FnO Contract Details

Expiry:
Symbol:

GLENMARK analysis for the selected expiry [Nov-20] as on 25-Nov-20

GLENMARK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 484.00 484.80 465.00 466.30 NA -2.96 % NA NA
26-Nov-20 482.20 485.35 464.00 466.00 1,086,750 -3.33 % -64.07 % Long Windup
31-Dec-20 484.00 486.05 465.50 467.35 4,603,450 -3.23 % 65.76 % Short Buildup
28-Jan-21 485.70 485.70 468.60 469.15 16,100 -3.07 % 27.27 % Short Buildup
Cummulative NA NA NA NA 5,706,300 NA -1.86 % Long Windup
GLENMARK Options OI PCR:  0.33   (Expiry : 26-Nov-20 )   PUT OI: 627,900   CALL OI: 1,909,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 457700 -30.30% 0.65 -76.79% Long Windup
480.00 262200 -4.60% 1.15 -84.35% Long Windup
490.00 215050 -32.73% 0.75 -83.33% 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
None
None
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 457700 -30.30% 0.65 -76.79% Long Windup
490.00 215050 -32.73% 0.75 -83.33% Long Windup
520.00 210450 -32.72% 0.35 -72.00% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
480.00 170200 -15.91% 16.35 208.49% Short Covering
460.00 73600 -14.67% 1.95 62.50% Short Covering
470.00 69000 -29.41% 6.40 172.34% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
410.00 16100 40.00% 0.10 -85.71% Short Buildup
None
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
480.00 170200 -15.91% 16.35 208.49% Short Covering
430.00 25300 -54.17% 0.10 -60.00% Long Windup
470.00 69000 -29.41% 6.40 172.34% Short Covering
 
 
GLENMARK 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 %
25-Nov-20 466.30 466.00 1,086,750 5,706,300 -3.33 % -64.07 % -1.86 % 0.6059 0.33 80.96 % Long Windup 37.70%45.92 -0.3 -0.06 %
24-Nov-20 480.50 482.05 3,024,500 5,814,400 0.58 % -32.39 % -6.04 % 0.6061 0.31 47.98 % Short Covering 21.92%19.21 1.55 0.32 %
23-Nov-20 479.85 479.25 4,473,500 6,188,150 -0.68 % -20.24 % -3.58 % 0.6076 0.32 27.71 % Long Windup 16.77%24.13 -0.6 -0.13 %
20-Nov-20 481.85 482.55 5,608,550 6,418,150 -0.10 % -3.50 % -0.11 % 0.6091 0.34 12.61 % Long Windup 15.94%10.46 0.7 0.15 %
19-Nov-20 482.70 483.05 5,812,100 6,425,050 -0.16 % -4.61 % 1.95 % 0.6106 0.34 9.54 % Short Buildup 23.51%12.79 0.35 0.07 %
18-Nov-20 482.80 483.80 6,092,700 6,302,000 -1.01 % -1.03 % -0.60 % 0.6121 0.31 3.32 % Long Windup 27.80%22.87 1 0.21 %
17-Nov-20 487.20 488.75 6,155,950 6,339,950 0.50 % -1.85 % -0.79 % 0.6136 0.29 2.90 % Short Covering 26.30%23.36 1.55 0.32 %
14-Nov-20 485.45 486.30 6,272,100 6,390,550 -0.45 % -0.05 % -0.02 % 0.6151 0.30 1.85 % Long Windup 33.99%3.96 0.85 0.18 %
13-Nov-20 486.55 488.50 6,275,550 6,391,700 0.67 % -2.01 % -2.15 % 0.6166 0.30 1.82 % Short Covering 14.58%12.35 1.95 0.4 %
12-Nov-20 483.35 485.25 6,404,350 6,532,000 0.48 % -1.82 % -1.78 % 0.6181 0.30 1.95 % Short Covering 17.07%19.29 1.9 0.39 %
11-Nov-20 480.80 482.95 6,522,800 6,650,450 1.76 % -4.16 % -4.19 % 0.6196 0.31 1.92 % Short Covering 20.09%37.49 2.15 0.45 %
10-Nov-20 474.70 474.60 6,805,700 6,941,400 -1.65 % -3.60 % -3.38 % 0.6209 0.33 1.95 % Long Windup 27.46%60.03 -0.1 -0.02 %
09-Nov-20 481.70 482.55 7,059,850 7,184,050 -5.93 % -3.31 % -2.63 % 0.6222 0.33 1.73 % Long Windup 24.89%106.78 0.85 0.18 %
06-Nov-20 511.80 512.95 7,301,350 7,378,400 0.19 % -1.76 % -1.88 % 0.6183 0.38 1.04 % Short Covering 26.95%48.22 1.15 0.22 %
05-Nov-20 509.50 512.00 7,432,450 7,519,850 2.35 % 8.09 % 8.12 % 0.6198 0.40 1.16 % Long Buildup 24.53%53.34 2.5 0.49 %
04-Nov-20 497.70 500.25 6,875,850 6,955,200 3.08 % 7.94 % 8.31 % 0.6206 0.51 1.14 % Long Buildup 17.99%45.82 2.55 0.51 %
03-Nov-20 482.45 485.30 6,369,850 6,421,600 2.42 % 3.13 % 3.12 % 0.6207 0.68 0.81 % Long Buildup 17.91%23.00 2.85 0.59 %
02-Nov-20 473.30 473.85 6,176,650 6,227,250 -0.27 % 0.56 % 0.56 % 0.6217 0.86 0.81 % Short Buildup 16.11%11.68 0.55 0.12 %
30-Oct-20 474.80 475.15 6,142,150 6,192,750 0.80 % -2.68 % -5.23 % 0.6233 0.90 0.82 % Short Covering 17.82%17.66 0.35 0.07 %
29-Oct-20 469.80 471.40 6,311,200 6,534,300 -1.67 % 16.12 % -3.17 % 0.6247 0.96 - Long Windup 29.98%31.39 1.6 0.34 %
28-Oct-20 478.85 479.40 5,434,900 6,748,200 -1.30 % 22.12 % -2.65 % 0.6257 0.49 - Long Windup 22.28%15.88 0.55 0.11 %
27-Oct-20 485.20 485.70 4,450,500 6,932,200 1.45 % 60.05 % -2.74 % 0.6270 0.57 - Short Covering 23.50%15.81 0.5 0.1 %
26-Oct-20 477.80 478.75 2,780,700 7,127,700 -1.79 % 66.53 % -4.79 % 0.6282 0.49 - Long Windup 24.46%20.28 0.95 0.2 %
23-Oct-20 485.45 487.50 1,669,800 7,486,500 -0.46 % 215.65 % 1.15 % 0.6294 0.42 - Short Buildup 17.95%15.50 2.05 0.42 %
22-Oct-20 487.15 489.75 529,000 7,401,400 -0.56 % 29.21 % 3.34 % 0.6310 0.42 - Short Buildup 22.75%25.68 2.6 0.53 %
21-Oct-20 489.50 492.50 409,400 7,162,200 1.63 % 37.98 % 2.03 % 0.6326 0.31 - Long Buildup 22.50%25.66 3 0.61 %
20-Oct-20 482.50 484.60 296,700 7,019,600 1.11 % 3.20 % -4.51 % 0.6338 0.28 - Short Covering 16.47%19.94 2.1 0.44 %
19-Oct-20 476.70 479.30 287,500 7,350,800 -2.97 % 64.47 % -3.62 % 0.6352 0.11 - Long Windup 32.76%59.44 2.6 0.55 %
16-Oct-20 490.90 493.95 174,800 7,626,800 3.83 % 0.00 % 6.62 % 0.6356 0.08 - Long Buildup 11.99%30.07 3.05 0.62 %
15-Oct-20 474.35 475.75 174,800 7,153,000 -2.65 % 10.14 % -3.18 % 0.6355 0.10 - Long Windup 22.27%27.93 1.4 0.3 %
14-Oct-20 486.40 488.70 158,700 7,387,600 -1.04 % 21.05 % -6.55 % 0.6362 0.11 - Long Windup 15.74%28.53 2.3 0.47 %
13-Oct-20 490.85 493.85 131,100 7,905,100 -0.79 % -1.72 % 2.35 % 0.6376 0.14 - Short Buildup 12.28%23.52 3 0.61 %
12-Oct-20 495.55 497.80 133,400 7,723,400 0.06 % 3.57 % -6.31 % 0.6391 0.17 - Short Covering 17.09%23.44 2.25 0.45 %
09-Oct-20 492.30 497.50 128,800 8,243,200 -1.33 % 0.00 % 1.24 % 0.6407 0.17 - Short Buildup 15.93%22.06 5.2 1.06 %
08-Oct-20 499.95 504.20 128,800 8,142,000 1.90 % 9.80 % 4.00 % 0.6419 0.20 - Long Buildup 36.76%71.31 4.25 0.85 %
07-Oct-20 490.65 494.80 117,300 7,829,200 0.14 % 10.87 % 1.43 % 0.6430 0.17 - Long Buildup 11.38%12.95 4.15 0.85 %
06-Oct-20 490.60 494.10 105,800 7,718,800 -1.23 % 0.00 % 3.64 % 0.6446 0.33 - Short Buildup 24.74%37.92 3.5 0.71 %
05-Oct-20 497.20 500.25 105,800 7,447,400 2.78 % 9.52 % 4.76 % 0.6460 0.33 - Long Buildup 21.77%24.35 3.05 0.61 %
01-Oct-20 491.05 486.70 96,600 7,109,300 -0.03 % 5.00 % -1.75 % 0.6474 0.50 - Long Windup 13.67%11.79 -4.35 -0.89 %
30-Sep-20 482.65 486.85 92,000 7,235,800 -0.65 % 8.11 % 6.07 % 0.6486 - - Short Buildup 20.27%28.09 4.2 0.87 %
29-Sep-20 485.70 490.05 85,100 6,821,800 -1.83 % 8.82 % 3.17 % 0.6502 - - Short Buildup 22.42%25.40 4.35 0.9 %
28-Sep-20 495.60 499.20 78,200 6,612,500 3.01 % 6.25 % 7.52 % 0.6512 - - Long Buildup 15.06%26.76 3.6 0.73 %
25-Sep-20 482.55 484.60 73,600 6,150,200 6.02 % 10.34 % -3.15 % 0.6519 - - Short Covering 18.25%25.76 2.05 0.42 %
24-Sep-20 454.35 457.10 66,700 6,350,300 -11.35 % 61.11 % -7.04 % 0.6484 - - Long Windup 32.34%46.54 2.75 0.61 %
23-Sep-20 470.75 515.60 41,400 6,831,000 0.00 % 0.00 % -8.50 % 0.6483 - - 18.04%22.07 44.85 9.53 %
22-Sep-20 459.30 515.60 41,400 7,465,800 0.00 % 0.00 % -13.16 % 0.6490 - - 37.03%65.96 56.3 12.26 %
21-Sep-20 473.45 515.60 41,400 8,597,400 0.00 % 0.00 % -12.23 % 0.6494 - - 29.38%57.55 42.15 8.9 %
18-Sep-20 508.90 515.60 41,400 9,795,700 3.85 % 157.14 % 21.76 % 0.6436 - - Long Buildup 17.33%82.87 6.7 1.32 %
17-Sep-20 492.70 496.50 16,100 8,045,400 -1.33 % 16.67 % 1.51 % 0.6437 - - Short Buildup 13.70%12.59 3.8 0.77 %
16-Sep-20 499.80 503.20 13,800 7,925,800 0.84 % 0.00 % 4.77 % 0.6452 - - Long Buildup 19.35%29.25 3.4 0.68 %
15-Sep-20 493.60 499.00 13,800 7,564,700 2.31 % -14.29 % 6.03 % 0.6466 - - Long Buildup 20.05%37.03 5.4 1.09 %
14-Sep-20 482.85 487.75 16,100 7,134,600 0.98 % 40.00 % 0.45 % 0.6475 - - Long Buildup 15.17%12.84 4.9 1.01 %
11-Sep-20 485.15 483.00 11,500 7,102,400 2.32 % 66.67 % 4.04 % 0.6491 - - Long Buildup 18.80%28.27 -2.15 -0.44 %
10-Sep-20 470.80 472.05 6,900 6,826,400 0.00 % 0.00 % -2.40 % 0.6495 - - 17.05%13.21 1.25 0.27 %
09-Sep-20 469.60 472.05 6,900 6,994,300 2.69 % 200.00 % 1.03 % 0.6511 - - Long Buildup 17.89%18.13 2.45 0.52 %
08-Sep-20 461.15 459.70 2,300 6,923,000 0.00 % 0.00 % 0.84 % 0.6523 - - 27.00%26.98 -1.45 -0.31 %
 
 
Average Delivery Volume
On 25-Nov-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
45.92 Crore Rs. 29.75 Crore Rs. 22.50 Crore Rs. 20.34 Crore Rs. 30.66 Crore Rs. 30.74 Crore Rs. More details >>
Average Delivery Percentage
On 25-Nov-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
37.70 % 25.39 % 23.88 % 24.87 % 23.66 % 22.95 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Engulfing-
 
 
GLENMARK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Nov-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
436.86 450.43 458.21 471.78 479.56 493.13 500.91
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
455.33 460.66 462.44 464.22 471.78 467.78 469.56 471.34 476.68
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
450.43 458.59 463.62 471.78 479.94 484.97 493.13
DeMark Pivot
Support 1 Pivot Point Resistance 1
454.33 469.84 475.68
 
 
GLENMARK Result / Events
Date Description Status
06-Nov-20Financial ResultsCompleted
26-Jun-20Financial Results/DividendCompleted
14-Feb-20Financial ResultsCompleted
14-Nov-19Financial ResultsCompleted
13-Aug-19Financial ResultsCompleted
29-May-19Financial Results/DividendCompleted
14-Feb-19Financial ResultsCompleted