FnO Contract Details

Expiry:
Symbol:

EQUITAS analysis for the selected expiry [Dec-19] as on 12-Dec-19

EQUITAS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 107.50 107.50 100.10 101.05 NA -4.89 % NA NA
26-Dec-19 107.15 108.00 100.50 101.55 18,892,000 -4.74 % 0.73 % Short Buildup
30-Jan-20 107.00 107.00 100.90 102.05 764,400 -4.22 % 40.54 % Short Buildup
27-Feb-20 107.35 107.35 102.00 102.15 53,900 -4.67 % 37.50 % Short Buildup
Cummulative NA NA NA NA 19,710,300 NA 1.92 % Short Buildup
EQUITAS Options OI PCR:  0.39   (Expiry : 26-Dec-19 )   PUT OI: 2,612,000   CALL OI: 6,768,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
115.00 1372000 6.19% 0.75 -59.46% Short Buildup
110.00 1296000 55.02% 1.35 -59.70% Short Buildup
120.00 1240000 -5.78% 0.45 -55.00% 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
110.00 1296000 55.02% 1.35 -59.70% Short Buildup
105.00 744000 126.83% 2.70 -52.63% Short Buildup
115.00 1372000 6.19% 0.75 -59.46% 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
125.00 332000 -39.42% 0.35 -30.00% Long Windup
120.00 1240000 -5.78% 0.45 -55.00% Long Windup
100.00 936000 -6.77% 4.95 -43.43% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 684000 19.58% 3.45 43.75% Long Buildup
90.00 492000 4.24% 0.85 30.77% Long Buildup
95.00 480000 9.09% 1.75 45.83% 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
100.00 684000 19.58% 3.45 43.75% Long Buildup
85.00 188000 30.56% 0.40 0.00% Long Buildup
95.00 480000 9.09% 1.75 45.83% 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
110.00 264000 -21.43% 9.75 40.29% Short Covering
105.00 288000 -15.29% 6.15 48.19% Short Covering
115.00 60000 -6.25% 9.90 28.57% Short Covering
 
 
EQUITAS 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 %
12-Dec-19 101.05 101.55 18,892,000 19,710,300 -4.74 % 0.73 % 1.92 % 0.5979 0.39 4.15 % Short Buildup 11.89%11.03 0.5 0.49 %
11-Dec-19 106.25 106.60 18,756,000 19,339,100 -3.27 % -13.87 % -13.28 % 0.5704 0.41 3.02 % Long Windup 15.16%13.84 0.35 0.33 %
10-Dec-19 109.85 110.20 21,776,000 22,300,300 -0.81 % -5.60 % -5.26 % 0.5661 0.43 2.35 % Long Windup 25.08%19.54 0.35 0.32 %
09-Dec-19 110.60 111.10 23,068,000 23,538,400 -1.59 % -0.38 % -0.60 % 0.5825 0.44 2.00 % Long Windup 17.08%14.31 0.5 0.45 %
06-Dec-19 112.30 112.90 23,156,000 23,680,300 0.44 % 30.47 % 30.47 % 0.5958 0.49 2.21 % Long Buildup 23.43%46.72 0.6 0.53 %
05-Dec-19 111.85 112.40 17,748,000 18,149,800 5.64 % 24.85 % 24.79 % 0.6136 0.43 2.21 % Long Buildup 23.63%34.00 0.55 0.49 %
04-Dec-19 105.65 106.40 14,216,000 14,544,300 3.30 % 15.31 % 16.22 % 0.5748 0.30 2.26 % Long Buildup 30.89%18.09 0.75 0.71 %
03-Dec-19 102.45 103.00 12,328,000 12,514,200 -2.09 % 0.52 % 1.03 % 0.5718 0.30 1.49 % Short Buildup 28.32%15.27 0.55 0.54 %
02-Dec-19 104.55 105.20 12,264,000 12,386,500 -0.94 % 17.52 % 17.53 % 0.5808 0.31 0.99 % Short Buildup 34.18%25.66 0.65 0.62 %
29-Nov-19 105.65 106.20 10,436,000 10,538,900 4.17 % -5.85 % -8.51 % 0.5973 0.36 0.98 % Short Covering 25.92%32.05 0.55 0.52 %
28-Nov-19 101.45 101.95 11,084,000 11,519,300 5.81 % 23.43 % -13.64 % 0.5796 0.73 - Short Covering 28.77%18.19 0.5 0.49 %
27-Nov-19 95.85 96.35 8,980,000 13,339,300 4.84 % 79.60 % 18.79 % 0.5363 0.80 - Long Buildup 31.46%17.95 0.5 0.52 %
26-Nov-19 91.70 91.90 5,000,000 11,229,500 -0.97 % 50.60 % -11.14 % 0.5082 1.22 - Long Windup 19.63%6.69 0.2 0.22 %
25-Nov-19 92.20 92.80 3,320,000 12,637,900 1.75 % 68.02 % 2.02 % 0.5227 0.58 - Long Buildup 27.13%6.96 0.6 0.65 %
22-Nov-19 90.60 91.20 1,976,000 12,388,100 2.93 % 142.16 % 18.75 % 0.5321 0.48 - Long Buildup 38.17%17.64 0.6 0.66 %
21-Nov-19 88.25 88.60 816,000 10,432,100 -1.56 % 15.91 % -0.54 % 0.5299 0.85 - Long Windup 31.04%3.99 0.35 0.4 %
20-Nov-19 89.50 90.00 704,000 10,489,000 1.35 % 21.38 % 3.73 % 0.5409 0.92 - Long Buildup 36.10%10.45 0.5 0.56 %
19-Nov-19 88.70 88.80 580,000 10,112,100 0.28 % 13.28 % -1.50 % 0.5552 0.58 - Short Covering 32.32%7.80 0.1 0.11 %
18-Nov-19 88.60 88.55 512,000 10,266,000 3.03 % 6.67 % -0.37 % 0.5727 0.50 - Short Covering 27.37%9.97 -0.05 -0.06 %
15-Nov-19 86.25 85.95 480,000 10,304,300 1.60 % 3.45 % 1.10 % 0.5708 0.50 - Long Buildup 27.33%9.10 -0.3 -0.35 %
14-Nov-19 84.60 84.60 464,000 10,192,000 -1.46 % 13.73 % -2.16 % 0.5838 0.60 - Long Windup 23.25%8.83 0 0 %
13-Nov-19 85.90 85.85 408,000 10,416,700 -5.03 % 45.71 % 12.83 % 0.6000 - - Short Buildup 39.68%21.00 -0.05 -0.06 %
11-Nov-19 90.80 90.40 280,000 9,232,000 -6.66 % 169.23 % -9.21 % 0.5523 - - Long Windup 28.80%44.52 -0.4 -0.44 %
08-Nov-19 97.35 96.85 104,000 10,168,000 -2.96 % 4.00 % -3.35 % 0.4617 - - Long Windup 18.94%2.83 -0.5 -0.51 %
07-Nov-19 99.35 99.80 100,000 10,520,000 0.66 % -3.85 % 3.79 % 0.4627 - - Long Buildup 23.57%9.26 0.45 0.45 %
06-Nov-19 99.10 99.15 104,000 10,136,000 0.61 % 8.33 % -3.80 % 0.4758 - - Short Covering 38.47%5.61 0.05 0.05 %
05-Nov-19 98.55 98.55 96,000 10,536,000 0.00 % 4.35 % -3.16 % 0.4903 - - 26.15%3.47 0 0 %
04-Nov-19 98.20 98.55 92,000 10,880,000 2.23 % 27.78 % -2.23 % 0.5055 - - Short Covering 40.61%15.55 0.35 0.36 %
01-Nov-19 96.10 96.40 72,000 11,128,000 2.17 % 50.00 % -5.76 % 0.5109 - - Short Covering 16.97%4.69 0.3 0.31 %
31-Oct-19 93.35 94.35 48,000 11,808,000 -0.47 % 50.00 % -1.86 % 0.5068 - - Long Windup 36.76%21.93 1 1.07 %
30-Oct-19 94.70 94.80 32,000 12,032,000 -1.46 % 14.29 % 7.81 % 0.5174 - - Short Buildup 32.10%7.68 0.1 0.11 %
29-Oct-19 96.30 96.20 28,000 11,160,000 0.89 % 16.67 % 3.87 % 0.5263 - - Long Buildup 31.20%8.72 -0.1 -0.1 %
27-Oct-19 96.95 95.35 24,000 10,744,000 0.00 % 0.00 % 0.26 % 0.5423 - - 35.50%0.56 -1.6 -1.65 %
25-Oct-19 96.75 95.35 24,000 10,716,000 -3.59 % 50.00 % -1.14 % 0.5592 - - Long Windup 27.92%4.51 -1.4 -1.45 %
24-Oct-19 97.80 98.90 16,000 10,840,000 -3.51 % -20.00 % 2.69 % 0.5746 - - Short Buildup 24.44%4.12 1.1 1.12 %
23-Oct-19 100.70 102.50 20,000 10,556,000 0.00 % 0.00 % -0.83 % 0.5785 - - 19.51%7.77 1.8 1.79 %
22-Oct-19 101.55 102.50 20,000 10,644,000 0.00 % 0.00 % 3.99 % 0.5929 - - 20.93%7.01 0.95 0.94 %
18-Oct-19 103.15 102.50 20,000 10,236,000 0.94 % 25.00 % 3.60 % 0.6057 - - Long Buildup 41.22%11.60 -0.65 -0.63 %
17-Oct-19 104.50 101.55 16,000 9,880,000 0.00 % 0.00 % 1.40 % 0.6231 - - 14.44%5.64 -2.95 -2.82 %
16-Oct-19 100.95 101.55 16,000 9,744,000 0.00 % 0.00 % -0.12 % 0.6202 - - 36.50%21.91 0.6 0.59 %
15-Oct-19 101.40 101.55 16,000 9,756,000 0.00 % 0.00 % -3.25 % 0.6395 - - 12.57%2.00 0.15 0.15 %
14-Oct-19 100.90 101.55 16,000 10,084,000 0.00 % 0.00 % -1.75 % 0.6571 - - 6.59%2.02 0.65 0.64 %
11-Oct-19 100.00 101.55 16,000 10,264,000 0.00 % 0.00 % -5.87 % 0.6775 - - 24.68%9.71 1.55 1.55 %
10-Oct-19 97.20 101.55 16,000 10,904,000 1.45 % 0.00 % 0.63 % 0.6867 - - Long Buildup 32.14%9.60 4.35 4.48 %
09-Oct-19 100.85 100.10 16,000 10,836,000 -0.10 % 33.33 % -2.94 % 0.6818 - - Long Windup 8.02%2.89 -0.75 -0.74 %
07-Oct-19 100.20 100.20 12,000 11,164,000 -1.81 % 50.00 % -7.21 % 0.7017 - - Long Windup 13.78%4.14 0 0 %
04-Oct-19 99.55 102.05 8,000 12,032,000 -0.44 % 0.00 % -0.73 % 0.7237 - - Long Windup 24.07%14.96 2.5 2.51 %
03-Oct-19 102.60 102.50 8,000 12,120,000 0.05 % 0.00 % -1.66 % 0.7354 - - Short Covering 22.13%2.96 -0.1 -0.1 %
01-Oct-19 102.75 102.45 8,000 12,324,000 0.00 % 0.00 % 0.26 % 0.7580 - - 20.82%6.78 -0.3 -0.29 %
 
 
Average Delivery Volume
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
11.03 Crore Rs. 14.81 Crore Rs. 21.09 Crore Rs. 21.60 Crore Rs. 21.03 Crore Rs. 16.57 Crore Rs. More details >>
Average Delivery Percentage
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
11.89 % 16.78 % 19.18 % 21.48 % 23.70 % 25.06 % More details >>
 
 
EQUITAS Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 13-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
91.2 95.85 98.7 103.35 106.2 110.85 113.7
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
97.8 99.68 100.3 100.93 103.35 102.18 102.8 103.43 105.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
95.85 98.72 100.49 103.35 106.22 107.99 110.85
DeMark Pivot
Support 1 Pivot Point Resistance 1
97.28 102.64 104.78
 
 
EQUITAS Result / Events
Date Description Status
02-Aug-19Financial ResultsCompleted
10-May-19Financial ResultsCompleted
01-Feb-19Financial ResultsCompleted