FnO Contract Details

Expiry:
Symbol:

ICICIBANK analysis for the selected expiry [Oct-20] as on 24-Sep-20

ICICIBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 344.95 346.95 333.75 335.70 NA -4.59 % NA NA
24-Sep-20 346.25 347.20 334.30 336.55 3,249,125 -4.62 % -74.17 % Long Windup
29-Oct-20 347.25 348.85 335.60 337.60 117,353,500 -4.73 % 10.31 % Short Buildup
26-Nov-20 348.50 349.90 331.10 338.95 503,250 -4.67 % 55.74 % Short Buildup
Cummulative NA NA NA NA 121,105,875 NA 1.52 % Short Buildup
ICICIBANK Options OI PCR:  0.79   (Expiry : 29-Oct-20 )   PUT OI: 9,417,375   CALL OI: 11,852,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 2202750 21.92% 3.05 -38.38% Short Buildup
380.00 1667875 32.42% 5.10 -42.37% Short Buildup
350.00 1571625 72.92% 12.90 -37.07% 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
340.00 785125 998.08% 17.15 -33.40% Short Buildup
350.00 1571625 72.92% 12.90 -37.07% Short Buildup
380.00 1667875 32.42% 5.10 -42.37% 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
420.00 423500 -2.22% 1.90 -30.91% Long Windup
410.00 269500 -2.97% 2.40 -33.33% Long Windup
440.00 140250 -5.56% 1.20 -27.27% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
350.00 1432750 24.34% 25.10 56.39% Long Buildup
340.00 1320000 68.72% 19.10 61.18% Long Buildup
360.00 1309000 16.10% 32.15 51.65% 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
300.00 1233375 88.05% 5.80 90.16% Long Buildup
340.00 1320000 68.72% 19.10 61.18% Long Buildup
310.00 716375 102.72% 7.65 82.14% 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
390.00 52250 -11.63% 57.35 37.70% Short Covering
None
None
 
 
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 %
24-Sep-20 335.70 337.60 117,353,500 121,105,875 -4.73 % 10.31 % 1.52 % 0.6024 0.79 - Short Buildup 39.81%345.39 1.9 0.57 %
23-Sep-20 351.85 354.35 106,389,250 119,289,500 -0.49 % 30.32 % -0.24 % 0.6005 0.80 - Long Windup 29.17%233.39 2.5 0.71 %
22-Sep-20 354.40 356.10 81,636,500 119,572,750 0.85 % 36.04 % -0.92 % 0.6020 0.75 - Short Covering 28.58%289.65 1.7 0.48 %
21-Sep-20 350.70 353.10 60,010,500 120,686,500 -4.97 % 111.91 % 0.93 % 0.6033 0.90 - Short Buildup 32.04%325.08 2.4 0.68 %
18-Sep-20 369.55 371.55 28,319,500 119,574,125 -0.05 % 143.51 % -5.14 % 0.6006 0.99 - Long Windup 56.12%1,621.03 2 0.54 %
17-Sep-20 369.00 371.75 11,629,750 126,051,750 -1.52 % 98.87 % 3.57 % 0.6021 1.00 - Short Buildup 35.78%317.98 2.75 0.75 %
16-Sep-20 374.70 377.50 5,847,875 121,708,125 0.95 % 63.64 % 2.40 % 0.6033 1.12 - Long Buildup 33.85%279.94 2.8 0.75 %
15-Sep-20 371.55 373.95 3,573,625 118,855,000 2.03 % 15.10 % -1.26 % 0.6047 1.15 - Short Covering 37.35%346.52 2.4 0.65 %
14-Sep-20 363.70 366.50 3,104,750 120,377,125 -1.77 % 28.95 % 1.61 % 0.6055 1.29 - Short Buildup 39.15%386.46 2.8 0.77 %
11-Sep-20 370.50 373.10 2,407,625 118,472,750 0.05 % 57.32 % 2.16 % 0.6065 1.46 - Long Buildup 41.37%347.61 2.6 0.7 %
10-Sep-20 370.70 372.90 1,530,375 115,971,625 0.57 % 46.25 % -1.35 % 0.6081 1.56 - Short Covering 33.68%310.27 2.2 0.59 %
09-Sep-20 367.60 370.80 1,046,375 117,563,875 -1.67 % 27.47 % 2.60 % 0.6095 1.70 - Short Buildup 41.28%383.67 3.2 0.87 %
08-Sep-20 375.70 377.10 820,875 114,581,500 0.08 % 2.40 % -1.67 % 0.6103 1.69 - Short Covering 42.44%511.03 1.4 0.37 %
07-Sep-20 373.40 376.80 801,625 116,532,625 0.29 % 3.74 % 0.62 % 0.6118 1.64 - Long Buildup 38.29%319.21 3.4 0.91 %
04-Sep-20 372.55 375.70 772,750 115,814,875 -2.76 % 16.60 % -2.48 % 0.6133 1.70 - Long Windup 33.74%416.35 3.15 0.85 %
03-Sep-20 382.75 386.35 662,750 118,758,750 -2.41 % 17.27 % 4.27 % 0.6137 1.72 - Short Buildup 46.90%469.11 3.6 0.94 %
02-Sep-20 392.40 395.90 565,125 113,891,250 0.23 % 11.38 % 3.20 % 0.6144 1.21 - Long Buildup 41.25%506.54 3.5 0.89 %
01-Sep-20 390.95 395.00 507,375 110,357,500 -0.48 % 0.27 % 1.55 % 0.6159 1.11 - Short Buildup 31.04%423.24 4.05 1.04 %
31-Aug-20 394.60 396.90 506,000 108,675,875 -3.57 % -0.54 % -5.37 % 0.6173 1.07 - Long Windup 42.14%1,209.76 2.3 0.58 %
28-Aug-20 409.70 411.60 508,750 114,838,625 4.28 % 46.83 % -11.62 % 0.6168 0.49 - Short Covering 51.24%1,752.34 1.9 0.46 %
27-Aug-20 392.20 394.70 346,500 129,940,250 0.61 % 37.70 % -0.53 % 0.6155 0.49 - Short Covering 43.86%635.00 2.5 0.64 %
26-Aug-20 389.35 392.30 251,625 130,629,125 1.02 % 1.67 % 0.48 % 0.6169 0.75 - Long Buildup 49.29%713.26 2.95 0.76 %
25-Aug-20 386.35 388.35 247,500 130,000,750 1.40 % 22.45 % -4.07 % 0.6184 0.71 - Short Covering 49.57%1,016.39 2 0.52 %
24-Aug-20 380.35 383.00 202,125 135,518,625 2.42 % 8.09 % -1.64 % 0.6196 0.83 - Short Covering 40.03%501.02 2.65 0.7 %
21-Aug-20 371.15 373.95 187,000 137,773,625 0.78 % 46.24 % -0.98 % 0.6203 0.70 - Short Covering 46.41%587.51 2.8 0.75 %
20-Aug-20 367.75 371.05 127,875 139,139,000 -1.84 % 78.85 % 2.59 % 0.6217 0.67 - Short Buildup 47.04%1,184.16 3.3 0.9 %
19-Aug-20 374.45 378.00 71,500 135,632,750 1.41 % -18.75 % 1.57 % 0.6228 1.20 - Long Buildup 44.80%600.41 3.55 0.95 %
18-Aug-20 369.55 372.75 88,000 133,538,625 2.36 % -18.99 % -0.85 % 0.6241 1.00 - Short Covering 39.22%384.38 3.2 0.87 %
17-Aug-20 360.20 364.15 108,625 134,678,500 0.07 % 9.72 % -2.23 % 0.6247 1.00 - Short Covering 31.55%275.42 3.95 1.1 %
14-Aug-20 361.40 363.90 99,000 137,755,750 -1.91 % 16.13 % 1.21 % 0.6262 0.75 - Short Buildup 38.13%398.12 2.5 0.69 %
13-Aug-20 368.05 371.00 85,250 136,107,125 0.15 % 12.73 % -1.44 % 0.6273 0.50 - Short Covering 44.21%427.30 2.95 0.8 %
12-Aug-20 366.85 370.45 75,625 138,092,625 0.07 % 12.24 % 1.60 % 0.6289 0.50 - Long Buildup 40.13%378.40 3.6 0.98 %
11-Aug-20 367.35 370.20 67,375 135,913,250 0.69 % 25.64 % -0.24 % 0.6304 0.50 - Short Covering 32.41%541.05 2.85 0.78 %
10-Aug-20 363.55 367.65 53,625 136,243,250 1.96 % -13.33 % 0.42 % 0.6319 0.25 - Long Buildup 34.31%285.09 4.1 1.13 %
07-Aug-20 357.95 360.60 61,875 135,676,750 -0.37 % 21.62 % -0.87 % 0.6331 0.25 - Long Windup 34.35%350.56 2.65 0.74 %
06-Aug-20 358.75 361.95 50,875 136,868,875 1.74 % -11.90 % 0.20 % 0.6347 - - Long Buildup 25.11%432.67 3.2 0.89 %
05-Aug-20 352.20 355.75 57,750 136,598,000 0.32 % 13.51 % -0.05 % 0.6358 - - Short Covering 25.71%335.53 3.55 1.01 %
04-Aug-20 351.00 354.60 50,875 136,665,375 2.19 % 37.04 % 0.58 % 0.6374 - - Long Buildup 24.32%263.05 3.6 1.03 %
03-Aug-20 343.25 347.00 37,125 135,873,375 -1.07 % 80.00 % 0.35 % 0.6383 - - Short Buildup 34.90%384.79 3.75 1.09 %
31-Jul-20 346.80 350.75 20,625 135,396,250 0.00 % 0.00 % -1.24 % 0.6397 - - 24.15%312.84 3.95 1.14 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
345.39 Crore Rs. 289.48 Crore Rs. 562.91 Crore Rs. 469.87 Crore Rs. 438.31 Crore Rs. 544.27 Crore Rs. More details >>
Average Delivery Percentage
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
39.81 % 32.52 % 42.45 % 40.58 % 40.28 % 41.38 % More details >>
 
 
ICICIBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Sep-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
319.26 327.43 332.51 340.68 345.76 353.93 359.01
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
330.98 334.29 335.39 336.5 340.68 338.7 339.81 340.91 344.23
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
327.43 332.49 335.62 340.68 345.74 348.87 353.93
DeMark Pivot
Support 1 Pivot Point Resistance 1
329.98 339.41 343.23
 
 
ICICIBANK Result / Events
Date Description Status
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