FnO Contract Details

Expiry:
Symbol:

CHOLAFIN analysis for the selected expiry [Jan-20] as on 23-Jan-20

CHOLAFIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 318.75 325.00 313.65 323.50 NA 1.89 % NA NA
30-Jan-20 319.00 325.50 314.05 323.80 3,665,000 1.58 % -4.74 % Short Covering
27-Feb-20 318.00 326.55 315.20 325.40 212,500 1.72 % 32.81 % Long Buildup
26-Mar-20 317.20 317.20 317.20 317.20 40,000 -0.20 % 0.00 %
Cummulative NA NA NA NA 3,917,500 NA -3.21 % Short Covering
CHOLAFIN Options OI PCR:  0.57   (Expiry : 30-Jan-20 )   PUT OI: 340,000   CALL OI: 600,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
320.00 92500 -5.13% 9.15 22.82% Short Covering
330.00 82500 10.00% 5.05 34.67% Long Buildup
350.00 57500 15.00% 1.25 92.31% 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
335.00 47500 171.43% 3.70 25.42% Long Buildup
330.00 82500 10.00% 5.05 34.67% Long Buildup
350.00 57500 15.00% 1.25 92.31% 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
325.00 47500 -24.00% 6.80 22.52% Short Covering
310.00 45000 -21.74% 16.50 19.57% Short Covering
320.00 92500 -5.13% 9.15 22.82% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
310.00 102500 115.79% 2.80 -35.63% Short Buildup
330.00 52500 0.00% 12.90 12.17% Short Buildup
300.00 42500 13.33% 1.90 -9.52% 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
310.00 102500 115.79% 2.80 -35.63% Short Buildup
320.00 25000 150.00% 5.85 -40.31% Short Buildup
300.00 42500 13.33% 1.90 -9.52% 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
315.00 17500 -12.50% 4.95 -16.81% Long Windup
None
None
 
 
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 %
23-Jan-20 323.50 323.80 3,665,000 3,917,500 1.58 % -4.74 % -3.21 % 0.3566 0.57 6.45 % Short Covering 76.26%118.48 0.3 0.09 %
22-Jan-20 317.50 318.75 3,847,500 4,047,500 0.77 % -2.29 % -2.18 % 0.3566 0.46 4.94 % Short Covering 62.54%40.06 1.25 0.39 %
21-Jan-20 314.95 316.30 3,937,500 4,137,500 -1.34 % 13.97 % 14.93 % 0.3657 0.52 4.83 % Short Buildup 69.20%61.56 1.35 0.43 %
20-Jan-20 319.20 320.60 3,455,000 3,600,000 -1.91 % 3.52 % 3.00 % 0.3716 0.53 4.03 % Short Buildup 33.97%7.41 1.4 0.44 %
17-Jan-20 325.25 326.85 3,337,500 3,495,000 -0.44 % 2.06 % 2.64 % 0.3724 0.56 4.51 % Short Buildup 54.59%16.54 1.6 0.49 %
16-Jan-20 327.10 328.30 3,270,000 3,405,000 -0.73 % -1.58 % -1.66 % 0.3836 0.53 3.96 % Long Windup 66.74%47.49 1.2 0.37 %
15-Jan-20 331.65 330.70 3,322,500 3,462,500 3.52 % -2.14 % -1.98 % 0.3886 0.55 4.04 % Short Covering 40.43%21.29 -0.95 -0.29 %
14-Jan-20 320.50 319.45 3,395,000 3,532,500 -0.20 % 11.49 % 11.97 % 0.3649 0.39 3.89 % Short Buildup 36.12%13.56 -1.05 -0.33 %
13-Jan-20 319.95 320.10 3,045,000 3,155,000 1.72 % -4.47 % -4.47 % 0.3763 0.34 3.49 % Short Covering 40.53%17.57 0.15 0.05 %
10-Jan-20 314.10 314.70 3,187,500 3,302,500 2.34 % -6.93 % -6.71 % 0.3778 0.27 3.48 % Short Covering 29.81%17.35 0.6 0.19 %
09-Jan-20 306.40 307.50 3,425,000 3,540,000 3.90 % -8.79 % -8.35 % 0.3708 0.26 3.25 % Short Covering 47.36%23.18 1.1 0.36 %
08-Jan-20 294.60 295.95 3,755,000 3,862,500 0.14 % -3.78 % -3.92 % 0.3326 0.23 2.78 % Short Covering 50.58%22.85 1.35 0.46 %
07-Jan-20 294.75 295.55 3,902,500 4,020,000 1.15 % -2.86 % -2.55 % 0.3429 0.22 2.92 % Short Covering 38.81%12.17 0.8 0.27 %
06-Jan-20 291.50 292.20 4,017,500 4,125,000 -4.18 % -3.66 % -3.06 % 0.3494 0.20 2.61 % Long Windup 37.37%27.84 0.7 0.24 %
03-Jan-20 303.05 304.95 4,170,000 4,255,000 -2.07 % 7.41 % 7.59 % 0.3075 0.21 2.00 % Short Buildup 32.84%10.21 1.9 0.63 %
02-Jan-20 309.20 311.40 3,882,500 3,955,000 2.23 % 1.70 % 1.80 % 0.3020 0.28 1.83 % Long Buildup 27.36%11.92 2.2 0.71 %
01-Jan-20 302.85 304.60 3,817,500 3,885,000 -1.04 % -1.10 % -1.02 % 0.2949 0.19 1.74 % Long Windup 27.31%2.96 1.75 0.58 %
31-Dec-19 305.50 307.80 3,860,000 3,925,000 0.02 % 0.72 % 0.71 % 0.3013 0.17 1.66 % Long Buildup 34.39%8.29 2.3 0.75 %
30-Dec-19 305.65 307.75 3,832,500 3,897,500 0.28 % 2.20 % 2.77 % 0.3108 0.17 1.67 % Long Buildup 41.30%15.39 2.1 0.69 %
27-Dec-19 304.40 306.90 3,750,000 3,792,500 1.24 % 0.54 % -3.56 % 0.3199 0.14 1.12 % Short Covering 32.18%5.45 2.5 0.82 %
26-Dec-19 301.10 303.15 3,730,000 3,932,500 -0.25 % 48.90 % -6.98 % 0.3287 0.35 - Long Windup 35.55%7.21 2.05 0.68 %
24-Dec-19 301.85 303.90 2,505,000 4,227,500 -0.57 % 76.10 % -0.70 % 0.3385 0.20 - Long Windup 51.73%13.76 2.05 0.68 %
23-Dec-19 303.80 305.65 1,422,500 4,257,500 -0.55 % 149.56 % 4.16 % 0.3469 0.33 - Short Buildup 31.79%7.04 1.85 0.61 %
20-Dec-19 306.80 307.35 570,000 4,087,500 0.44 % 111.11 % 1.11 % 0.3559 - - Long Buildup 37.90%13.83 0.55 0.18 %
19-Dec-19 304.75 306.00 270,000 4,042,500 -1.29 % 116.00 % 10.30 % 0.3652 - - Short Buildup 54.62%28.87 1.25 0.41 %
18-Dec-19 308.85 310.00 125,000 3,665,000 -0.86 % 31.58 % 2.09 % 0.3708 - - Short Buildup 30.83%7.82 1.15 0.37 %
17-Dec-19 310.75 312.70 95,000 3,590,000 -0.35 % 26.67 % 3.76 % 0.3811 - - Short Buildup 37.42%14.02 1.95 0.63 %
16-Dec-19 309.10 313.80 75,000 3,460,000 -0.71 % 3.45 % 5.57 % 0.3922 - - Short Buildup 40.27%16.10 4.7 1.52 %
13-Dec-19 316.50 316.05 72,500 3,277,500 1.25 % 20.83 % 3.88 % 0.3906 - - Long Buildup 31.99%21.45 -0.45 -0.14 %
12-Dec-19 313.05 312.15 60,000 3,155,000 2.58 % 14.29 % 2.85 % 0.4003 - - Long Buildup 46.57%26.78 -0.9 -0.29 %
11-Dec-19 302.80 304.30 52,500 3,067,500 0.03 % -4.55 % 0.08 % 0.3858 - - Long Buildup 56.03%14.34 1.5 0.5 %
10-Dec-19 303.85 304.20 55,000 3,065,000 -2.14 % 57.14 % -0.65 % 0.3976 - - Long Windup 48.93%13.61 0.35 0.12 %
09-Dec-19 306.20 310.85 35,000 3,085,000 4.66 % -6.67 % -7.15 % 0.4063 - - Short Covering 36.14%20.59 4.65 1.52 %
06-Dec-19 300.45 297.00 37,500 3,322,500 -1.57 % -6.25 % -8.66 % 0.4073 - - Long Windup 66.64%24.54 -3.45 -1.15 %
05-Dec-19 301.25 301.75 40,000 3,637,500 0.00 % 0.00 % 2.54 % 0.4193 - - 56.58%26.53 0.5 0.17 %
04-Dec-19 301.65 301.75 40,000 3,547,500 0.25 % -11.11 % -1.87 % 0.4324 - - Short Covering 34.59%10.43 0.1 0.03 %
03-Dec-19 302.00 301.00 45,000 3,615,000 -4.03 % -10.00 % 3.73 % 0.4460 - - Short Buildup 65.34%43.11 -1 -0.33 %
02-Dec-19 307.55 313.65 50,000 3,485,000 0.00 % 0.00 % 5.21 % 0.4508 - - 61.98%27.23 6.1 1.98 %
29-Nov-19 312.15 313.65 50,000 3,312,500 -1.52 % 17.65 % -18.26 % 0.4598 - - Long Windup 32.51%9.54 1.5 0.48 %
28-Nov-19 317.05 318.50 42,500 4,052,500 0.98 % 112.50 % -9.34 % 0.4595 - - Short Covering 49.17%23.66 1.45 0.46 %
27-Nov-19 315.30 315.40 20,000 4,470,000 -0.63 % 33.33 % -8.31 % 0.4731 - - Long Windup 27.93%23.02 0.1 0.03 %
26-Nov-19 310.90 317.40 15,000 4,875,000 -0.44 % 50.00 % 1.62 % 0.4833 - - Short Buildup 51.21%23.05 6.5 2.09 %
25-Nov-19 317.40 318.80 10,000 4,797,500 1.71 % 0.00 % 7.93 % 0.4883 - - Long Buildup 43.52%14.81 1.4 0.44 %
22-Nov-19 314.35 313.45 10,000 4,445,000 -2.75 % 0.00 % -4.15 % 0.5015 - - Long Windup 38.91%14.66 -0.9 -0.29 %
21-Nov-19 317.05 322.30 10,000 4,637,500 0.00 % 0.00 % 3.23 % 0.5156 - - 55.77%12.66 5.25 1.66 %
20-Nov-19 319.90 322.30 10,000 4,492,500 -1.50 % 33.33 % -4.82 % 0.5301 - - Long Windup 40.67%20.41 2.4 0.75 %
19-Nov-19 325.40 327.20 7,500 4,720,000 -0.11 % -25.00 % -5.69 % 0.5405 - - Long Windup 29.35%14.62 1.8 0.55 %
18-Nov-19 329.85 327.55 10,000 5,005,000 0.75 % 0.00 % 2.77 % 0.5536 - - Long Buildup 22.03%20.31 -2.3 -0.7 %
15-Nov-19 329.15 325.10 10,000 4,870,000 0.00 % 0.00 % 21.45 % 0.5709 - - 43.71%76.17 -4.05 -1.23 %
13-Nov-19 297.30 300.55 10,000 3,835,000 0.00 % 0.00 % -2.29 % 0.4848 - - 63.35%19.00 3.25 1.09 %
 
 
Average Delivery Volume
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
118.48 Crore Rs. 73.37 Crore Rs. 48.81 Crore Rs. 40.80 Crore Rs. 32.27 Crore Rs. 24.23 Crore Rs. More details >>
Average Delivery Percentage
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
76.26 % 71.32 % 67.67 % 62.59 % 55.87 % 50.18 % More details >>
 
 
CHOLAFIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Jan-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
305.29 309.67 316.74 321.12 328.19 332.57 339.64
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
318.08 320.94 321.89 322.85 321.12 324.75 325.71 326.66 329.53
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
309.67 314.04 316.75 321.12 325.49 328.2 332.57
DeMark Pivot
Support 1 Pivot Point Resistance 1
318.93 322.21 330.38
 
 
CHOLAFIN Result / Events
Date Description Status
23-Jan-20Financial ResultsScheduled today
05-Nov-19Financial ResultsCompleted
30-Jul-19Financial ResultsCompleted
27-Apr-19Financial Results/DividendCompleted
30-Jan-19Financial Results/DividendCompleted