FnO Contract Details

Expiry:
Symbol:

ICICIBANK analysis for the selected expiry [Jul-20] as on 03-Jul-20

ICICIBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 364.65 367.15 359.80 361.00 NA -0.51 % NA NA
30-Jul-20 364.45 367.20 359.75 361.20 106,317,750 -0.77 % -1.79 % Long Windup
27-Aug-20 365.45 367.50 360.55 361.80 665,500 -0.69 % 18.63 % Short Buildup
24-Sep-20 362.00 366.40 361.80 362.15 27,500 -2.19 % 17.65 % Short Buildup
Cummulative NA NA NA NA 107,010,750 NA -1.68 % Long Windup
ICICIBANK Options OI PCR:  0.52   (Expiry : 30-Jul-20 )   PUT OI: 12,716,000   CALL OI: 24,222,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
380.00 3819750 3.77% 11.15 -11.86% Short Buildup
400.00 3276625 9.82% 5.65 -16.91% Short Buildup
390.00 2367750 10.95% 7.90 -14.59% 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
420.00 2286625 117.67% 2.50 -27.54% Short Buildup
400.00 3276625 9.82% 5.65 -16.91% Short Buildup
370.00 2301750 12.05% 14.80 -10.57% 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
440.00 401500 -3.31% 1.25 -26.47% Long Windup
500.00 792000 -1.54% 0.35 0.00% Long Windup
330.00 295625 -3.15% 37.90 -5.25% 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 2118875 5.84% 2.55 -1.92% Short Buildup
340.00 2050125 6.96% 9.60 3.23% Long Buildup
330.00 1311750 2.25% 6.90 2.22% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
340.00 2050125 6.96% 9.60 3.23% Long Buildup
300.00 2118875 5.84% 2.55 -1.92% Short Buildup
355.00 462000 12.37% 15.55 4.71% 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
350.00 1258125 -11.93% 13.45 4.67% Short Covering
360.00 627000 -7.32% 18.00 4.05% Short Covering
370.00 486750 -5.85% 23.45 4.22% 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 %
03-Jul-20 361.00 361.20 106,317,750 107,010,750 -0.77 % -1.79 % -1.68 % 0.6538 0.52 0.65 % Long Windup 22.32%231.88 0.2 0.06 %
02-Jul-20 362.85 364.00 108,251,000 108,835,375 -0.01 % -4.27 % -4.29 % 0.6554 0.58 0.54 % Long Windup 34.37%635.51 1.15 0.32 %
01-Jul-20 364.05 364.05 113,077,250 113,716,625 3.94 % -1.09 % -0.98 % 0.6570 0.57 0.56 % Short Covering 25.64%344.65 0 0 %
30-Jun-20 351.45 350.25 114,318,875 114,838,625 2.11 % -1.11 % -1.12 % 0.6569 0.51 0.45 % Short Covering 40.22%671.72 -1.2 -0.34 %
29-Jun-20 343.10 343.00 115,605,875 116,143,500 -1.66 % 2.14 % 2.18 % 0.6578 0.52 0.46 % Short Buildup 21.87%205.48 -0.1 -0.03 %
26-Jun-20 349.10 348.80 113,188,625 113,668,500 -0.98 % 1.69 % -0.85 % 0.6590 0.54 0.42 % Long Windup 21.96%265.24 -0.3 -0.09 %
25-Jun-20 351.00 352.25 111,303,500 114,646,125 0.84 % 14.01 % 3.05 % 0.6606 0.55 - Long Buildup 26.31%645.68 1.25 0.36 %
24-Jun-20 348.10 349.30 97,629,125 111,255,375 -7.47 % 28.30 % -0.36 % 0.6622 0.57 - Long Windup 31.06%626.69 1.2 0.34 %
23-Jun-20 376.15 377.50 76,092,500 111,659,625 2.68 % 38.31 % -1.20 % 0.6555 0.78 - Short Covering 22.48%274.77 1.35 0.36 %
22-Jun-20 367.55 367.65 55,016,500 113,014,000 1.04 % 100.62 % -4.52 % 0.6564 0.87 - Short Covering 25.58%377.41 0.1 0.03 %
19-Jun-20 363.80 363.85 27,423,000 118,361,375 3.00 % 125.51 % -3.50 % 0.6579 - - Short Covering 33.54%626.86 0.05 0.01 %
18-Jun-20 352.00 353.25 12,160,500 122,656,875 3.37 % 129.18 % 6.04 % 0.6580 1.02 - Long Buildup 23.69%327.66 1.25 0.36 %
17-Jun-20 341.95 341.75 5,306,125 115,666,375 -0.38 % 19.70 % 1.95 % 0.6585 1.02 - Short Buildup 15.65%198.61 -0.2 -0.06 %
16-Jun-20 342.95 343.05 4,433,000 113,451,250 3.38 % 23.81 % -1.32 % 0.6602 0.94 - Short Covering 22.10%435.85 0.1 0.03 %
15-Jun-20 331.10 331.85 3,580,500 114,969,250 -3.91 % 24.30 % -0.77 % 0.6601 0.84 - Long Windup 26.08%375.68 0.75 0.23 %
12-Jun-20 344.20 345.35 2,880,625 115,863,000 0.71 % 20.68 % 1.88 % 0.6597 0.89 - Long Buildup 16.41%268.29 1.15 0.33 %
11-Jun-20 341.25 342.90 2,387,000 113,729,000 -3.81 % 3.95 % -0.14 % 0.6612 0.88 - Long Windup 19.58%247.25 1.65 0.48 %
10-Jun-20 353.00 356.50 2,296,250 113,891,250 1.94 % 38.36 % -0.02 % 0.6613 0.78 - Short Covering 18.77%240.48 3.5 0.99 %
09-Jun-20 348.55 349.70 1,659,625 113,914,625 -3.34 % 13.55 % 0.37 % 0.6627 0.89 - Short Buildup 25.90%429.85 1.15 0.33 %
08-Jun-20 359.80 361.80 1,461,625 113,495,250 0.68 % 4.22 % 3.93 % 0.6630 0.94 - Long Buildup 25.51%429.86 2 0.56 %
05-Jun-20 357.20 359.35 1,402,500 109,208,000 2.63 % 19.86 % 3.65 % 0.6646 0.84 - Long Buildup 21.65%288.11 2.15 0.6 %
04-Jun-20 347.85 350.15 1,170,125 105,364,875 -2.52 % 28.55 % 3.61 % 0.6653 0.90 - Short Buildup 28.84%572.36 2.3 0.66 %
03-Jun-20 356.85 359.20 910,250 101,689,500 3.06 % 23.74 % 3.38 % 0.6661 - - Long Buildup 30.14%749.59 2.35 0.66 %
02-Jun-20 348.40 348.55 735,625 98,367,500 2.61 % 0.38 % 3.48 % 0.6669 1.26 - Long Buildup 28.48%471.96 0.15 0.04 %
01-Jun-20 339.25 339.70 732,875 95,059,250 3.43 % 18.44 % -2.83 % 0.6676 2.55 - Short Covering 32.44%484.44 0.45 0.13 %
29-May-20 331.95 328.45 618,750 97,825,750 0.38 % 67.91 % -0.01 % 0.9054 2.95 - Short Covering 41.23%827.83 -3.5 -1.05 %
28-May-20 326.85 327.20 368,500 97,835,375 2.47 % 18.58 % -3.95 % 0.9308 2.15 - Short Covering 34.22%739.76 0.35 0.11 %
27-May-20 318.85 319.30 310,750 101,862,750 8.35 % 9.18 % -4.06 % 0.9526 2.35 - Short Covering 28.15%722.90 0.45 0.14 %
26-May-20 292.70 294.70 284,625 106,177,500 0.48 % 8.95 % 3.71 % 0.8915 3.17 - Long Buildup 45.58%622.80 2 0.68 %
22-May-20 291.05 293.30 261,250 102,377,000 -4.09 % 90.00 % 9.16 % 0.9191 3.67 - Short Buildup 35.28%- 2.25 0.77 %
21-May-20 304.40 305.80 137,500 93,788,750 -0.91 % 19.05 % 0.84 % 0.9229 3.57 - Short Buildup 27.68%362.91 1.4 0.46 %
20-May-20 305.65 308.60 115,500 93,005,000 2.07 % -1.18 % 5.52 % 0.9517 3.57 - Long Buildup 25.16%324.80 2.95 0.97 %
19-May-20 300.30 302.35 116,875 88,136,125 0.67 % 18.06 % 1.33 % 0.9779 - - Long Buildup 27.50%510.64 2.05 0.68 %
18-May-20 298.50 300.35 99,000 86,982,500 -7.58 % 30.91 % 4.06 % 1.0082 - - Short Buildup 36.16%799.00 1.85 0.62 %
15-May-20 322.70 325.00 75,625 83,590,375 -1.57 % -3.51 % 2.23 % 0.9695 - - Short Buildup 23.25%238.86 2.3 0.71 %
14-May-20 327.40 330.20 78,375 81,763,000 -2.75 % 1.79 % -1.25 % 0.9975 - - Long Windup 23.84%265.42 2.8 0.86 %
13-May-20 338.05 339.55 77,000 82,794,250 4.98 % -1.75 % -3.92 % 1.0171 - - Short Covering 32.03%788.46 1.5 0.44 %
12-May-20 321.20 323.45 78,375 86,168,500 0.23 % 18.75 % 2.05 % 1.0197 - - Long Buildup 29.13%646.17 2.25 0.7 %
11-May-20 320.15 322.70 66,000 84,440,125 -4.70 % 6.67 % 1.40 % 1.0516 - - Short Buildup 30.07%805.39 2.55 0.8 %
08-May-20 337.70 338.60 61,875 83,276,875 -0.57 % 246.15 % 1.99 % 1.0536 - - Short Buildup 26.54%385.13 0.9 0.27 %
07-May-20 336.75 340.55 17,875 81,650,250 -1.02 % 8.33 % -0.93 % 1.0866 - - Long Windup 29.92%278.65 3.8 1.13 %
06-May-20 341.40 344.05 16,500 82,414,750 2.09 % 100.00 % 7.70 % 1.1188 - - Long Buildup 21.60%368.39 2.65 0.78 %
05-May-20 330.85 337.00 8,250 76,520,125 -1.63 % 100.00 % -1.80 % 1.1440 - - Long Windup 26.14%389.86 6.15 1.86 %
04-May-20 338.05 342.60 4,125 77,919,875 0.00 % 0.00 % -6.96 % 1.1753 - - 42.89%563.16 4.55 1.35 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
231.88 Crore Rs. 404.01 Crore Rs. 417.85 Crore Rs. 453.35 Crore Rs. 417.86 Crore Rs. 387.98 Crore Rs. More details >>
Average Delivery Percentage
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
22.32 % 28.63 % 30.54 % 28.95 % 27.49 % 25.41 % More details >>
 
 
ICICIBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
350.79 355.27 358.24 362.72 365.69 370.17 373.14
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
357.48 359.34 359.96 360.58 362.72 361.82 362.44 363.06 364.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
355.27 358.12 359.87 362.72 365.57 367.32 370.17
DeMark Pivot
Support 1 Pivot Point Resistance 1
356.75 361.98 364.2
 
 
ICICIBANK Result / Events
Date Description Status
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