FnO Contract Details

Expiry:
Symbol:

GRASIM analysis for the selected expiry [Jul-20] as on 02-Jul-20

GRASIM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 614.95 631.55 614.95 617.95 NA 0.59 % NA NA
30-Jul-20 618.60 633.00 615.00 619.95 18,931,600 0.57 % 0.63 % Long Buildup
27-Aug-20 621.35 630.00 615.80 618.35 105,450 0.61 % 54.17 % Long Buildup
24-Sep-20 618.00 618.00 617.00 617.00 3,800 -1.39 % 300.00 % Short Buildup
Cummulative NA NA NA NA 19,040,850 NA 0.84 % Long Buildup
GRASIM Options OI PCR:  0.72   (Expiry : 30-Jul-20 )   PUT OI: 444,600   CALL OI: 621,300 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 88350 5.68% 6.55 -3.68% Short Buildup
620.00 84550 0.00% 28.95 1.22% Short Buildup
630.00 79800 35.48% 24.60 1.65% 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
640.00 78850 69.39% 20.55 -0.72% Short Buildup
630.00 79800 35.48% 24.60 1.65% Long Buildup
660.00 47500 51.52% 14.55 0.34% 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
670.00 18050 -20.83% 11.95 -10.82% Long Windup
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 81700 7.50% 19.70 -13.02% Short Buildup
570.00 78850 0.00% 10.00 -15.97% Short Buildup
560.00 59850 -3.08% 7.75 -19.69% 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
610.00 32300 126.67% 24.60 -8.04% Short Buildup
600.00 81700 7.50% 19.70 -13.02% Short Buildup
630.00 29450 10.71% 33.95 -2.30% 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
560.00 59850 -3.08% 7.75 -19.69% Long Windup
500.00 1900 -33.33% 2.00 -75.00% Long Windup
None
 
 
GRASIM 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 %
02-Jul-20 617.95 619.95 18,931,600 19,040,850 0.57 % 0.63 % 0.84 % 0.5553 0.72 0.57 % Long Buildup 11.64%18.00 2 0.32 %
01-Jul-20 614.35 616.45 18,812,850 18,882,200 -0.28 % -0.33 % -0.19 % 0.5566 0.78 0.37 % Long Windup 23.20%19.91 2.1 0.34 %
30-Jun-20 619.70 618.15 18,874,600 18,917,350 -0.06 % 0.13 % 0.17 % 0.5579 0.79 0.23 % Short Buildup 24.20%24.43 -1.55 -0.25 %
29-Jun-20 619.25 618.50 18,849,900 18,886,000 0.23 % 0.20 % 0.21 % 0.5593 0.84 0.19 % Long Buildup 28.49%35.47 -0.75 -0.12 %
26-Jun-20 616.15 617.10 18,812,850 18,847,050 1.38 % 1.33 % -0.45 % 0.5606 0.84 0.18 % Short Covering 13.80%14.97 0.95 0.15 %
25-Jun-20 607.45 608.70 18,565,850 18,931,650 -0.38 % 6.14 % -0.32 % 0.5617 0.87 - Long Windup 18.10%22.97 1.25 0.21 %
24-Jun-20 613.65 611.00 17,492,350 18,991,750 -1.89 % 13.68 % -1.71 % 0.5630 0.86 - Long Windup 29.18%43.73 -2.65 -0.43 %
23-Jun-20 622.35 622.80 15,387,150 19,322,600 0.66 % 25.16 % -0.27 % 0.5640 1.10 - Short Covering 23.97%47.46 0.45 0.07 %
22-Jun-20 617.60 618.70 12,293,950 19,375,600 2.59 % 156.82 % 1.99 % 0.5654 0.98 - Long Buildup 26.64%96.70 1.1 0.18 %
19-Jun-20 601.25 603.10 4,787,050 18,997,800 0.55 % 210.47 % 0.62 % 0.5656 - - Long Buildup 46.70%73.56 1.85 0.31 %
18-Jun-20 598.10 599.80 1,541,850 18,880,050 2.42 % 219.49 % 0.39 % 0.5670 1.15 - Long Buildup 22.21%23.93 1.7 0.28 %
17-Jun-20 583.85 585.60 482,600 18,807,050 -0.52 % 108.20 % 0.72 % 0.5675 0.37 - Short Buildup 12.61%8.52 1.75 0.3 %
16-Jun-20 589.10 588.65 231,800 18,671,750 0.66 % 125.93 % -0.54 % 0.5688 0.08 - Short Covering 11.20%11.93 -0.45 -0.08 %
15-Jun-20 581.90 584.80 102,600 18,773,000 -3.12 % 11.34 % 0.28 % 0.5700 - - Short Buildup 36.72%62.31 2.9 0.5 %
12-Jun-20 601.95 603.65 92,150 18,720,500 1.92 % 14.12 % 0.19 % 0.5695 - - Long Buildup 15.69%19.86 1.7 0.28 %
11-Jun-20 590.60 592.25 80,750 18,685,850 -3.89 % 1.19 % -0.49 % 0.5704 - - Long Windup 13.33%19.67 1.65 0.28 %
10-Jun-20 614.75 616.25 79,800 18,777,500 -0.44 % 13.51 % -0.61 % 0.5692 - - Long Windup 12.02%13.24 1.5 0.24 %
09-Jun-20 611.90 618.95 70,300 18,892,500 0.16 % 7.25 % -1.86 % 0.5706 - - Short Covering 22.57%28.76 7.05 1.15 %
08-Jun-20 617.15 617.95 65,550 19,251,500 -1.91 % 15.00 % -0.03 % 0.5719 - - Long Windup 22.17%37.57 0.8 0.13 %
05-Jun-20 627.15 630.00 57,000 19,257,200 4.12 % -3.23 % 0.32 % 0.5730 - - Long Buildup 11.13%21.87 2.85 0.45 %
04-Jun-20 605.10 605.05 58,900 19,196,100 1.20 % 24.00 % 1.50 % 0.5724 - - Long Buildup 15.64%15.56 -0.05 -0.01 %
03-Jun-20 597.80 597.90 47,500 18,911,700 0.57 % -32.43 % -1.72 % 0.5736 - - Short Covering 25.11%36.43 0.1 0.02 %
02-Jun-20 596.35 594.50 70,300 19,241,800 1.87 % 13.85 % -0.64 % 0.5750 - - Short Covering 11.78%18.76 -1.85 -0.31 %
01-Jun-20 583.50 583.60 61,750 19,366,000 0.38 % 25.00 % -0.98 % 0.5757 - - Short Covering 27.41%40.84 0.1 0.02 %
29-May-20 589.20 581.40 49,400 19,557,650 1.11 % 173.68 % -0.38 % 0.6782 - - Short Covering 25.52%89.58 -7.8 -1.32 %
28-May-20 576.50 575.00 18,050 19,631,300 2.85 % 216.67 % -2.62 % 0.6933 - - Short Covering 23.12%44.22 -1.5 -0.26 %
27-May-20 566.65 559.05 5,700 20,158,950 4.51 % 50.00 % -3.34 % 0.7085 - - Short Covering 17.41%46.71 -7.6 -1.34 %
26-May-20 532.65 534.95 3,800 20,855,300 3.15 % 0.00 % 0.29 % 0.6703 - - Long Buildup 50.73%107.77 2.3 0.43 %
22-May-20 532.35 518.60 3,800 20,794,550 -2.69 % 33.33 % 3.64 % 0.6912 - - Short Buildup 14.47%- -13.75 -2.58 %
21-May-20 526.95 532.95 2,850 20,063,850 -0.94 % 50.00 % 0.52 % 0.7123 - - Short Buildup 24.79%26.10 6 1.14 %
20-May-20 536.85 538.00 1,900 19,960,150 3.46 % -33.33 % 1.40 % 0.7286 - - Long Buildup 18.64%28.54 1.15 0.21 %
19-May-20 511.85 520.00 2,850 19,683,600 4.42 % 50.00 % -0.01 % 0.7194 - - Short Covering 44.48%74.83 8.15 1.59 %
18-May-20 495.80 498.00 1,900 19,684,900 -5.14 % 0.00 % -0.87 % 0.7247 - - Long Windup 36.50%48.28 2.2 0.44 %
15-May-20 517.85 525.00 1,900 19,858,150 0.00 % 0.00 % -0.41 % 0.7140 - - 14.95%10.68 7.15 1.38 %
14-May-20 511.40 525.00 1,900 19,939,150 0.00 % 0.00 % 0.35 % 0.7340 - - 19.11%18.89 13.6 2.66 %
13-May-20 522.95 525.00 1,900 19,870,150 2.94 % 100.00 % -0.25 % 0.7497 - - Short Covering 26.57%37.54 2.05 0.39 %
12-May-20 517.95 510.00 950 19,919,450 0.00 % 0.00 % 1.34 % 0.7726 - - 18.90%30.45 -7.95 -1.53 %
11-May-20 504.45 510.00 950 19,656,200 0.00 % 0.00 % 4.47 % 0.7852 - - 32.16%63.23 5.55 1.1 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
18.00 Crore Rs. 20.78 Crore Rs. 22.56 Crore Rs. 28.37 Crore Rs. 33.97 Crore Rs. 31.45 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
11.64 % 18.26 % 19.63 % 21.62 % 23.83 % 22.06 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTShooting Star / Inverted Hammer-
SPOTBullish Harami-
 
 
GRASIM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
594.3 604.65 612.3 622.65 630.3 640.65 648.3
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
610.95 615.45 616.95 618.45 622.65 621.45 622.95 624.45 628.95
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
604.65 611.53 615.77 622.65 629.53 633.77 640.65
DeMark Pivot
Support 1 Pivot Point Resistance 1
617.48 625.24 635.48
 
 
GRASIM Result / Events
Date Description Status
10-Feb-20Financial ResultsCompleted
14-Nov-19Financial ResultsCompleted
14-Aug-19Financial ResultsCompleted
24-May-19Financial Results/DividendCompleted
07-Feb-19Financial ResultsCompleted