FnO Contract Details

Expiry:
Symbol:

GAIL analysis for the selected expiry [Dec-20] as on 04-Dec-20

GAIL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 119.70 122.00 118.50 119.80 NA 1.31 % NA NA
31-Dec-20 121.40 121.40 117.60 119.65 19,330,900 1.61 % 2.29 % Long Buildup
28-Jan-21 119.55 120.80 117.75 119.70 1,189,500 1.57 % 1.56 % Long Buildup
25-Feb-21 119.40 119.40 119.40 119.40 79,300 1.53 % -7.14 % Short Covering
Cummulative NA NA NA NA 20,599,700 NA 2.21 % Long Buildup
GAIL Options OI PCR:  0.71   (Expiry : 31-Dec-20 )   PUT OI: 10,254,100   CALL OI: 14,530,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
130.00 3324500 -4.39% 2.10 2.44% Short Covering
120.00 2854800 -20.81% 5.40 9.09% Short Covering
125.00 1683600 3.37% 3.50 7.69% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
137.50 311100 142.86% 1.05 5.00% Long Buildup
135.00 567300 27.40% 1.35 0.00% Long Buildup
125.00 1683600 3.37% 3.50 7.69% Long Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
120.00 2854800 -20.81% 5.40 9.09% Short Covering
115.00 927200 -15.08% 8.05 10.27% Short Covering
130.00 3324500 -4.39% 2.10 2.44% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 2043500 10.93% 0.55 -31.25% Short Buildup
110.00 1714100 13.31% 1.95 -26.42% Short Buildup
105.00 1390800 3.17% 1.05 -27.59% 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
110.00 1714100 13.31% 1.95 -26.42% Short Buildup
100.00 2043500 10.93% 0.55 -31.25% Short Buildup
120.00 305000 85.19% 5.75 -19.58% 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
85.00 262300 -15.69% 0.15 0.00%
102.50 347700 -6.56% 0.90 -14.29% Long Windup
90.00 866200 -2.07% 0.20 -20.00% Long Windup
 
 
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 %
04-Dec-20 119.80 119.65 19,330,900 20,599,700 1.61 % 2.29 % 2.21 % 0.4903 0.71 6.16 % Long Buildup 20.54%83.35 -0.15 -0.13 %
03-Dec-20 118.25 117.75 18,897,800 20,154,400 1.73 % -6.71 % -4.65 % 0.4912 0.62 6.23 % Short Covering 15.63%112.29 -0.5 -0.42 %
02-Dec-20 116.70 115.75 20,258,100 21,136,500 4.37 % -20.36 % -19.44 % 0.4922 0.63 4.16 % Short Covering 14.89%169.40 -0.95 -0.81 %
01-Dec-20 110.70 110.90 25,437,000 26,236,100 7.72 % 9.28 % 9.97 % 0.4882 0.56 3.05 % Long Buildup 18.79%178.22 0.2 0.18 %
27-Nov-20 102.65 102.95 23,277,600 23,857,100 -0.19 % 24.79 % 0.96 % 0.4786 0.35 2.43 % Short Buildup 38.03%155.07 0.3 0.29 %
26-Nov-20 102.75 103.15 18,653,800 23,631,400 0.88 % 3.98 % -7.96 % 0.4798 0.34 - Short Covering 35.29%63.18 0.4 0.39 %
25-Nov-20 102.30 102.25 17,940,100 25,674,900 1.59 % 14.17 % -14.26 % 0.4810 0.34 - Short Covering 28.90%77.35 -0.05 -0.05 %
24-Nov-20 100.30 100.65 15,713,600 29,944,900 -0.40 % 72.89 % 0.95 % 0.4814 0.32 - Short Buildup 18.12%32.76 0.35 0.35 %
23-Nov-20 100.90 101.05 9,089,000 29,664,300 3.43 % 54.40 % 2.51 % 0.4826 0.32 - Long Buildup 24.01%71.92 0.15 0.15 %
20-Nov-20 97.45 97.70 5,886,500 28,938,400 3.88 % 83.81 % 14.59 % 0.4815 0.26 - Long Buildup 19.17%55.63 0.25 0.26 %
19-Nov-20 93.65 94.05 3,202,500 25,254,000 -0.37 % 54.87 % 6.65 % 0.4797 0.18 - Short Buildup 27.37%45.86 0.4 0.43 %
18-Nov-20 93.95 94.40 2,067,900 23,680,200 0.64 % 19.37 % 1.04 % 0.4809 0.19 - Long Buildup 25.93%24.87 0.45 0.48 %
17-Nov-20 93.55 93.80 1,732,400 23,436,200 -0.21 % 41.29 % -1.44 % 0.4820 0.22 - Long Windup 30.04%34.36 0.25 0.27 %
14-Nov-20 93.50 94.00 1,226,100 23,777,800 0.59 % 3.08 % -0.20 % 0.4832 0.34 - Short Covering 37.90%7.54 0.5 0.53 %
13-Nov-20 92.80 93.45 1,189,500 23,826,600 -0.11 % 4.28 % -2.93 % 0.4844 0.32 - Long Windup 15.37%14.95 0.65 0.7 %
12-Nov-20 93.05 93.55 1,140,700 24,546,400 0.16 % 9.36 % -3.39 % 0.4856 0.27 - Short Covering 19.21%24.50 0.5 0.54 %
11-Nov-20 92.95 93.40 1,043,100 25,406,500 2.81 % 19.58 % 0.90 % 0.4868 0.17 - Long Buildup 17.82%63.11 0.45 0.48 %
10-Nov-20 90.20 90.85 872,300 25,180,800 4.43 % -11.18 % -4.75 % 0.4863 0.36 - Short Covering 29.74%69.53 0.65 0.72 %
09-Nov-20 86.50 87.00 982,100 26,437,400 0.75 % 15.00 % 3.17 % 0.4842 0.40 - Long Buildup 27.77%18.03 0.5 0.58 %
06-Nov-20 85.80 86.35 854,000 25,626,100 -1.65 % 28.44 % 9.89 % 0.4853 0.50 - Short Buildup 35.94%41.93 0.55 0.64 %
05-Nov-20 87.45 87.80 664,900 23,320,300 4.77 % -9.92 % -4.14 % 0.4858 1.00 - Short Covering 28.58%46.41 0.35 0.4 %
04-Nov-20 83.35 83.80 738,100 24,326,800 -0.71 % 18.63 % 0.25 % 0.4827 - - Short Buildup 23.73%19.69 0.45 0.54 %
03-Nov-20 83.95 84.40 622,200 24,265,800 0.30 % 18.60 % 0.43 % 0.4838 - - Long Buildup 17.93%13.32 0.45 0.54 %
02-Nov-20 83.95 84.15 524,600 24,162,100 -0.65 % 6.17 % 0.23 % 0.4850 - - Short Buildup 27.44%24.27 0.2 0.24 %
30-Oct-20 84.75 84.70 494,100 24,107,200 0.83 % 19.12 % -7.53 % 0.4861 - - Short Covering 15.15%14.07 -0.05 -0.06 %
29-Oct-20 83.45 84.00 414,800 26,071,400 0.42 % 21.43 % -0.33 % 0.4868 - - Short Covering 24.45%18.86 0.55 0.66 %
28-Oct-20 83.10 83.65 341,600 26,156,800 -0.48 % 24.44 % -0.33 % 0.4880 - - Long Windup 32.51%35.54 0.55 0.66 %
27-Oct-20 84.20 84.05 274,500 26,242,200 -2.27 % 15.38 % -2.23 % 0.4889 - - Long Windup 27.24%27.08 -0.15 -0.18 %
26-Oct-20 85.50 86.00 237,900 26,840,000 -2.16 % 21.88 % 1.22 % 0.4897 - - Short Buildup 30.78%25.52 0.5 0.58 %
23-Oct-20 87.30 87.90 195,200 26,516,700 0.63 % 18.52 % 4.00 % 0.4901 - - Long Buildup 41.21%47.95 0.6 0.69 %
22-Oct-20 88.65 87.35 164,700 25,498,000 -1.36 % 8.00 % 0.38 % 0.4909 - - Short Buildup 39.38%67.61 -1.3 -1.47 %
21-Oct-20 87.65 88.55 152,500 25,400,400 1.66 % 0.00 % -0.29 % 0.4919 - - Short Covering 33.45%46.35 0.9 1.03 %
20-Oct-20 85.70 87.10 152,500 25,473,600 -1.08 % 8.70 % -0.22 % 0.4922 - - Long Windup 27.10%25.09 1.4 1.63 %
19-Oct-20 87.45 88.05 140,300 25,528,500 3.83 % 4.55 % -2.33 % 0.4927 - - Short Covering 27.98%41.93 0.6 0.69 %
16-Oct-20 84.00 84.80 134,200 26,138,500 1.19 % -4.35 % -1.11 % 0.4909 - - Short Covering 35.99%33.36 0.8 0.95 %
15-Oct-20 82.30 83.80 140,300 26,431,300 0.78 % 4.55 % -0.41 % 0.4913 - - Short Covering 27.83%23.22 1.5 1.82 %
14-Oct-20 82.65 83.15 134,200 26,541,100 -0.72 % 4.76 % 0.09 % 0.4925 - - Short Buildup 39.60%40.96 0.5 0.6 %
13-Oct-20 83.15 83.75 128,100 26,516,700 -1.18 % 16.67 % 1.35 % 0.4937 - - Short Buildup 29.59%24.45 0.6 0.72 %
12-Oct-20 83.85 84.75 109,800 26,162,900 -2.31 % 20.00 % 4.46 % 0.4948 - - Short Buildup 35.75%31.92 0.9 1.07 %
09-Oct-20 85.70 86.75 91,500 25,046,600 2.06 % 25.00 % 0.64 % 0.4952 - - Long Buildup 34.51%42.25 1.05 1.23 %
08-Oct-20 84.15 85.00 73,200 24,888,000 -4.12 % 50.00 % 3.16 % 0.4959 - - Short Buildup 33.67%42.94 0.85 1.01 %
07-Oct-20 86.70 88.65 48,800 24,125,500 0.00 % 0.00 % 1.99 % 0.4955 - - 45.28%47.53 1.95 2.25 %
06-Oct-20 87.75 88.65 48,800 23,655,800 0.91 % 14.29 % -0.05 % 0.4965 - - Short Covering 44.86%36.35 0.9 1.03 %
05-Oct-20 87.00 87.85 42,700 23,668,000 0.40 % 75.00 % 0.57 % 0.4976 - - Long Buildup 33.08%39.70 0.85 0.98 %
01-Oct-20 88.40 87.50 24,400 23,533,800 -0.28 % 33.33 % -1.13 % 0.4983 - - Long Windup 26.17%17.78 -0.9 -1.02 %
30-Sep-20 86.80 87.75 18,300 23,802,200 -0.90 % -25.00 % -6.11 % 0.4990 - - Long Windup 27.18%23.41 0.95 1.09 %
29-Sep-20 87.50 88.55 24,400 25,351,600 -0.95 % 300.00 % 7.53 % 0.5001 - - Short Buildup 24.06%19.14 1.05 1.2 %
28-Sep-20 88.20 89.40 6,100 23,576,500 0.00 % 0.00 % 0.89 % 0.5013 - - 28.86%31.94 1.2 1.36 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
83.35 Crore Rs. 121.68 Crore Rs. 139.66 Crore Rs. 108.95 Crore Rs. 84.94 Crore Rs. 66.20 Crore Rs. More details >>
Average Delivery Percentage
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.54 % 16.12 % 19.58 % 20.88 % 21.55 % 22.17 % More details >>
 
 
GAIL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 07-Dec-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
113.9 115.75 117.7 119.55 121.5 123.35 125.3
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
117.75 118.7 119.02 119.33 119.55 119.97 120.28 120.6 121.55
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
115.75 117.2 118.1 119.55 121 121.9 123.35
DeMark Pivot
Support 1 Pivot Point Resistance 1
116.73 119.06 120.53
 
 
GAIL Result / Events
Date Description Status
10-Nov-20Financial ResultsCompleted
24-Jun-20Financial ResultsCompleted
10-Feb-20DividendCompleted
16-Jan-20Fund RaisingCompleted
08-Nov-19Financial ResultsCompleted
09-Aug-19Financial ResultsCompleted
27-May-19BonusCompleted
05-Feb-19Financial ResultsCompleted