FnO Contract Details

Expiry:
Symbol:

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

CHOLAFIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 130.50 154.80 125.60 150.75 NA 15.52 % NA NA
30-Apr-20 128.80 154.70 126.15 151.00 4,805,000 14.57 % -5.60 % Short Covering
28-May-20 151.05 154.85 151.05 152.85 22,500 21.02 % 0.00 %
25-Jun-20 151.60 157.10 151.60 154.35 5,000 0.00 % 0.00 %
Cummulative NA NA NA NA 4,832,500 NA -5.48 % Short Covering
CHOLAFIN Options OI PCR:  0.61   (Expiry : 30-Apr-20 )   PUT OI: 85,000   CALL OI: 140,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
200.00 60000 -14.29% 3.90 225.00% Short Covering
150.00 22500 125.00% 19.75 234.75% Long Buildup
160.00 17500 0.00% 13.65 0.00% 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
150.00 22500 125.00% 19.75 234.75% Long Buildup
180.00 12500 400.00% 8.80 -29.03% Short Buildup
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
200.00 60000 -14.29% 3.90 225.00% Short Covering
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 40000 45.45% 2.15 -41.10% Short Buildup
300.00 17500 0.00% 139.00 0.00% Short Buildup
130.00 7500 -40.00% 7.55 -57.10% 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
100.00 40000 45.45% 2.15 -41.10% Short Buildup
150.00 5000 100.00% 23.75 8.20% Long 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
130.00 7500 -40.00% 7.55 -57.10% 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 %
08-Apr-20 150.75 151.00 4,805,000 4,832,500 14.57 % -5.60 % -5.48 % 1.7408 0.61 0.57 % Short Covering 31.94%37.45 0.25 0.17 %
07-Apr-20 130.50 131.80 5,090,000 5,112,500 4.94 % 32.81 % 33.05 % 1.6550 0.71 0.44 % Long Buildup 55.68%78.79 1.3 1 %
03-Apr-20 124.65 125.60 3,832,500 3,842,500 -12.60 % 7.96 % 8.01 % 1.6926 - 0.26 % Short Buildup 51.00%28.02 0.95 0.76 %
01-Apr-20 142.85 143.70 3,550,000 3,557,500 -6.69 % 4.03 % 3.94 % 1.6171 1.09 0.21 % Short Buildup 39.33%21.20 0.85 0.6 %
31-Mar-20 152.85 154.00 3,412,500 3,422,500 -4.38 % 12.16 % 12.12 % 1.6356 1.62 0.29 % Short Buildup 56.83%26.36 1.15 0.75 %
30-Mar-20 160.50 161.05 3,042,500 3,052,500 -4.96 % 10.54 % 10.50 % 1.6704 2.11 0.33 % Short Buildup 53.91%40.47 0.55 0.34 %
27-Mar-20 169.15 169.45 2,752,500 2,762,500 0.09 % -3.67 % -19.34 % 1.7042 1.33 0.36 % Short Covering 49.61%37.68 0.3 0.18 %
26-Mar-20 167.80 169.30 2,857,500 3,425,000 6.21 % 18.08 % -0.15 % 1.7665 10.00 - Short Covering 54.86%59.36 1.5 0.89 %
25-Mar-20 157.85 159.40 2,420,000 3,430,000 10.93 % 95.16 % 9.76 % 1.7977 - - Long Buildup 59.01%40.56 1.55 0.98 %
24-Mar-20 143.20 143.70 1,240,000 3,125,000 5.31 % 65.33 % -6.86 % 1.7979 - - Short Covering 51.67%30.04 0.5 0.35 %
23-Mar-20 136.05 136.45 750,000 3,355,000 -28.77 % 275.00 % -14.36 % 1.8306 - - Long Windup 56.76%25.54 0.4 0.29 %
20-Mar-20 193.25 191.55 200,000 3,917,500 3.09 % 8.11 % -1.26 % 0.8159 - - Short Covering 47.59%32.65 -1.7 -0.88 %
19-Mar-20 183.75 185.80 185,000 3,967,500 -6.42 % 10.45 % -7.41 % 0.8125 - - Long Windup 56.75%46.34 2.05 1.12 %
18-Mar-20 200.50 198.55 167,500 4,285,000 -8.86 % 55.81 % -6.64 % 0.7539 - - Long Windup 59.05%51.95 -1.95 -0.97 %
17-Mar-20 217.40 217.85 107,500 4,590,000 -3.52 % 19.44 % -9.06 % 0.6426 - - Long Windup 54.76%44.76 0.45 0.21 %
16-Mar-20 228.30 225.80 90,000 5,047,500 -7.61 % 28.57 % -14.34 % 0.6370 - - Long Windup 56.82%31.24 -2.5 -1.1 %
13-Mar-20 245.35 244.40 70,000 5,892,500 0.58 % -6.67 % 16.34 % 0.5317 - - Long Buildup 55.99%148.73 -0.95 -0.39 %
12-Mar-20 243.15 243.00 75,000 5,065,000 -6.61 % 20.00 % -18.04 % 0.5479 - - Long Windup 64.64%57.24 -0.15 -0.06 %
11-Mar-20 262.10 260.20 62,500 6,180,000 -5.38 % 47.06 % 9.96 % 0.4330 - - Short Buildup 58.39%38.57 -1.9 -0.72 %
09-Mar-20 274.00 275.00 42,500 5,620,000 -1.87 % 0.00 % -16.18 % 0.3788 - - Long Windup 66.87%62.72 1 0.36 %
06-Mar-20 280.55 280.25 42,500 6,705,000 -3.48 % -5.56 % -3.63 % 0.3698 - - Long Windup 52.81%35.70 -0.3 -0.11 %
05-Mar-20 289.55 290.35 45,000 6,957,500 -2.53 % 50.00 % 16.49 % 0.3498 - - Short Buildup 55.69%90.83 0.8 0.28 %
04-Mar-20 295.60 297.90 30,000 5,972,500 -3.92 % 20.00 % 5.20 % 0.3422 - - Short Buildup 56.57%45.16 2.3 0.78 %
03-Mar-20 306.20 310.05 25,000 5,677,500 0.00 % 0.00 % 3.98 % 0.3159 - - 68.06%40.80 3.85 1.26 %
02-Mar-20 302.00 310.05 25,000 5,460,000 -1.57 % -9.09 % -0.36 % 0.3188 - - Long Windup 45.10%17.04 8.05 2.67 %
28-Feb-20 306.50 315.00 27,500 5,480,000 -3.37 % 10.00 % -17.78 % 0.3240 - - Long Windup 51.99%36.03 8.5 2.77 %
27-Feb-20 314.55 326.00 25,000 6,665,000 0.00 % 0.00 % -8.73 % 0.2989 - - 60.01%29.14 11.45 3.64 %
26-Feb-20 318.10 326.00 25,000 7,302,500 0.00 % 0.00 % -22.99 % 0.3035 - - 40.20%13.57 7.9 2.48 %
25-Feb-20 325.35 326.00 25,000 9,482,500 -1.35 % 0.00 % 18.83 % 0.2935 - - Short Buildup 54.19%15.18 0.65 0.2 %
24-Feb-20 323.25 330.45 25,000 7,980,000 0.00 % 0.00 % 14.12 % 0.3011 - - 60.72%26.62 7.2 2.23 %
20-Feb-20 332.00 330.45 25,000 6,992,500 0.00 % 0.00 % 9.22 % 0.2826 - - 46.00%23.66 -1.55 -0.47 %
19-Feb-20 329.30 330.45 25,000 6,402,500 1.27 % 0.00 % 3.47 % 0.2893 - - Long Buildup 41.87%10.43 1.15 0.35 %
18-Feb-20 327.90 326.30 25,000 6,187,500 -1.66 % 25.00 % 2.53 % 0.2974 - - Short Buildup 39.58%10.81 -1.6 -0.49 %
17-Feb-20 331.45 331.80 20,000 6,035,000 -2.48 % 0.00 % 0.21 % 0.3032 - - Short Buildup 30.34%8.08 0.35 0.11 %
14-Feb-20 332.75 340.25 20,000 6,022,500 0.00 % 0.00 % -1.07 % 0.3121 - - 37.41%7.77 7.5 2.25 %
13-Feb-20 337.00 340.25 20,000 6,087,500 0.00 % 0.00 % -0.90 % 0.3177 - - 31.12%5.99 3.25 0.96 %
12-Feb-20 338.85 340.25 20,000 6,142,500 0.00 % 0.00 % -5.03 % 0.3268 - - 62.75%33.34 1.4 0.41 %
11-Feb-20 333.30 340.25 20,000 6,467,500 0.00 % 0.00 % 0.31 % 0.3319 - - 46.48%15.15 6.95 2.09 %
10-Feb-20 335.60 340.25 20,000 6,447,500 0.00 % 0.00 % -0.77 % 0.3413 - - 37.36%10.48 4.65 1.39 %
07-Feb-20 339.95 340.25 20,000 6,497,500 0.07 % 0.00 % -0.42 % 0.3480 - - Short Covering 55.98%34.62 0.3 0.09 %
06-Feb-20 340.20 340.00 20,000 6,525,000 -0.58 % 33.33 % 3.86 % 0.3589 - - Short Buildup 45.31%74.55 -0.2 -0.06 %
05-Feb-20 342.65 342.00 15,000 6,282,500 2.26 % -14.29 % 24.04 % 0.3670 - - Long Buildup 63.11%171.14 -0.65 -0.19 %
04-Feb-20 332.25 334.45 17,500 5,065,000 0.00 % 0.00 % 13.31 % 0.3458 - - 34.58%17.14 2.2 0.66 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
37.45 Crore Rs. 48.09 Crore Rs. 38.36 Crore Rs. 41.17 Crore Rs. 38.81 Crore Rs. 46.45 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 >>
31.94 % 46.77 % 46.85 % 48.98 % 50.67 % 53.26 % More details >>
 
 
CHOLAFIN 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
104.65 115.4 133.2 143.95 161.75 172.5 190.3
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
136.73 143.86 146.24 148.62 143.95 153.38 155.76 158.14 165.28
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
115.4 126.31 133.04 143.95 154.86 161.59 172.5
DeMark Pivot
Support 1 Pivot Point Resistance 1
138.58 146.64 167.13
 
 
CHOLAFIN Result / Events
Date Description Status
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