FnO Contract Details

Expiry:
Symbol:

ICICIBANK analysis for the selected expiry [Dec-19] as on 12-Dec-19

ICICIBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 534.85 537.10 529.80 535.35 NA 0.34 % NA NA
26-Dec-19 536.60 538.60 530.75 537.10 105,928,625 0.36 % 0.02 % Long Buildup
30-Jan-20 538.35 541.20 533.55 539.65 3,775,750 0.42 % 26.49 % Long Buildup
27-Feb-20 540.45 542.50 536.00 541.10 210,375 0.29 % 4.08 % Long Buildup
Cummulative NA NA NA NA 109,914,750 NA 0.75 % Long Buildup
ICICIBANK Options OI PCR:  0.96   (Expiry : 26-Dec-19 )   PUT OI: 12,640,375   CALL OI: 13,189,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
540.00 2209625 8.43% 8.70 0.00%
550.00 2184875 -9.36% 4.85 -3.00% Long Windup
520.00 1384625 -1.66% 21.30 3.15% 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
540.00 2209625 8.43% 8.70 0.00%
560.00 1201750 4.05% 2.60 -8.77% Short Buildup
555.00 314875 12.25% 3.60 -5.26% 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
550.00 2184875 -9.36% 4.85 -3.00% Long Windup
510.00 640750 -22.72% 28.70 5.51% Short Covering
530.00 1298000 -12.02% 14.05 2.93% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 2098250 5.31% 1.55 -22.50% Short Buildup
510.00 1808125 -7.59% 2.25 -26.23% Long Windup
520.00 1674750 -0.25% 4.00 -25.23% 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
530.00 1045000 34.04% 7.10 -18.86% Short Buildup
500.00 2098250 5.31% 1.55 -22.50% Short Buildup
535.00 268125 42.34% 9.05 -17.73% 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
510.00 1808125 -7.59% 2.25 -26.23% Long Windup
480.00 811250 -10.47% 0.65 -27.78% Long Windup
490.00 826375 -9.08% 0.85 -26.09% 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 %
12-Dec-19 535.35 537.10 105,928,625 109,914,750 0.36 % 0.02 % 0.75 % 0.3032 0.96 3.63 % Long Buildup 39.69%263.18 1.75 0.33 %
11-Dec-19 533.55 535.15 105,906,625 109,093,875 0.88 % -1.49 % -1.02 % 0.3123 0.92 2.92 % Short Covering 39.01%286.55 1.6 0.3 %
10-Dec-19 528.70 530.50 107,504,375 110,221,375 0.46 % 0.44 % 0.88 % 0.3191 0.88 2.47 % Long Buildup 39.29%249.71 1.8 0.34 %
09-Dec-19 526.50 528.05 107,032,750 109,260,250 0.30 % -1.13 % -0.83 % 0.3285 0.81 2.04 % Short Covering 47.55%324.99 1.55 0.29 %
06-Dec-19 524.80 526.45 108,256,500 110,170,500 -0.29 % -4.24 % -4.08 % 0.3385 0.76 1.74 % Long Windup 52.64%687.03 1.65 0.31 %
05-Dec-19 528.10 528.00 113,047,000 114,856,500 -0.31 % -1.18 % -0.67 % 0.3478 0.81 1.58 % Long Windup 32.73%559.30 -0.1 -0.02 %
04-Dec-19 529.25 529.65 114,397,250 115,632,000 3.53 % 3.18 % 3.33 % 0.3586 0.87 1.07 % Long Buildup 32.82%538.33 0.4 0.08 %
03-Dec-19 509.35 511.60 110,866,250 111,905,750 0.21 % -0.06 % -0.04 % 0.3203 0.51 0.93 % Short Covering 52.51%342.22 2.25 0.44 %
02-Dec-19 510.90 510.55 110,937,750 111,951,125 -0.63 % -0.16 % -0.10 % 0.3300 0.53 0.91 % Long Windup 46.51%240.70 -0.35 -0.07 %
29-Nov-19 512.60 513.80 111,119,250 112,066,625 -0.83 % -1.47 % -4.89 % 0.3400 0.51 0.85 % Long Windup 53.74%367.05 1.2 0.23 %
28-Nov-19 519.15 518.10 112,774,750 117,825,125 2.20 % 11.19 % -10.77 % 0.3452 0.59 - Short Covering 50.88%943.10 -1.05 -0.2 %
27-Nov-19 505.50 506.95 101,428,250 132,049,500 -0.27 % 13.81 % -4.00 % 0.3320 0.38 - Long Windup 41.20%621.96 1.45 0.29 %
26-Nov-19 510.70 508.30 89,120,625 137,557,750 1.54 % 288.37 % 67.22 % 0.3389 0.47 - Long Buildup 81.06%11,875.35 -2.4 -0.47 %
25-Nov-19 497.80 500.60 22,947,375 82,260,750 0.41 % 99.46 % 3.63 % 0.3270 0.63 - Long Buildup 57.13%730.67 2.8 0.56 %
22-Nov-19 496.80 498.55 11,504,625 79,378,750 -0.05 % 46.56 % -4.34 % 0.3371 0.74 - Long Windup 56.61%519.27 1.75 0.35 %
21-Nov-19 498.25 498.80 7,849,875 82,978,500 0.72 % 55.43 % -0.64 % 0.3474 0.69 - Short Covering 53.98%692.43 0.55 0.11 %
20-Nov-19 495.00 495.25 5,050,375 83,514,750 -0.06 % 36.64 % 1.25 % 0.3570 0.50 - Short Buildup 61.63%689.66 0.25 0.05 %
19-Nov-19 493.50 495.55 3,696,000 82,487,625 -0.82 % 16.62 % -0.25 % 0.3679 0.52 - Long Windup 54.12%746.27 2.05 0.42 %
18-Nov-19 498.35 499.65 3,169,375 82,696,625 -0.38 % 9.19 % 1.87 % 0.3765 0.65 - Short Buildup 52.22%596.23 1.3 0.26 %
15-Nov-19 499.85 501.55 2,902,625 81,180,000 0.39 % 21.46 % 2.24 % 0.3880 0.56 - Long Buildup 47.67%1,002.49 1.7 0.34 %
14-Nov-19 498.65 499.60 2,389,750 79,403,500 2.38 % 33.59 % 0.75 % 0.4001 1.17 - Long Buildup 43.65%770.39 0.95 0.19 %
13-Nov-19 485.75 488.00 1,788,875 78,812,250 -1.93 % 24.26 % -2.56 % 0.3928 1.27 - Long Windup 60.18%709.51 2.25 0.46 %
11-Nov-19 496.80 497.60 1,439,625 80,878,875 1.44 % 23.03 % 2.50 % 0.3903 0.97 - Long Buildup 52.72%648.62 0.8 0.16 %
08-Nov-19 489.45 490.55 1,170,125 78,909,875 1.75 % 92.53 % -0.62 % 0.3961 0.72 - Short Covering 52.97%1,353.49 1.1 0.22 %
07-Nov-19 478.55 482.10 607,750 79,399,375 -0.29 % 12.76 % 4.26 % 0.3938 1.11 - Short Buildup 39.56%346.65 3.55 0.74 %
06-Nov-19 480.70 483.50 539,000 76,151,625 2.45 % 36.11 % 4.04 % 0.4056 1.16 - Long Buildup 34.86%417.68 2.8 0.58 %
05-Nov-19 468.35 471.95 396,000 73,192,625 -0.34 % 1.05 % -0.88 % 0.3990 2.00 - Long Windup 45.94%321.74 3.6 0.77 %
04-Nov-19 470.50 473.55 391,875 73,845,750 1.51 % -2.06 % -2.15 % 0.4110 1.00 - Short Covering 40.52%309.91 3.05 0.65 %
01-Nov-19 462.25 466.50 400,125 75,466,875 -0.06 % 25.97 % -1.95 % 0.4168 0.46 - Long Windup 39.56%247.30 4.25 0.92 %
31-Oct-19 463.05 466.80 317,625 76,968,375 -1.77 % 0.87 % -2.44 % 0.4284 1.00 - Long Windup 44.00%431.88 3.75 0.81 %
30-Oct-19 471.15 475.20 314,875 78,890,625 -1.02 % 8.02 % -2.29 % 0.4339 0.50 - Long Windup 55.34%583.96 4.05 0.86 %
29-Oct-19 477.40 480.10 291,500 80,741,375 1.47 % 27.71 % -5.48 % 0.4434 0.50 - Short Covering 49.58%797.35 2.7 0.57 %
27-Oct-19 469.55 473.15 228,250 85,420,500 0.07 % 5.73 % 1.12 % 0.4503 1.00 - Long Buildup 22.16%85.42 3.6 0.77 %
25-Oct-19 469.10 472.80 215,875 84,475,875 2.87 % 45.37 % 7.32 % 0.4644 1.00 - Long Buildup 45.88%740.36 3.7 0.79 %
24-Oct-19 454.75 459.60 148,500 78,714,625 0.16 % 38.46 % -0.02 % 0.4539 1.00 - Short Covering 52.80%565.25 4.85 1.07 %
23-Oct-19 455.10 458.85 107,250 78,729,750 0.63 % 13.04 % 0.03 % 0.4682 1.00 - Long Buildup 44.98%515.73 3.75 0.82 %
22-Oct-19 451.15 456.00 94,875 78,709,125 3.17 % 30.19 % 4.16 % 0.4810 1.00 - Long Buildup 37.45%590.71 4.85 1.08 %
18-Oct-19 437.80 442.00 72,875 75,564,500 -0.77 % 8.16 % -0.09 % 0.4745 1.00 - Long Windup 41.75%292.27 4.2 0.96 %
17-Oct-19 440.60 445.45 67,375 75,630,500 1.41 % 4.26 % 1.08 % 0.4884 1.00 - Long Buildup 31.38%172.17 4.85 1.1 %
16-Oct-19 435.30 439.25 64,625 74,820,625 0.63 % 11.90 % -1.58 % 0.5004 1.00 - Short Covering 40.70%315.97 3.95 0.91 %
15-Oct-19 431.85 436.50 57,750 76,018,250 1.24 % 7.69 % 1.56 % 0.5147 1.00 - Long Buildup 40.68%263.05 4.65 1.08 %
14-Oct-19 428.85 431.15 53,625 74,850,875 -0.43 % 8.33 % -1.78 % 0.5298 - - Long Windup 40.05%295.57 2.3 0.54 %
11-Oct-19 428.55 433.00 49,500 76,209,375 0.99 % 2.86 % 0.56 % 0.5464 - - Long Buildup 23.50%181.35 4.45 1.04 %
10-Oct-19 423.70 428.75 48,125 75,787,250 -2.66 % -2.78 % 0.90 % 0.5609 - - Short Buildup 40.27%325.43 5.05 1.19 %
09-Oct-19 436.70 440.45 49,500 75,113,500 4.55 % 28.57 % -8.92 % 0.5598 - - Short Covering 43.01%648.61 3.75 0.86 %
07-Oct-19 416.10 421.30 38,500 82,468,375 0.56 % 0.00 % -1.41 % 0.5305 - - Short Covering 38.73%353.50 5.2 1.25 %
04-Oct-19 413.90 418.95 38,500 83,650,875 -3.39 % 21.74 % -1.35 % 0.5467 - - Long Windup 26.27%195.21 5.05 1.22 %
03-Oct-19 427.30 433.65 31,625 84,793,500 0.85 % 0.00 % -1.23 % 0.5437 - - Short Covering 40.30%400.79 6.35 1.49 %
01-Oct-19 424.60 430.00 31,625 85,852,250 -2.29 % 35.29 % 0.64 % 0.5604 - - Short Buildup 36.63%476.35 5.4 1.27 %
30-Sep-19 433.70 440.10 23,375 85,307,750 -3.51 % 750.00 % 8.40 % 0.5680 - - Short Buildup 47.64%568.66 6.4 1.48 %
27-Sep-19 449.20 456.10 2,750 78,694,000 0.00 % 0.00 % -14.71 % 0.5626 - - 39.58%345.47 6.9 1.54 %
 
 
Average Delivery Volume
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
263.18 Crore Rs. 266.48 Crore Rs. 362.29 Crore Rs. 406.41 Crore Rs. 1,330.73 Crore Rs. 1,097.47 Crore Rs. More details >>
Average Delivery Percentage
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
39.69 % 39.32 % 45.08 % 40.58 % 63.75 % 60.38 % More details >>
 
 
ICICIBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 13-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
524.51 527.63 532.36 535.48 540.21 543.33 548.06
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
533.18 535.14 535.79 536.45 535.48 537.75 538.41 539.06 541.03
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
527.63 530.63 532.48 535.48 538.48 540.33 543.33
DeMark Pivot
Support 1 Pivot Point Resistance 1
533.93 536.26 541.78
 
 
ICICIBANK Result / Events
Date Description Status
26-Oct-19Financial ResultsCompleted
27-Jul-19Financial ResultsCompleted
06-May-19Financial Results/DividendCompleted
30-Jan-19Financial ResultsCompleted