FnO Contract Details

Expiry:
Symbol:

ICICIBANK analysis for the selected expiry [Apr-20] as on 08-Apr-20

ICICIBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 322.85 352.75 315.10 318.95 NA -2.19 % NA NA
30-Apr-20 321.50 352.30 315.60 318.65 77,811,250 -2.37 % -4.37 % Long Windup
28-May-20 318.10 352.75 316.50 319.15 1,040,875 -2.55 % -2.20 % Long Windup
25-Jun-20 324.10 346.00 319.00 320.15 35,750 -2.35 % -7.14 % Long Windup
Cummulative NA NA NA NA 78,887,875 NA -4.34 % Long Windup
ICICIBANK Options OI PCR:  0.61   (Expiry : 30-Apr-20 )   PUT OI: 5,627,875   CALL OI: 9,204,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 1243000 7.62% 4.50 -9.09% Short Buildup
360.00 847000 28.60% 10.50 -13.58% Short Buildup
500.00 765875 -1.59% 0.70 -22.22% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
360.00 847000 28.60% 10.50 -13.58% Short Buildup
340.00 757625 31.50% 16.60 -13.54% Short Buildup
400.00 1243000 7.62% 4.50 -9.09% 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
330.00 445500 -21.74% 20.75 -12.82% Long Windup
310.00 302500 -15.71% 30.15 -13.86% Long Windup
320.00 503250 -9.85% 24.85 -14.75% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
300.00 943250 -5.12% 18.25 18.12% Short Covering
280.00 517000 -2.84% 12.00 13.21% Short Covering
250.00 437250 -8.09% 6.25 8.70% 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
330.00 303875 88.89% 31.90 25.10% Long Buildup
320.00 380875 37.13% 26.65 20.59% Long Buildup
340.00 158125 116.98% 38.00 20.63% 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
300.00 943250 -5.12% 18.25 18.12% Short Covering
250.00 437250 -8.09% 6.25 8.70% Short Covering
290.00 298375 -11.07% 14.90 15.50% 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 %
08-Apr-20 318.95 318.65 77,811,250 78,887,875 -2.37 % -4.37 % -4.34 % 1.2633 0.61 1.36 % Long Windup 31.73%748.15 -0.3 -0.09 %
07-Apr-20 326.10 326.40 81,365,625 82,468,375 14.11 % -0.51 % -0.49 % 1.2979 0.60 1.34 % Short Covering 27.35%514.32 0.3 0.09 %
03-Apr-20 286.65 286.05 81,779,500 82,871,250 -8.32 % 5.53 % 5.69 % 1.1774 - 1.32 % Short Buildup 43.68%717.83 -0.6 -0.21 %
01-Apr-20 311.15 312.00 77,493,625 78,408,000 -3.41 % 0.33 % 0.39 % 1.1421 0.65 1.17 % Short Buildup 33.40%344.46 0.85 0.27 %
31-Mar-20 323.75 323.00 77,237,875 78,106,875 2.69 % 2.94 % 3.03 % 1.1633 0.62 1.11 % Long Buildup 33.42%500.69 -0.75 -0.23 %
30-Mar-20 313.40 314.55 75,031,000 75,809,250 -7.23 % 0.37 % 0.57 % 1.1931 0.63 1.03 % Short Buildup 31.95%366.05 1.15 0.37 %
27-Mar-20 339.85 339.05 74,753,250 75,383,000 3.56 % -2.18 % -7.52 % 1.1761 0.61 0.84 % Short Covering 31.85%789.07 -0.8 -0.24 %
26-Mar-20 330.25 327.40 76,422,500 81,516,875 3.71 % 2.78 % -6.49 % 1.2173 0.48 - Short Covering 35.62%896.11 -2.85 -0.86 %
25-Mar-20 316.90 315.70 74,354,500 87,176,375 7.42 % 41.86 % -1.79 % 1.2370 0.46 - Short Covering 42.35%893.05 -1.2 -0.38 %
24-Mar-20 296.50 293.90 52,413,625 88,764,500 3.78 % 92.32 % -3.47 % 1.2201 0.23 - Short Covering 49.42%994.99 -2.6 -0.88 %
23-Mar-20 284.00 283.20 27,253,875 91,954,500 -18.36 % 22.85 % -3.81 % 1.2476 0.18 - Long Windup 55.04%888.85 -0.8 -0.28 %
20-Mar-20 345.70 346.90 22,184,250 95,594,125 2.97 % 10.76 % -1.63 % 0.8432 0.26 - Short Covering 45.05%1,380.40 1.2 0.35 %
19-Mar-20 338.55 336.90 20,029,625 97,178,125 -5.14 % 23.31 % 2.21 % 0.8639 0.32 - Short Buildup 40.21%789.35 -1.65 -0.49 %
18-Mar-20 355.05 355.15 16,242,875 95,075,750 -3.64 % 17.30 % 0.36 % 0.8573 0.36 - Short Buildup 45.52%989.11 0.1 0.03 %
17-Mar-20 367.25 368.55 13,847,625 94,730,625 -7.94 % 26.87 % 1.60 % 0.8696 0.42 - Short Buildup 44.29%768.30 1.3 0.35 %
16-Mar-20 402.90 400.35 10,914,750 93,236,000 -10.51 % 30.05 % 2.15 % 0.8012 0.53 - Short Buildup 42.08%590.64 -2.55 -0.63 %
13-Mar-20 447.20 447.35 8,393,000 91,276,625 4.99 % 40.58 % -4.82 % 0.6271 0.64 - Short Covering 49.65%1,490.11 0.15 0.03 %
12-Mar-20 425.65 426.10 5,970,250 95,896,625 -8.94 % 12.40 % -4.82 % 0.6087 0.68 - Long Windup 51.90%1,121.37 0.45 0.11 %
11-Mar-20 465.65 467.95 5,311,625 100,755,875 1.42 % 4.89 % -2.02 % 0.4368 0.70 - Short Covering 49.01%707.93 2.3 0.49 %
09-Mar-20 457.75 461.40 5,064,125 102,834,875 -5.81 % 18.96 % 1.48 % 0.4459 0.72 - Short Buildup 54.29%1,044.42 3.65 0.8 %
06-Mar-20 486.35 489.85 4,257,000 101,330,625 -3.36 % 4.42 % 0.86 % 0.3596 0.72 - Short Buildup 50.74%765.54 3.5 0.72 %
05-Mar-20 504.50 506.90 4,076,875 100,468,500 -1.18 % 3.31 % -0.18 % 0.3254 0.70 - Long Windup 31.03%260.99 2.4 0.48 %
04-Mar-20 508.35 512.95 3,946,250 100,648,625 -1.01 % 4.78 % 0.40 % 0.3311 0.62 - Short Buildup 51.70%575.15 4.6 0.9 %
03-Mar-20 514.75 518.20 3,766,125 100,252,625 1.96 % 6.29 % -0.02 % 0.3386 0.62 - Short Covering 42.73%432.46 3.45 0.67 %
02-Mar-20 506.10 508.25 3,543,375 100,267,750 1.89 % 5.10 % -4.78 % 0.3393 0.63 - Short Covering 53.87%780.93 2.15 0.42 %
28-Feb-20 497.25 498.80 3,371,500 105,303,000 -4.13 % 808.15 % -8.39 % 0.3352 2.92 - Long Windup 59.33%965.84 1.55 0.31 %
27-Feb-20 515.35 520.30 371,250 114,947,250 -1.54 % 86.21 % 7.96 % 0.2881 4.86 - Short Buildup 64.33%872.46 4.95 0.96 %
26-Feb-20 523.70 528.45 199,375 106,475,875 -1.51 % 6.62 % 1.27 % 0.2887 5.67 - Short Buildup 56.69%467.39 4.75 0.91 %
25-Feb-20 530.95 536.55 187,000 105,143,500 0.15 % 2.26 % -1.66 % 0.2876 7.00 - Short Covering 49.78%394.97 5.6 1.05 %
24-Feb-20 529.85 535.75 182,875 106,913,125 -2.98 % 9.92 % 3.52 % 0.2964 7.00 - Short Buildup 66.22%594.38 5.9 1.11 %
20-Feb-20 547.00 552.20 166,375 103,276,250 0.22 % 21.00 % 1.38 % 0.2645 6.60 - Long Buildup 56.29%418.38 5.2 0.95 %
19-Feb-20 544.80 551.00 137,500 101,872,375 0.81 % 6.38 % 3.07 % 0.2728 6.40 - Long Buildup 51.88%246.03 6.2 1.14 %
18-Feb-20 541.20 546.55 129,250 98,839,125 -0.26 % 20.51 % -2.90 % 0.2777 8.00 - Long Windup 62.63%539.54 5.35 0.99 %
17-Feb-20 541.60 548.00 107,250 101,791,250 -0.39 % 4.00 % -1.87 % 0.2858 - - Long Windup 46.84%197.71 6.4 1.18 %
14-Feb-20 545.80 550.15 103,125 103,732,750 0.67 % 15.38 % -2.53 % 0.2939 8.00 - Short Covering 45.49%358.99 4.35 0.8 %
13-Feb-20 541.00 546.50 89,375 106,420,875 -1.80 % 8.33 % -0.36 % 0.3007 2.00 - Long Windup 42.66%212.93 5.5 1.02 %
12-Feb-20 549.30 556.50 82,500 106,800,375 1.90 % 25.00 % 2.57 % 0.2984 1.81 - Long Buildup 49.06%377.99 7.2 1.31 %
11-Feb-20 539.75 546.15 66,000 104,127,375 1.21 % 11.63 % 1.24 % 0.2952 1.81 - Long Buildup 53.96%327.47 6.4 1.19 %
10-Feb-20 533.95 539.60 59,125 102,848,625 -0.47 % -4.44 % -0.38 % 0.3003 1.81 - Long Windup 54.44%364.42 5.65 1.06 %
07-Feb-20 536.45 542.15 61,875 103,244,625 -0.91 % -4.26 % 1.42 % 0.3095 0.19 - Short Buildup 39.03%173.73 5.7 1.06 %
06-Feb-20 541.60 547.15 64,625 101,800,875 0.34 % 23.68 % -0.76 % 0.3157 0.20 - Short Covering 38.96%322.82 5.55 1.02 %
05-Feb-20 539.10 545.30 52,250 102,577,750 1.42 % 22.58 % 1.02 % 0.3248 0.05 - Long Buildup 48.30%489.10 6.2 1.15 %
04-Feb-20 530.80 537.65 42,625 101,539,625 3.04 % 63.16 % 2.95 % 0.3293 - - Long Buildup 40.36%380.95 6.85 1.29 %
03-Feb-20 515.55 521.80 26,125 98,634,250 2.51 % 35.71 % -1.03 % 0.3061 - - Short Covering 46.98%545.77 6.25 1.21 %
01-Feb-20 504.60 509.00 19,250 99,664,125 -4.37 % 100.00 % -1.52 % 0.2983 - - Long Windup 29.72%177.20 4.4 0.87 %
31-Jan-20 525.65 532.25 9,625 101,205,500 0.00 % 0.00 % -7.58 % 0.2316 - - 47.18%404.09 6.6 1.26 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
748.15 Crore Rs. 660.10 Crore Rs. 565.09 Crore Rs. 609.59 Crore Rs. 755.64 Crore Rs. 823.84 Crore Rs. More details >>
Average Delivery Percentage
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
31.73 % 34.02 % 33.84 % 33.67 % 39.03 % 42.00 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Harami-
SPOTBearish Harami-
 
 
ICICIBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 09-Apr-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
268.7 292.15 305.4 328.85 342.1 365.55 378.8
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
300.3 309.48 312.53 315.59 328.85 321.71 324.77 327.83 337
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
292.15 306.17 314.83 328.85 342.87 351.53 365.55
DeMark Pivot
Support 1 Pivot Point Resistance 1
298.78 325.54 335.48
 
 
ICICIBANK Result / Events
Date Description Status
25-Jan-20Financial ResultsCompleted
26-Oct-19Financial ResultsCompleted
27-Jul-19Financial ResultsCompleted
06-May-19Financial Results/DividendCompleted
30-Jan-19Financial ResultsCompleted