FnO Contract Details

Expiry:
Symbol:

CUB analysis for the selected expiry [Apr-21] as on 16-Apr-21

CUB Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 161.80 164.85 161.00 161.85 NA -0.09 % NA NA
29-Apr-21 163.10 164.85 161.25 161.90 7,350,100 -0.28 % -3.77 % Long Windup
27-May-21 162.75 165.10 162.20 162.40 319,300 -0.43 % 63.49 % Short Buildup
24-Jun-21 0.00 0.00 0.00 162.85 15,500 0.00 % 0.00 %
Cummulative NA NA NA NA 7,684,900 NA -2.09 % Long Windup
CUB Options OI PCR:  0.55   (Expiry : 29-Apr-21 )   PUT OI: 753,300   CALL OI: 1,357,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
170.00 316200 -2.86% 2.40 -20.00% Long Windup
180.00 303800 3.16% 0.75 -28.57% Short Buildup
160.00 220100 -1.39% 6.20 -8.82% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
180.00 303800 3.16% 0.75 -28.57% Short Buildup
190.00 93000 7.14% 0.35 -12.50% Short Buildup
200.00 155000 4.17% 0.30 -14.29% 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
170.00 316200 -2.86% 2.40 -20.00% Long Windup
160.00 220100 -1.39% 6.20 -8.82% Long Windup
165.00 124000 -2.44% 3.85 -12.50% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
160.00 201500 1.56% 4.45 -3.26% Short Buildup
150.00 179800 0.00% 2.00 0.00% Short Buildup
140.00 142600 0.00% 0.90 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
160.00 201500 1.56% 4.45 -3.26% Short Buildup
170.00 130200 2.44% 10.00 -5.21% 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
145.00 46500 -21.05% 1.95 550.00% Short Covering
147.50 6200 -33.33% 1.40 -33.33% Long Windup
None
 
 
CUB 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 %
16-Apr-21 161.85 161.90 7,350,100 7,684,900 -0.28 % -3.77 % -2.09 % 0.5058 0.55 4.36 % Long Windup 46.88%12.29 0.05 0.03 %
15-Apr-21 162.00 162.35 7,638,400 7,849,200 -0.49 % 4.10 % 4.15 % 0.5071 0.56 2.69 % Short Buildup 39.63%13.92 0.35 0.22 %
13-Apr-21 162.45 163.15 7,337,700 7,536,100 1.97 % 0.21 % 0.33 % 0.5083 0.57 2.63 % Long Buildup 50.45%11.66 0.7 0.43 %
12-Apr-21 159.60 160.00 7,322,200 7,511,300 -3.99 % -8.24 % -7.94 % 0.5089 0.58 2.52 % Long Windup 57.18%32.69 0.4 0.25 %
09-Apr-21 165.55 166.65 7,979,400 8,159,200 -0.21 % 0.43 % 0.50 % 0.5072 0.61 2.20 % Short Buildup 34.43%8.53 1.1 0.66 %
08-Apr-21 166.10 167.00 7,945,300 8,118,900 0.60 % -5.81 % -5.76 % 0.5085 0.52 2.14 % Short Covering 39.70%16.87 0.9 0.54 %
07-Apr-21 165.45 166.00 8,435,100 8,614,900 6.14 % 1.45 % 1.65 % 0.5097 0.50 2.09 % Long Buildup 24.86%24.59 0.55 0.33 %
06-Apr-21 155.50 156.40 8,314,200 8,475,400 -0.45 % 2.52 % 2.55 % 0.5045 0.77 1.90 % Short Buildup 44.39%8.33 0.9 0.58 %
05-Apr-21 156.30 157.10 8,109,600 8,264,600 -3.11 % -3.04 % -3.02 % 0.5058 0.79 1.88 % Long Windup 46.89%13.09 0.8 0.51 %
01-Apr-21 161.10 162.15 8,363,800 8,521,900 3.68 % -0.33 % -0.25 % 0.5052 0.78 1.86 % Short Covering 28.51%6.90 1.05 0.65 %
31-Mar-21 155.95 156.40 8,391,700 8,543,600 0.58 % 0.45 % 2.38 % 0.0000 0.84 1.78 % Long Buildup 44.05%25.86 0.45 0.29 %
30-Mar-21 153.90 155.50 8,205,700 8,345,200 -3.39 % 17.02 % 17.40 % 0.5053 0.80 1.67 % Short Buildup 57.02%48.36 1.6 1.04 %
26-Mar-21 159.60 160.95 7,012,200 7,108,300 -0.68 % 0.40 % -3.74 % 0.5044 0.58 1.35 % Long Windup 37.97%9.56 1.35 0.85 %
25-Mar-21 160.80 162.05 6,984,300 7,384,200 -1.73 % 48.32 % -4.11 % 0.5056 1.36 - Long Windup 48.14%22.28 1.25 0.78 %
24-Mar-21 163.85 164.90 4,708,900 7,700,400 -3.14 % 98.30 % -2.85 % 0.5063 1.76 - Long Windup 65.80%30.03 1.05 0.64 %
23-Mar-21 168.65 170.25 2,374,600 7,926,700 -0.50 % 57.94 % 0.51 % 0.5058 2.12 - Short Buildup 43.95%9.87 1.6 0.95 %
22-Mar-21 169.65 171.10 1,503,500 7,886,400 -0.06 % 186.98 % -0.43 % 0.5070 0.86 - Long Windup 39.01%6.53 1.45 0.85 %
19-Mar-21 169.55 171.20 523,900 7,920,500 1.72 % 40.83 % 0.43 % 0.5083 0.89 - Long Buildup 78.01%76.34 1.65 0.97 %
18-Mar-21 167.30 168.30 372,000 7,886,400 -0.88 % 27.66 % -6.50 % 0.5090 3.09 - Long Windup 42.83%28.93 1 0.6 %
17-Mar-21 169.10 169.80 291,400 8,435,100 -1.11 % 3.30 % -3.34 % 0.5100 6.83 - Long Windup 47.41%16.67 0.7 0.41 %
16-Mar-21 170.20 171.70 282,100 8,726,500 -0.92 % 5.81 % -0.18 % 0.5112 10.50 - Long Windup 36.76%6.29 1.5 0.88 %
15-Mar-21 171.20 173.30 266,600 8,742,000 0.14 % 6.17 % -0.88 % 0.5123 20.50 - Short Covering 47.37%17.42 2.1 1.23 %
12-Mar-21 172.20 173.05 251,100 8,819,500 -0.52 % 14.08 % -2.13 % 0.5136 38.00 - Long Windup 59.45%39.62 0.85 0.49 %
10-Mar-21 172.40 173.95 220,100 9,011,700 0.14 % 14.52 % -4.19 % 0.5149 49.00 - Short Covering 42.27%22.84 1.55 0.9 %
09-Mar-21 171.75 173.70 192,200 9,405,400 -2.06 % -19.48 % -12.49 % 0.5161 43.00 - Long Windup 33.15%32.72 1.95 1.14 %
08-Mar-21 175.10 177.35 238,700 10,747,700 1.87 % 13.24 % -1.39 % 0.5169 43.00 - Short Covering 34.15%14.71 2.25 1.28 %
05-Mar-21 173.40 174.10 210,800 10,899,600 -4.68 % 74.36 % -2.68 % 0.5180 12.00 - Long Windup 38.84%28.56 0.7 0.4 %
04-Mar-21 180.65 182.65 120,900 11,200,300 -0.52 % 21.88 % 50.92 % 0.5157 12.00 - Short Buildup 44.18%111.53 2 1.11 %
03-Mar-21 181.35 183.60 99,200 7,421,400 4.38 % 190.91 % 221.34 % 0.5169 12.00 - Long Buildup 59.62%197.58 2.25 1.24 %
02-Mar-21 175.60 175.90 34,100 2,309,500 4.64 % 450.00 % 316.20 % 0.5162 - - Long Buildup 45.67%55.05 0.3 0.17 %
01-Mar-21 168.80 168.10 6,200 554,900 0.00 % 0.00 % 67.29 % 0.5149 - - 53.83%13.28 -0.7 -0.41 %
 
 
Average Delivery Volume
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
12.29 Crore Rs. 12.62 Crore Rs. 15.82 Crore Rs. 16.11 Crore Rs. 17.89 Crore Rs. 20.46 Crore Rs. More details >>
Average Delivery Percentage
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
46.88 % 44.84 % 47.62 % 39.62 % 42.73 % 47.92 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside CandleExplosive Move Predictor
SPOTDoji-
SPOTInside CandleExplosive Move Predictor
 
 
CUB Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 19-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
156.89 159.07 160.49 162.67 164.09 166.27 167.69
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
160.1 161 161.3 161.6 162.67 162.2 162.5 162.8 163.7
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
159.07 160.45 161.29 162.67 164.05 164.89 166.27
DeMark Pivot
Support 1 Pivot Point Resistance 1
159.78 162.31 163.38