FnO Contract Details

Expiry:
Symbol:

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

CUMMINSIND Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 450.00 455.00 437.30 441.55 NA -2.70 % NA NA
24-Sep-20 444.15 448.00 434.30 437.25 157,200 -3.21 % -64.50 % Long Windup
29-Oct-20 452.80 452.80 434.40 436.55 1,876,800 -3.15 % 8.31 % Short Buildup
26-Nov-20 439.05 439.05 436.95 436.95 14,400 -3.61 % 9.09 % Short Buildup
Cummulative NA NA NA NA 2,048,400 NA -6.41 % Long Windup
CUMMINSIND Options OI PCR:  1.13   (Expiry : 29-Oct-20 )   PUT OI: 52,800   CALL OI: 46,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
460.00 18000 36.36% 13.00 -35.16% Short Buildup
440.00 9600 0.00% 21.00 0.00% Short Buildup
520.00 4800 0.00% 5.00 0.00% 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
460.00 18000 36.36% 13.00 -35.16% Short Buildup
500.00 4800 33.33% 5.00 -60.00% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 21600 28.57% 28.00 64.71% Long Buildup
460.00 10800 12.50% 31.00 19.23% Long Buildup
480.00 6000 0.00% 30.00 0.00% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 21600 28.57% 28.00 64.71% Long Buildup
410.00 6000 66.67% 10.00 5.26% Long Buildup
430.00 2400 100.00% 18.80 88.00% Long 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
None
None
None
 
 
CUMMINSIND 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-20 441.55 436.55 1,876,800 2,048,400 -3.15 % 8.31 % -6.41 % 0.4172 1.13 - Long Windup 57.85%60.72 -5 -1.13 %
23-Sep-20 453.80 450.75 1,732,800 2,188,800 0.10 % 26.89 % -2.77 % 0.4160 1.38 - Short Covering 54.29%23.17 -3.05 -0.67 %
22-Sep-20 455.55 450.30 1,365,600 2,251,200 -2.42 % 61.42 % -1.26 % 0.4169 1.29 - Long Windup 36.45%15.38 -5.25 -1.15 %
21-Sep-20 467.65 461.45 846,000 2,280,000 -3.13 % 20.72 % -10.12 % 0.4168 1.43 - Long Windup 36.00%25.27 -6.2 -1.33 %
18-Sep-20 481.50 476.35 700,800 2,536,800 -1.21 % 56.15 % 8.13 % 0.4157 0.85 - Short Buildup 34.97%22.76 -5.15 -1.07 %
17-Sep-20 487.80 482.20 448,800 2,346,000 0.19 % 41.13 % -4.68 % 0.4164 0.85 - Short Covering 23.52%19.96 -5.6 -1.15 %
16-Sep-20 484.00 481.30 318,000 2,461,200 -0.59 % 58.68 % 0.44 % 0.4173 0.83 - Short Buildup 17.34%17.96 -2.7 -0.56 %
15-Sep-20 484.05 484.15 200,400 2,450,400 2.57 % 24.63 % 26.36 % 0.4184 - - Long Buildup 18.27%31.04 0.1 0.02 %
14-Sep-20 471.55 472.00 160,800 1,939,200 4.92 % -10.67 % -3.69 % 0.4180 - - Short Covering 27.60%42.40 0.45 0.1 %
11-Sep-20 456.40 449.85 180,000 2,013,600 -4.23 % 16.28 % 13.76 % 0.4145 - - Short Buildup 12.97%14.72 -6.55 -1.44 %
10-Sep-20 470.45 469.70 154,800 1,770,000 3.02 % 115.00 % 4.24 % 0.4121 - - Long Buildup 20.02%8.42 -0.75 -0.16 %
09-Sep-20 460.35 455.95 72,000 1,698,000 -0.46 % -3.23 % -6.48 % 0.4122 - - Long Windup 17.34%4.67 -4.4 -0.96 %
08-Sep-20 458.85 458.05 74,400 1,815,600 0.13 % 12.73 % 1.14 % 0.4132 - - Long Buildup 34.01%16.26 -0.8 -0.17 %
07-Sep-20 455.70 457.45 66,000 1,795,200 -2.14 % -1.79 % -2.29 % 0.4142 - - Long Windup 39.22%22.63 1.75 0.38 %
04-Sep-20 466.00 467.45 67,200 1,837,200 -0.63 % 7.69 % 2.34 % 0.4144 - - Short Buildup 19.44%5.15 1.45 0.31 %
03-Sep-20 469.90 470.40 62,400 1,795,200 0.21 % -1.89 % 0.88 % 0.4153 - - Long Buildup 18.77%6.26 0.5 0.11 %
02-Sep-20 471.60 469.40 63,600 1,779,600 2.04 % 0.00 % 1.37 % 0.4164 - - Long Buildup 14.27%4.70 -2.2 -0.47 %
01-Sep-20 462.10 460.00 63,600 1,755,600 0.13 % 15.22 % 0.41 % 0.4166 - - Long Buildup 10.58%3.88 -2.1 -0.45 %
31-Aug-20 462.25 459.40 55,200 1,748,400 -2.34 % 2.22 % 3.63 % 0.4176 - - Short Buildup 43.02%45.47 -2.85 -0.62 %
28-Aug-20 471.75 470.40 54,000 1,687,200 1.53 % 221.43 % -0.35 % 0.4180 - - Short Covering 9.71%4.47 -1.35 -0.29 %
27-Aug-20 470.45 463.30 16,800 1,693,200 -0.77 % 7.69 % -3.69 % 0.4187 - - Long Windup 15.33%4.39 -7.15 -1.52 %
26-Aug-20 475.20 466.90 15,600 1,758,000 0.15 % 18.18 % -4.81 % 0.4195 - - Short Covering 16.11%7.40 -8.3 -1.75 %
25-Aug-20 473.55 466.20 13,200 1,846,800 -0.38 % 10.00 % 3.50 % 0.4206 - - Short Buildup 48.88%35.86 -7.35 -1.55 %
24-Aug-20 467.25 468.00 12,000 1,784,400 1.24 % 25.00 % -5.04 % 0.4212 - - Short Covering 49.93%63.24 0.75 0.16 %
21-Aug-20 465.40 462.25 9,600 1,879,200 0.01 % 14.29 % -7.94 % 0.4223 - - Short Covering 24.33%11.19 -3.15 -0.68 %
20-Aug-20 457.35 462.20 8,400 2,041,200 -0.34 % 16.67 % 0.41 % 0.4229 - - Short Buildup 18.32%8.01 4.85 1.06 %
19-Aug-20 461.70 463.80 7,200 2,032,800 1.93 % -14.29 % 1.13 % 0.4238 - - Long Buildup 14.18%12.89 2.1 0.45 %
18-Aug-20 449.70 455.00 8,400 2,010,000 0.44 % 16.67 % -4.61 % 0.4239 - - Short Covering 15.86%10.24 5.3 1.18 %
17-Aug-20 456.35 453.00 7,200 2,107,200 9.87 % 20.00 % -4.57 % 0.4247 - - Short Covering 12.10%14.36 -3.35 -0.73 %
14-Aug-20 448.80 412.30 6,000 2,208,000 0.00 % 0.00 % 1.04 % 0.4240 - - 11.28%22.13 -36.5 -8.13 %
13-Aug-20 436.75 412.30 6,000 2,185,200 0.00 % 0.00 % 4.96 % 0.4236 - - 18.55%25.04 -24.45 -5.6 %
12-Aug-20 423.05 412.30 6,000 2,082,000 0.00 % 0.00 % -4.88 % 0.4222 - - 29.31%11.23 -10.75 -2.54 %
11-Aug-20 422.15 412.30 6,000 2,188,800 -1.51 % 25.00 % 6.79 % 0.4230 - - Short Buildup 29.52%4.64 -9.85 -2.33 %
10-Aug-20 422.45 418.60 4,800 2,049,600 1.58 % 100.00 % 6.29 % 0.4240 - - Long Buildup 31.28%8.38 -3.85 -0.91 %
07-Aug-20 419.10 412.10 2,400 1,928,400 2.51 % 0.00 % -1.11 % 0.4249 - - Short Covering 30.30%12.75 -7 -1.67 %
06-Aug-20 414.00 402.00 2,400 1,950,000 0.00 % 0.00 % -0.55 % 0.4252 - - 15.97%8.02 -12 -2.9 %
05-Aug-20 410.55 402.00 2,400 1,960,800 1.68 % 100.00 % -1.63 % 0.4263 - - Short Covering 21.63%8.80 -8.55 -2.08 %
04-Aug-20 401.85 395.35 1,200 1,993,200 0.00 % 0.00 % 3.68 % 0.4258 - - 21.53%4.66 -6.5 -1.62 %
03-Aug-20 404.00 395.35 1,200 1,922,400 0.00 % 0.00 % 7.37 % 0.4269 - - 22.76%11.48 -8.65 -2.14 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
60.72 Crore Rs. 33.09 Crore Rs. 29.46 Crore Rs. 27.03 Crore Rs. 23.29 Crore Rs. 19.03 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 >>
57.85 % 52.39 % 45.60 % 32.15 % 28.63 % 28.08 % More details >>
 
 
CUMMINSIND 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
411.3 422.85 429.7 441.25 448.1 459.65 466.5
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
427.35 431.95 433.48 435.02 441.25 438.08 439.62 441.15 445.75
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
422.85 429.88 434.22 441.25 448.28 452.62 459.65
DeMark Pivot
Support 1 Pivot Point Resistance 1
426.28 439.54 444.68
 
 
CUMMINSIND Result / Events
Date Description Status
17-Jun-20Financial Results/DividendCompleted
28-Jan-20Financial Results/DividendCompleted
24-Oct-19Financial ResultsCompleted
07-Aug-19Financial Results/Other business mattersCompleted
22-May-19Financial Results/DividendCompleted
06-Feb-19Financial Results/DividendCompleted