FnO Contract Details

Expiry:
Symbol:

GLENMARK analysis for the selected expiry [Sep-19] as on 20-Sep-19

GLENMARK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 355.05 361.05 348.00 352.50 NA -1.63 % NA NA
26-Sep-19 359.60 361.10 348.15 353.65 4,791,000 -1.13 % -1.40 % Long Windup
31-Oct-19 361.30 362.00 350.00 355.60 1,041,000 -0.96 % 86.89 % Short Buildup
28-Nov-19 360.00 360.00 354.75 354.90 11,000 -5.72 % 120.00 % Short Buildup
Cummulative NA NA NA NA 5,843,000 NA 7.78 % Short Buildup
GLENMARK Options OI PCR:  0.22   (Expiry : 26-Sep-19 )   PUT OI: 143,000   CALL OI: 644,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 293000 -22.28% 1.10 83.33% Short Covering
370.00 88000 41.94% 2.90 3.57% Long Buildup
390.00 66000 -14.29% 1.20 50.00% 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 88000 41.94% 2.90 3.57% Long Buildup
360.00 54000 20.00% 6.70 8.94% Long Buildup
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 293000 -22.28% 1.10 83.33% Short Covering
380.00 55000 -47.62% 2.20 51.72% Short Covering
390.00 66000 -14.29% 1.20 50.00% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
360.00 23000 -34.29% 12.65 50.60% Short Covering
350.00 23000 -46.51% 7.25 68.60% Short Covering
380.00 22000 0.00% 25.40 5.61% 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
None
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
350.00 23000 -46.51% 7.25 68.60% Short Covering
360.00 23000 -34.29% 12.65 50.60% Short Covering
340.00 17000 -22.73% 3.85 79.07% 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 %
20-Sep-19 352.50 353.65 4,791,000 5,843,000 -1.13 % -1.40 % 7.78 % 0.3947 0.22 18.00 % Short Buildup 45.75%44.32 1.15 0.33 %
19-Sep-19 358.35 357.70 4,859,000 5,421,000 -1.06 % -3.46 % 0.02 % 0.4103 0.24 10.37 % Short Buildup 37.92%11.72 -0.65 -0.18 %
18-Sep-19 362.85 361.55 5,033,000 5,420,000 -1.98 % 5.05 % 6.03 % 0.4125 0.22 7.14 % Short Buildup 27.73%11.06 -1.3 -0.36 %
17-Sep-19 370.60 368.85 4,791,000 5,112,000 -1.05 % -0.06 % 0.63 % 0.4144 0.24 6.28 % Short Buildup 31.58%10.63 -1.75 -0.47 %
16-Sep-19 374.05 372.75 4,794,000 5,080,000 1.24 % 2.22 % 2.88 % 0.4244 0.26 5.63 % Long Buildup 11.97%7.54 -1.3 -0.35 %
13-Sep-19 368.90 368.20 4,690,000 4,938,000 -3.42 % 3.88 % 5.51 % 0.4337 0.39 5.02 % Short Buildup 20.08%15.54 -0.7 -0.19 %
12-Sep-19 382.15 381.25 4,515,000 4,680,000 -0.88 % 2.66 % 3.86 % 0.4146 0.26 3.53 % Short Buildup 36.05%13.15 -0.9 -0.24 %
11-Sep-19 384.75 384.65 4,398,000 4,506,000 0.18 % 3.97 % 4.52 % 0.4254 0.25 2.40 % Long Buildup 25.02%11.62 -0.1 -0.03 %
09-Sep-19 384.60 383.95 4,230,000 4,311,000 -1.54 % 1.81 % 1.82 % 0.4387 0.28 1.88 % Short Buildup 27.72%6.78 -0.65 -0.17 %
06-Sep-19 390.95 389.95 4,155,000 4,234,000 0.03 % -0.41 % -0.31 % 0.4463 0.30 1.87 % Short Covering 20.60%5.44 -1 -0.26 %
05-Sep-19 390.00 389.85 4,172,000 4,247,000 2.32 % -3.34 % -3.28 % 0.4603 0.31 1.77 % Short Covering 20.24%3.57 -0.15 -0.04 %
04-Sep-19 382.65 381.00 4,316,000 4,391,000 -2.08 % -0.83 % -0.72 % 0.4616 0.39 1.71 % Long Windup 24.34%12.08 -1.65 -0.43 %
03-Sep-19 390.85 389.10 4,352,000 4,423,000 1.50 % -3.07 % -2.77 % 0.4652 0.50 1.61 % Short Covering 29.66%8.32 -1.75 -0.45 %
30-Aug-19 384.30 383.35 4,490,000 4,549,000 0.41 % -2.75 % -7.47 % 0.4744 0.56 1.30 % Short Covering 32.10%16.39 -0.95 -0.25 %
29-Aug-19 383.15 381.80 4,617,000 4,916,000 1.25 % 27.23 % 1.11 % 0.4893 0.86 - Long Buildup 40.84%23.12 -1.35 -0.35 %
28-Aug-19 378.40 377.10 3,629,000 4,862,000 0.83 % 53.06 % -3.89 % 0.4997 0.78 - Short Covering 27.02%7.87 -1.3 -0.34 %
27-Aug-19 374.85 374.00 2,371,000 5,059,000 -0.90 % 54.66 % -4.31 % 0.5144 0.48 - Long Windup 54.78%31.54 -0.85 -0.23 %
26-Aug-19 378.25 377.40 1,533,000 5,287,000 2.79 % 58.37 % -0.11 % 0.5294 0.76 - Short Covering 24.65%7.69 -0.85 -0.22 %
23-Aug-19 368.15 367.15 968,000 5,293,000 2.38 % 26.37 % -4.16 % 0.5303 1.80 - Short Covering 21.97%9.63 -1 -0.27 %
22-Aug-19 359.90 358.60 766,000 5,523,000 -1.27 % 18.03 % -2.07 % 0.5356 2.00 - Long Windup 34.41%12.41 -1.3 -0.36 %
21-Aug-19 363.10 363.20 649,000 5,640,000 -3.02 % 2.04 % -6.53 % 0.5502 1.00 - Long Windup 42.73%18.92 0.1 0.03 %
20-Aug-19 374.20 374.50 636,000 6,034,000 1.55 % 1.60 % -1.55 % 0.5463 0.50 - Short Covering 27.50%15.83 0.3 0.08 %
19-Aug-19 368.15 368.80 626,000 6,129,000 2.09 % 18.79 % -1.64 % 0.5586 0.80 - Short Covering 24.12%16.81 0.65 0.18 %
16-Aug-19 361.15 361.25 527,000 6,231,000 -5.70 % 33.76 % 14.90 % 0.5688 1.00 - Short Buildup 23.92%41.67 0.1 0.03 %
14-Aug-19 384.20 383.10 394,000 5,423,000 -8.18 % 43.27 % 7.32 % 0.5194 0.33 - Short Buildup 20.19%30.00 -1.1 -0.29 %
13-Aug-19 415.60 417.25 275,000 5,053,000 -3.86 % 3.00 % 2.91 % 0.3538 - - Short Buildup 27.45%18.82 1.65 0.4 %
09-Aug-19 426.20 434.00 267,000 4,910,000 1.70 % 2.69 % -1.25 % 0.3494 - - Short Covering 20.64%7.18 7.8 1.83 %
08-Aug-19 426.15 426.75 260,000 4,972,000 3.40 % 0.00 % -2.57 % 0.3599 - - Short Covering 39.42%14.35 0.6 0.14 %
07-Aug-19 414.35 412.70 260,000 5,103,000 -0.82 % -1.89 % 0.00 % 0.3379 - - 38.06%11.28 -1.65 -0.4 %
06-Aug-19 415.05 416.10 265,000 5,103,000 0.18 % 1.53 % -0.27 % 0.3466 - - Short Covering 26.19%7.27 1.05 0.25 %
05-Aug-19 412.20 415.35 261,000 5,117,000 -3.02 % 1.16 % 1.03 % 0.3562 1.00 - Short Buildup 27.73%10.11 3.15 0.76 %
02-Aug-19 424.95 428.30 258,000 5,065,000 1.82 % 4.03 % -0.69 % 0.3383 - - Short Covering 18.89%3.84 3.35 0.79 %
01-Aug-19 423.20 420.65 248,000 5,100,000 -1.90 % 2.90 % -5.80 % 0.3470 - - Long Windup 27.53%9.29 -2.55 -0.6 %
31-Jul-19 426.05 428.80 241,000 5,414,000 3.61 % 4.78 % -4.68 % 0.3541 - - Short Covering 25.17%10.51 2.75 0.65 %
30-Jul-19 417.90 413.85 230,000 5,680,000 -2.47 % 4.55 % 8.87 % 0.3338 - - Short Buildup 36.77%17.87 -4.05 -0.97 %
29-Jul-19 422.45 424.35 220,000 5,217,000 -1.21 % 2.80 % 1.42 % 0.3315 - - Short Buildup 30.22%7.24 1.9 0.45 %
26-Jul-19 426.15 429.55 214,000 5,144,000 1.48 % 0.94 % -12.65 % 0.3362 - - Short Covering 23.04%6.18 3.4 0.8 %
25-Jul-19 425.60 423.30 212,000 5,889,000 1.22 % 4.43 % -6.26 % 0.3447 - - Short Covering 34.95%17.87 -2.3 -0.54 %
24-Jul-19 417.60 418.20 203,000 6,282,000 -1.45 % 30.13 % -2.32 % 0.3423 - - Long Windup 43.87%22.25 0.6 0.14 %
23-Jul-19 421.35 424.35 156,000 6,431,000 -1.85 % 477.78 % 0.28 % 0.3492 - - Short Buildup 48.81%18.59 3 0.71 %
22-Jul-19 427.50 432.35 27,000 6,413,000 -0.65 % 42.11 % -1.87 % 0.3523 - - Long Windup 14.18%5.12 4.85 1.13 %
19-Jul-19 432.85 435.20 19,000 6,535,000 -1.48 % 26.67 % -2.17 % 0.3601 - - Long Windup 31.01%9.66 2.35 0.54 %
18-Jul-19 440.85 441.75 15,000 6,680,000 -3.41 % 15.38 % 0.92 % 0.3609 - - Short Buildup 26.08%9.01 0.9 0.2 %
17-Jul-19 446.55 457.35 13,000 6,619,000 -0.16 % 8.33 % 1.66 % 0.3644 - - Short Buildup 25.94%8.56 10.8 2.42 %
16-Jul-19 453.30 458.10 12,000 6,511,000 0.00 % 0.00 % -0.84 % 0.3672 - - 36.47%16.02 4.8 1.06 %
15-Jul-19 445.70 458.10 12,000 6,566,000 0.00 % 0.00 % 0.26 % 0.3687 - - 20.57%4.48 12.4 2.78 %
12-Jul-19 451.35 458.10 12,000 6,549,000 0.00 % 0.00 % -1.19 % 0.3776 - - 27.14%15.86 6.75 1.5 %
11-Jul-19 451.30 458.10 12,000 6,628,000 1.82 % 0.00 % -8.20 % 0.3893 - - Short Covering 26.86%23.05 6.8 1.51 %
10-Jul-19 445.90 449.90 12,000 7,220,000 0.01 % 9.09 % -4.90 % 0.3965 - - Short Covering 30.52%14.54 4 0.9 %
09-Jul-19 449.20 449.85 11,000 7,592,000 2.46 % 22.22 % -6.33 % 0.4072 - - Short Covering 28.34%30.84 0.65 0.14 %
08-Jul-19 436.55 439.05 9,000 8,105,000 -0.24 % 12.50 % -2.89 % 0.3996 - - Long Windup 24.29%9.88 2.5 0.57 %
05-Jul-19 430.55 440.10 8,000 8,346,000 -1.69 % 0.00 % -3.37 % 0.4065 - - Long Windup 34.41%12.47 9.55 2.22 %
04-Jul-19 440.20 447.65 8,000 8,637,000 -0.54 % 300.00 % 0.97 % 0.4006 - - Short Buildup 33.20%9.84 7.45 1.69 %
03-Jul-19 443.40 450.10 2,000 8,554,000 0.00 % 0.00 % -1.33 % 0.4119 - - 36.94%16.56 6.7 1.51 %
02-Jul-19 440.90 450.10 2,000 8,669,000 -0.22 % 100.00 % 2.81 % 0.4242 - - Short Buildup 44.17%37.41 9.2 2.09 %
01-Jul-19 441.25 451.10 1,000 8,432,000 0.00 % 0.00 % 4.38 % 0.4375 - - 42.06%38.81 9.85 2.23 %
28-Jun-19 443.35 451.10 1,000 8,078,000 0.00 % 0.00 % -0.17 % 0.4503 - - 27.63%22.97 7.75 1.75 %
 
 
Average Delivery Volume
On 20-Sep-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
44.32 Crore Rs. 22.37 Crore Rs. 17.05 Crore Rs. 15.70 Crore Rs. 12.44 Crore Rs. 13.78 Crore Rs. More details >>
Average Delivery Percentage
On 20-Sep-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
45.75 % 40.11 % 32.56 % 29.80 % 28.56 % 31.56 % More details >>
 
 
GLENMARK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 23-Sep-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
334.55 341.35 347.5 354.3 360.45 367.25 373.4
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
347.18 350.41 351.49 352.57 354.3 354.73 355.81 356.89 360.13
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
341.35 346.3 349.35 354.3 359.25 362.3 367.25
DeMark Pivot
Support 1 Pivot Point Resistance 1
344.43 352.76 357.38
 
 
GLENMARK Result / Events
Date Description Status
13-Aug-19Financial ResultsCompleted
29-May-19Financial Results/DividendCompleted
14-Feb-19Financial ResultsCompleted