FnO Contract Details

Expiry:
Symbol:

ICICIGI analysis for the selected expiry [Feb-21] as on 25-Feb-21

ICICIGI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,499.90 1,517.50 1,473.25 1,482.35 NA -0.26 % NA NA
25-Feb-21 1,496.45 1,515.00 1,470.45 1,482.30 18,275 -0.53 % -91.10 % Long Windup
25-Mar-21 1,502.00 1,520.50 1,480.50 1,490.05 770,100 -0.25 % 28.69 % Short Buildup
29-Apr-21 1,496.50 1,498.65 1,496.50 1,498.25 5,100 0.47 % 20.00 % Long Buildup
Cummulative NA NA NA NA 793,475 NA -1.79 % Long Windup
ICICIGI Options OI PCR:  0.99   (Expiry : 25-Feb-21 )   PUT OI: 81,175   CALL OI: 82,025 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 16575 -20.41% 0.05 -83.33% Long Windup
1560.00 8925 -30.00% 0.05 -66.67% Long Windup
1540.00 8075 -36.67% 0.05 -95.83% 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
None
None
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 5525 -53.57% 1.00 -90.05% Long Windup
1540.00 8075 -36.67% 0.05 -95.83% Long Windup
1600.00 16575 -20.41% 0.05 -83.33% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 17000 0.00% 0.20 -77.78%
1420.00 13175 0.00% 0.25 0.00%
1440.00 11475 -15.63% 0.50 -78.72% 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
1520.00 850 100.00% 35.15 24.65% Long Buildup
None
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1440.00 11475 -15.63% 0.50 -78.72% Long Windup
1460.00 9350 -18.52% 0.50 -80.77% Long Windup
1480.00 425 -80.00% 1.00 -91.49% Long Windup
 
 
ICICIGI 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 %
25-Feb-21 1,482.35 1,482.30 18,275 793,475 -0.53 % -91.10 % -1.79 % 0.4706 0.99 97.70 % Long Windup 70.13%64.65 -0.05 -0 %
24-Feb-21 1,486.20 1,490.20 205,275 807,925 -0.44 % -34.11 % -4.57 % 0.4717 0.82 74.59 % Long Windup 58.51%17.36 4 0.27 %
23-Feb-21 1,499.45 1,496.85 311,525 846,600 2.18 % -54.33 % -7.86 % 0.4729 0.78 63.20 % Short Covering 60.87%78.42 -2.6 -0.17 %
22-Feb-21 1,466.15 1,464.95 682,125 918,850 -2.03 % -18.11 % -1.77 % 0.4732 0.72 25.76 % Long Windup 74.56%86.09 -1.2 -0.08 %
19-Feb-21 1,493.75 1,495.25 833,000 935,425 -0.09 % -5.77 % -1.78 % 0.4735 0.65 10.95 % Long Windup 72.60%76.51 1.5 0.1 %
18-Feb-21 1,498.20 1,496.55 884,000 952,425 -0.20 % -6.47 % -5.44 % 0.4747 0.59 7.18 % Long Windup 61.22%45.72 -1.65 -0.11 %
17-Feb-21 1,497.85 1,499.50 945,200 1,007,250 -0.52 % 0.41 % 0.72 % 0.4759 0.59 6.16 % Short Buildup 44.62%58.25 1.65 0.11 %
16-Feb-21 1,504.90 1,507.30 941,375 1,000,025 0.54 % -0.72 % -0.63 % 0.4771 0.54 5.86 % Short Covering 47.42%30.57 2.4 0.16 %
15-Feb-21 1,497.70 1,499.15 948,175 1,006,400 0.11 % -6.42 % -6.11 % 0.4782 0.56 5.79 % Short Covering 84.70%150.49 1.45 0.1 %
12-Feb-21 1,494.90 1,497.45 1,013,200 1,071,850 -0.24 % -6.91 % -6.59 % 0.4794 0.52 5.47 % Long Windup 68.39%56.75 2.55 0.17 %
11-Feb-21 1,497.80 1,501.10 1,088,425 1,147,500 -0.12 % -3.07 % -2.77 % 0.4806 0.52 5.15 % Long Windup 67.43%69.57 3.3 0.22 %
10-Feb-21 1,501.00 1,502.90 1,122,850 1,180,225 -1.39 % -13.83 % -11.56 % 0.4818 0.53 4.86 % Long Windup 50.80%94.93 1.9 0.13 %
09-Feb-21 1,512.80 1,524.05 1,303,050 1,334,500 3.13 % 2.27 % 1.65 % 0.4826 0.48 2.36 % Long Buildup 69.06%137.18 11.25 0.74 %
08-Feb-21 1,473.00 1,477.85 1,274,150 1,312,825 0.61 % 1.42 % 1.28 % 0.4821 0.46 2.95 % Long Buildup 81.13%86.96 4.85 0.33 %
05-Feb-21 1,467.75 1,468.90 1,256,300 1,296,250 -0.19 % -1.50 % -1.36 % 0.4833 0.46 3.08 % Long Windup 60.22%69.34 1.15 0.08 %
04-Feb-21 1,470.25 1,471.75 1,275,425 1,314,100 2.21 % -5.18 % -4.63 % 0.4845 0.43 2.94 % Short Covering 60.03%63.00 1.5 0.1 %
03-Feb-21 1,436.40 1,439.90 1,345,125 1,377,850 3.32 % 1.64 % 1.82 % 0.4847 0.44 2.38 % Long Buildup 57.39%98.07 3.5 0.24 %
02-Feb-21 1,387.95 1,393.60 1,323,450 1,353,200 1.41 % 2.06 % 2.31 % 0.4839 0.35 2.20 % Long Buildup 63.12%155.46 5.65 0.41 %
01-Feb-21 1,365.35 1,374.20 1,296,675 1,322,600 3.87 % -1.23 % -0.92 % 0.4847 0.33 1.96 % Short Covering 46.98%94.22 8.85 0.65 %
29-Jan-21 1,315.50 1,323.00 1,312,825 1,334,925 -3.99 % 10.20 % 3.94 % 0.4832 0.37 1.66 % Short Buildup 72.96%128.60 7.5 0.57 %
28-Jan-21 1,371.25 1,378.05 1,191,275 1,284,350 -0.54 % 25.36 % 4.17 % 0.4813 0.45 - Short Buildup 63.63%78.21 6.8 0.5 %
27-Jan-21 1,378.80 1,385.50 950,300 1,232,925 -4.22 % 140.17 % 17.64 % 0.4824 0.41 - Short Buildup 60.25%127.91 6.7 0.49 %
25-Jan-21 1,438.25 1,446.55 395,675 1,048,050 -0.04 % 65.95 % 1.77 % 0.4799 0.74 - Short Buildup 51.23%45.16 8.3 0.58 %
22-Jan-21 1,438.95 1,447.10 238,425 1,029,775 -1.82 % 47.63 % 5.76 % 0.4812 0.86 - Short Buildup 70.46%95.98 8.15 0.57 %
21-Jan-21 1,462.85 1,474.00 161,500 973,675 -1.94 % 45.59 % 8.84 % 0.4818 2.00 - Short Buildup 61.93%78.50 11.15 0.76 %
20-Jan-21 1,494.90 1,503.20 110,925 894,625 -1.25 % 112.20 % 6.42 % 0.4822 1.00 - Short Buildup 36.38%87.45 8.3 0.56 %
19-Jan-21 1,510.00 1,522.25 52,275 840,650 -0.82 % 132.08 % 20.17 % 0.4832 - - Short Buildup 57.98%60.72 12.25 0.81 %
18-Jan-21 1,523.55 1,534.80 22,525 699,550 -1.42 % 65.63 % 2.24 % 0.4842 - - Short Buildup 43.21%21.52 11.25 0.74 %
15-Jan-21 1,550.85 1,556.85 13,600 684,250 -0.80 % 3.23 % -2.37 % 0.4849 - - Long Windup 43.37%23.41 6 0.39 %
14-Jan-21 1,554.70 1,569.40 13,175 700,825 0.28 % 47.62 % 0.43 % 0.4861 - - Long Buildup 66.38%30.87 14.7 0.95 %
13-Jan-21 1,549.00 1,565.00 8,925 697,850 -0.75 % -4.55 % 6.14 % 0.4872 - - Short Buildup 52.80%45.38 16 1.03 %
12-Jan-21 1,565.95 1,576.80 9,350 657,475 -3.29 % 29.41 % 12.10 % 0.4882 - - Short Buildup 62.24%44.05 10.85 0.69 %
11-Jan-21 1,609.70 1,630.50 7,225 586,500 0.68 % 30.77 % 0.29 % 0.4880 - - Long Buildup 51.31%44.85 20.8 1.29 %
08-Jan-21 1,605.15 1,619.45 5,525 584,800 0.90 % -7.14 % 4.16 % 0.4893 - - Long Buildup 57.35%66.24 14.3 0.89 %
07-Jan-21 1,571.20 1,604.95 5,950 561,425 0.00 % 0.00 % 4.76 % 0.4897 - - 41.58%38.47 33.75 2.15 %
06-Jan-21 1,611.70 1,604.95 5,950 535,925 1.58 % 27.27 % -4.03 % 0.4898 - - Short Covering 72.33%154.06 -6.75 -0.42 %
05-Jan-21 1,584.25 1,580.00 4,675 558,450 1.07 % 0.00 % -1.87 % 0.4905 - - Short Covering 65.45%80.47 -4.25 -0.27 %
04-Jan-21 1,549.45 1,563.25 4,675 569,075 2.37 % 22.22 % -0.45 % 0.4909 - - Short Covering 56.67%51.53 13.8 0.89 %
01-Jan-21 1,519.20 1,527.10 3,825 571,625 0.53 % 12.50 % 0.82 % 0.4916 - - Long Buildup 37.51%9.81 7.9 0.52 %
31-Dec-20 1,520.85 1,519.00 3,400 566,950 0.00 % 0.00 % -7.62 % 0.4928 - - 52.72%32.38 -1.85 -0.12 %
30-Dec-20 1,510.10 1,519.00 3,400 613,700 0.00 % 0.00 % -7.44 % 0.4940 - - 37.35%40.72 8.9 0.59 %
29-Dec-20 1,510.30 1,519.00 3,400 663,000 0.25 % 0.00 % -9.98 % 0.4952 - - Short Covering 53.02%34.05 8.7 0.58 %
28-Dec-20 1,497.65 1,515.15 3,400 736,525 4.13 % 14.29 % 1.40 % 0.4964 - - Long Buildup 45.05%42.28 17.5 1.17 %
24-Dec-20 1,484.05 1,455.00 2,975 726,325 0.00 % 0.00 % 2.40 % 0.4975 - - 46.03%40.33 -29.05 -1.96 %
23-Dec-20 1,458.20 1,455.00 2,975 709,325 0.00 % 0.00 % 15.02 % 0.4982 - - 66.10%57.36 -3.2 -0.22 %
22-Dec-20 1,457.80 1,455.00 2,975 616,675 -2.33 % 40.00 % -0.14 % 0.4995 - - Long Windup 65.42%59.42 -2.8 -0.19 %
21-Dec-20 1,432.70 1,489.65 2,125 617,525 0.00 % 0.00 % -3.71 % 0.4997 - - 64.11%61.35 56.95 3.98 %
18-Dec-20 1,461.45 1,489.65 2,125 641,325 0.52 % -16.67 % 4.14 % 0.5001 - - Long Buildup 69.60%80.82 28.2 1.93 %
17-Dec-20 1,477.55 1,482.00 2,550 615,825 -2.05 % 0.00 % 5.23 % 0.5012 - - Short Buildup 62.61%52.45 4.45 0.3 %
16-Dec-20 1,479.35 1,513.00 2,550 585,225 0.00 % 0.00 % -6.77 % 0.5024 - - 75.38%61.79 33.65 2.27 %
15-Dec-20 1,455.70 1,513.00 2,550 627,725 0.00 % 0.00 % 5.65 % 0.5033 - - 72.61%134.34 57.3 3.94 %
14-Dec-20 1,489.75 1,513.00 2,550 594,150 0.00 % 0.00 % -14.65 % 0.5038 - - 69.81%113.01 23.25 1.56 %
11-Dec-20 1,466.55 1,513.00 2,550 696,150 0.00 % 0.00 % -6.83 % 0.5048 - - 63.33%64.81 46.45 3.17 %
10-Dec-20 1,449.75 1,513.00 2,550 747,150 0.00 % 0.00 % 3.41 % 0.5059 - - 64.22%53.60 63.25 4.36 %
09-Dec-20 1,453.40 1,513.00 2,550 722,500 2.72 % 0.00 % 5.20 % 0.5072 - - Long Buildup 55.73%101.55 59.6 4.1 %
08-Dec-20 1,464.40 1,473.00 2,550 686,800 1.59 % 50.00 % -2.77 % 0.5083 - - Short Covering 64.61%50.53 8.6 0.59 %
07-Dec-20 1,442.75 1,450.00 1,700 706,350 -1.02 % 33.33 % -0.30 % 0.5092 - - Long Windup 59.83%44.45 7.25 0.5 %
04-Dec-20 1,450.25 1,465.00 1,275 708,475 -2.72 % 200.00 % 4.25 % 0.5104 - - Short Buildup 53.95%73.46 14.75 1.02 %
03-Dec-20 1,482.10 1,506.00 425 679,575 -0.26 % -50.00 % -7.09 % 0.5107 - - Long Windup 64.44%114.80 23.9 1.61 %
02-Dec-20 1,521.55 1,510.00 850 731,425 1.75 % 100.00 % -0.58 % 0.5111 - - Short Covering 47.46%74.78 -11.55 -0.76 %
01-Dec-20 1,471.15 1,484.00 425 735,675 0.00 % 0.00 % 5.48 % 0.5107 - - 60.16%97.58 12.85 0.87 %
 
 
Average Delivery Volume
On 25-Feb-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
64.65 Crore Rs. 53.48 Crore Rs. 64.60 Crore Rs. 57.20 Crore Rs. 74.35 Crore Rs. 82.87 Crore Rs. More details >>
Average Delivery Percentage
On 25-Feb-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
70.13 % 64.02 % 68.54 % 61.79 % 64.86 % 63.60 % More details >>
 
 
ICICIGI Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Feb-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1418.95 1444.7 1463.5 1489.25 1508.05 1533.8 1552.6
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1460.03 1471.16 1474.88 1478.59 1489.25 1486.01 1489.73 1493.44 1504.58
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1444.7 1461.72 1472.23 1489.25 1506.27 1516.78 1533.8
DeMark Pivot
Support 1 Pivot Point Resistance 1
1454.1 1484.55 1498.65