FnO Contract Details

Expiry:
Symbol:

CHOLAFIN analysis for the selected expiry [Oct-20] as on 24-Sep-20

CHOLAFIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 228.00 239.20 221.95 229.80 NA -0.07 % NA NA
24-Sep-20 225.65 238.95 221.40 229.15 285,000 -0.26 % -88.36 % Long Windup
29-Oct-20 222.40 233.35 217.35 222.25 5,692,500 -1.98 % 78.59 % Short Buildup
26-Nov-20 221.90 230.90 216.10 219.65 27,500 -3.87 % 57.14 % Short Buildup
Cummulative NA NA NA NA 6,005,000 NA 6.24 % Short Buildup
CHOLAFIN Options OI PCR:  0.31   (Expiry : 29-Oct-20 )   PUT OI: 82,500   CALL OI: 270,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
240.00 170000 353.33% 9.20 0.00%
250.00 67500 200.00% 6.45 7.50% Long Buildup
280.00 20000 0.00% 9.45 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
240.00 170000 353.33% 9.20 0.00%
250.00 67500 200.00% 6.45 7.50% Long Buildup
260.00 10000 100.00% 4.00 -55.56% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
240.00 32500 0.00% 26.55 15.43%
280.00 20000 0.00% 41.05 0.00%
235.00 20000 0.00% 20.00 0.00%
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
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
None
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 %
24-Sep-20 229.80 222.25 5,692,500 6,005,000 -1.98 % 78.59 % 6.24 % 0.8127 0.31 - Short Buildup 14.26%31.68 -7.55 -3.29 %
23-Sep-20 229.95 226.75 3,187,500 5,652,500 -0.42 % 14.25 % -5.00 % 0.8147 0.85 - Long Windup 15.70%17.62 -3.2 -1.39 %
22-Sep-20 231.05 227.70 2,790,000 5,950,000 0.18 % 52.67 % -1.24 % 0.8167 1.63 - Short Covering 14.99%16.01 -3.35 -1.45 %
21-Sep-20 231.25 227.30 1,827,500 6,025,000 -4.23 % 54.22 % -1.79 % 0.8188 1.63 - Long Windup 25.32%24.17 -3.95 -1.71 %
18-Sep-20 240.65 237.35 1,185,000 6,135,000 0.51 % 74.91 % 4.16 % 0.8190 1.63 - Long Buildup 47.16%60.49 -3.3 -1.37 %
17-Sep-20 239.55 236.15 677,500 5,890,000 -0.11 % 105.30 % 0.38 % 0.8211 1.86 - Short Buildup 18.53%31.25 -3.4 -1.42 %
16-Sep-20 238.60 236.40 330,000 5,867,500 1.92 % 9.09 % 7.56 % 0.8231 3.25 - Long Buildup 38.94%87.60 -2.2 -0.92 %
15-Sep-20 232.90 231.95 302,500 5,455,000 0.15 % 8.04 % 2.78 % 0.8245 3.25 - Long Buildup 24.65%27.40 -0.95 -0.41 %
14-Sep-20 232.10 231.60 280,000 5,307,500 3.32 % 0.90 % -4.37 % 0.8266 3.25 - Short Covering 41.31%98.81 -0.5 -0.22 %
11-Sep-20 224.45 224.15 277,500 5,550,000 1.63 % 8.82 % -2.25 % 0.8274 3.25 - Short Covering 21.36%17.28 -0.3 -0.13 %
10-Sep-20 221.25 220.55 255,000 5,677,500 0.07 % 41.67 % 0.35 % 0.8293 3.25 - Long Buildup 12.63%9.28 -0.7 -0.32 %
09-Sep-20 220.55 220.40 180,000 5,657,500 -0.23 % 2.86 % 2.54 % 0.8313 3.25 - Short Buildup 7.37%7.06 -0.15 -0.07 %
08-Sep-20 222.15 220.90 175,000 5,517,500 -2.00 % -2.78 % 0.09 % 0.8334 3.25 - Short Buildup 14.72%12.68 -1.25 -0.56 %
07-Sep-20 226.45 225.40 180,000 5,512,500 -3.72 % 9.09 % -0.94 % 0.8351 3.25 - Long Windup 21.22%30.39 -1.05 -0.46 %
04-Sep-20 234.05 234.10 165,000 5,565,000 -2.46 % 4.76 % -5.64 % 0.8360 3.25 - Long Windup 22.12%29.41 0.05 0.02 %
03-Sep-20 244.10 240.00 157,500 5,897,500 -0.41 % 1.61 % 3.28 % 0.8361 3.25 - Short Buildup 18.53%16.18 -4.1 -1.68 %
02-Sep-20 242.70 241.00 155,000 5,710,000 1.26 % -3.13 % -3.75 % 0.8382 3.25 - Short Covering 7.15%5.04 -1.7 -0.7 %
01-Sep-20 241.45 238.00 160,000 5,932,500 2.90 % 4.92 % 2.02 % 0.8402 3.25 - Long Buildup 13.76%24.36 -3.45 -1.43 %
31-Aug-20 232.20 231.30 152,500 5,815,000 -5.59 % 15.09 % -4.48 % 0.8407 2.60 - Long Windup 18.41%38.82 -0.9 -0.39 %
28-Aug-20 249.75 245.00 132,500 6,087,500 3.33 % 60.61 % 5.46 % 0.8370 3.25 - Long Buildup 20.13%89.43 -4.75 -1.9 %
27-Aug-20 240.90 237.10 82,500 5,772,500 -0.65 % 3.13 % -15.58 % 0.8377 - - Long Windup 26.89%23.93 -3.8 -1.58 %
26-Aug-20 245.30 238.65 80,000 6,837,500 -0.02 % 6.67 % -1.26 % 0.8394 - - Long Windup 16.10%31.58 -6.65 -2.71 %
25-Aug-20 242.15 238.70 75,000 6,925,000 4.42 % -11.76 % 15.75 % 0.8413 - - Long Buildup 12.76%46.13 -3.45 -1.42 %
24-Aug-20 231.75 228.60 85,000 5,982,500 3.67 % 126.67 % 2.18 % 0.8414 - - Long Buildup 21.65%40.57 -3.15 -1.36 %
21-Aug-20 227.35 220.50 37,500 5,855,000 -1.67 % 87.50 % 4.46 % 0.8431 - - Short Buildup 20.88%40.86 -6.85 -3.01 %
20-Aug-20 226.70 224.25 20,000 5,605,000 6.28 % 14.29 % -0.58 % 0.8452 - - Short Covering 14.07%23.24 -2.45 -1.08 %
19-Aug-20 226.65 211.00 17,500 5,637,500 0.00 % 0.00 % 0.62 % 0.8473 - - 12.60%28.18 -15.65 -6.9 %
18-Aug-20 231.80 211.00 17,500 5,602,500 0.00 % 16.67 % 5.16 % 0.8489 - - 14.14%51.62 -20.8 -8.97 %
17-Aug-20 212.30 211.00 15,000 5,327,500 0.00 % 0.00 % 1.24 % 0.8427 - - 20.56%26.68 -1.3 -0.61 %
14-Aug-20 218.10 211.00 15,000 5,262,500 0.00 % 0.00 % -10.16 % 0.8440 - - 11.08%29.70 -7.1 -3.26 %
13-Aug-20 225.15 211.00 15,000 5,857,500 0.96 % -14.29 % 12.37 % 0.8450 - - Long Buildup 18.97%58.83 -14.15 -6.28 %
12-Aug-20 209.40 209.00 17,500 5,212,500 1.51 % 0.00 % 2.26 % 0.8414 - - Long Buildup 13.07%15.44 -0.4 -0.19 %
11-Aug-20 207.15 205.90 17,500 5,097,500 0.00 % 0.00 % -9.62 % 0.8434 - - 26.61%23.49 -1.25 -0.6 %
10-Aug-20 209.55 205.90 17,500 5,640,000 0.44 % 16.67 % -0.44 % 0.8454 - - Short Covering 23.91%30.46 -3.65 -1.74 %
07-Aug-20 208.75 205.00 15,000 5,665,000 1.49 % 0.00 % -4.99 % 0.8475 - - Short Covering 24.58%37.86 -3.75 -1.8 %
06-Aug-20 205.65 202.00 15,000 5,962,500 0.00 % 0.00 % -4.29 % 0.8494 - - 27.59%46.16 -3.65 -1.77 %
05-Aug-20 204.40 202.00 15,000 6,230,000 1.38 % 0.00 % -11.51 % 0.8514 - - Short Covering 23.40%35.52 -2.4 -1.17 %
04-Aug-20 200.55 199.25 15,000 7,040,000 1.71 % -14.29 % -4.70 % 0.8532 - - Short Covering 22.26%33.31 -1.3 -0.65 %
03-Aug-20 201.00 195.90 17,500 7,387,500 -0.03 % 40.00 % -2.38 % 0.8553 - - Long Windup 19.57%38.86 -5.1 -2.54 %
31-Jul-20 202.50 195.95 12,500 7,567,500 0.00 % 0.00 % 21.23 % 0.8574 - - 25.04%62.95 -6.55 -3.23 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
31.68 Crore Rs. 21.77 Crore Rs. 29.99 Crore Rs. 37.03 Crore Rs. 33.95 Crore Rs. 33.28 Crore Rs. More details >>
Average Delivery Percentage
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
14.26 % 14.80 % 22.35 % 25.16 % 25.08 % 22.48 % More details >>
 
 
CHOLAFIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Sep-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
199.29 208.32 215.29 224.32 231.29 240.32 247.29
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
214.25 218.25 219.58 220.92 224.32 223.58 224.92 226.25 230.25
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
208.32 214.43 218.21 224.32 230.43 234.21 240.32
DeMark Pivot
Support 1 Pivot Point Resistance 1
211.8 222.58 227.8
 
 
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