FnO Contract Details

Expiry:
Symbol:

ICICIBANK analysis for the selected expiry [May-21] as on 10-May-21

ICICIBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 611.00 617.00 611.00 613.25 NA 1.01 % NA NA
27-May-21 612.90 618.70 612.35 615.00 73,922,750 0.93 % 1.10 % Long Buildup
24-Jun-21 615.00 620.60 614.95 617.30 1,556,500 0.91 % 4.43 % Long Buildup
29-Jul-21 618.00 620.90 618.00 618.60 23,375 0.99 % 6.25 % Long Buildup
Cummulative NA NA NA NA 75,502,625 NA 1.16 % Long Buildup
ICICIBANK Options OI PCR:  0.67   (Expiry : 27-May-21 )   PUT OI: 13,963,125   CALL OI: 20,963,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
620.00 3561250 -0.42% 13.15 5.62% Short Covering
700.00 2513500 0.22% 0.90 -5.26% Short Buildup
650.00 2202750 4.30% 4.20 -4.55% 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
640.00 2201375 7.16% 6.30 -0.79% Short Buildup
650.00 2202750 4.30% 4.20 -4.55% Short Buildup
660.00 1443750 2.54% 2.75 -6.78% 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
610.00 1805375 -4.09% 18.35 7.62% Short Covering
600.00 1648625 -2.60% 24.60 8.37% Short Covering
690.00 518375 -5.99% 1.00 -9.09% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 2319625 13.53% 9.85 -26.49% Short Buildup
550.00 2026750 1.59% 1.85 -33.93% Short Buildup
560.00 1504250 17.76% 2.55 -32.89% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 2319625 13.53% 9.85 -26.49% Short Buildup
620.00 737000 44.47% 18.15 -21.26% Short Buildup
560.00 1504250 17.76% 2.55 -32.89% 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
520.00 323125 -13.28% 0.85 -26.09% Long Windup
530.00 435875 -9.69% 1.10 -29.03% Long Windup
590.00 783750 -2.06% 7.05 -29.15% Long Windup
 
 
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 %
10-May-21 613.25 615.00 73,922,750 75,502,625 0.93 % 1.10 % 1.16 % 0.5313 0.67 2.09 % Long Buildup 44.60%329.87 1.75 0.29 %
07-May-21 607.10 609.35 73,121,125 74,633,625 -0.14 % -0.02 % 0.04 % 0.5325 0.62 2.03 % Short Buildup 26.60%176.65 2.25 0.37 %
06-May-21 608.20 610.20 73,132,125 74,602,000 0.78 % -2.94 % -2.78 % 0.5338 0.66 1.97 % Short Covering 42.69%440.12 2 0.33 %
05-May-21 602.80 605.45 75,350,000 76,734,625 1.82 % -1.88 % -1.67 % 0.5350 0.57 1.80 % Short Covering 24.79%257.83 2.65 0.44 %
04-May-21 591.55 594.65 76,791,000 78,035,375 -0.97 % 0.36 % 0.70 % 0.5357 - 1.59 % Short Buildup 24.67%220.55 3.1 0.52 %
03-May-21 596.75 600.45 76,516,000 77,496,375 -0.44 % 5.49 % 5.92 % 0.5369 0.58 1.27 % Short Buildup 28.63%307.73 3.7 0.62 %
30-Apr-21 600.50 603.10 72,532,625 73,167,875 -3.13 % -3.12 % -16.51 % 0.5382 0.63 0.87 % Long Windup 30.83%437.91 2.6 0.43 %
29-Apr-21 621.45 622.60 74,867,375 87,635,625 -0.05 % 11.92 % -2.91 % 0.5376 0.79 - Long Windup 29.89%641.64 1.15 0.19 %
28-Apr-21 621.35 622.90 66,892,375 90,266,000 3.76 % 27.36 % 1.16 % 0.5389 0.81 - Long Buildup 42.09%870.60 1.55 0.25 %
27-Apr-21 598.75 600.30 52,523,625 89,230,625 1.24 % 60.67 % -0.13 % 0.5379 0.71 - Short Covering 37.36%542.24 1.55 0.26 %
26-Apr-21 591.10 592.95 32,690,625 89,344,750 3.54 % 129.95 % -2.17 % 0.5390 0.56 - Short Covering 27.02%999.75 1.85 0.31 %
23-Apr-21 569.95 572.65 14,216,125 91,328,875 -1.42 % 119.37 % 1.09 % 0.5381 0.52 - Short Buildup 32.18%619.04 2.7 0.47 %
22-Apr-21 579.20 580.90 6,480,375 90,345,750 3.40 % 49.67 % 0.05 % 0.5390 0.52 - Long Buildup 35.57%719.95 1.7 0.29 %
20-Apr-21 559.10 561.80 4,329,875 90,296,250 0.03 % 8.10 % -0.37 % 0.5382 0.62 - Short Covering 39.68%541.96 2.7 0.48 %
19-Apr-21 559.75 561.65 4,005,375 90,634,500 -1.53 % 18.46 % -1.28 % 0.5396 0.71 - Long Windup 45.78%730.99 1.9 0.34 %
16-Apr-21 566.95 570.35 3,381,125 91,814,250 -1.35 % 4.86 % -2.13 % 0.5407 0.77 - Long Windup 44.73%609.79 3.4 0.6 %
15-Apr-21 575.20 578.15 3,224,375 93,810,750 2.37 % 29.06 % -2.66 % 0.5417 0.88 - Short Covering 48.97%1,059.46 2.95 0.51 %
13-Apr-21 560.60 564.75 2,498,375 96,372,375 4.18 % 4.91 % 0.97 % 0.5419 0.89 - Long Buildup 43.48%620.22 4.15 0.74 %
12-Apr-21 538.55 542.10 2,381,500 95,447,000 -5.18 % 17.42 % 0.06 % 0.5405 1.00 - Short Buildup 49.34%706.89 3.55 0.66 %
09-Apr-21 566.20 571.70 2,028,125 95,386,500 -1.61 % 18.09 % 1.34 % 0.5376 1.07 - Short Buildup 49.00%644.77 5.5 0.97 %
08-Apr-21 576.70 581.05 1,717,375 94,128,375 -0.12 % 2.63 % -1.16 % 0.5384 1.20 - Long Windup 46.37%515.06 4.35 0.75 %
07-Apr-21 577.65 581.75 1,673,375 95,229,750 1.74 % 2.27 % -4.06 % 0.5398 1.24 - Short Covering 43.34%600.50 4.1 0.71 %
06-Apr-21 565.90 571.80 1,636,250 99,255,750 -0.90 % 12.80 % 1.59 % 0.5404 1.42 - Short Buildup 40.21%529.83 5.9 1.04 %
05-Apr-21 571.25 577.00 1,450,625 97,703,375 -4.10 % 13.81 % 1.10 % 0.5416 1.26 - Short Buildup 37.73%501.28 5.75 1.01 %
01-Apr-21 594.40 601.65 1,274,625 96,643,250 2.39 % -3.64 % 1.69 % 0.5403 1.06 - Long Buildup 34.94%324.65 7.25 1.22 %
31-Mar-21 582.10 587.60 1,322,750 95,035,875 -1.40 % 32.82 % 6.13 % 0.0000 1.73 - Short Buildup 48.72%570.56 5.5 0.94 %
30-Mar-21 591.45 595.95 988,625 89,545,500 1.80 % 26.58 % -1.09 % 0.5418 3.20 - Short Covering 51.65%855.65 4.5 0.76 %
26-Mar-21 578.55 585.40 781,000 90,534,125 1.17 % 47.92 % -2.89 % 0.5424 3.70 - Short Covering 35.33%423.56 6.85 1.18 %
25-Mar-21 571.55 578.65 528,000 93,226,375 0.75 % 32.87 % 0.69 % 0.5435 8.11 - Long Buildup 30.73%477.16 7.1 1.24 %
24-Mar-21 567.50 574.35 397,375 92,591,125 -3.35 % 38.28 % -1.47 % 0.5448 10.50 - Long Windup 42.53%589.71 6.85 1.21 %
23-Mar-21 586.40 594.25 287,375 93,977,125 2.18 % -3.24 % -1.05 % 0.5443 26.33 - Short Covering 44.59%770.96 7.85 1.34 %
22-Mar-21 573.45 581.60 297,000 94,969,875 -2.05 % 18.68 % 0.70 % 0.5449 76.00 - Short Buildup 37.36%466.13 8.15 1.42 %
19-Mar-21 586.65 593.75 250,250 94,308,500 1.05 % 28.17 % -0.57 % 0.5454 35.00 - Short Covering 40.05%685.13 7.1 1.21 %
18-Mar-21 578.60 587.60 195,250 94,846,125 -1.82 % 17.36 % -0.43 % 0.5464 28.00 - Long Windup 40.50%533.68 9 1.56 %
17-Mar-21 589.50 598.50 166,375 95,260,000 -0.91 % 4.31 % -0.56 % 0.5472 20.00 - Long Windup 40.23%479.38 9 1.53 %
16-Mar-21 594.95 604.00 159,500 95,792,125 -1.32 % 17.17 % 0.22 % 0.5484 16.00 - Short Buildup 38.19%407.28 9.05 1.52 %
15-Mar-21 603.50 612.05 136,125 95,577,625 -1.46 % 10.00 % -0.74 % 0.5495 6.00 - Long Windup 43.05%632.53 8.55 1.42 %
12-Mar-21 612.85 621.10 123,750 96,294,000 -2.08 % 5.88 % -2.41 % 0.5504 - - Long Windup 44.93%599.07 8.25 1.35 %
10-Mar-21 625.60 634.30 116,875 98,674,125 0.13 % 1.19 % 0.30 % 0.5511 - - Long Buildup 47.79%473.57 8.7 1.39 %
09-Mar-21 625.10 633.50 115,500 98,377,125 2.53 % 180.00 % -0.04 % 0.5525 - - Short Covering 41.43%597.16 8.4 1.34 %
08-Mar-21 608.05 617.85 41,250 98,419,750 -0.15 % 50.00 % -0.99 % 0.5526 - - Long Windup 41.46%494.97 9.8 1.61 %
05-Mar-21 609.45 618.75 27,500 99,405,625 -1.57 % 25.00 % -0.08 % 0.5540 - - Long Windup 43.68%709.41 9.3 1.53 %
04-Mar-21 620.75 628.65 22,000 99,484,000 -1.87 % 23.08 % -2.77 % 0.5548 - - Long Windup 53.31%829.19 7.9 1.27 %
03-Mar-21 632.10 640.60 17,875 102,313,750 4.76 % -18.75 % -3.08 % 0.5557 - - Short Covering 57.98%770.98 8.5 1.34 %
02-Mar-21 610.50 611.50 22,000 105,565,625 -0.54 % 23.08 % -0.71 % 0.5551 - - Long Windup 41.89%615.04 1 0.16 %
01-Mar-21 608.35 614.85 17,875 106,323,250 1.39 % -7.14 % -2.48 % 0.5565 - - Short Covering 41.40%542.20 6.5 1.07 %
26-Feb-21 597.75 606.45 19,250 109,030,625 0.00 % 0.00 % -2.06 % 0.5573 - - 45.12%1,546.62 8.7 1.46 %
 
 
Average Delivery Volume
On 10-May-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
329.87 Crore Rs. 315.55 Crore Rs. 285.01 Crore Rs. 351.54 Crore Rs. 504.91 Crore Rs. 571.10 Crore Rs. More details >>
Average Delivery Percentage
On 10-May-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
44.60 % 38.86 % 32.54 % 31.18 % 32.48 % 37.70 % More details >>
 
 
ICICIBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 11-May-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
605.65 609 612 615.35 618.35 621.7 624.7
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
611.83 613.41 613.94 614.47 615.35 615.53 616.06 616.59 618.18
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
609 611.43 612.92 615.35 617.78 619.27 621.7
DeMark Pivot
Support 1 Pivot Point Resistance 1
613.68 616.19 620.03
 
 
ICICIBANK Result / Events
Date Description Status
31-Oct-20Financial ResultsCompleted
25-Jul-20Financial ResultsCompleted
09-May-20Financial ResultsCompleted
25-Jan-20Financial ResultsCompleted
26-Oct-19Financial ResultsCompleted
27-Jul-19Financial ResultsCompleted
06-May-19Financial Results/DividendCompleted
30-Jan-19Financial ResultsCompleted