FnO Contract Details

Expiry:
Symbol:

GLENMARK analysis for the selected expiry [Aug-20] as on 13-Aug-20

GLENMARK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 466.00 470.30 461.30 464.65 NA -0.42 % NA NA
27-Aug-20 464.70 470.20 462.75 465.20 6,973,600 -0.85 % -5.07 % Long Windup
24-Sep-20 467.15 467.15 467.15 467.15 345,000 1.75 % -0.66 % Short Covering
29-Oct-20 0.00 0.00 0.00 479.15 13,800 0.00 % 0.00 %
Cummulative NA NA NA NA 7,332,400 NA -4.86 % Long Windup
GLENMARK Options OI PCR:  0.52   (Expiry : 27-Aug-20 )   PUT OI: 2,343,700   CALL OI: 4,480,400 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 855600 -4.62% 14.20 -5.33% Long Windup
480.00 814200 -2.75% 17.40 -11.00% Long Windup
470.00 483000 -0.94% 23.00 6.98% 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
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 855600 -4.62% 14.20 -5.33% Long Windup
550.00 308200 -6.94% 4.50 0.00% Long Windup
480.00 814200 -2.75% 17.40 -11.00% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 386400 -0.59% 2.85 1.79% Short Covering
430.00 269100 -1.68% 9.75 -1.52% Long Windup
440.00 248400 -0.92% 13.30 -10.74% Long Windup
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
450.00 241500 -1.87% 13.15 -2.59% Long Windup
420.00 246100 -1.83% 7.00 0.00% Long Windup
430.00 269100 -1.68% 9.75 -1.52% 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 %
13-Aug-20 464.65 465.20 6,973,600 7,332,400 -0.85 % -5.07 % -4.86 % 0.6726 0.52 4.89 % Long Windup 33.55%32.80 0.55 0.12 %
12-Aug-20 466.60 469.20 7,346,200 7,707,300 -2.13 % -6.25 % -6.06 % 0.6742 0.51 4.69 % Long Windup 31.24%37.71 2.6 0.56 %
11-Aug-20 477.05 479.40 7,836,100 8,204,100 1.13 % 10.51 % 12.59 % 0.6752 0.50 4.49 % Long Buildup 19.08%47.92 2.35 0.49 %
10-Aug-20 471.30 474.05 7,090,900 7,286,400 4.07 % 9.13 % 9.92 % 0.6767 0.52 2.68 % Long Buildup 26.05%93.38 2.75 0.58 %
07-Aug-20 453.45 455.50 6,497,500 6,628,600 -1.80 % 2.99 % 3.33 % 0.6764 0.50 1.98 % Short Buildup 17.70%37.35 2.05 0.45 %
06-Aug-20 461.20 463.85 6,308,900 6,414,700 3.10 % 1.67 % 1.49 % 0.6777 0.49 1.65 % Long Buildup 18.15%47.57 2.65 0.57 %
05-Aug-20 447.55 449.90 6,205,400 6,320,400 0.62 % 1.05 % 1.03 % 0.6782 0.49 1.82 % Long Buildup 17.70%19.87 2.35 0.53 %
04-Aug-20 445.40 447.15 6,141,000 6,256,000 -0.90 % 1.21 % 1.19 % 0.6799 0.54 1.84 % Short Buildup 15.36%26.08 1.75 0.39 %
03-Aug-20 449.80 451.20 6,067,400 6,182,400 -0.78 % -0.53 % -0.41 % 0.6815 0.55 1.86 % Long Windup 18.57%38.99 1.4 0.31 %
31-Jul-20 452.35 454.75 6,099,600 6,207,700 2.53 % 14.16 % 3.77 % 0.6831 0.51 1.74 % Long Buildup 18.09%80.74 2.4 0.53 %
30-Jul-20 441.40 443.55 5,342,900 5,982,300 3.97 % 63.82 % 21.66 % 0.6840 0.36 - Long Buildup 18.21%113.19 2.15 0.49 %
29-Jul-20 424.20 426.60 3,261,400 4,917,400 0.93 % 26.49 % -3.52 % 0.6836 0.58 - Short Covering 26.29%24.10 2.4 0.57 %
28-Jul-20 420.85 422.65 2,578,300 5,096,800 -1.01 % 224.93 % -7.05 % 0.6853 0.59 - Long Windup 24.63%22.84 1.8 0.43 %
27-Jul-20 425.45 426.95 793,500 5,483,200 0.52 % -0.86 % -7.70 % 0.6868 0.45 - Short Covering 27.20%28.77 1.5 0.35 %
24-Jul-20 425.20 424.75 800,400 5,940,900 -1.22 % -0.85 % -3.69 % 0.6886 0.44 - Long Windup 27.84%43.68 -0.45 -0.11 %
23-Jul-20 421.45 430.00 807,300 6,168,600 2.87 % -0.57 % -2.19 % 0.6902 0.44 - Short Covering 20.36%39.77 8.55 2.03 %
22-Jul-20 413.70 418.00 811,900 6,306,600 0.00 % 0.00 % -2.66 % 0.6915 0.44 - 28.49%21.07 4.3 1.04 %
21-Jul-20 414.15 418.00 811,900 6,479,100 -2.11 % -0.28 % -6.16 % 0.6932 0.44 - Long Windup 49.66%59.05 3.85 0.93 %
20-Jul-20 418.65 427.00 814,200 6,904,600 -1.11 % -2.21 % -9.61 % 0.6948 0.43 - Long Windup 20.62%41.00 8.35 1.99 %
17-Jul-20 429.75 431.80 832,600 7,638,300 1.56 % 80.10 % 17.64 % 0.6956 0.43 - Long Buildup 18.34%44.49 2.05 0.48 %
16-Jul-20 422.55 425.15 462,300 6,492,900 1.63 % 34.90 % 5.14 % 0.6970 0.50 - Long Buildup 20.99%37.68 2.6 0.62 %
15-Jul-20 415.80 418.35 342,700 6,175,500 1.79 % -15.34 % 20.13 % 0.6984 0.33 - Long Buildup 24.05%64.16 2.55 0.61 %
14-Jul-20 407.10 411.00 404,800 5,140,500 -5.82 % -2.22 % -2.49 % 0.6996 0.67 - Long Windup 37.76%68.60 3.9 0.96 %
13-Jul-20 415.50 436.40 414,000 5,271,600 0.00 % 0.00 % -1.12 % 0.7008 0.67 - 41.82%54.04 20.9 5.03 %
10-Jul-20 426.65 436.40 414,000 5,331,400 0.79 % -0.55 % -0.73 % 0.7016 0.67 - Short Covering 24.06%34.86 9.75 2.29 %
09-Jul-20 431.95 433.00 416,300 5,370,500 -0.03 % -0.55 % -2.83 % 0.7032 0.67 - Long Windup 25.76%56.67 1.05 0.24 %
08-Jul-20 419.35 433.15 418,600 5,526,900 0.00 % 0.00 % -2.40 % 0.7038 0.67 - 31.85%48.88 13.8 3.29 %
07-Jul-20 416.50 433.15 418,600 5,662,600 2.04 % -0.55 % -3.87 % 0.7055 0.67 - Short Covering 39.41%75.35 16.65 4 %
06-Jul-20 428.00 424.50 420,900 5,890,300 -1.74 % -1.08 % -3.32 % 0.7063 0.67 - Long Windup 29.68%35.86 -3.5 -0.82 %
03-Jul-20 432.70 432.00 425,500 6,092,700 -0.23 % -1.07 % -3.50 % 0.7079 0.67 - Long Windup 24.73%35.53 -0.7 -0.16 %
02-Jul-20 435.25 433.00 430,100 6,313,500 -0.47 % -1.06 % -9.23 % 0.7097 0.67 - Long Windup 14.12%38.01 -2.25 -0.52 %
01-Jul-20 435.20 435.05 434,700 6,955,200 -3.13 % 133.33 % 17.67 % 0.7114 0.67 - Short Buildup 13.74%125.85 -0.15 -0.03 %
30-Jun-20 450.30 449.10 186,300 5,911,000 -3.59 % 24.62 % 6.99 % 0.7117 1.00 - Short Buildup 17.09%81.36 -1.2 -0.27 %
29-Jun-20 467.80 465.80 149,500 5,524,600 -0.01 % 51.16 % 14.16 % 0.7116 1.00 - Short Buildup 15.66%109.00 -2 -0.43 %
26-Jun-20 466.70 465.85 98,900 4,839,200 0.83 % 19.44 % 6.68 % 0.7134 - - Long Buildup 14.29%74.05 -0.85 -0.18 %
25-Jun-20 458.10 462.00 82,800 4,536,000 0.29 % -5.26 % -18.37 % 0.7148 - - Short Covering 10.51%83.03 3.9 0.85 %
24-Jun-20 459.20 460.65 87,400 5,556,500 -4.79 % 18.75 % -1.26 % 0.7166 - - Long Windup 11.31%127.56 1.45 0.32 %
23-Jun-20 485.00 483.80 73,600 5,627,200 -7.22 % 39.13 % -9.07 % 0.7145 - - Long Windup 10.56%333.54 -1.2 -0.25 %
22-Jun-20 519.75 521.45 52,900 6,188,200 27.32 % 155.56 % 26.50 % 0.7102 - - Long Buildup 17.46%809.85 1.7 0.33 %
19-Jun-20 409.35 409.55 20,700 4,892,000 0.47 % 28.57 % 5.21 % 0.6343 - - Long Buildup 15.85%31.60 0.2 0.05 %
18-Jun-20 405.65 407.65 16,100 4,649,900 2.84 % 16.67 % 8.75 % 0.6357 - - Long Buildup 12.27%25.54 2 0.49 %
17-Jun-20 398.60 396.40 13,800 4,275,700 0.35 % 0.00 % -1.18 % 0.6369 - - Short Covering 8.77%11.65 -2.2 -0.55 %
16-Jun-20 393.10 395.00 13,800 4,326,600 -0.16 % 20.00 % 0.21 % 0.6382 - - Short Buildup 16.86%17.79 1.9 0.48 %
15-Jun-20 395.35 395.65 11,500 4,317,600 0.38 % 25.00 % -0.61 % 0.6398 - - Short Covering 21.79%28.20 0.3 0.08 %
12-Jun-20 403.85 394.15 9,200 4,344,100 0.00 % 0.00 % 3.35 % 0.6407 - - 19.31%43.01 -9.7 -2.4 %
11-Jun-20 384.45 394.15 9,200 4,203,100 -2.05 % 33.33 % 5.54 % 0.6388 - - Short Buildup 29.81%42.51 9.7 2.52 %
10-Jun-20 401.45 402.40 6,900 3,982,300 -0.40 % 50.00 % 3.67 % 0.6377 - - Short Buildup 21.16%24.10 0.95 0.24 %
09-Jun-20 401.80 404.00 4,600 3,841,500 -0.48 % 100.00 % 9.17 % 0.6393 - - Short Buildup 20.58%42.17 2.2 0.55 %
08-Jun-20 399.75 405.95 2,300 3,518,800 0.48 % 0.00 % -2.96 % 0.6409 - - Short Covering 17.98%22.91 6.2 1.55 %
05-Jun-20 402.55 404.00 2,300 3,626,100 0.00 % 0.00 % 0.15 % 0.6425 - - 12.65%28.74 1.45 0.36 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
32.80 Crore Rs. 39.48 Crore Rs. 49.83 Crore Rs. 42.83 Crore Rs. 47.89 Crore Rs. 44.67 Crore Rs. More details >>
Average Delivery Percentage
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
33.55 % 25.30 % 23.97 % 21.58 % 20.40 % 21.79 % More details >>
 
 
GLENMARK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 14-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
454.45 458.6 461.9 466.05 469.35 473.5 476.8
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
461.48 463.34 463.96 464.58 466.05 465.82 466.44 467.06 468.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
458.6 461.45 463.2 466.05 468.9 470.65 473.5
DeMark Pivot
Support 1 Pivot Point Resistance 1
463.98 467.09 471.43
 
 
GLENMARK Result / Events
Date Description Status
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