FnO Contract Details

Expiry:
Symbol:

GRASIM analysis for the selected expiry [Jan-21] as on 22-Jan-21

GRASIM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,022.30 1,030.75 1,000.00 1,004.00 NA -1.29 % NA NA
28-Jan-21 1,023.65 1,032.00 1,002.10 1,005.25 4,456,450 -1.33 % -43.86 % Long Windup
25-Feb-21 1,028.25 1,036.00 1,005.75 1,008.40 13,784,500 -1.35 % 39.04 % Short Buildup
25-Mar-21 1,020.15 1,020.15 1,019.70 1,019.70 7,600 -3.30 % 33.33 % Short Buildup
Cummulative NA NA NA NA 18,248,550 NA 2.19 % Short Buildup
GRASIM Options OI PCR:  0.39   (Expiry : 28-Jan-21 )   PUT OI: 866,400   CALL OI: 2,232,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1080.00 500650 808.62% 4.95 -22.66% Short Buildup
1100.00 277400 17.74% 3.40 -18.07% Short Buildup
1040.00 206150 0.93% 8.95 -36.97% Short Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1080.00 500650 808.62% 4.95 -22.66% Short Buildup
1070.00 93100 276.92% 5.25 -32.26% Short Buildup
1090.00 76950 161.29% 4.10 -18.00% Short Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1050.00 164350 -9.90% 7.30 -37.34% Long Windup
960.00 59850 -18.18% 50.95 -37.37% Long Windup
940.00 24700 -7.14% 63.20 -28.30% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1000.00 121600 -26.44% 16.25 19.93% Short Covering
980.00 112100 73.53% 8.75 12.18% Long Buildup
960.00 96900 24.39% 4.45 0.00% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
980.00 112100 73.53% 8.75 12.18% Long Buildup
960.00 96900 24.39% 4.45 0.00% Long Buildup
990.00 56050 18.00% 12.25 14.49% Long 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
1000.00 121600 -26.44% 16.25 19.93% Short Covering
920.00 43700 -16.36% 1.65 -8.33% Long Windup
1020.00 36100 -7.32% 27.90 24.28% Short Covering
 
 
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 %
22-Jan-21 1,004.00 1,005.25 4,456,450 18,248,550 -1.33 % -43.86 % 2.19 % 0.4712 0.39 75.58 % Short Buildup 22.02%22.76 1.25 0.12 %
21-Jan-21 1,017.10 1,018.85 7,938,200 17,858,100 -1.79 % -54.99 % 0.14 % 0.4721 0.54 55.55 % Short Buildup 22.84%29.46 1.75 0.17 %
20-Jan-21 1,034.70 1,037.40 17,637,700 17,833,400 0.08 % 0.92 % 1.31 % 0.4727 0.49 1.10 % Long Buildup 17.95%28.39 2.7 0.26 %
19-Jan-21 1,031.90 1,036.60 17,476,200 17,603,500 3.76 % -2.01 % -1.90 % 0.4738 0.45 0.72 % Short Covering 10.80%45.24 4.7 0.46 %
18-Jan-21 999.20 999.00 17,835,300 17,944,550 -3.63 % -0.88 % -0.73 % 0.4730 0.68 0.61 % Long Windup 39.65%73.18 -0.2 -0.02 %
15-Jan-21 1,033.05 1,036.65 17,993,000 18,076,600 1.18 % 1.69 % 1.79 % 0.4721 0.57 0.46 % Long Buildup 22.13%46.31 3.6 0.35 %
14-Jan-21 1,020.25 1,024.55 17,693,750 17,759,300 -1.13 % 0.72 % 0.71 % 0.4730 0.57 0.37 % Short Buildup 33.84%52.55 4.3 0.42 %
13-Jan-21 1,033.35 1,036.30 17,567,400 17,633,900 2.20 % 0.98 % 0.99 % 0.4738 0.58 0.38 % Long Buildup 22.24%50.69 2.95 0.29 %
12-Jan-21 1,010.30 1,014.00 17,397,350 17,461,000 0.88 % 0.08 % 0.07 % 0.4740 0.55 0.36 % Long Buildup 17.70%27.74 3.7 0.37 %
11-Jan-21 1,004.30 1,005.15 17,383,100 17,448,650 -0.10 % 0.38 % 0.36 % 0.4751 0.55 0.38 % Short Buildup 24.45%30.68 0.85 0.08 %
08-Jan-21 1,004.30 1,006.20 17,317,550 17,386,900 0.93 % -2.05 % -2.03 % 0.4763 0.58 0.40 % Short Covering 44.08%105.41 1.9 0.19 %
07-Jan-21 993.85 996.90 17,679,500 17,746,950 0.91 % -1.59 % -1.53 % 0.4773 0.42 0.38 % Short Covering 16.86%31.65 3.05 0.31 %
06-Jan-21 984.60 987.90 17,965,450 18,022,450 2.60 % -1.86 % -1.79 % 0.4784 0.32 0.32 % Short Covering 23.65%50.36 3.3 0.34 %
05-Jan-21 961.30 962.90 18,305,550 18,351,150 -0.44 % 0.40 % 0.41 % 0.4785 0.42 0.25 % Short Buildup 27.23%39.57 1.6 0.17 %
04-Jan-21 964.45 967.15 18,233,350 18,276,100 2.97 % -1.01 % -0.99 % 0.4796 0.37 0.23 % Short Covering 17.47%44.95 2.7 0.28 %
01-Jan-21 933.40 939.25 18,419,550 18,458,500 0.82 % 0.61 % -0.57 % 0.4788 0.44 0.21 % Short Covering 18.12%19.47 5.85 0.63 %
31-Dec-20 927.85 931.65 18,307,450 18,563,950 -0.93 % 4.33 % 0.18 % 0.4799 0.42 - Short Buildup 21.93%42.29 3.8 0.41 %
30-Dec-20 934.40 940.40 17,547,450 18,529,750 2.67 % 6.84 % -0.58 % 0.4811 0.57 - Short Covering 24.12%51.39 6 0.64 %
29-Dec-20 909.50 915.90 16,424,550 18,637,100 0.39 % 10.44 % -0.68 % 0.4809 0.71 - Short Covering 23.01%34.00 6.4 0.7 %
28-Dec-20 906.65 912.35 14,871,300 18,765,350 1.15 % 15.15 % 0.09 % 0.4821 1.17 - Long Buildup 35.98%48.60 5.7 0.63 %
24-Dec-20 897.15 902.00 12,915,250 18,748,250 -0.67 % 18.01 % 0.14 % 0.4831 1.51 - Short Buildup 45.00%57.34 4.85 0.54 %
23-Dec-20 902.00 908.10 10,944,000 18,721,650 1.58 % 897.40 % 3.60 % 0.4842 1.96 - Long Buildup 38.37%82.29 6.1 0.68 %
22-Dec-20 885.20 894.00 1,097,250 18,071,850 1.26 % 126.92 % 1.23 % 0.4848 3.18 - Long Buildup 36.44%55.10 8.8 0.99 %
21-Dec-20 877.35 882.85 483,550 17,851,450 -3.73 % 61.59 % 0.31 % 0.4858 3.46 - Short Buildup 37.92%63.37 5.5 0.63 %
18-Dec-20 909.65 917.05 299,250 17,796,350 -0.56 % 17.10 % 1.90 % 0.4846 3.68 - Short Buildup 40.80%82.25 7.4 0.81 %
17-Dec-20 912.70 922.25 255,550 17,464,800 0.04 % -0.37 % 0.10 % 0.4858 4.05 - Long Buildup 43.69%58.88 9.55 1.05 %
16-Dec-20 914.80 921.90 256,500 17,446,750 0.21 % 1.12 % 0.11 % 0.4870 3.95 - Long Buildup 40.87%51.97 7.1 0.78 %
15-Dec-20 912.00 920.00 253,650 17,427,750 -0.27 % 0.38 % 0.64 % 0.4882 4.05 - Short Buildup 39.67%52.90 8 0.88 %
14-Dec-20 911.45 922.45 252,700 17,317,550 1.48 % 3.10 % 0.96 % 0.4894 4.05 - Long Buildup 30.03%55.96 11 1.21 %
11-Dec-20 902.25 909.00 245,100 17,153,200 -0.51 % 1.18 % 0.83 % 0.4904 4.47 - Short Buildup 46.15%80.70 6.75 0.75 %
10-Dec-20 909.50 913.70 242,250 17,012,600 -1.31 % 2.41 % 0.87 % 0.4915 2.25 - Short Buildup 42.78%67.20 4.2 0.46 %
09-Dec-20 920.25 925.85 236,550 16,866,300 -0.95 % 2.05 % -0.90 % 0.4925 1.63 - Long Windup 38.42%57.01 5.6 0.61 %
08-Dec-20 925.80 934.75 231,800 17,019,250 -0.70 % -2.01 % 0.03 % 0.4937 1.63 - Short Buildup 36.41%59.21 8.95 0.97 %
07-Dec-20 937.70 941.35 236,550 17,013,550 0.17 % 2.47 % -0.60 % 0.4946 1.25 - Short Covering 41.15%123.22 3.65 0.39 %
04-Dec-20 931.50 939.75 230,850 17,117,100 2.15 % 2.10 % -1.33 % 0.4958 - - Short Covering 26.49%74.76 8.25 0.89 %
03-Dec-20 910.05 920.00 226,100 17,347,950 0.03 % 693.33 % -0.38 % 0.4960 - - Short Covering 42.62%77.11 9.95 1.09 %
02-Dec-20 915.50 919.75 28,500 17,413,500 0.95 % 7.14 % -3.76 % 0.4972 - - Short Covering 37.56%97.77 4.25 0.46 %
01-Dec-20 907.80 911.05 26,600 18,094,650 3.29 % 47.37 % -1.73 % 0.4983 - - Short Covering 27.42%102.33 3.25 0.36 %
27-Nov-20 875.75 882.00 18,050 18,412,900 0.23 % 137.50 % -2.66 % 0.4972 - - Short Covering 53.43%187.38 6.25 0.71 %
26-Nov-20 877.40 880.00 7,600 18,915,450 4.07 % 166.67 % -1.09 % 0.4984 - - Short Covering 26.62%99.24 2.6 0.3 %
25-Nov-20 843.10 845.60 2,850 19,124,450 0.00 % 0.00 % -2.61 % 0.4968 - - 26.40%53.24 2.5 0.3 %
 
 
Average Delivery Volume
On 22-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
22.76 Crore Rs. 26.87 Crore Rs. 39.81 Crore Rs. 43.57 Crore Rs. 45.73 Crore Rs. 44.38 Crore Rs. More details >>
Average Delivery Percentage
On 22-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
22.02 % 20.66 % 20.15 % 22.05 % 23.77 % 24.44 % More details >>
 
 
GRASIM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
964.34 983.22 994.24 1013.12 1024.14 1043.02 1054.04
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
990.3 997.78 1000.27 1002.76 1013.12 1007.74 1010.23 1012.73 1020.2
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
983.22 994.64 1001.7 1013.12 1024.54 1031.6 1043.02
DeMark Pivot
Support 1 Pivot Point Resistance 1
988.73 1010.36 1018.63
 
 
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