FnO Contract Details

Expiry:
Symbol:

ICICIBANK analysis for the selected expiry [Mar-21] as on 01-Mar-21

ICICIBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 607.55 611.85 600.20 608.35 NA 1.77 % NA NA
25-Mar-21 611.05 614.80 602.85 610.80 104,161,750 1.83 % -2.55 % Short Covering
29-Apr-21 613.80 616.90 606.00 613.55 2,143,625 1.81 % 0.78 % Long Buildup
27-May-21 616.40 617.00 609.75 614.85 17,875 1.39 % -7.14 % Short Covering
Cummulative NA NA NA NA 106,323,250 NA -2.48 % Short Covering
ICICIBANK Options OI PCR:  0.45   (Expiry : 25-Mar-21 )   PUT OI: 11,228,250   CALL OI: 24,719,750 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 4705250 1.18% 4.40 -12.00% Short Buildup
650.00 3411375 -5.59% 11.45 -2.97% Long Windup
640.00 2329250 1.38% 14.15 -0.35% 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
610.00 1139875 7.38% 26.05 6.98% Long Buildup
690.00 541750 16.91% 5.20 -10.34% Short Buildup
710.00 607750 12.47% 3.50 -14.63% 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
650.00 3411375 -5.59% 11.45 -2.97% Long Windup
660.00 1702250 -9.44% 9.30 -5.10% Long Windup
600.00 1368125 -9.38% 31.35 7.92% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 1590875 6.05% 20.65 -29.16% Short Buildup
550.00 1384625 0.80% 6.55 -39.07% Short Buildup
620.00 904750 -1.20% 30.80 -23.76% 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 636625 58.56% 25.25 -27.34% Short Buildup
500.00 801625 20.21% 2.35 -33.80% Short Buildup
580.00 891000 16.55% 13.45 -32.92% 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
570.00 665500 -17.83% 10.60 -36.14% Long Windup
560.00 677875 -5.19% 8.30 -38.29% Long Windup
520.00 111375 -21.36% 3.35 -35.58% 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 %
01-Mar-21 608.35 610.80 104,161,750 106,323,250 1.83 % -2.55 % -2.48 % 0.5565 0.45 2.03 % Short Covering 41.40%542.20 2.45 0.4 %
26-Feb-21 597.75 599.85 106,884,250 109,030,625 -5.15 % 0.71 % -2.06 % 0.5573 0.43 1.97 % Long Windup 45.12%1,546.62 2.1 0.35 %
25-Feb-21 628.00 632.40 106,129,375 111,322,750 -2.01 % 19.02 % -2.35 % 0.5547 0.42 - Long Windup 42.40%1,027.04 4.4 0.7 %
24-Feb-21 641.10 645.40 89,167,375 114,001,250 4.29 % 12.16 % 0.01 % 0.5554 0.50 - Long Buildup 37.88%431.35 4.3 0.67 %
23-Feb-21 616.30 618.85 79,497,000 113,994,375 0.77 % 24.68 % -3.29 % 0.5542 0.68 - Short Covering 49.38%716.24 2.55 0.41 %
22-Feb-21 609.85 614.10 63,760,125 117,869,125 -2.24 % 72.69 % 1.52 % 0.5555 0.47 - Short Buildup 55.50%917.03 4.25 0.7 %
19-Feb-21 624.05 628.20 36,921,500 116,102,250 -3.03 % 33.87 % 0.58 % 0.5560 0.44 - Short Buildup 43.59%654.40 4.15 0.67 %
18-Feb-21 644.65 647.80 27,581,125 115,436,750 -2.05 % 169.21 % -0.43 % 0.5556 0.46 - Long Windup 48.85%876.93 3.15 0.49 %
17-Feb-21 657.35 661.35 10,245,125 115,937,250 -0.33 % 98.43 % -0.18 % 0.5564 0.59 - Long Windup 41.15%586.55 4 0.61 %
16-Feb-21 658.35 663.55 5,163,125 116,142,125 -2.02 % 43.59 % -1.95 % 0.5578 0.63 - Long Windup 42.01%690.45 5.2 0.79 %
15-Feb-21 673.95 677.25 3,595,625 118,448,000 4.05 % 29.07 % 2.41 % 0.5583 0.66 - Long Buildup 34.77%636.26 3.3 0.49 %
12-Feb-21 647.60 650.90 2,785,750 115,663,625 2.46 % 18.97 % 2.56 % 0.5571 0.69 - Long Buildup 31.55%389.20 3.3 0.51 %
11-Feb-21 630.65 635.30 2,341,625 112,780,250 -0.20 % 8.61 % 0.00 % 0.5573 0.71 - 46.61%472.45 4.65 0.74 %
10-Feb-21 632.15 636.60 2,156,000 112,784,375 -0.13 % 1.69 % 0.82 % 0.5587 0.75 - Short Buildup 46.75%708.30 4.45 0.7 %
09-Feb-21 633.35 637.40 2,120,250 111,870,000 0.39 % 6.86 % 0.30 % 0.5601 0.79 - Long Buildup 49.62%853.47 4.05 0.64 %
08-Feb-21 629.60 634.90 1,984,125 111,530,375 2.45 % 14.61 % 3.47 % 0.5615 0.71 - Long Buildup 38.82%445.56 5.3 0.84 %
05-Feb-21 614.15 619.70 1,731,125 107,786,250 -1.95 % 10.15 % 2.00 % 0.5619 0.79 - Short Buildup 36.14%710.62 5.55 0.9 %
04-Feb-21 628.30 632.00 1,571,625 105,674,250 0.70 % 3.16 % 1.21 % 0.5624 0.86 - Long Buildup 40.86%769.73 3.7 0.59 %
03-Feb-21 622.35 627.60 1,523,500 104,409,250 0.70 % 27.36 % 3.20 % 0.5637 0.89 - Long Buildup 43.05%727.60 5.25 0.84 %
02-Feb-21 617.35 623.25 1,196,250 101,169,750 2.09 % 19.34 % -2.50 % 0.5650 0.90 - Short Covering 28.70%750.69 5.9 0.96 %
01-Feb-21 603.80 610.50 1,002,375 103,768,500 12.65 % 82.25 % 10.02 % 0.5656 0.72 - Long Buildup 31.46%1,317.45 6.7 1.11 %
29-Jan-21 537.00 541.95 550,000 94,316,750 2.00 % 73.91 % -1.08 % 0.5443 0.22 - Short Covering 48.53%864.47 4.95 0.92 %
28-Jan-21 528.25 531.30 316,250 95,350,750 0.81 % 42.86 % 2.11 % 0.5453 0.78 - Long Buildup 39.33%619.83 3.05 0.58 %
27-Jan-21 522.35 527.05 221,375 93,381,750 -2.63 % 35.29 % 1.43 % 0.5464 3.00 - Short Buildup 55.96%819.88 4.7 0.9 %
25-Jan-21 538.05 541.30 163,625 92,068,625 0.66 % 0.85 % 0.68 % 0.5463 3.00 - Long Buildup 48.75%614.15 3.25 0.6 %
22-Jan-21 533.80 537.75 162,250 91,445,750 -3.33 % 51.28 % 1.50 % 0.5476 3.00 - Short Buildup 51.72%676.89 3.95 0.74 %
21-Jan-21 552.70 556.30 107,250 90,094,125 -0.04 % 20.00 % -3.90 % 0.5469 2.67 - Long Windup 49.28%495.40 3.6 0.65 %
20-Jan-21 551.00 556.50 89,375 93,753,000 0.61 % 0.00 % 1.38 % 0.5483 3.00 - Long Buildup 45.47%403.32 5.5 1 %
19-Jan-21 546.45 553.15 89,375 92,477,000 1.27 % -8.45 % 3.02 % 0.5495 3.00 - Long Buildup 57.52%646.67 6.7 1.23 %
18-Jan-21 533.15 546.20 97,625 89,762,750 -0.48 % 5.97 % 1.81 % 0.5499 6.00 - Short Buildup 42.70%491.29 13.05 2.45 %
15-Jan-21 543.00 548.85 92,125 88,167,750 -1.64 % 21.82 % 0.44 % 0.5507 6.00 - Short Buildup 45.44%387.64 5.85 1.08 %
14-Jan-21 553.30 558.00 75,625 87,782,750 -0.78 % 19.57 % 1.81 % 0.5515 5.00 - Short Buildup 45.90%338.56 4.7 0.85 %
13-Jan-21 556.50 562.40 63,250 86,222,125 1.39 % 4.55 % 0.76 % 0.5529 5.00 - Long Buildup 37.06%452.03 5.9 1.06 %
12-Jan-21 548.00 554.70 60,500 85,570,375 0.79 % -2.22 % 3.99 % 0.5539 5.00 - Long Buildup 38.06%341.83 6.7 1.22 %
11-Jan-21 544.70 550.35 61,875 82,284,125 0.36 % -2.17 % 2.72 % 0.5552 4.00 - Long Buildup 42.30%446.87 5.65 1.04 %
08-Jan-21 542.05 548.40 63,250 80,104,750 0.19 % 24.32 % 1.64 % 0.5565 - - Long Buildup 48.62%578.19 6.35 1.17 %
07-Jan-21 541.10 547.35 50,875 78,813,625 -1.04 % 12.12 % -0.03 % 0.5579 - - Long Windup 46.64%533.45 6.25 1.16 %
06-Jan-21 546.70 553.10 45,375 78,841,125 1.94 % 22.22 % -6.12 % 0.5592 - - Short Covering 28.55%439.89 6.4 1.17 %
05-Jan-21 537.25 542.60 37,125 83,983,625 1.92 % 92.86 % 4.07 % 0.5601 - - Long Buildup 37.07%464.26 5.35 1 %
04-Jan-21 531.70 532.40 19,250 80,702,875 -0.37 % 40.00 % 0.15 % 0.5613 - - Short Buildup 36.34%319.82 0.7 0.13 %
01-Jan-21 527.50 534.40 13,750 80,581,875 0.00 % 0.00 % -4.65 % 0.5626 - - 33.13%237.52 6.9 1.31 %
 
 
Average Delivery Volume
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
542.20 Crore Rs. 1,038.62 Crore Rs. 852.69 Crore Rs. 838.98 Crore Rs. 729.75 Crore Rs. 750.96 Crore Rs. More details >>
Average Delivery Percentage
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
41.40 % 43.54 % 43.78 % 45.69 % 43.55 % 40.89 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREDoji-
FUTUREInside CandleExplosive Move Predictor
SPOTInside CandleExplosive Move Predictor
SPOTBullish Harami-
 
 
ICICIBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Mar-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
592.21 597.53 604.16 609.48 616.11 621.43 628.06
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
604.83 607.81 608.81 609.8 609.48 611.8 612.79 613.79 616.78
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
597.53 602.09 604.92 609.48 614.04 616.87 621.43
DeMark Pivot
Support 1 Pivot Point Resistance 1
600.85 607.83 612.8
 
 
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