FnO Contract Details

Expiry:
Symbol:

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

CHOLAFIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 287.05 304.35 284.50 302.50 NA 5.22 % NA NA
31-Oct-19 287.00 303.25 285.50 301.15 2,930,000 4.28 % -8.94 % Short Covering
28-Nov-19 286.70 301.00 286.55 300.70 70,000 3.69 % 33.33 % Long Buildup
26-Dec-19 0.00 0.00 0.00 291.00 15,000 0.00 % 0.00 %
Cummulative NA NA NA NA 3,015,000 NA -8.22 % Short Covering
CHOLAFIN Options OI PCR:  0.63   (Expiry : 31-Oct-19 )   PUT OI: 182,500   CALL OI: 290,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
320.00 87500 -2.78% 6.50 242.11% Short Covering
300.00 37500 0.00% 12.45 102.44% Short Covering
340.00 35000 0.00% 4.00 1500.00% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
290.00 12500 66.67% 15.00 150.00% Long Buildup
305.00 12500 66.67% 10.00 233.33% Long 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
310.00 15000 -45.45% 8.15 715.00% Short Covering
330.00 25000 -23.08% 3.40 518.18% Short Covering
320.00 87500 -2.78% 6.50 242.11% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
275.00 35000 0.00% 9.00 0.00%
280.00 27500 83.33% 3.25 -70.85% Short Buildup
300.00 25000 0.00% 17.30 0.00% 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
280.00 27500 83.33% 3.25 -70.85% Short Buildup
290.00 7500 50.00% 7.80 -29.09% 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
245.00 2500 -95.24% 0.20 -95.45% 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 %
18-Oct-19 302.50 301.15 2,930,000 3,015,000 4.28 % -8.94 % -8.22 % 0.0000 0.63 2.82 % Short Covering 41.54%27.18 -1.35 -0.45 %
17-Oct-19 287.50 288.80 3,217,500 3,285,000 6.31 % -4.88 % -4.23 % 0.5750 0.71 2.05 % Short Covering 20.19%10.20 1.3 0.45 %
16-Oct-19 270.60 271.65 3,382,500 3,430,000 -3.03 % 9.82 % 9.85 % 0.5159 0.52 1.38 % Short Buildup 46.77%21.45 1.05 0.39 %
15-Oct-19 279.85 280.15 3,080,000 3,122,500 -1.51 % 6.39 % 6.48 % 0.5068 0.56 1.36 % Short Buildup 41.22%19.89 0.3 0.11 %
14-Oct-19 285.10 284.45 2,895,000 2,932,500 -0.05 % -0.60 % -0.51 % 0.5151 0.56 1.28 % Long Windup 32.36%6.01 -0.65 -0.23 %
11-Oct-19 283.95 284.60 2,912,500 2,947,500 -0.02 % -1.44 % -1.34 % 0.5311 0.50 1.19 % Long Windup 31.08%7.52 0.65 0.23 %
10-Oct-19 283.30 284.65 2,955,000 2,987,500 -4.21 % 1.55 % 1.70 % 0.5477 0.48 1.09 % Short Buildup 34.10%7.96 1.35 0.48 %
09-Oct-19 296.20 297.15 2,910,000 2,937,500 2.50 % 14.68 % 14.52 % 0.5254 0.51 0.94 % Long Buildup 25.73%12.72 0.95 0.32 %
07-Oct-19 290.50 289.90 2,537,500 2,565,000 0.03 % -3.15 % -3.12 % 0.5304 0.55 1.07 % Short Covering 37.11%14.59 -0.6 -0.21 %
04-Oct-19 289.65 289.80 2,620,000 2,647,500 -0.72 % -6.26 % -6.20 % 0.5469 0.50 1.04 % Long Windup 44.51%13.19 0.15 0.05 %
03-Oct-19 290.10 291.90 2,795,000 2,822,500 -1.17 % 0.00 % 0.09 % 0.5641 0.51 0.97 % Short Buildup 44.88%23.74 1.8 0.62 %
01-Oct-19 293.55 295.35 2,795,000 2,820,000 -4.32 % -4.12 % -4.00 % 0.5790 0.46 0.89 % Long Windup 34.32%16.21 1.8 0.61 %
30-Sep-19 307.80 308.70 2,915,000 2,937,500 -0.72 % -6.65 % -6.60 % 0.5554 0.53 0.77 % Long Windup 17.20%5.08 0.9 0.29 %
27-Sep-19 310.60 310.95 3,122,500 3,145,000 -0.05 % -9.49 % -18.31 % 0.5718 0.58 0.72 % Long Windup 32.27%33.32 0.35 0.11 %
26-Sep-19 310.10 311.10 3,450,000 3,850,000 4.38 % -3.90 % -18.00 % 0.5897 0.51 - Short Covering 61.14%57.49 1 0.32 %
25-Sep-19 296.05 298.05 3,590,000 4,695,000 -1.80 % 58.50 % 12.39 % 0.5668 1.53 - Short Buildup 59.99%33.56 2 0.68 %
24-Sep-19 303.15 303.50 2,265,000 4,177,500 -0.05 % 135.32 % 2.58 % 0.5715 1.53 - Short Buildup 46.37%27.88 0.35 0.12 %
23-Sep-19 302.35 303.65 962,500 4,072,500 4.45 % 110.38 % -0.97 % 0.5892 1.63 - Short Covering 48.37%37.10 1.3 0.43 %
20-Sep-19 290.35 290.70 457,500 4,112,500 10.26 % 30.71 % 11.45 % 0.5758 2.00 - Long Buildup 67.13%102.09 0.35 0.12 %
19-Sep-19 263.40 263.65 350,000 3,690,000 -1.01 % 45.83 % -2.32 % 0.3651 2.17 - Long Windup 36.56%7.91 0.25 0.09 %
18-Sep-19 267.45 266.35 240,000 3,777,500 0.32 % 33.33 % 3.07 % 0.3583 2.36 - Long Buildup 69.64%21.98 -1.1 -0.41 %
17-Sep-19 265.25 265.50 180,000 3,665,000 -2.19 % 46.94 % 0.07 % 0.3686 - - Short Buildup 35.69%4.80 0.25 0.09 %
16-Sep-19 271.95 271.45 122,500 3,662,500 -1.06 % 25.64 % 0.62 % 0.3621 - - Short Buildup 39.02%5.23 -0.5 -0.18 %
13-Sep-19 274.90 274.35 97,500 3,640,000 1.16 % 1200.00 % 9.39 % 0.3689 - - Long Buildup 54.71%13.41 -0.55 -0.2 %
12-Sep-19 276.45 271.20 7,500 3,327,500 0.00 % 0.00 % 0.99 % 0.3792 - - 46.79%13.16 -5.25 -1.9 %
11-Sep-19 275.95 271.20 7,500 3,295,000 0.00 % 0.00 % -2.87 % 0.3909 - - 45.91%10.03 -4.75 -1.72 %
09-Sep-19 272.80 271.20 7,500 3,392,500 6.96 % 50.00 % 3.04 % 0.3977 - - Long Buildup 30.57%6.74 -1.6 -0.59 %
06-Sep-19 269.20 253.55 5,000 3,292,500 0.00 % 0.00 % 0.30 % 0.4051 - - 84.12%62.29 -15.65 -5.81 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
27.18 Crore Rs. 19.61 Crore Rs. 16.95 Crore Rs. 14.11 Crore Rs. 14.29 Crore Rs. 24.14 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 >>
41.54 % 36.44 % 37.14 % 34.78 % 35.55 % 45.35 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREReversal PatternProbable Bearish Reversal
SPOTReversal PatternProbable Bearish Reversal
 
 
CHOLAFIN 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
272.26 278.88 290.01 296.63 307.76 314.38 325.51
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
292.28 296.71 298.19 299.67 296.63 302.63 304.11 305.59 310.03
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
278.88 285.66 289.85 296.63 303.41 307.6 314.38
DeMark Pivot
Support 1 Pivot Point Resistance 1
293.33 298.29 311.08
 
 
CHOLAFIN Result / Events
Date Description Status
05-Nov-19Financial ResultsUpcoming
30-Jul-19Financial ResultsCompleted
27-Apr-19Financial Results/DividendCompleted
30-Jan-19Financial Results/DividendCompleted