FnO Contract Details

Expiry:
Symbol:

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

GLENMARK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 335.60 344.90 335.05 341.60 NA 2.24 % NA NA
26-Dec-19 336.00 345.55 336.00 342.65 5,606,000 2.36 % -0.14 % Short Covering
30-Jan-20 337.65 346.55 337.60 344.45 609,000 2.53 % 237.21 % Long Buildup
27-Feb-20 340.95 342.35 340.95 342.35 8,400 1.74 % 50.00 % Long Buildup
Cummulative NA NA NA NA 6,223,400 NA 7.30 % Long Buildup
GLENMARK Options OI PCR:  0.33   (Expiry : 26-Dec-19 )   PUT OI: 482,000   CALL OI: 1,470,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 282000 -4.73% 0.90 -21.74% Long Windup
350.00 238000 -0.83% 9.60 23.87% Short Covering
340.00 203000 -24.25% 14.10 22.61% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
370.00 165000 6.45% 4.15 16.90% Long Buildup
360.00 198000 4.76% 6.45 20.56% Long Buildup
300.00 18000 20.00% 45.10 22.72% 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
340.00 203000 -24.25% 14.10 22.61% Short Covering
330.00 52000 -38.10% 19.85 25.63% Short Covering
380.00 175000 -9.79% 2.80 1.82% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
300.00 117000 -8.59% 1.55 -36.73% Long Windup
320.00 99000 -8.33% 4.25 -37.50% Long Windup
330.00 73000 19.67% 7.30 -30.81% 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
330.00 73000 19.67% 7.30 -30.81% Short Buildup
340.00 55000 5.77% 11.30 -30.89% Short Buildup
370.00 6000 50.00% 30.70 -21.38% 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
300.00 117000 -8.59% 1.55 -36.73% Long Windup
320.00 99000 -8.33% 4.25 -37.50% Long Windup
310.00 52000 -10.34% 2.60 -38.10% Long Windup
 
 
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 %
12-Dec-19 341.60 342.65 5,606,000 6,223,400 2.36 % -0.14 % 7.30 % 0.6654 0.33 9.92 % Long Buildup 19.35%21.16 1.05 0.31 %
11-Dec-19 334.10 334.75 5,614,000 5,800,200 1.01 % -2.45 % -2.17 % 0.6778 0.31 3.21 % Short Covering 27.99%14.20 0.65 0.19 %
10-Dec-19 331.05 331.40 5,755,000 5,928,600 0.98 % -3.26 % -3.61 % 0.6977 0.30 2.93 % Short Covering 27.93%29.56 0.35 0.11 %
09-Dec-19 327.65 328.20 5,949,000 6,150,600 0.89 % -2.17 % -2.06 % 0.7179 0.32 3.28 % Short Covering 20.89%12.79 0.55 0.17 %
06-Dec-19 324.90 325.30 6,081,000 6,279,800 -0.99 % -5.27 % -4.74 % 0.7394 0.31 3.17 % Long Windup 16.27%19.54 0.4 0.12 %
05-Dec-19 327.80 328.55 6,419,000 6,592,600 0.37 % -2.95 % -2.77 % 0.7614 0.30 2.63 % Short Covering 37.14%22.76 0.75 0.23 %
04-Dec-19 325.30 327.35 6,614,000 6,780,600 -0.38 % 0.17 % 0.33 % 0.7845 0.32 2.46 % Short Buildup 27.13%21.52 2.05 0.63 %
03-Dec-19 327.05 328.60 6,603,000 6,758,400 -1.75 % -0.54 % -0.35 % 0.8087 0.30 2.30 % Long Windup 22.57%26.96 1.55 0.47 %
02-Dec-19 332.40 334.45 6,639,000 6,781,800 -1.18 % -2.11 % -1.87 % 0.8304 0.30 2.11 % Long Windup 43.90%69.27 2.05 0.62 %
29-Nov-19 337.30 338.45 6,782,000 6,910,800 -2.30 % -1.68 % -3.19 % 0.8536 0.31 1.86 % Long Windup 26.05%14.43 1.15 0.34 %
28-Nov-19 344.45 346.40 6,898,000 7,138,200 -0.65 % 22.22 % -4.31 % 0.8746 0.33 - Long Windup 17.86%13.62 1.95 0.57 %
27-Nov-19 346.55 348.65 5,644,000 7,459,600 1.62 % 29.04 % -16.39 % 0.9016 0.26 - Short Covering 20.29%51.86 2.1 0.61 %
26-Nov-19 341.45 343.10 4,374,000 8,922,200 -1.63 % 93.20 % 0.90 % 0.9271 0.28 - Short Buildup 64.55%386.43 1.65 0.48 %
25-Nov-19 349.40 348.80 2,264,000 8,842,200 1.12 % 142.40 % 23.54 % 0.9498 0.27 - Long Buildup 12.20%17.52 -0.6 -0.17 %
22-Nov-19 344.05 344.95 934,000 7,157,600 -1.78 % 62.43 % 7.36 % 0.9768 0.27 - Short Buildup 17.83%19.01 0.9 0.26 %
21-Nov-19 349.55 351.20 575,000 6,666,800 -2.63 % 23.92 % 2.12 % 1.0046 0.27 - Short Buildup 16.26%22.35 1.65 0.47 %
20-Nov-19 359.35 360.70 464,000 6,528,600 2.53 % 12.35 % -0.50 % 1.0275 0.26 - Short Covering 11.40%37.72 1.35 0.38 %
19-Nov-19 350.50 351.80 413,000 6,561,400 -4.06 % -6.14 % -14.27 % 1.0530 0.23 - Long Windup 10.42%77.12 1.3 0.37 %
18-Nov-19 365.55 366.70 440,000 7,654,000 21.20 % 42.86 % -0.98 % 1.0669 0.26 - Short Covering 6.68%96.85 1.15 0.31 %
15-Nov-19 301.00 302.55 308,000 7,729,800 6.40 % 10.39 % 2.75 % 0.5813 0.13 - Long Buildup 11.89%46.87 1.55 0.51 %
14-Nov-19 282.05 284.35 279,000 7,523,000 3.21 % 1.45 % 8.54 % 0.5111 0.08 - Long Buildup 27.90%25.53 2.3 0.82 %
13-Nov-19 274.80 275.50 275,000 6,931,200 -5.62 % 56.25 % 5.84 % 0.5049 0.02 - Short Buildup 46.11%31.82 0.7 0.25 %
11-Nov-19 290.65 291.90 176,000 6,549,000 1.48 % 21.38 % -1.13 % 0.4444 - - Short Covering 20.84%7.42 1.25 0.43 %
08-Nov-19 286.45 287.65 145,000 6,624,000 -2.80 % 18.85 % 5.39 % 0.4533 - - Short Buildup 36.85%23.68 1.2 0.42 %
07-Nov-19 293.85 295.95 122,000 6,285,000 -2.34 % 31.18 % -0.87 % 0.4507 - - Long Windup 21.80%17.90 2.1 0.71 %
06-Nov-19 301.30 303.05 93,000 6,340,000 -4.70 % 19.23 % 6.36 % 0.4489 - - Short Buildup 41.23%29.08 1.75 0.58 %
05-Nov-19 317.10 318.00 78,000 5,961,000 -0.44 % 0.00 % -1.50 % 0.3918 - - Long Windup 46.98%17.30 0.9 0.28 %
04-Nov-19 316.15 319.40 78,000 6,052,000 0.38 % 8.33 % 0.62 % 0.4039 - - Long Buildup 21.20%5.45 3.25 1.03 %
01-Nov-19 315.75 318.20 72,000 6,015,000 -0.13 % 33.33 % -1.18 % 0.4165 - - Long Windup 15.27%6.44 2.45 0.78 %
31-Oct-19 315.40 318.60 54,000 6,087,000 2.12 % 10.20 % -2.47 % 0.4296 - - Short Covering 37.06%16.92 3.2 1.01 %
30-Oct-19 309.70 312.00 49,000 6,241,000 0.00 % 32.43 % -0.11 % 0.4342 - - 37.58%16.58 2.3 0.74 %
29-Oct-19 309.15 312.00 37,000 6,248,000 -0.21 % 85.00 % -1.75 % 0.4478 - - Long Windup 52.55%17.21 2.85 0.92 %
27-Oct-19 312.05 312.65 20,000 6,359,000 0.00 % 0.00 % 0.09 % 0.4596 - - 35.74%1.04 0.6 0.19 %
25-Oct-19 310.75 312.65 20,000 6,353,000 1.84 % 25.00 % 0.24 % 0.4737 - - Long Buildup 39.96%25.15 1.9 0.61 %
24-Oct-19 304.25 307.00 16,000 6,338,000 1.99 % 14.29 % -0.94 % 0.4778 - - Short Covering 21.80%14.12 2.75 0.9 %
23-Oct-19 299.20 301.00 14,000 6,398,000 -1.07 % 16.67 % 0.95 % 0.4861 - - Short Buildup 36.54%12.37 1.8 0.6 %
22-Oct-19 299.10 304.25 12,000 6,338,000 0.41 % 20.00 % -1.23 % 0.5014 - - Short Covering 30.15%14.64 5.15 1.72 %
18-Oct-19 299.85 303.00 10,000 6,417,000 5.57 % 0.00 % -1.41 % 0.5170 - - Short Covering 17.74%10.25 3.15 1.05 %
17-Oct-19 288.55 287.00 10,000 6,509,000 0.70 % 11.11 % -0.58 % 0.5000 - - Short Covering 21.68%7.40 -1.55 -0.54 %
16-Oct-19 285.90 285.00 9,000 6,547,000 0.00 % 0.00 % 0.72 % 0.5137 - - 11.32%2.90 -0.9 -0.31 %
15-Oct-19 286.45 285.00 9,000 6,500,000 0.00 % 0.00 % 2.09 % 0.5298 - - 23.78%8.51 -1.45 -0.51 %
14-Oct-19 280.20 285.00 9,000 6,367,000 -3.39 % 12.50 % 2.71 % 0.5360 - - Short Buildup 21.83%14.38 4.8 1.71 %
11-Oct-19 286.50 295.00 8,000 6,199,000 0.00 % 0.00 % 1.87 % 0.5423 - - 16.88%6.92 8.5 2.97 %
10-Oct-19 289.75 295.00 8,000 6,085,000 0.00 % 0.00 % 0.98 % 0.5567 - - 17.03%8.27 5.25 1.81 %
09-Oct-19 290.85 295.00 8,000 6,026,000 4.98 % -27.27 % 0.84 % 0.5739 - - Long Buildup 15.11%11.95 4.15 1.43 %
07-Oct-19 285.60 281.00 11,000 5,976,000 -13.54 % 1000.00 % 3.84 % 0.5855 - - Short Buildup 11.49%32.80 -4.6 -1.61 %
04-Oct-19 315.45 325.00 1,000 5,755,000 0.00 % 0.00 % 0.61 % 0.3711 - - 28.18%7.66 9.55 3.03 %
03-Oct-19 319.55 325.00 1,000 5,720,000 0.00 % 0.00 % 1.82 % 0.3774 - - 18.59%4.56 5.45 1.71 %
 
 
Average Delivery Volume
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
21.16 Crore Rs. 21.64 Crore Rs. 19.45 Crore Rs. 21.06 Crore Rs. 54.16 Crore Rs. 49.86 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 >>
19.35 % 24.47 % 21.73 % 23.83 % 37.91 % 20.27 % More details >>
 
 
GLENMARK 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
327.7 331.85 337.25 341.4 346.8 350.95 356.35
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
337.88 340.26 341.06 341.85 341.4 343.45 344.24 345.04 347.43
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
331.85 335.5 337.75 341.4 345.05 347.3 350.95
DeMark Pivot
Support 1 Pivot Point Resistance 1
339.33 342.44 348.88
 
 
GLENMARK Result / Events
Date Description Status
14-Nov-19Financial ResultsCompleted
13-Aug-19Financial ResultsCompleted
29-May-19Financial Results/DividendCompleted
14-Feb-19Financial ResultsCompleted