FnO Contract Details

Expiry:
Symbol:

CHOLAFIN analysis for the selected expiry [Apr-21] as on 19-Apr-21

CHOLAFIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 527.00 534.95 514.20 530.55 NA -1.86 % NA NA
29-Apr-21 523.05 534.65 513.40 530.55 4,890,000 -1.83 % -3.79 % Long Windup
27-May-21 520.30 532.85 515.00 529.50 217,500 -1.81 % 16.00 % Short Buildup
24-Jun-21 523.45 523.45 523.45 523.45 17,500 -3.59 % -12.50 % Long Windup
Cummulative NA NA NA NA 5,125,000 NA -3.12 % Long Windup
CHOLAFIN Options OI PCR:  0.53   (Expiry : 29-Apr-21 )   PUT OI: 1,745,000   CALL OI: 3,312,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 877500 6.36% 2.50 -41.18% Short Buildup
560.00 357500 0.00% 7.60 -39.44% Short Buildup
550.00 305000 4.27% 10.60 -35.17% 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 877500 6.36% 2.50 -41.18% Short Buildup
530.00 112500 28.57% 18.75 -26.61% Short Buildup
660.00 97500 25.81% 0.50 -58.33% 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
570.00 222500 -36.43% 5.60 -41.97% Long Windup
650.00 222500 -10.10% 0.45 -47.06% Long Windup
620.00 130000 -11.86% 1.35 -41.30% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 322500 38.71% 7.30 19.67% Long Buildup
520.00 290000 -3.33% 13.45 15.95% Short Covering
540.00 177500 -12.35% 23.00 14.14% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 322500 38.71% 7.30 19.67% Long Buildup
510.00 107500 10.26% 10.05 18.93% Long Buildup
490.00 52500 10.53% 5.30 39.47% Long 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
540.00 177500 -12.35% 23.00 14.14% Short Covering
520.00 290000 -3.33% 13.45 15.95% Short Covering
550.00 105000 -4.55% 30.70 17.62% Short Covering
 
 
CHOLAFIN 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-Apr-21 530.55 530.55 4,890,000 5,125,000 -1.83 % -3.79 % -3.12 % 0.7159 0.53 4.59 % Long Windup 34.19%71.16 0 0 %
16-Apr-21 540.60 540.45 5,082,500 5,290,000 0.88 % -1.60 % -1.12 % 0.7172 0.50 3.92 % Short Covering 30.49%47.16 -0.15 -0.03 %
15-Apr-21 535.30 535.75 5,165,000 5,350,000 0.53 % -3.91 % -2.99 % 0.7189 0.52 3.46 % Short Covering 26.11%48.50 0.45 0.08 %
13-Apr-21 532.45 532.95 5,375,000 5,515,000 4.02 % -10.68 % -10.43 % 0.7207 0.50 2.54 % Short Covering 36.28%235.38 0.5 0.09 %
12-Apr-21 510.85 512.35 6,017,500 6,157,500 -8.55 % 4.43 % 4.90 % 0.7203 0.50 2.27 % Short Buildup 23.04%68.55 1.5 0.29 %
09-Apr-21 557.90 560.25 5,762,500 5,870,000 -1.06 % -4.08 % -4.05 % 0.7122 0.55 1.83 % Long Windup 18.56%19.62 2.35 0.42 %
08-Apr-21 562.95 566.25 6,007,500 6,117,500 -2.60 % -3.92 % -4.00 % 0.7139 0.57 1.80 % Long Windup 36.42%112.28 3.3 0.59 %
07-Apr-21 578.05 581.35 6,252,500 6,372,500 6.98 % 17.64 % 18.01 % 0.7148 0.60 1.88 % Long Buildup 18.07%77.08 3.3 0.57 %
06-Apr-21 540.00 543.40 5,315,000 5,400,000 -0.62 % 7.81 % 8.05 % 0.7106 0.63 1.57 % Short Buildup 43.93%100.26 3.4 0.63 %
05-Apr-21 544.35 546.80 4,930,000 4,997,500 -3.50 % -2.47 % -2.73 % 0.7123 0.66 1.35 % Long Windup 30.13%57.23 2.45 0.45 %
01-Apr-21 562.50 566.65 5,055,000 5,137,500 1.08 % 0.50 % 0.64 % 0.7127 0.74 1.61 % Long Buildup 50.30%126.22 4.15 0.74 %
31-Mar-21 558.80 560.60 5,030,000 5,105,000 1.33 % 4.04 % 8.44 % 0.0000 0.69 1.47 % Long Buildup 31.47%48.66 1.8 0.32 %
30-Mar-21 555.30 553.25 4,640,000 4,707,500 -0.17 % -0.32 % -0.16 % 0.7162 0.63 1.43 % Long Windup 38.34%41.66 -2.05 -0.37 %
26-Mar-21 554.65 554.20 4,655,000 4,715,000 2.30 % 5.86 % 0.80 % 0.7180 0.57 1.27 % Long Buildup 28.75%90.08 -0.45 -0.08 %
25-Mar-21 537.50 541.75 4,397,500 4,677,500 -1.37 % 18.93 % -0.43 % 0.7185 0.51 - Long Windup 34.87%63.49 4.25 0.79 %
24-Mar-21 548.50 549.25 3,697,500 4,697,500 -2.31 % 16.00 % -4.76 % 0.7198 0.35 - Long Windup 25.05%48.33 0.75 0.14 %
23-Mar-21 559.70 562.25 3,187,500 4,932,500 -1.13 % 25.12 % -17.24 % 0.7211 0.32 - Long Windup 26.99%51.93 2.55 0.46 %
22-Mar-21 570.40 568.70 2,547,500 5,960,000 3.02 % 197.95 % 10.52 % 0.7224 0.34 - Long Buildup 15.22%78.87 -1.7 -0.3 %
19-Mar-21 552.85 552.05 855,000 5,392,500 3.93 % 129.53 % 32.01 % 0.7230 0.41 - Long Buildup 45.07%149.52 -0.8 -0.14 %
18-Mar-21 527.65 531.20 372,500 4,085,000 0.03 % 104.11 % -5.88 % 0.7221 0.70 - Short Covering 20.91%25.57 3.55 0.67 %
17-Mar-21 529.60 531.05 182,500 4,340,000 -2.19 % 23.73 % -0.06 % 0.7239 0.54 - Long Windup 23.35%27.63 1.45 0.27 %
16-Mar-21 540.65 542.95 147,500 4,342,500 1.12 % 1.72 % 0.46 % 0.7251 0.24 - Long Buildup 13.53%26.17 2.3 0.43 %
15-Mar-21 534.95 536.95 145,000 4,322,500 0.41 % 18.37 % -0.69 % 0.7268 0.35 - Short Covering 13.02%22.22 2 0.37 %
12-Mar-21 531.80 534.75 122,500 4,352,500 -0.86 % 6.52 % -6.30 % 0.7286 0.67 - Long Windup 29.41%41.60 2.95 0.55 %
10-Mar-21 539.40 539.40 115,000 4,645,000 -0.75 % 21.05 % -5.69 % 0.7302 0.67 - Long Windup 19.97%54.24 0 0 %
09-Mar-21 544.40 543.50 95,000 4,925,000 1.61 % 5.56 % 4.95 % 0.7319 1.00 - Long Buildup 34.32%89.34 -0.9 -0.17 %
08-Mar-21 534.15 534.90 90,000 4,692,500 1.40 % 24.14 % 4.05 % 0.7333 0.67 - Long Buildup 41.33%67.58 0.75 0.14 %
05-Mar-21 526.80 527.50 72,500 4,510,000 -1.68 % 7.41 % 4.28 % 0.7349 - - Short Buildup 19.64%27.98 0.7 0.13 %
04-Mar-21 535.10 536.50 67,500 4,325,000 -0.63 % 0.00 % -5.31 % 0.7364 - - Long Windup 25.07%36.98 1.4 0.26 %
03-Mar-21 540.65 539.90 67,500 4,567,500 -0.14 % -20.59 % -3.33 % 0.7381 - - Long Windup 27.75%45.22 -0.75 -0.14 %
02-Mar-21 538.55 540.65 85,000 4,725,000 3.07 % -17.07 % -7.71 % 0.7400 - - Short Covering 21.36%36.40 2.1 0.39 %
01-Mar-21 522.30 524.55 102,500 5,120,000 2.39 % 24.24 % 0.64 % 0.7407 - - Long Buildup 29.14%125.33 2.25 0.43 %
26-Feb-21 518.90 512.30 82,500 5,087,500 -2.44 % 32.00 % -11.83 % 0.7425 - - Long Windup 27.00%58.44 -6.6 -1.27 %
25-Feb-21 526.05 525.10 62,500 5,770,000 3.95 % 0.00 % -19.86 % 0.7441 - - Short Covering 19.99%65.44 -0.95 -0.18 %
24-Feb-21 504.50 505.15 62,500 7,200,000 -1.67 % 38.89 % -15.84 % 0.7438 - - Long Windup 42.50%118.45 0.65 0.13 %
23-Feb-21 517.80 513.75 45,000 8,555,000 0.72 % -14.29 % -9.45 % 0.7449 - - Short Covering 20.43%58.33 -4.05 -0.78 %
22-Feb-21 528.65 510.10 52,500 9,447,500 -3.48 % 40.00 % 52.32 % 0.7462 - - Short Buildup 31.41%271.51 -18.55 -3.51 %
19-Feb-21 530.35 528.50 37,500 6,202,500 0.25 % 36.36 % 12.98 % 0.7481 - - Long Buildup 30.66%140.72 -1.85 -0.35 %
18-Feb-21 527.70 527.20 27,500 5,490,000 0.04 % 37.50 % -0.95 % 0.7499 - - Short Covering 28.24%76.42 -0.5 -0.09 %
17-Feb-21 528.00 527.00 20,000 5,542,500 -0.05 % 14.29 % -2.64 % 0.7518 - - Long Windup 19.10%36.90 -1 -0.19 %
16-Feb-21 528.05 527.25 17,500 5,692,500 -0.03 % -12.50 % 0.98 % 0.7537 - - Short Buildup 27.91%154.52 -0.8 -0.15 %
15-Feb-21 532.75 527.40 20,000 5,637,500 12.21 % 14.29 % 14.70 % 0.7555 - - Long Buildup 22.19%370.79 -5.35 -1 %
12-Feb-21 468.55 470.00 17,500 4,915,000 -0.63 % 40.00 % -4.00 % 0.7372 - - Long Windup 18.31%22.07 1.45 0.31 %
11-Feb-21 471.60 473.00 12,500 5,120,000 2.93 % 150.00 % -8.49 % 0.7390 - - Short Covering 21.09%57.52 1.4 0.3 %
10-Feb-21 467.75 459.55 5,000 5,595,000 0.00 % 0.00 % 1.96 % 0.7408 - - 17.18%40.07 -8.2 -1.75 %
09-Feb-21 459.05 459.55 5,000 5,487,500 -1.38 % 0.00 % 2.62 % 0.7422 - - Short Buildup 12.35%23.16 0.5 0.11 %
08-Feb-21 460.60 466.00 5,000 5,347,500 0.00 % 0.00 % 1.09 % 0.7440 - - 22.75%25.97 5.4 1.17 %
05-Feb-21 451.10 466.00 5,000 5,290,000 0.00 % 0.00 % 5.33 % 0.7454 - - 34.67%67.64 14.9 3.3 %
04-Feb-21 464.40 466.00 5,000 5,022,500 3.79 % -33.33 % -7.42 % 0.7462 - - Short Covering 29.97%68.64 1.6 0.34 %
03-Feb-21 459.85 449.00 7,500 5,425,000 -3.24 % 50.00 % -3.85 % 0.7480 - - Long Windup 31.20%143.09 -10.85 -2.36 %
02-Feb-21 439.10 464.05 5,000 5,642,500 13.05 % 100.00 % 8.82 % 0.7472 - - Long Buildup 30.50%135.26 24.95 5.68 %
01-Feb-21 442.95 410.50 2,500 5,185,000 0.00 % 0.00 % 16.26 % 0.7490 - - 26.89%128.76 -32.45 -7.33 %
29-Jan-21 397.85 410.50 2,500 4,460,000 0.00 % 0.00 % -7.03 % 0.7366 - - 15.17%45.63 12.65 3.18 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
71.16 Crore Rs. 55.61 Crore Rs. 94.15 Crore Rs. 84.97 Crore Rs. 81.06 Crore Rs. 75.68 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
34.19 % 30.42 % 31.43 % 29.20 % 32.27 % 30.40 % More details >>
 
 
CHOLAFIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
496.5 504.95 517.75 526.2 539 547.45 560.25
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
519.93 525.24 527.01 528.78 526.2 532.32 534.09 535.86 541.18
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
504.95 513.07 518.08 526.2 534.32 539.33 547.45
DeMark Pivot
Support 1 Pivot Point Resistance 1
521.98 528.31 543.23
 
 
CHOLAFIN Result / Events
Date Description Status
30-Jul-20Financial ResultsCompleted
31-Jan-20Other business mattersCompleted
23-Jan-20Financial ResultsCompleted
05-Nov-19Financial ResultsCompleted
30-Jul-19Financial ResultsCompleted
27-Apr-19Financial Results/DividendCompleted
30-Jan-19Financial Results/DividendCompleted