FnO Contract Details

Expiry:
Symbol:

ICICIBANK analysis for the selected expiry [Dec-20] as on 04-Dec-20

ICICIBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 483.70 504.00 483.00 502.05 NA 4.19 % NA NA
31-Dec-20 486.00 505.90 485.05 504.40 112,762,375 4.03 % 0.41 % Long Buildup
28-Jan-21 487.25 507.50 487.25 505.95 1,089,000 4.06 % 14.12 % Long Buildup
25-Feb-21 490.20 509.00 490.20 508.40 50,875 4.14 % 42.31 % Long Buildup
Cummulative NA NA NA NA 113,902,250 NA 0.54 % Long Buildup
ICICIBANK Options OI PCR:  0.68   (Expiry : 31-Dec-20 )   PUT OI: 12,157,750   CALL OI: 17,758,125 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 4076875 -7.89% 22.15 72.37% Short Covering
480.00 2227500 -7.90% 33.80 57.58% Short Covering
520.00 1944250 12.85% 13.25 89.29% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
530.00 1497375 58.75% 9.95 93.20% Long Buildup
540.00 803000 64.04% 7.50 92.31% Long Buildup
510.00 1417625 18.78% 17.45 82.72% 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
490.00 1262250 -43.96% 27.35 61.83% Short Covering
500.00 4076875 -7.89% 22.15 72.37% Short Covering
480.00 2227500 -7.90% 33.80 57.58% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
480.00 2084500 17.07% 9.60 -42.17% Short Buildup
470.00 1839750 54.68% 6.95 -43.95% Short Buildup
450.00 1240250 0.45% 3.45 -44.80% 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
470.00 1839750 54.68% 6.95 -43.95% Short Buildup
500.00 671000 347.71% 17.75 -36.49% Short Buildup
490.00 709500 124.35% 13.30 -39.13% 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
430.00 834625 -18.63% 1.70 -44.26% Long Windup
410.00 162250 -9.23% 1.10 -37.14% Long Windup
380.00 169125 -6.11% 0.60 -25.00% 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 %
04-Dec-20 502.05 504.40 112,762,375 113,902,250 4.03 % 0.41 % 0.54 % 0.5819 0.68 1.00 % Long Buildup 32.11%637.56 2.35 0.47 %
03-Dec-20 481.85 484.85 112,301,750 113,291,750 0.30 % -0.31 % -0.25 % 0.5807 0.56 0.87 % Short Covering 43.02%470.57 3 0.62 %
02-Dec-20 480.45 483.40 112,648,250 113,570,875 -0.85 % 1.96 % 1.95 % 0.5821 0.54 0.81 % Short Buildup 34.85%355.73 2.95 0.61 %
01-Dec-20 485.10 487.55 110,486,750 111,394,250 2.33 % 0.23 % 0.40 % 0.5835 0.57 0.81 % Long Buildup 34.46%336.32 2.45 0.51 %
27-Nov-20 473.35 476.45 110,237,875 110,947,375 -0.25 % -5.04 % -8.07 % 0.5840 0.56 0.64 % Long Windup 63.66%1,458.18 3.1 0.65 %
26-Nov-20 475.30 477.65 116,087,125 120,689,250 0.49 % 7.35 % 0.33 % 0.5854 0.53 - Long Buildup 32.62%445.14 2.35 0.49 %
25-Nov-20 472.70 475.30 108,141,000 120,293,250 -1.22 % 23.27 % -0.46 % 0.5868 0.53 - Long Windup 29.07%469.57 2.6 0.55 %
24-Nov-20 478.20 481.15 87,729,125 120,843,250 2.17 % 67.18 % 1.53 % 0.5881 0.63 - Long Buildup 40.75%450.80 2.95 0.62 %
23-Nov-20 468.25 470.95 52,476,875 119,022,750 -2.55 % 107.85 % -1.14 % 0.5889 0.58 - Long Windup 38.10%526.49 2.7 0.58 %
20-Nov-20 480.20 483.25 25,247,750 120,392,250 0.32 % 177.16 % -1.66 % 0.5894 0.62 - Short Covering 35.87%518.30 3.05 0.64 %
19-Nov-20 478.75 481.70 9,109,375 122,425,875 -3.78 % 59.06 % -2.36 % 0.5909 0.64 - Long Windup 40.22%614.15 2.95 0.62 %
18-Nov-20 497.65 500.60 5,726,875 125,382,125 2.37 % 74.93 % 0.70 % 0.5900 0.72 - Long Buildup 43.00%623.91 2.95 0.59 %
17-Nov-20 486.40 489.00 3,273,875 124,511,750 0.09 % 25.25 % 0.83 % 0.5907 0.84 - Long Buildup 46.87%823.61 2.6 0.53 %
14-Nov-20 486.90 488.55 2,613,875 123,484,625 0.22 % 0.48 % -0.57 % 0.5922 0.95 - Short Covering 30.17%53.41 1.65 0.34 %
13-Nov-20 485.55 487.50 2,601,500 124,190,000 1.52 % 2.49 % -1.91 % 0.5936 0.94 - Short Covering 39.14%661.58 1.95 0.4 %
12-Nov-20 476.70 480.20 2,538,250 126,604,500 -1.82 % 3.77 % 0.92 % 0.5946 0.87 - Short Buildup 43.29%641.18 3.5 0.73 %
11-Nov-20 486.55 489.10 2,446,125 125,452,250 0.29 % 5.58 % -0.87 % 0.5955 0.85 - Short Covering 34.94%775.35 2.55 0.52 %
10-Nov-20 483.85 487.70 2,316,875 126,548,125 4.86 % 5.97 % 2.72 % 0.5969 0.77 - Long Buildup 37.93%1,055.88 3.85 0.8 %
09-Nov-20 462.70 465.10 2,186,250 123,201,375 4.35 % 16.74 % -0.09 % 0.5953 0.74 - Short Covering 33.52%635.90 2.4 0.52 %
06-Nov-20 442.80 445.70 1,872,750 123,318,250 0.89 % 28.49 % 1.21 % 0.5938 0.71 - Long Buildup 33.19%408.99 2.9 0.65 %
05-Nov-20 438.50 441.75 1,457,500 121,844,250 0.33 % 0.95 % 0.35 % 0.5952 0.74 - Long Buildup 35.96%475.10 3.25 0.74 %
04-Nov-20 437.05 440.30 1,443,750 121,415,250 -1.27 % 5.63 % -1.34 % 0.5967 1.06 - Long Windup 33.65%638.65 3.25 0.74 %
03-Nov-20 443.85 445.95 1,366,750 123,059,750 5.95 % 61.36 % -0.63 % 0.5978 0.97 - Short Covering 38.23%1,048.90 2.1 0.47 %
02-Nov-20 417.45 420.90 847,000 123,840,750 6.58 % 19.84 % 2.81 % 0.5935 0.85 - Long Buildup 31.63%960.03 3.45 0.83 %
30-Oct-20 392.60 394.90 706,750 120,451,375 -1.75 % 52.52 % 0.09 % 0.5892 0.32 - Short Buildup 32.75%350.09 2.3 0.59 %
29-Oct-20 399.90 401.95 463,375 120,338,625 0.68 % 23.90 % 1.10 % 0.5901 0.46 - Long Buildup 23.60%307.83 2.05 0.51 %
28-Oct-20 396.05 399.25 374,000 119,033,750 -3.13 % 31.40 % 1.07 % 0.5915 0.58 - Short Buildup 35.09%391.19 3.2 0.81 %
27-Oct-20 409.95 412.15 284,625 117,774,250 1.14 % 11.29 % 4.22 % 0.5911 0.45 - Long Buildup 36.52%502.55 2.2 0.54 %
26-Oct-20 404.45 407.50 255,750 113,005,750 -2.88 % 7.51 % -0.13 % 0.5923 0.48 - Long Windup 34.29%301.09 3.05 0.75 %
23-Oct-20 416.95 419.60 237,875 113,148,750 0.67 % 2.98 % -1.11 % 0.5923 1.29 - Short Covering 31.96%295.20 2.65 0.64 %
22-Oct-20 412.90 416.80 231,000 114,423,375 -1.76 % 19.15 % -1.02 % 0.5937 1.80 - Long Windup 29.80%407.19 3.9 0.94 %
21-Oct-20 420.30 424.25 193,875 115,604,500 1.65 % 51.61 % -1.75 % 0.5947 1.80 - Short Covering 31.83%577.01 3.95 0.94 %
20-Oct-20 414.60 417.35 127,875 117,658,750 -0.88 % 13.41 % -1.90 % 0.5959 4.50 - Long Windup 38.76%420.39 2.75 0.66 %
19-Oct-20 417.10 421.05 112,750 119,933,000 5.59 % 17.14 % 1.39 % 0.5973 7.00 - Long Buildup 34.29%587.38 3.95 0.95 %
16-Oct-20 396.10 398.75 96,250 118,283,000 0.87 % 4.48 % -1.53 % 0.5947 - - Short Covering 30.77%308.85 2.65 0.67 %
15-Oct-20 391.00 395.30 92,125 120,115,875 -3.54 % 15.52 % -0.79 % 0.5960 - - Long Windup 35.11%470.04 4.3 1.1 %
14-Oct-20 406.80 409.80 79,750 121,077,000 2.30 % 20.83 % 0.23 % 0.5951 - - Long Buildup 31.81%302.41 3 0.74 %
13-Oct-20 396.25 400.60 66,000 120,799,250 -1.67 % -2.04 % -0.86 % 0.5955 - - Long Windup 32.02%252.76 4.35 1.1 %
12-Oct-20 404.05 407.40 67,375 121,851,125 0.32 % 32.43 % 0.35 % 0.5964 - - Long Buildup 29.85%310.44 3.35 0.83 %
09-Oct-20 401.50 406.10 50,875 121,420,750 3.92 % 0.00 % 1.61 % 0.5978 - - Long Buildup 31.44%525.72 4.6 1.15 %
08-Oct-20 387.50 390.80 50,875 119,498,500 0.90 % 0.00 % -0.09 % 0.5974 - - Short Covering 39.27%320.88 3.3 0.85 %
07-Oct-20 382.65 387.30 50,875 119,608,500 0.48 % 2.78 % 0.61 % 0.5987 - - Long Buildup 32.07%268.08 4.65 1.22 %
06-Oct-20 380.60 385.45 49,500 118,881,125 2.09 % 12.50 % 1.67 % 0.6001 - - Long Buildup 38.98%268.44 4.85 1.27 %
05-Oct-20 373.10 377.55 44,000 116,923,125 1.11 % 14.29 % 0.25 % 0.6010 - - Long Buildup 30.08%297.72 4.45 1.19 %
01-Oct-20 369.20 373.40 38,500 116,634,375 4.16 % 27.27 % -3.10 % 0.6024 - - Short Covering 23.37%200.50 4.2 1.14 %
30-Sep-20 354.75 358.50 30,250 120,366,125 -0.58 % 22.22 % -0.27 % 0.6014 - - Long Windup 26.78%185.85 3.75 1.06 %
29-Sep-20 357.05 360.60 24,750 120,694,750 -1.66 % 38.46 % 2.67 % 0.6029 - - Short Buildup 32.47%198.05 3.55 0.99 %
28-Sep-20 363.00 366.70 17,875 117,558,375 4.13 % 85.71 % -0.57 % 0.6040 - - Short Covering 29.88%200.62 3.7 1.02 %
25-Sep-20 348.65 352.15 9,625 118,234,875 0.00 % 0.00 % -2.37 % 0.6030 - - 35.18%284.91 3.5 1 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
637.56 Crore Rs. 487.95 Crore Rs. 651.67 Crore Rs. 577.98 Crore Rs. 594.64 Crore Rs. 592.27 Crore Rs. More details >>
Average Delivery Percentage
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
32.11 % 35.77 % 44.48 % 40.47 % 40.70 % 39.08 % More details >>
 
 
ICICIBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 07-Dec-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
470.15 477.6 491 498.45 511.85 519.3 532.7
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
493.98 499.19 500.93 502.66 498.45 506.14 507.88 509.61 514.83
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
477.6 485.56 490.49 498.45 506.41 511.34 519.3
DeMark Pivot
Support 1 Pivot Point Resistance 1
494.73 500.31 515.58
 
 
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