FnO Contract Details

Expiry:
Symbol:

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

ICICIGI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,480.00 1,495.00 1,436.50 1,450.25 NA -2.15 % NA NA
31-Dec-20 1,491.55 1,502.60 1,441.30 1,458.00 698,275 -2.25 % 3.66 % Short Buildup
28-Jan-21 1,499.10 1,499.10 1,447.75 1,465.20 8,925 -1.99 % 61.54 % Short Buildup
25-Feb-21 1,496.65 1,496.65 1,465.00 1,465.00 1,275 -2.72 % 200.00 % Short Buildup
Cummulative NA NA NA NA 708,475 NA 4.25 % Short Buildup
ICICIGI Options OI PCR:  0.25   (Expiry : 31-Dec-20 )   PUT OI: 35,275   CALL OI: 143,225 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 60350 108.82% 34.40 -31.68% Short Buildup
1520.00 24225 11.76% 27.85 -33.77% Short Buildup
1600.00 16575 14.71% 11.85 -41.04% 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
1500.00 60350 108.82% 34.40 -31.68% Short Buildup
1460.00 5100 140.00% 51.90 -27.92% Short Buildup
1520.00 24225 11.76% 27.85 -33.77% 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
1400.00 14025 -8.33% 81.65 -22.20% Long Windup
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 19550 84.00% 26.05 38.56% Long Buildup
1500.00 5950 7.69% 75.80 31.60% Long Buildup
1300.00 5525 0.00% 6.00 48.15% 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
1400.00 19550 84.00% 26.05 38.56% Long Buildup
1440.00 2125 25.00% 47.85 48.37% Long Buildup
1500.00 5950 7.69% 75.80 31.60% 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
None
None
None
 
 
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 %
04-Dec-20 1,450.25 1,458.00 698,275 708,475 -2.25 % 3.66 % 4.25 % 0.5104 0.25 1.44 % Short Buildup 53.95%73.46 7.75 0.53 %
03-Dec-20 1,482.10 1,491.55 673,625 679,575 -2.17 % -7.20 % -7.09 % 0.5107 0.25 0.88 % Long Windup 64.44%114.80 9.45 0.64 %
02-Dec-20 1,521.55 1,524.70 725,900 731,425 3.11 % -0.70 % -0.58 % 0.5111 0.24 0.76 % Short Covering 47.46%74.78 3.15 0.21 %
01-Dec-20 1,471.15 1,478.65 731,000 735,675 1.68 % 5.20 % 5.48 % 0.5107 0.19 0.64 % Long Buildup 60.16%97.58 7.5 0.51 %
27-Nov-20 1,451.40 1,454.25 694,875 697,425 -0.55 % 8.49 % 0.80 % 0.5115 0.09 0.37 % Short Buildup 58.82%132.95 2.85 0.2 %
26-Nov-20 1,457.05 1,462.35 640,475 691,900 5.18 % 33.96 % 21.40 % 0.5128 0.06 - Long Buildup 32.18%125.64 5.3 0.36 %
25-Nov-20 1,382.85 1,390.30 478,125 569,925 0.91 % 61.87 % 3.47 % 0.5095 0.02 - Long Buildup 63.23%73.30 7.45 0.54 %
24-Nov-20 1,372.25 1,377.80 295,375 550,800 1.50 % 161.28 % 12.21 % 0.5107 - - Long Buildup 75.74%91.43 5.55 0.4 %
23-Nov-20 1,352.85 1,357.50 113,050 490,875 -0.25 % 45.36 % -3.10 % 0.5115 - - Long Windup 60.37%46.40 4.65 0.34 %
20-Nov-20 1,356.30 1,360.90 77,775 506,600 4.56 % 8.28 % 13.09 % 0.5127 - - Long Buildup 46.07%67.74 4.6 0.34 %
19-Nov-20 1,296.45 1,301.60 71,825 447,950 -1.10 % 27.07 % -2.86 % 0.5097 - - Long Windup 59.14%69.25 5.15 0.4 %
18-Nov-20 1,311.25 1,316.05 56,525 461,125 -1.24 % 11.76 % 0.37 % 0.5105 - - Short Buildup 62.09%62.68 4.8 0.37 %
17-Nov-20 1,329.20 1,332.55 50,575 459,425 1.96 % 48.75 % 0.46 % 0.5115 - - Long Buildup 49.62%62.81 3.35 0.25 %
14-Nov-20 1,295.90 1,306.90 34,000 457,300 -0.38 % 3.90 % -1.82 % 0.5114 - - Long Windup 59.06%3.22 11 0.85 %
13-Nov-20 1,297.30 1,311.90 32,725 465,800 3.38 % 5.48 % 93.30 % 0.5126 - - Long Buildup 56.65%66.45 14.6 1.13 %
12-Nov-20 1,259.35 1,269.00 31,025 240,975 0.32 % 0.00 % 16.91 % 0.5123 - - Long Buildup 55.59%38.26 9.65 0.77 %
11-Nov-20 1,265.35 1,265.00 31,025 206,125 0.00 % 0.00 % 13.85 % 0.5135 - - 79.13%135.30 -0.35 -0.03 %
10-Nov-20 1,269.25 1,265.00 31,025 181,050 0.00 % 0.00 % 3.90 % 0.5148 - - 76.78%79.47 -4.25 -0.33 %
09-Nov-20 1,271.30 1,265.00 31,025 174,250 -0.63 % 1.39 % 6.22 % 0.5161 - - Short Buildup 62.52%40.49 -6.3 -0.5 %
06-Nov-20 1,260.45 1,273.00 30,600 164,050 1.92 % 132.26 % 22.54 % 0.5172 - - Long Buildup 65.67%35.80 12.55 1 %
05-Nov-20 1,243.65 1,249.00 13,175 133,875 -0.75 % 181.82 % 6.06 % 0.5182 - - Short Buildup 62.96%42.18 5.35 0.43 %
04-Nov-20 1,231.30 1,258.50 4,675 126,225 0.00 % 0.00 % -2.94 % 0.5193 - - 63.73%21.58 27.2 2.21 %
03-Nov-20 1,226.15 1,258.50 4,675 130,050 1.59 % 1000.00 % 22.40 % 0.5206 - - Long Buildup 56.58%30.90 32.35 2.64 %
02-Nov-20 1,225.05 1,238.80 425 106,250 0.00 % 0.00 % 89.39 % 0.5219 - - 75.29%50.38 13.75 1.12 %
30-Oct-20 1,236.00 1,238.80 425 56,100 0.00 % 0.00 % 0.00 % 0.5231 - - 69.62%85.37 2.8 0.23 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
73.46 Crore Rs. 87.68 Crore Rs. 98.71 Crore Rs. 97.99 Crore Rs. 84.06 Crore Rs. 73.05 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 >>
53.95 % 55.80 % 57.43 % 52.87 % 53.32 % 57.07 % More details >>
 
 
ICICIGI 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
1370.7 1406 1432 1467.3 1493.3 1528.6 1554.6
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1427.35 1442.68 1447.78 1452.89 1467.3 1463.11 1468.22 1473.33 1488.65
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1406 1429.42 1443.88 1467.3 1490.72 1505.18 1528.6
DeMark Pivot
Support 1 Pivot Point Resistance 1
1419 1460.8 1480.3