FnO Contract Details

Expiry:
Symbol:

ICICIBANK analysis for the selected expiry [Oct-19] as on 18-Oct-19

ICICIBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 437.70 443.70 435.25 437.80 NA -0.64 % NA NA
31-Oct-19 438.70 444.30 435.65 438.80 73,770,125 -0.68 % -0.41 % Long Windup
28-Nov-19 441.05 445.65 438.00 440.75 1,721,500 -0.62 % 15.50 % Short Buildup
26-Dec-19 442.25 447.00 440.10 442.00 72,875 -0.77 % 8.16 % Short Buildup
Cummulative NA NA NA NA 75,564,500 NA -0.09 % Long Windup
ICICIBANK Options OI PCR:  0.68   (Expiry : 31-Oct-19 )   PUT OI: 8,350,375   CALL OI: 12,348,875 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 1786125 12.86% 6.95 -7.95% Short Buildup
460.00 1772375 -10.73% 4.20 -3.45% Long Windup
440.00 1354375 15.20% 11.10 -8.64% 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
450.00 1786125 12.86% 6.95 -7.95% Short Buildup
440.00 1354375 15.20% 11.10 -8.64% Short Buildup
480.00 830500 9.03% 1.45 0.00% 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
460.00 1772375 -10.73% 4.20 -3.45% Long Windup
445.00 473000 -22.17% 8.80 -8.33% Long Windup
435.00 673750 -13.73% 13.60 -9.03% 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 2109250 -0.71% 1.20 20.00% Short Covering
420.00 1122000 37.61% 4.30 14.67% Long Buildup
410.00 746625 -2.51% 2.35 17.50% 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
420.00 1122000 37.61% 4.30 14.67% Long Buildup
440.00 522500 4.97% 12.00 15.94% Long Buildup
465.00 27500 5.26% 28.20 10.81% 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
430.00 730125 -14.49% 7.50 16.28% Short Covering
435.00 372625 -11.15% 9.60 15.66% Short Covering
390.00 539000 -5.77% 0.60 9.09% Short Covering
 
 
ICICIBANK 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 %
18-Oct-19 437.80 438.80 73,770,125 75,564,500 -0.68 % -0.41 % -0.09 % 0.0000 0.68 2.37 % Long Windup 41.75%292.27 1 0.23 %
17-Oct-19 440.60 441.80 74,072,625 75,630,500 1.31 % 0.75 % 1.08 % 0.4884 0.67 2.06 % Long Buildup 31.38%172.17 1.2 0.27 %
16-Oct-19 435.30 436.10 73,518,500 74,820,625 0.79 % -1.82 % -1.58 % 0.5004 0.61 1.74 % Short Covering 40.70%315.97 0.8 0.18 %
15-Oct-19 431.85 432.70 74,882,500 76,018,250 0.96 % 1.13 % 1.56 % 0.5147 0.62 1.49 % Long Buildup 40.68%263.05 0.85 0.2 %
14-Oct-19 428.85 428.60 74,042,375 74,850,875 -0.12 % -1.89 % -1.78 % 0.5298 0.55 1.08 % Long Windup 40.05%295.57 -0.25 -0.06 %
11-Oct-19 428.55 429.10 75,468,250 76,209,375 1.12 % 0.52 % 0.56 % 0.5464 0.52 0.97 % Long Buildup 23.50%181.35 0.55 0.13 %
10-Oct-19 423.70 424.35 75,075,000 75,787,250 -3.03 % 0.89 % 0.90 % 0.5609 0.48 0.94 % Short Buildup 40.27%325.43 0.65 0.15 %
09-Oct-19 436.70 437.60 74,413,625 75,113,500 4.71 % -9.13 % -8.92 % 0.5598 0.58 0.93 % Short Covering 43.01%648.61 0.9 0.21 %
07-Oct-19 416.10 417.90 81,892,250 82,468,375 0.52 % -1.43 % -1.41 % 0.5305 0.47 0.70 % Short Covering 38.73%353.50 1.8 0.43 %
04-Oct-19 413.90 415.75 83,078,875 83,650,875 -3.20 % -1.38 % -1.35 % 0.5467 0.46 0.68 % Long Windup 26.27%195.21 1.85 0.45 %
03-Oct-19 427.30 429.50 84,242,125 84,793,500 0.46 % -1.26 % -1.23 % 0.5437 0.47 0.65 % Short Covering 40.30%400.79 2.2 0.51 %
01-Oct-19 424.60 427.55 85,317,375 85,852,250 -2.20 % 0.52 % 0.64 % 0.5604 0.50 0.62 % Short Buildup 36.63%476.35 2.95 0.69 %
30-Sep-19 433.70 437.15 84,874,625 85,307,750 -3.33 % 8.30 % 8.40 % 0.5680 0.55 0.51 % Short Buildup 47.64%568.66 3.45 0.8 %
27-Sep-19 449.20 452.20 78,366,750 78,694,000 -0.60 % 0.44 % -14.71 % 0.5626 0.69 0.42 % Long Windup 39.58%345.47 3 0.67 %
26-Sep-19 451.95 454.95 78,025,750 92,270,750 3.82 % 26.41 % 0.88 % 0.5799 0.85 - Long Buildup 38.25%707.17 3 0.66 %
25-Sep-19 434.20 438.20 61,722,375 91,466,375 -1.38 % 38.04 % 0.70 % 0.5700 0.90 - Short Buildup 46.65%404.85 4 0.92 %
24-Sep-19 440.90 444.35 44,713,625 90,828,375 -1.26 % 101.17 % 5.40 % 0.5832 0.94 - Short Buildup 42.53%499.56 3.45 0.78 %
23-Sep-19 446.30 450.00 22,226,875 86,174,000 7.54 % 50.64 % -8.80 % 0.5989 1.02 - Short Covering 52.00%1,334.10 3.7 0.83 %
20-Sep-19 417.50 418.45 14,755,125 94,491,375 7.56 % 101.86 % 3.14 % 0.5174 0.82 - Long Buildup 51.50%1,617.35 0.95 0.23 %
19-Sep-19 386.60 389.05 7,309,500 91,614,875 -3.25 % 29.60 % 8.71 % 0.3926 0.57 - Short Buildup 35.75%313.01 2.45 0.63 %
18-Sep-19 399.35 402.10 5,640,250 84,277,875 -0.02 % 81.99 % 3.73 % 0.3634 0.80 - Short Buildup 39.87%294.17 2.75 0.69 %
17-Sep-19 400.65 402.20 3,099,250 81,246,000 -2.96 % 22.83 % -2.26 % 0.3748 0.74 - Long Windup 42.24%351.86 1.55 0.39 %
16-Sep-19 412.15 414.45 2,523,125 83,121,500 -0.42 % 15.34 % -3.49 % 0.3593 0.64 - Long Windup 37.12%269.74 2.3 0.56 %
13-Sep-19 413.40 416.20 2,187,625 86,123,125 2.61 % 43.08 % 1.64 % 0.3701 0.57 - Long Buildup 26.71%196.25 2.8 0.68 %
12-Sep-19 402.70 405.60 1,529,000 84,731,625 1.94 % 11.09 % -5.56 % 0.3590 0.58 - Short Covering 37.05%292.09 2.9 0.72 %
11-Sep-19 394.60 397.90 1,376,375 89,720,125 -0.21 % 15.46 % 3.87 % 0.3604 0.24 - Short Buildup 54.25%373.84 3.3 0.84 %
09-Sep-19 395.45 398.75 1,192,125 86,376,125 0.89 % 2.24 % 2.52 % 0.3715 0.21 - Long Buildup 41.92%309.17 3.3 0.83 %
06-Sep-19 391.35 395.25 1,166,000 84,255,875 0.78 % 3.92 % 4.45 % 0.3804 0.19 - Long Buildup 48.96%336.53 3.9 1 %
05-Sep-19 389.00 392.20 1,122,000 80,664,375 -2.24 % 25.54 % -0.02 % 0.3907 0.19 - Long Windup 42.21%410.85 3.2 0.82 %
04-Sep-19 397.50 401.20 893,750 80,678,125 1.65 % 64.97 % 1.29 % 0.3875 0.21 - Long Buildup 36.80%272.28 3.7 0.93 %
03-Sep-19 392.15 394.70 541,750 79,646,875 -4.78 % -4.37 % 1.29 % 0.3920 0.22 - Short Buildup 42.73%338.40 2.55 0.65 %
30-Aug-19 409.65 414.50 566,500 78,632,125 1.51 % 75.32 % -17.97 % 0.3373 0.18 - Short Covering 45.78%343.44 4.85 1.18 %
29-Aug-19 404.40 408.35 323,125 95,860,875 -1.72 % 86.51 % 14.98 % 0.3423 0.15 - Short Buildup 64.18%787.26 3.95 0.98 %
28-Aug-19 412.95 415.50 173,250 83,373,125 -1.12 % 46.51 % -1.81 % 0.3383 0.15 - Long Windup 52.67%264.36 2.55 0.62 %
27-Aug-19 418.60 420.20 118,250 84,906,250 1.46 % 26.47 % -0.30 % 0.3427 0.13 - Short Covering 58.32%702.92 1.6 0.38 %
26-Aug-19 411.65 414.15 93,500 85,163,375 3.14 % -2.86 % -2.81 % 0.3441 0.11 - Short Covering 43.84%481.85 2.5 0.61 %
23-Aug-19 395.40 401.55 96,250 87,624,625 -0.34 % 18.64 % 7.89 % 0.2973 0.10 - Short Buildup 33.59%357.00 6.15 1.56 %
22-Aug-19 399.10 402.90 81,125 81,219,875 -3.32 % -7.81 % 4.78 % 0.3034 0.09 - Short Buildup 55.52%402.90 3.8 0.95 %
21-Aug-19 412.05 416.75 88,000 77,514,250 -1.04 % 3.23 % 1.27 % 0.2724 0.09 - Short Buildup 50.38%267.16 4.7 1.14 %
20-Aug-19 416.90 421.15 85,250 76,543,500 -1.40 % 8.77 % -1.49 % 0.2752 0.09 - Long Windup 48.13%324.67 4.25 1.02 %
19-Aug-19 423.40 427.15 78,375 77,701,250 0.84 % 9.62 % -0.98 % 0.2738 0.04 - Short Covering 39.18%204.11 3.75 0.89 %
16-Aug-19 418.95 423.60 71,500 78,467,125 0.71 % 0.00 % 2.22 % 0.2778 0.04 - Long Buildup 54.69%347.22 4.65 1.11 %
14-Aug-19 417.30 420.60 71,500 76,762,125 1.42 % 15.56 % -0.40 % 0.2859 0.04 - Short Covering 42.76%237.44 3.3 0.79 %
13-Aug-19 410.25 414.70 61,875 77,072,875 -2.20 % 0.00 % -1.74 % 0.2832 0.16 - Long Windup 60.39%455.58 4.45 1.08 %
09-Aug-19 420.15 424.05 61,875 78,434,125 0.64 % 4.65 % -6.06 % 0.2684 0.12 - Short Covering 52.67%390.87 3.9 0.93 %
08-Aug-19 414.40 421.35 59,125 83,494,125 1.54 % 2.38 % 3.30 % 0.2720 0.12 - Long Buildup 51.83%409.08 6.95 1.68 %
07-Aug-19 408.40 414.95 57,750 80,825,250 0.08 % -2.33 % -6.39 % 0.2681 0.12 - Short Covering 50.31%431.01 6.55 1.6 %
06-Aug-19 410.25 414.60 59,125 86,344,500 1.58 % 7.50 % -0.91 % 0.2757 0.12 - Short Covering 57.01%717.24 4.35 1.06 %
05-Aug-19 402.65 408.15 55,000 87,140,625 -2.54 % 5.26 % 2.42 % 0.2697 0.12 - Short Buildup 50.06%504.63 5.5 1.37 %
02-Aug-19 410.60 418.80 52,250 85,080,875 -1.14 % 35.71 % 6.56 % 0.2616 - - Short Buildup 51.54%654.78 8.2 2 %
01-Aug-19 417.05 423.65 38,500 79,844,875 -1.74 % -12.50 % -0.65 % 0.2591 - - Long Windup 43.80%333.72 6.6 1.58 %
31-Jul-19 424.60 431.15 44,000 80,370,125 0.07 % -3.03 % 4.21 % 0.2529 - - Long Buildup 53.57%507.95 6.55 1.54 %
30-Jul-19 425.35 430.85 45,375 77,119,625 -0.81 % 153.85 % -6.16 % 0.2607 - - Long Windup 35.88%360.45 5.5 1.29 %
29-Jul-19 429.35 434.35 17,875 82,178,250 2.99 % 160.00 % -5.16 % 0.2650 - - Short Covering 43.16%866.42 5 1.16 %
26-Jul-19 415.75 421.75 6,875 86,648,375 0.00 % 0.00 % -0.33 % 0.2327 - - 58.56%425.89 6 1.44 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
292.27 Crore Rs. 260.14 Crore Rs. 267.81 Crore Rs. 311.80 Crore Rs. 345.30 Crore Rs. 476.41 Crore Rs. More details >>
Average Delivery Percentage
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
41.75 % 38.56 % 39.29 % 38.38 % 38.51 % 42.12 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREDoji-
SPOTDoji-
 
 
ICICIBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 22-Oct-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
426.21 430.93 434.86 439.58 443.51 448.23 452.16
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
434.48 436.64 437.36 438.08 439.58 439.52 440.24 440.96 443.13
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
430.93 434.23 436.28 439.58 442.88 444.93 448.23
DeMark Pivot
Support 1 Pivot Point Resistance 1
437.23 440.76 445.88
 
 
ICICIBANK Result / Events
Date Description Status
26-Oct-19Financial ResultsUpcoming
27-Jul-19Financial ResultsCompleted
06-May-19Financial Results/DividendCompleted
30-Jan-19Financial ResultsCompleted