Jul-19 774.50 779.70 8,000 862,400 -1.30 % 25.00 % -9.49 % 0.3121 - - Long Windup 42.54%22.20 5.2 0.67 %
09-Jul-19 785.40 790.00 6,400 952,800 1.90 % 60.00 % -6.51 % 0.3139 - - Short Covering 34.39%16.03 4.6 0.59 %
08-Jul-19 768.55 775.30 4,000 1,019,200 -1.92 % 400.00 % -1.16 % 0.3073 - - Long Windup 42.02%9.41 6.75 0.88 %
05-Jul-19 768.00 790.50 800 1,031,200 0.00 % 0.00 % -3.16 % 0.3168 - - 40.99%8.53 22.5 2.93 %
04-Jul-19 780.30 790.50 800 1,064,800 0.00 % 0.00 % -1.33 % 0.3160 - - 29.96%3.86 10.2 1.31 %
03-Jul-19 791.35 790.50 800 1,079,200 0.00 % 0.00 % -4.93 % 0.3198 - - 48.23%10.41 -0.85 -0.11 %
02-Jul-19 788.30 790.50 800 1,135,200 -0.72 % -50.00 % 0.00 % 0.3294 - - 19.82%18.10 2.2 0.28 %
01-Jul-19 784.85 796.20 1,600 1,135,200 0.00 % 0.00 % -3.47 % 0.3392 - - 34.62%9.52 11.35 1.45 %
28-Jun-19 784.30 796.20 1,600 1,176,000 0.00 % 0.00 % -6.34 % 0.3498 - - 46.68%9.82 11.9 1.52 %
 
 
Average Delivery Volume
On 19-Aug-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
23.71 Crore Rs. 18.14 Crore Rs. 12.50 Crore Rs. 10.39 Crore Rs. 8.96 Crore Rs. 7.44 Crore Rs. More details >>
Average Delivery Percentage
On 19-Aug-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
26.14 % 23.70 % 23.46 % 25.93 % 28.01 % 28.92 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREShooting Star / Inverted Hammer-
 
 
CESC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Aug-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
761.56 776.78 788.51 803.73 815.46 830.68 842.41
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
786.78 793.51 795.76 798 803.73 802.5 804.74 806.99 813.73
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
776.78 787.07 793.44 803.73 814.02 820.39 830.68
DeMark Pivot
Support 1 Pivot Point Resistance 1
796.13 807.54 823.08
 
 
CESC Result / Events
Date Description Status
14-Aug-19Financial ResultsCompleted
17-May-19Financial ResultsCompleted
05-Feb-19Financial ResultsCompleted
14-Nov-18Financial ResultsCompleted