FnO Contract Details

Expiry:
Symbol:

GAIL analysis for the selected expiry [Dec-19] as on 05-Dec-19

GAIL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 123.50 123.75 120.75 121.20 NA -1.66 % NA NA
26-Dec-19 124.20 124.20 121.15 121.80 54,273,450 -1.85 % 6.94 % Short Buildup
30-Jan-20 123.10 123.10 120.80 121.45 3,643,122 -1.86 % 45.32 % Short Buildup
27-Feb-20 121.50 121.50 120.00 120.10 261,366 -1.60 % 81.48 % Short Buildup
Cummulative NA NA NA NA 58,177,938 NA 8.94 % Short Buildup
GAIL Options OI PCR:  0.41   (Expiry : 26-Dec-19 )   PUT OI: 4,309,872   CALL OI: 10,609,326 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
130.00 2763012 28.86% 1.45 -23.68% Short Buildup
125.00 1952244 36.57% 2.60 -23.53% Short Buildup
135.00 1674876 3.29% 0.80 -23.81% 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
130.00 2763012 28.86% 1.45 -23.68% Short Buildup
125.00 1952244 36.57% 2.60 -23.53% Short Buildup
140.00 1434846 33.83% 0.55 -15.38% 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
137.50 138684 -7.14% 0.65 -18.75% Long Windup
150.00 320040 -1.64% 0.20 -20.00% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
120.00 1018794 15.06% 2.85 39.02% Long Buildup
125.00 949452 4.09% 5.80 30.34% Long Buildup
115.00 602742 31.40% 1.15 43.75% 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
115.00 602742 31.40% 1.15 43.75% Long Buildup
120.00 1018794 15.06% 2.85 39.02% Long Buildup
117.50 304038 35.71% 1.90 46.15% 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
135.00 106680 -9.09% 14.50 21.34% Short Covering
122.50 181356 -2.86% 4.20 37.70% Short Covering
None
 
 
GAIL 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 %
05-Dec-19 121.20 121.80 54,273,450 58,177,938 -1.85 % 6.94 % 8.94 % 0.3629 0.41 6.71 % Short Buildup 56.00%83.56 0.6 0.5 %
04-Dec-19 123.25 124.10 50,753,010 53,404,008 0.04 % 0.12 % 1.12 % 0.3655 0.46 4.96 % Long Buildup 53.14%42.39 0.85 0.69 %
03-Dec-19 123.55 124.05 50,694,336 52,811,934 -2.32 % -0.60 % 0.15 % 0.3768 0.44 4.01 % Short Buildup 51.25%54.54 0.5 0.4 %
02-Dec-19 126.60 127.00 50,998,374 52,731,924 0.59 % -1.93 % -1.42 % 0.3704 0.43 3.29 % Short Covering 50.21%37.90 0.4 0.32 %
29-Nov-19 126.05 126.25 52,001,166 53,489,352 0.12 % 0.52 % -3.58 % 0.3814 0.43 2.78 % Short Covering 36.72%43.69 0.2 0.16 %
28-Nov-19 125.80 126.10 51,734,466 55,473,600 0.84 % 14.33 % -2.42 % 0.3933 0.47 - Short Covering 42.64%43.87 0.3 0.24 %
27-Nov-19 124.45 125.05 45,248,322 56,849,772 -0.52 % 49.69 % -2.67 % 0.4023 0.50 - Long Windup 33.51%40.91 0.6 0.48 %
26-Nov-19 125.00 125.70 30,227,778 58,407,300 2.28 % 86.35 % -3.04 % 0.4144 0.44 - Short Covering 51.21%161.83 0.7 0.56 %
25-Nov-19 122.10 122.90 16,220,694 60,236,862 0.00 % 115.06 % 3.89 % 0.4121 0.43 - 46.71%36.62 0.8 0.66 %
22-Nov-19 122.35 122.90 7,542,276 57,980,580 0.24 % 45.47 % 2.75 % 0.4250 0.31 - Long Buildup 38.60%32.35 0.55 0.45 %
21-Nov-19 121.95 122.60 5,184,648 56,428,386 -2.19 % 59.87 % 5.27 % 0.4380 0.27 - Short Buildup 50.47%59.06 0.65 0.53 %
20-Nov-19 124.50 125.35 3,243,072 53,601,366 -0.36 % 25.10 % 1.93 % 0.4406 0.27 - Short Buildup 49.20%58.45 0.85 0.68 %
19-Nov-19 125.10 125.80 2,592,324 52,587,906 0.20 % 5.42 % 0.01 % 0.4539 0.23 - Long Buildup 37.41%36.73 0.7 0.56 %
18-Nov-19 124.80 125.55 2,458,974 52,582,572 0.24 % 12.44 % 0.99 % 0.4680 0.25 - Long Buildup 37.12%45.10 0.75 0.6 %
15-Nov-19 124.30 125.25 2,186,940 52,065,174 2.12 % 0.24 % -0.54 % 0.4823 0.23 - Short Covering 34.88%41.64 0.95 0.76 %
14-Nov-19 121.80 122.65 2,181,606 52,347,876 -1.64 % 46.07 % 4.20 % 0.4877 0.24 - Short Buildup 54.71%152.15 0.85 0.7 %
13-Nov-19 123.85 124.70 1,493,520 50,235,612 -4.95 % 55.56 % 6.23 % 0.4965 0.31 - Short Buildup 50.94%122.21 0.85 0.69 %
11-Nov-19 130.35 131.20 960,120 47,291,244 2.46 % 4.05 % -3.37 % 0.4487 0.32 - Short Covering 40.16%67.00 0.85 0.65 %
08-Nov-19 127.05 128.05 922,782 48,939,450 -3.72 % 58.72 % 9.57 % 0.4459 0.28 - Short Buildup 41.99%113.63 1 0.79 %
07-Nov-19 132.10 133.00 581,406 44,666,916 -2.99 % 15.96 % 5.16 % 0.4197 0.34 - Short Buildup 64.26%95.61 0.9 0.68 %
06-Nov-19 136.70 137.10 501,396 42,474,642 0.11 % 2.17 % -0.86 % 0.4001 0.35 - Short Covering 52.67%44.60 0.4 0.29 %
05-Nov-19 137.40 136.95 490,728 42,842,688 -0.76 % 4.55 % -1.02 % 0.4119 0.03 - Long Windup 50.39%52.06 -0.45 -0.33 %
04-Nov-19 137.05 138.00 469,392 43,285,410 1.32 % 6.02 % 1.95 % 0.4247 - - Long Buildup 29.05%27.98 0.95 0.69 %
01-Nov-19 135.15 136.20 442,722 42,458,640 -1.27 % 13.70 % -5.85 % 0.4328 - - Long Windup 31.03%26.85 1.05 0.78 %
31-Oct-19 137.35 137.95 389,382 45,098,970 2.45 % 30.36 % -14.59 % 0.4396 - - Short Covering 46.21%126.20 0.6 0.44 %
30-Oct-19 133.60 134.65 298,704 52,801,266 5.90 % 5.66 % -3.37 % 0.4333 - - Short Covering 37.32%79.40 1.05 0.79 %
29-Oct-19 125.85 127.15 282,702 54,641,496 1.72 % 15.22 % 0.93 % 0.3413 - - Long Buildup 66.53%107.32 1.3 1.03 %
27-Oct-19 123.65 125.00 245,364 54,140,100 -0.04 % 4.55 % -0.14 % 0.3416 - - Long Windup 53.62%4.23 1.35 1.09 %
25-Oct-19 123.05 125.05 234,696 54,214,776 -0.52 % 37.50 % 6.26 % 0.3515 - - Short Buildup 53.28%52.62 2 1.63 %
24-Oct-19 123.85 125.70 170,688 51,019,710 -3.12 % 28.00 % 5.60 % 0.3612 - - Short Buildup 59.31%104.52 1.85 1.49 %
23-Oct-19 128.65 129.75 133,350 48,315,372 -0.95 % 0.00 % -0.38 % 0.3243 - - Long Windup 39.69%17.83 1.1 0.86 %
22-Oct-19 129.50 131.00 133,350 48,502,062 0.15 % 177.78 % 1.35 % 0.3329 - - Long Buildup 52.72%52.20 1.5 1.16 %
18-Oct-19 129.55 130.80 48,006 47,856,648 0.46 % 12.50 % 0.89 % 0.3434 - - Long Buildup 42.70%49.24 1.25 0.96 %
17-Oct-19 128.75 130.20 42,672 47,435,262 3.33 % 14.29 % -1.12 % 0.3529 - - Short Covering 47.15%49.58 1.45 1.13 %
16-Oct-19 126.80 126.00 37,338 47,973,996 0.00 % 0.00 % 0.63 % 0.3565 - - 49.54%51.91 -0.8 -0.63 %
15-Oct-19 128.10 126.00 37,338 47,675,292 0.00 % 0.00 % 2.76 % 0.3643 - - 46.84%60.79 -2.1 -1.64 %
14-Oct-19 125.85 126.00 37,338 46,395,132 -0.79 % 16.67 % 4.46 % 0.3659 - - Short Buildup 45.31%72.64 0.15 0.12 %
11-Oct-19 124.95 127.00 32,004 44,416,218 -1.70 % 20.00 % 2.76 % 0.3758 - - Short Buildup 41.14%41.44 2.05 1.64 %
10-Oct-19 127.35 129.20 26,670 43,221,402 -4.15 % 66.67 % 1.00 % 0.3770 - - Short Buildup 56.28%86.56 1.85 1.45 %
09-Oct-19 132.10 134.80 16,002 42,794,682 0.00 % 0.00 % 1.91 % 0.3486 - - 49.18%48.73 2.7 2.04 %
07-Oct-19 130.20 134.80 16,002 41,994,582 0.00 % 0.00 % -0.06 % 0.3520 - - 37.31%32.52 4.6 3.53 %
04-Oct-19 132.15 134.80 16,002 42,021,252 1.77 % 50.00 % -1.07 % 0.3556 - - Short Covering 49.25%76.44 2.65 2.01 %
03-Oct-19 131.70 132.45 10,668 42,474,642 -0.38 % 100.00 % 5.48 % 0.3663 - - Short Buildup 50.95%56.04 0.75 0.57 %
01-Oct-19 132.90 132.95 5,334 40,266,366 0.00 % 0.00 % 0.47 % 0.3736 - - 43.33%44.88 0.05 0.04 %
 
 
Average Delivery Volume
On 05-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
83.56 Crore Rs. 60.17 Crore Rs. 52.42 Crore Rs. 63.59 Crore Rs. 56.30 Crore Rs. 67.33 Crore Rs. More details >>
Average Delivery Percentage
On 05-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
56.00 % 53.83 % 49.55 % 47.55 % 46.74 % 47.18 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Engulfing-
SPOTBearish Engulfing-
 
 
GAIL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
117.51 119.33 120.56 122.38 123.61 125.43 126.66
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
120.28 121.04 121.29 121.55 122.38 122.05 122.31 122.56 123.33
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
119.33 120.5 121.21 122.38 123.55 124.26 125.43
DeMark Pivot
Support 1 Pivot Point Resistance 1
119.95 122.08 123
 
 
GAIL Result / Events
Date Description Status
08-Nov-19Financial ResultsCompleted
09-Aug-19Financial ResultsCompleted
27-May-19BonusCompleted
05-Feb-19Financial ResultsCompleted