FnO Contract Details

Expiry:
Symbol:

CESC analysis for the selected expiry [Oct-19] as on 18-Oct-19

CESC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 789.95 816.00 788.00 812.65 NA 2.83 % NA NA
31-Oct-19 791.95 814.00 791.95 811.55 839,200 2.35 % -8.94 % Short Covering
28-Nov-19 797.70 813.30 797.70 811.95 32,800 2.11 % 24.24 % Long Buildup
26-Dec-19 818.90 818.90 818.90 818.90 800 3.21 % 0.00 %
Cummulative NA NA NA NA 872,800 NA -8.01 % Short Covering
CESC Options OI PCR:  0.63   (Expiry : 31-Oct-19 )   PUT OI: 159,200   CALL OI: 251,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 51200 -30.43% 21.80 59.12% Short Covering
820.00 48000 27.66% 12.70 69.33% Long Buildup
840.00 44800 43.59% 7.10 79.75% 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
840.00 44800 43.59% 7.10 79.75% Long Buildup
820.00 48000 27.66% 12.70 69.33% Long Buildup
760.00 19200 4.35% 52.35 63.59% 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 51200 -30.43% 21.80 59.12% Short Covering
860.00 18400 -14.81% 3.30 60.98% Short Covering
780.00 43200 -3.57% 35.40 47.50% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 28000 483.33% 10.95 -60.18% Short Buildup
780.00 27200 61.90% 5.10 -50.00% Short Buildup
760.00 24800 -26.19% 2.60 -55.56% 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
800.00 28000 483.33% 10.95 -60.18% Short Buildup
780.00 27200 61.90% 5.10 -50.00% Short Buildup
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
760.00 24800 -26.19% 2.60 -55.56% Long Windup
720.00 16000 -16.67% 0.65 -50.00% Long Windup
740.00 19200 -7.69% 1.20 -60.66% 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 %
18-Oct-19 812.65 811.55 839,200 872,800 2.35 % -8.94 % -8.01 % 0.0000 0.63 3.85 % Short Covering 47.96%25.81 -1.1 -0.14 %
17-Oct-19 790.25 792.95 921,600 948,800 1.47 % -2.70 % -2.47 % 0.3666 0.55 2.87 % Short Covering 30.47%6.72 2.7 0.34 %
16-Oct-19 782.30 781.45 947,200 972,800 -0.07 % -4.13 % -3.72 % 0.3715 0.45 2.63 % Long Windup 40.66%9.66 -0.85 -0.11 %
15-Oct-19 782.45 782.00 988,000 1,010,400 1.58 % -9.66 % -9.40 % 0.3831 0.44 2.22 % Short Covering 37.76%16.20 -0.45 -0.06 %
14-Oct-19 769.50 769.80 1,093,600 1,115,200 1.62 % -6.11 % -5.68 % 0.3878 0.45 1.94 % Short Covering 36.21%10.19 0.3 0.04 %
11-Oct-19 756.55 757.50 1,164,800 1,182,400 -0.04 % -11.44 % -10.53 % 0.3924 0.36 1.49 % Long Windup 28.79%18.20 0.95 0.13 %
10-Oct-19 756.10 757.80 1,315,200 1,321,600 -0.17 % -5.24 % -5.28 % 0.4047 0.35 0.48 % Long Windup 24.62%8.24 1.7 0.22 %
09-Oct-19 757.25 759.10 1,388,000 1,395,200 3.72 % -4.25 % -4.02 % 0.4173 0.33 0.52 % Short Covering 32.55%11.47 1.85 0.24 %
07-Oct-19 731.00 731.85 1,449,600 1,453,600 -0.35 % -4.08 % -4.07 % 0.3926 0.27 0.28 % Long Windup 34.53%5.81 0.85 0.12 %
04-Oct-19 731.65 734.45 1,511,200 1,515,200 -2.36 % -6.53 % -6.52 % 0.4046 0.29 0.26 % Long Windup 23.72%7.92 2.8 0.38 %
03-Oct-19 749.00 752.20 1,616,800 1,620,800 1.77 % -2.93 % -2.92 % 0.4023 0.36 0.25 % Short Covering 56.12%13.80 3.2 0.43 %
01-Oct-19 733.75 739.15 1,665,600 1,669,600 -1.75 % -1.84 % -1.79 % 0.4062 0.39 0.24 % Long Windup 35.06%10.38 5.4 0.74 %
30-Sep-19 746.05 752.30 1,696,800 1,700,000 -2.20 % 4.53 % 4.53 % 0.4102 0.38 0.19 % Short Buildup 41.07%12.41 6.25 0.84 %
27-Sep-19 763.10 769.20 1,623,200 1,626,400 -1.67 % 3.73 % -0.44 % 0.4093 0.25 0.20 % Long Windup 38.25%10.29 6.1 0.8 %
26-Sep-19 776.10 782.25 1,564,800 1,633,600 0.57 % 20.59 % 2.72 % 0.4171 0.17 - Long Buildup 46.87%21.25 6.15 0.79 %
25-Sep-19 772.00 777.80 1,297,600 1,590,400 -2.39 % 28.63 % 0.71 % 0.4298 0.15 - Short Buildup 33.29%15.34 5.8 0.75 %
24-Sep-19 789.65 796.85 1,008,800 1,579,200 -3.53 % 147.74 % 14.77 % 0.4287 0.23 - Short Buildup 38.39%25.70 7.2 0.91 %
23-Sep-19 819.60 826.00 407,200 1,376,000 -2.65 % 375.70 % 12.93 % 0.4033 0.25 - Short Buildup 35.38%17.54 6.4 0.78 %
20-Sep-19 841.50 848.50 85,600 1,218,400 5.08 % 98.15 % 13.49 % 0.3924 0.25 - Long Buildup 31.53%25.13 7 0.83 %
19-Sep-19 802.35 807.50 43,200 1,073,600 -1.52 % 22.73 % 3.47 % 0.3113 0.60 - Short Buildup 34.16%9.39 5.15 0.64 %
18-Sep-19 814.70 820.00 35,200 1,037,600 -0.21 % 12.82 % 5.11 % 0.3110 0.60 - Short Buildup 23.46%10.12 5.3 0.65 %
17-Sep-19 814.60 821.75 31,200 987,200 -0.57 % 25.81 % 10.47 % 0.3208 0.60 - Short Buildup 31.84%28.70 7.15 0.88 %
16-Sep-19 821.75 826.45 24,800 893,600 -0.13 % 47.62 % 12.26 % 0.3281 - - Short Buildup 29.21%11.54 4.7 0.57 %
13-Sep-19 824.95 827.50 16,800 796,000 1.47 % 10.53 % 2.58 % 0.3381 - - Long Buildup 25.36%14.49 2.55 0.31 %
12-Sep-19 805.10 815.55 15,200 776,000 0.44 % 46.15 % 17.29 % 0.3286 - - Long Buildup 37.25%33.06 10.45 1.3 %
11-Sep-19 815.65 811.95 10,400 661,600 1.18 % 18.18 % 14.38 % 0.3340 - - Long Buildup 14.95%7.43 -3.7 -0.45 %
09-Sep-19 799.95 802.50 8,800 578,400 2.06 % 10.00 % 12.44 % 0.3328 - - Long Buildup 21.84%12.79 2.55 0.32 %
06-Sep-19 784.60 786.30 8,000 514,400 3.40 % 25.00 % -11.55 % 0.3277 - - Short Covering 21.25%4.23 1.7 0.22 %
05-Sep-19 764.80 760.45 6,400 581,600 -0.33 % 14.29 % -5.34 % 0.3200 - - Long Windup 16.47%1.31 -4.35 -0.57 %
04-Sep-19 754.10 763.00 5,600 614,400 -3.10 % 0.00 % -2.78 % 0.3242 - - Long Windup 34.84%7.35 8.9 1.18 %
03-Sep-19 763.05 787.45 5,600 632,000 1.15 % 0.00 % -10.13 % 0.3317 - - Short Covering 45.68%23.60 24.4 3.2 %
30-Aug-19 774.50 778.50 5,600 703,200 1.22 % 250.00 % -15.89 % 0.3340 - - Short Covering 42.30%13.21 4 0.52 %
29-Aug-19 756.70 769.15 1,600 836,000 0.00 % 0.00 % -4.48 % 0.3202 - - 32.28%5.46 12.45 1.65 %
28-Aug-19 765.60 769.15 1,600 875,200 0.00 % 0.00 % -2.93 % 0.3263 - - 45.06%9.17 3.55 0.46 %
27-Aug-19 775.75 769.15 1,600 901,600 0.00 % 0.00 % 2.18 % 0.3277 - - 37.22%8.09 -6.6 -0.85 %
26-Aug-19 769.60 769.15 1,600 882,400 0.83 % 0.00 % -6.13 % 0.3347 - - Short Covering 8.41%2.15 -0.45 -0.06 %
23-Aug-19 756.65 762.80 1,600 940,000 -0.04 % 100.00 % 2.17 % 0.3380 - - Short Buildup 24.10%5.82 6.15 0.81 %
22-Aug-19 755.60 763.10 800 920,000 -2.42 % -50.00 % -7.26 % 0.3484 - - Long Windup 19.64%5.92 7.5 0.99 %
21-Aug-19 772.95 782.00 1,600 992,000 0.00 % 0.00 % -3.65 % 0.3418 - - 35.35%10.11 9.05 1.17 %
20-Aug-19 778.25 782.00 1,600 1,029,600 0.00 % 0.00 % 2.71 % 0.3502 - - 32.59%15.17 3.75 0.48 %
19-Aug-19 798.20 782.00 1,600 1,002,400 0.00 % 0.00 % 13.70 % 0.3399 - - 26.14%23.71 -16.2 -2.03 %
16-Aug-19 788.95 782.00 1,600 881,600 4.17 % 100.00 % 5.96 % 0.3420 - - Long Buildup 21.60%21.77 -6.95 -0.88 %
14-Aug-19 763.85 750.70 800 832,000 0.00 % 0.00 % 6.89 % 0.3095 - - 23.51%8.96 -13.15 -1.72 %
09-Aug-19 754.65 760.60 800 861,600 0.00 % 0.00 % -0.74 % 0.2872 - - 14.43%2.95 5.95 0.79 %
08-Aug-19 753.95 760.60 800 868,000 0.00 % 0.00 % 6.90 % 0.2962 - - 56.01%14.61 6.65 0.88 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
25.81 Crore Rs. 14.06 Crore Rs. 13.72 Crore Rs. 13.31 Crore Rs. 12.06 Crore Rs. 13.88 Crore Rs. More details >>
Average Delivery Percentage
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
47.96 % 42.26 % 40.09 % 35.02 % 35.74 % 35.45 % More details >>
 
 
CESC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 22-Oct-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
775.61 783.78 797.66 805.83 819.71 827.88 841.76
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
800.53 806.04 807.88 809.71 805.83 813.39 815.23 817.06 822.58
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
783.78 792.2 797.41 805.83 814.25 819.46 827.88
DeMark Pivot
Support 1 Pivot Point Resistance 1
801.75 807.88 823.8
 
 
CESC Result / Events
Date Description Status
14-Aug-19Financial ResultsCompleted
17-May-19Financial ResultsCompleted
05-Feb-19Financial ResultsCompleted