FnO Contract Details

Expiry:
Symbol:

CHOLAFIN analysis for the selected expiry [Jul-20] as on 03-Jul-20

CHOLAFIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 198.00 204.70 194.40 196.70 NA -0.20 % NA NA
30-Jul-20 196.70 204.70 193.05 196.00 7,657,500 -0.13 % -1.42 % Long Windup
27-Aug-20 193.00 202.40 193.00 194.00 110,000 -0.51 % -6.38 % Long Windup
24-Sep-20 199.05 199.05 199.05 199.05 5,000 4.05 % 0.00 %
Cummulative NA NA NA NA 7,772,500 NA -1.49 % Long Windup
CHOLAFIN Options OI PCR:  0.67   (Expiry : 30-Jul-20 )   PUT OI: 1,580,000   CALL OI: 2,357,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
210.00 490000 46.27% 8.90 -5.82% Short Buildup
220.00 400000 14.29% 6.20 -7.46% Short Buildup
205.00 387500 37.17% 10.60 -4.93% 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
210.00 490000 46.27% 8.90 -5.82% Short Buildup
205.00 387500 37.17% 10.60 -4.93% Short Buildup
220.00 400000 14.29% 6.20 -7.46% 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
195.00 65000 -27.78% 14.70 -2.97% Long Windup
185.00 15000 -33.33% 24.10 16.14% Short Covering
225.00 10000 -33.33% 4.90 -15.52% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
190.00 332500 189.13% 11.20 -4.68% Short Buildup
160.00 212500 2.41% 2.05 -25.45% Short Buildup
200.00 170000 -10.53% 16.40 -2.67% 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
190.00 332500 189.13% 11.20 -4.68% Short Buildup
170.00 142500 32.56% 4.20 -7.69% Short Buildup
205.00 50000 33.33% 19.50 -2.26% 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
200.00 170000 -10.53% 16.40 -2.67% Long Windup
195.00 47500 -20.83% 13.50 -3.91% Long Windup
150.00 52500 -16.00% 1.20 -20.00% Long Windup
 
 
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 %
03-Jul-20 196.70 196.00 7,657,500 7,772,500 -0.13 % -1.42 % -1.49 % 0.8798 0.67 1.48 % Long Windup 5.71%25.88 -0.7 -0.36 %
02-Jul-20 197.10 196.25 7,767,500 7,890,000 0.00 % 1.67 % 1.81 % 0.8820 0.67 1.55 % 8.89%26.38 -0.85 -0.43 %
01-Jul-20 197.00 196.25 7,640,000 7,750,000 4.06 % 7.68 % 7.53 % 0.8842 0.65 1.42 % Long Buildup 9.78%35.15 -0.75 -0.38 %
30-Jun-20 189.40 188.60 7,095,000 7,207,500 -2.20 % 3.01 % 3.04 % 0.8848 0.64 1.56 % Short Buildup 10.46%20.47 -0.8 -0.42 %
29-Jun-20 193.00 192.85 6,887,500 6,995,000 -2.23 % -7.27 % -7.35 % 0.8866 0.65 1.54 % Long Windup 19.26%54.99 -0.15 -0.08 %
26-Jun-20 201.80 197.25 7,427,500 7,550,000 -2.69 % 8.08 % -3.97 % 0.8868 0.62 1.62 % Long Windup 16.05%55.06 -4.55 -2.25 %
25-Jun-20 205.95 202.70 6,872,500 7,862,500 6.57 % 33.90 % 6.18 % 0.8886 0.98 - Long Buildup 17.18%79.04 -3.25 -1.58 %
24-Jun-20 196.80 190.20 5,132,500 7,405,000 -4.11 % 19.92 % -6.71 % 0.8887 0.94 - Long Windup 23.49%99.19 -6.6 -3.35 %
23-Jun-20 204.15 198.35 4,280,000 7,937,500 0.10 % 107.01 % 0.99 % 0.8896 0.90 - Long Buildup 16.17%67.08 -5.8 -2.84 %
22-Jun-20 204.70 198.15 2,067,500 7,860,000 2.75 % 86.26 % 9.59 % 0.8918 1.01 - Long Buildup 18.48%157.41 -6.55 -3.2 %
19-Jun-20 196.80 192.85 1,110,000 7,172,500 9.64 % 55.79 % -0.93 % 0.8925 - - Short Covering 15.60%113.04 -3.95 -2.01 %
18-Jun-20 178.00 175.90 712,500 7,240,000 5.11 % 54.89 % -6.58 % 0.8843 0.81 - Short Covering 14.35%67.05 -2.1 -1.18 %
17-Jun-20 168.20 167.35 460,000 7,750,000 7.76 % 19.48 % 12.56 % 0.8831 0.63 - Long Buildup 16.91%113.67 -0.85 -0.51 %
16-Jun-20 155.45 155.30 385,000 6,885,000 -0.10 % 2.67 % -1.40 % 0.8789 1.71 - Long Windup 12.46%34.04 -0.15 -0.1 %
15-Jun-20 155.30 155.45 375,000 6,982,500 -3.00 % 20.00 % -8.40 % 0.8811 1.18 - Long Windup 10.49%39.28 0.15 0.1 %
12-Jun-20 160.05 160.25 312,500 7,622,500 6.13 % 17.92 % 18.27 % 0.8824 1.40 - Long Buildup 13.49%48.00 0.2 0.12 %
11-Jun-20 150.95 151.00 265,000 6,445,000 -3.51 % 30.86 % 24.00 % 0.8810 1.75 - Short Buildup 16.40%60.22 0.05 0.03 %
10-Jun-20 155.70 156.50 202,500 5,197,500 4.13 % 42.11 % -5.41 % 0.8822 2.50 - Short Covering 21.72%54.22 0.8 0.51 %
09-Jun-20 150.40 150.30 142,500 5,495,000 2.07 % 1.79 % -21.25 % 0.8832 2.50 - Short Covering 20.52%71.84 -0.1 -0.07 %
08-Jun-20 146.65 147.25 140,000 6,977,500 1.06 % 12.00 % 21.14 % 0.8848 21.00 - Long Buildup 27.57%69.35 0.6 0.41 %
05-Jun-20 145.40 145.70 125,000 5,760,000 2.97 % 2.04 % -7.28 % 0.8869 20.50 - Short Covering 23.86%59.47 0.3 0.21 %
04-Jun-20 142.60 141.50 122,500 6,212,500 -9.76 % 32.43 % 5.12 % 0.8887 41.00 - Short Buildup 17.63%60.61 -1.1 -0.77 %
03-Jun-20 155.85 156.80 92,500 5,910,000 0.51 % 42.31 % 1.42 % 0.8828 - - Long Buildup 24.30%52.31 0.95 0.61 %
02-Jun-20 157.90 156.00 65,000 5,827,500 3.52 % 4.00 % 5.05 % 0.8849 - - Long Buildup 16.73%42.91 -1.9 -1.2 %
01-Jun-20 152.10 150.70 62,500 5,547,500 10.00 % 13.64 % -7.31 % 0.8856 - - Short Covering 27.43%66.97 -1.4 -0.92 %
29-May-20 141.70 137.00 55,000 5,985,000 2.28 % 4.76 % -26.47 % 1.3663 - - Short Covering 33.36%79.04 -4.7 -3.32 %
28-May-20 135.10 133.95 52,500 8,140,000 1.02 % 16.67 % -3.64 % 1.3903 - - Short Covering 23.52%55.65 -1.15 -0.85 %
27-May-20 135.30 132.60 45,000 8,447,500 8.47 % 28.57 % -4.66 % 1.4340 - - Short Covering 25.77%76.34 -2.7 -2 %
26-May-20 122.10 122.25 35,000 8,860,000 -0.93 % 7.69 % -1.99 % 1.3935 - - Long Windup 23.45%31.19 0.15 0.12 %
22-May-20 123.20 123.40 32,500 9,040,000 -9.63 % 62.50 % 14.83 % 1.4367 - - Short Buildup 28.46%- 0.2 0.16 %
21-May-20 129.85 136.55 20,000 7,872,500 0.00 % -11.11 % 3.96 % 1.4599 - - 18.38%30.85 6.7 5.16 %
20-May-20 135.15 136.55 22,500 7,572,500 5.69 % 12.50 % 2.64 % 1.4934 - - Long Buildup 15.04%23.77 1.4 1.04 %
19-May-20 127.10 129.20 20,000 7,377,500 3.36 % -27.27 % -1.37 % 1.5115 - - Short Covering 11.33%17.62 2.1 1.65 %
18-May-20 125.00 125.00 27,500 7,480,000 -17.76 % 22.22 % 13.85 % 1.5569 - - Short Buildup 33.18%77.21 0 0 %
15-May-20 149.35 152.00 22,500 6,570,000 0.00 % 0.00 % -4.47 % 1.3567 - - 11.61%11.71 2.65 1.77 %
14-May-20 148.25 152.00 22,500 6,877,500 -0.13 % 125.00 % -12.53 % 1.3989 - - Long Windup 25.81%49.41 3.75 2.53 %
13-May-20 157.70 152.20 10,000 7,862,500 0.00 % 0.00 % -14.91 % 1.4114 - - 25.01%58.54 -5.5 -3.49 %
12-May-20 150.90 152.20 10,000 9,240,000 -0.29 % 0.00 % 17.26 % 1.4399 - - Short Buildup 12.28%33.69 1.3 0.86 %
11-May-20 151.90 152.65 10,000 7,880,000 4.55 % 0.00 % 16.31 % 1.4848 - - Long Buildup 15.40%42.37 0.75 0.49 %
08-May-20 144.10 146.00 10,000 6,775,000 -2.14 % 33.33 % -0.40 % 1.5101 - - Long Windup 13.70%24.33 1.9 1.32 %
07-May-20 148.85 149.20 7,500 6,802,500 2.97 % 200.00 % 0.93 % 1.5497 - - Long Buildup 11.93%27.70 0.35 0.24 %
06-May-20 150.05 144.90 2,500 6,740,000 0.00 % 0.00 % 0.41 % 1.5979 - - 12.08%39.81 -5.15 -3.43 %
05-May-20 142.05 144.90 2,500 6,712,500 0.00 % 0.00 % 9.46 % 1.6268 - - 18.13%32.49 2.85 2.01 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
25.88 Crore Rs. 29.14 Crore Rs. 32.58 Crore Rs. 49.52 Crore Rs. 70.34 Crore Rs. 64.33 Crore Rs. More details >>
Average Delivery Percentage
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
5.71 % 7.88 % 10.27 % 14.04 % 15.37 % 16.20 % More details >>
 
 
CHOLAFIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
179.49 186.27 191.14 197.92 202.79 209.57 214.44
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
190.18 193.09 194.06 195.03 197.92 196.97 197.94 198.91 201.83
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
186.27 190.72 193.47 197.92 202.37 205.12 209.57
DeMark Pivot
Support 1 Pivot Point Resistance 1
188.7 196.7 200.35
 
 
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