FnO Contract Details

Expiry:
Symbol:

ICICIBANK analysis for the selected expiry [Jan-20] as on 23-Jan-20

ICICIBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 521.40 530.25 517.05 527.70 NA 0.93 % NA NA
30-Jan-20 523.00 531.70 518.65 529.15 100,960,750 0.83 % -1.64 % Short Covering
27-Feb-20 525.00 534.00 521.10 531.45 8,032,750 0.88 % 78.49 % Long Buildup
26-Mar-20 523.50 536.20 523.50 536.00 171,875 1.19 % -3.10 % Short Covering
Cummulative NA NA NA NA 109,165,375 NA 1.72 % Long Buildup
ICICIBANK Options OI PCR:  0.63   (Expiry : 30-Jan-20 )   PUT OI: 11,357,500   CALL OI: 18,009,750 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
550.00 3467750 -4.72% 4.25 11.84% Short Covering
540.00 3322000 -0.78% 6.90 12.20% Short Covering
560.00 2228875 -7.69% 2.40 14.29% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
520.00 1233375 108.60% 16.70 17.19% Long Buildup
530.00 1025750 17.67% 11.05 15.10% Long Buildup
555.00 752125 17.13% 3.25 14.04% Long Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
560.00 2228875 -7.69% 2.40 14.29% Short Covering
550.00 3467750 -4.72% 4.25 11.84% Short Covering
545.00 853875 -14.93% 5.50 12.24% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
520.00 2761000 54.58% 7.30 -21.08% Short Buildup
500.00 1867250 87.83% 2.45 -30.99% Short Buildup
540.00 1322750 -3.99% 17.95 -15.33% 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
520.00 2761000 54.58% 7.30 -21.08% Short Buildup
500.00 1867250 87.83% 2.45 -30.99% Short Buildup
510.00 1289750 47.72% 4.15 -25.89% 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
540.00 1322750 -3.99% 17.95 -15.33% Long Windup
550.00 259875 -12.09% 25.80 -11.03% Long Windup
515.00 363000 -6.05% 5.55 -22.92% 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 %
23-Jan-20 527.70 529.15 100,960,750 109,165,375 0.83 % -1.64 % 1.72 % 0.2400 0.63 7.52 % Long Buildup 47.00%423.13 1.45 0.27 %
22-Jan-20 522.85 524.80 102,645,125 107,322,875 -1.53 % 1.44 % 2.91 % 0.2435 0.49 4.36 % Short Buildup 52.00%476.53 1.95 0.37 %
21-Jan-20 531.05 532.95 101,183,500 104,285,500 -0.64 % -0.62 % -0.20 % 0.2396 0.50 2.97 % Long Windup 49.31%352.92 1.9 0.36 %
20-Jan-20 534.85 536.40 101,810,500 104,493,125 0.37 % -1.61 % -1.50 % 0.2448 0.50 2.57 % Short Covering 47.23%484.00 1.55 0.29 %
17-Jan-20 532.05 534.40 103,481,125 106,085,375 -0.89 % -1.28 % -0.28 % 0.2508 0.51 2.45 % Long Windup 65.38%637.00 2.35 0.44 %
16-Jan-20 537.15 539.20 104,819,000 106,382,375 0.20 % -0.01 % 0.04 % 0.2540 0.58 1.47 % Long Buildup 46.23%279.34 2.05 0.38 %
15-Jan-20 535.60 538.10 104,827,250 106,338,375 -0.31 % -0.09 % 0.11 % 0.2616 0.60 1.42 % Short Buildup 62.50%413.51 2.5 0.47 %
14-Jan-20 537.60 539.75 104,923,500 106,224,250 -0.20 % -0.19 % -0.11 % 0.2692 0.64 1.22 % Long Windup 58.51%438.44 2.15 0.4 %
13-Jan-20 538.60 540.85 105,125,625 106,337,000 -0.29 % -1.10 % -0.99 % 0.2775 0.69 1.14 % Long Windup 46.45%197.70 2.25 0.42 %
10-Jan-20 540.25 542.40 106,295,750 107,399,875 -0.91 % -0.69 % -0.61 % 0.2859 0.69 1.03 % Long Windup 43.87%292.37 2.15 0.4 %
09-Jan-20 546.30 547.40 107,038,250 108,058,500 3.66 % 0.82 % 0.84 % 0.2899 0.75 0.94 % Long Buildup 41.07%424.77 1.1 0.2 %
08-Jan-20 525.95 528.05 106,169,250 107,162,000 0.38 % 1.11 % 1.17 % 0.2363 0.62 0.93 % Long Buildup 39.07%330.70 2.1 0.4 %
07-Jan-20 522.90 526.05 105,003,250 105,924,500 -0.47 % 3.13 % 3.28 % 0.2414 0.55 0.87 % Short Buildup 53.03%446.51 3.15 0.6 %
06-Jan-20 525.70 528.55 101,817,375 102,555,750 -2.40 % -0.46 % -0.34 % 0.2469 0.63 0.72 % Long Windup 60.37%397.82 2.85 0.54 %
03-Jan-20 538.85 541.55 102,291,750 102,909,125 -0.48 % -1.77 % -1.75 % 0.2250 0.62 0.60 % Long Windup 51.55%266.49 2.7 0.5 %
02-Jan-20 540.60 544.15 104,135,625 104,740,625 0.68 % -0.16 % -0.14 % 0.2316 0.56 0.58 % Short Covering 49.16%272.79 3.55 0.66 %
01-Jan-20 536.75 540.45 104,304,750 104,883,625 -0.43 % -0.91 % -0.87 % 0.2363 0.56 0.55 % Long Windup 41.09%168.58 3.7 0.69 %
31-Dec-19 538.90 542.80 105,263,125 105,803,500 -0.92 % 1.14 % 1.17 % 0.2430 0.54 0.51 % Short Buildup 58.07%390.93 3.9 0.72 %
30-Dec-19 543.95 547.85 104,079,250 104,579,750 -0.90 % -0.05 % -0.03 % 0.2465 0.55 0.48 % Long Windup 44.62%319.91 3.9 0.72 %
27-Dec-19 549.40 552.80 104,135,625 104,614,125 1.89 % 3.33 % 1.93 % 0.2498 0.67 0.46 % Long Buildup 44.01%271.94 3.4 0.62 %
26-Dec-19 538.75 542.55 100,775,125 102,630,000 -0.43 % 9.76 % -4.18 % 0.2396 0.63 - Long Windup 48.25%203.59 3.8 0.71 %
24-Dec-19 541.10 544.90 91,817,000 107,112,500 0.06 % 32.85 % -3.58 % 0.2462 0.62 - Short Covering 44.79%162.74 3.8 0.7 %
23-Dec-19 541.30 544.60 69,113,000 111,094,500 -0.66 % 75.38 % -0.39 % 0.2540 0.73 - Long Windup 45.56%284.14 3.3 0.61 %
20-Dec-19 546.10 548.20 39,407,500 111,526,250 0.91 % 103.39 % 2.51 % 0.2584 0.81 - Long Buildup 59.25%896.05 2.1 0.38 %
19-Dec-19 540.20 543.25 19,375,125 108,798,250 -0.39 % 22.43 % -0.37 % 0.2614 0.84 - Long Windup 48.16%314.35 3.05 0.56 %
18-Dec-19 541.40 545.40 15,824,875 109,199,750 0.02 % 33.59 % 0.17 % 0.2694 0.82 - Long Buildup 61.19%427.58 4 0.74 %
17-Dec-19 541.15 545.30 11,845,625 109,014,125 0.52 % 67.35 % -0.30 % 0.2778 0.79 - Short Covering 55.34%344.87 4.15 0.77 %
16-Dec-19 539.25 542.50 7,078,500 109,341,375 0.19 % 39.02 % -0.76 % 0.2860 0.93 - Short Covering 52.68%371.27 3.25 0.6 %
13-Dec-19 537.05 541.45 5,091,625 110,182,875 0.33 % 34.85 % 0.24 % 0.2944 0.83 - Long Buildup 49.39%474.38 4.4 0.82 %
12-Dec-19 535.35 539.65 3,775,750 109,914,750 0.42 % 26.49 % 0.75 % 0.3032 0.72 - Long Buildup 39.69%263.18 4.3 0.8 %
11-Dec-19 533.55 537.40 2,985,125 109,093,875 0.83 % 16.85 % -1.02 % 0.3123 0.64 - Short Covering 39.01%286.55 3.85 0.72 %
10-Dec-19 528.70 532.95 2,554,750 110,221,375 0.58 % 20.65 % 0.88 % 0.3191 0.71 - Long Buildup 39.29%249.71 4.25 0.8 %
09-Dec-19 526.50 529.90 2,117,500 109,260,250 0.27 % 16.58 % -0.83 % 0.3285 0.75 - Short Covering 47.55%324.99 3.4 0.65 %
06-Dec-19 524.80 528.45 1,816,375 110,170,500 -0.28 % 5.68 % -4.08 % 0.3385 0.73 - Long Windup 52.64%687.03 3.65 0.7 %
05-Dec-19 528.10 529.95 1,718,750 114,856,500 -0.26 % 45.18 % -0.67 % 0.3478 1.09 - Long Windup 32.73%559.30 1.85 0.35 %
04-Dec-19 529.25 531.35 1,183,875 115,632,000 3.61 % 16.35 % 3.33 % 0.3586 1.47 - Long Buildup 32.82%538.33 2.1 0.4 %
03-Dec-19 509.35 512.85 1,017,500 111,905,750 0.13 % 1.65 % -0.04 % 0.3203 0.80 - Short Covering 52.51%342.22 3.5 0.69 %
02-Dec-19 510.90 512.20 1,001,000 111,951,125 -0.69 % 6.43 % -0.10 % 0.3300 0.77 - Long Windup 46.51%240.70 1.3 0.25 %
29-Nov-19 512.60 515.75 940,500 112,066,625 -0.74 % 56.52 % -4.89 % 0.3400 0.69 - Long Windup 53.74%367.05 3.15 0.61 %
28-Nov-19 519.15 519.60 600,875 117,825,125 2.16 % 51.74 % -10.77 % 0.3452 0.51 - Short Covering 50.88%943.10 0.45 0.09 %
27-Nov-19 505.50 508.60 396,000 132,049,500 -0.30 % 39.13 % -4.00 % 0.3320 0.67 - Long Windup 41.20%621.96 3.1 0.61 %
26-Nov-19 510.70 510.15 284,625 137,557,750 1.54 % 18.29 % 67.22 % 0.3389 0.71 - Long Buildup 81.06%11,875.35 -0.55 -0.11 %
25-Nov-19 497.80 502.40 240,625 82,260,750 0.41 % 9.38 % 3.63 % 0.3270 4.17 - Long Buildup 57.13%730.67 4.6 0.92 %
22-Nov-19 496.80 500.35 220,000 79,378,750 0.00 % 12.68 % -4.34 % 0.3371 5.67 - 56.61%519.27 3.55 0.71 %
21-Nov-19 498.25 500.35 195,250 82,978,500 0.78 % 5.19 % -0.64 % 0.3474 4.33 - Short Covering 53.98%692.43 2.1 0.42 %
20-Nov-19 495.00 496.50 185,625 83,514,750 -0.29 % 0.00 % 1.25 % 0.3570 2.00 - Short Buildup 61.63%689.66 1.5 0.3 %
19-Nov-19 493.50 497.95 185,625 82,487,625 -0.96 % 1.50 % -0.25 % 0.3679 2.00 - Long Windup 54.12%746.27 4.45 0.9 %
18-Nov-19 498.35 502.80 182,875 82,696,625 0.01 % 14.66 % 1.87 % 0.3765 - - Long Buildup 52.22%596.23 4.45 0.89 %
15-Nov-19 499.85 502.75 159,500 81,180,000 0.00 % 0.00 % 2.24 % 0.3880 - - 47.67%1,002.49 2.9 0.58 %
13-Nov-19 485.75 489.55 96,250 78,812,250 0.00 % 0.00 % -2.56 % 0.3928 - - 60.18%709.51 3.8 0.78 %
 
 
Average Delivery Volume
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
423.13 Crore Rs. 417.53 Crore Rs. 474.72 Crore Rs. 438.11 Crore Rs. 399.76 Crore Rs. 356.62 Crore Rs. More details >>
Average Delivery Percentage
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
47.00 % 49.47 % 52.37 % 53.52 % 50.17 % 50.18 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREPiercing Line-
SPOTPiercing Line-
 
 
ICICIBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Jan-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
508.25 513.45 521.3 526.5 534.35 539.55 547.4
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
522.63 525.89 526.98 528.06 526.5 530.24 531.33 532.41 535.68
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
513.45 518.44 521.51 526.5 531.49 534.56 539.55
DeMark Pivot
Support 1 Pivot Point Resistance 1
523.9 527.8 536.95
 
 
ICICIBANK Result / Events
Date Description Status
25-Jan-20Financial ResultsUpcoming
26-Oct-19Financial ResultsCompleted
27-Jul-19Financial ResultsCompleted
06-May-19Financial Results/DividendCompleted
30-Jan-19Financial ResultsCompleted