FnO Contract Details

Expiry:
Symbol:

ICICIPRULI analysis for the selected expiry [Jan-21] as on 15-Jan-21

ICICIPRULI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 512.60 524.00 497.80 499.70 NA -1.82 % NA NA
28-Jan-21 514.70 524.00 499.05 502.00 4,593,000 -1.89 % 8.58 % Short Buildup
25-Feb-21 520.00 523.55 502.75 503.60 115,500 -1.83 % 48.08 % Short Buildup
25-Mar-21 520.00 523.50 503.00 503.00 18,000 -1.76 % 50.00 % Short Buildup
Cummulative NA NA NA NA 4,726,500 NA 9.41 % Short Buildup
ICICIPRULI Options OI PCR:  0.39   (Expiry : 28-Jan-21 )   PUT OI: 766,500   CALL OI: 1,941,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
530.00 378000 22.33% 11.15 -11.16% Short Buildup
520.00 373500 39.89% 14.15 -12.92% Short Buildup
550.00 276000 -13.21% 6.70 -9.46% 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
520.00 373500 39.89% 14.15 -12.92% Short Buildup
530.00 378000 22.33% 11.15 -11.16% Short Buildup
510.00 100500 71.79% 17.75 -17.44% 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
540.00 246000 -17.59% 8.65 -11.73% Long Windup
550.00 276000 -13.21% 6.70 -9.46% Long Windup
600.00 181500 -6.20% 1.50 -11.76% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 171000 9.62% 20.60 48.20% Long Buildup
480.00 118500 16.18% 12.50 66.67% Long Buildup
450.00 109500 17.74% 4.70 100.00% 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
470.00 94500 23.53% 9.30 63.16% Long Buildup
450.00 109500 17.74% 4.70 100.00% Long Buildup
480.00 118500 16.18% 12.50 66.67% 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
510.00 36000 -11.11% 26.05 33.59% Short Covering
530.00 6000 -20.00% 32.25 4.03% Short Covering
None
 
 
ICICIPRULI 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 %
15-Jan-21 499.70 502.00 4,593,000 4,726,500 -1.89 % 8.58 % 9.41 % 0.5847 0.39 2.82 % Short Buildup 31.58%55.02 2.3 0.46 %
14-Jan-21 508.95 511.65 4,230,000 4,320,000 0.02 % 0.11 % 0.24 % 0.5856 0.38 2.08 % Long Buildup 48.60%40.17 2.7 0.53 %
13-Jan-21 509.70 511.55 4,225,500 4,309,500 -2.39 % 4.33 % 4.55 % 0.5871 0.39 1.95 % Short Buildup 23.54%23.36 1.85 0.36 %
12-Jan-21 521.65 524.10 4,050,000 4,122,000 -0.52 % -1.21 % -0.94 % 0.5877 0.38 1.75 % Long Windup 30.77%11.61 2.45 0.47 %
11-Jan-21 526.15 526.85 4,099,500 4,161,000 0.04 % -1.16 % -0.50 % 0.5891 0.38 1.48 % Short Covering 33.41%46.03 0.7 0.13 %
08-Jan-21 525.90 526.65 4,147,500 4,182,000 2.98 % -3.46 % -3.66 % 0.5906 0.46 0.82 % Short Covering 34.67%60.52 0.75 0.14 %
07-Jan-21 509.70 511.40 4,296,000 4,341,000 -0.24 % 0.46 % 0.56 % 0.5905 0.40 1.04 % Short Buildup 55.82%36.75 1.7 0.33 %
06-Jan-21 510.40 512.65 4,276,500 4,317,000 0.58 % -7.10 % -7.01 % 0.5920 0.39 0.94 % Short Covering 44.14%56.33 2.25 0.44 %
05-Jan-21 507.50 509.70 4,603,500 4,642,500 0.63 % 5.54 % 5.92 % 0.5934 0.28 0.84 % Long Buildup 43.63%63.66 2.2 0.43 %
04-Jan-21 503.90 506.50 4,362,000 4,383,000 1.01 % 5.36 % 5.45 % 0.5949 0.31 0.48 % Long Buildup 52.04%53.64 2.6 0.52 %
01-Jan-21 498.70 501.45 4,140,000 4,156,500 0.31 % 2.49 % -2.64 % 0.5962 0.34 0.40 % Short Covering 31.46%6.38 2.75 0.55 %
31-Dec-20 498.85 499.90 4,039,500 4,269,000 -0.30 % 14.69 % -4.01 % 0.5977 0.34 - Long Windup 47.12%23.73 1.05 0.21 %
30-Dec-20 498.75 501.40 3,522,000 4,447,500 -0.33 % 73.80 % -8.26 % 0.5992 0.38 - Long Windup 27.74%10.56 2.65 0.53 %
29-Dec-20 499.95 503.05 2,026,500 4,848,000 -0.11 % 53.87 % 1.00 % 0.6007 0.33 - Short Buildup 41.10%17.05 3.1 0.62 %
28-Dec-20 500.95 503.60 1,317,000 4,800,000 0.88 % 92.97 % 6.21 % 0.6022 0.29 - Long Buildup 22.74%13.45 2.65 0.53 %
24-Dec-20 496.15 499.20 682,500 4,519,500 2.48 % 193.55 % 9.33 % 0.6035 0.65 - Long Buildup 30.65%57.22 3.05 0.61 %
23-Dec-20 484.75 487.10 232,500 4,134,000 0.62 % 138.46 % 7.49 % 0.6042 4.43 - Long Buildup 38.31%29.00 2.35 0.48 %
22-Dec-20 482.50 484.10 97,500 3,846,000 2.95 % -10.96 % -4.86 % 0.6057 5.00 - Short Covering 51.60%54.36 1.6 0.33 %
21-Dec-20 469.20 470.25 109,500 4,042,500 -2.79 % 35.19 % -3.34 % 0.6061 5.80 - Long Windup 52.15%51.34 1.05 0.22 %
18-Dec-20 482.55 483.75 81,000 4,182,000 -0.26 % 14.89 % 0.94 % 0.6064 5.80 - Short Buildup 53.22%47.65 1.2 0.25 %
17-Dec-20 482.15 485.00 70,500 4,143,000 -0.40 % 0.00 % -3.60 % 0.6079 14.50 - Long Windup 39.34%22.39 2.85 0.59 %
16-Dec-20 486.25 486.95 70,500 4,297,500 0.81 % 11.90 % 0.32 % 0.6093 14.50 - Long Buildup 68.69%77.82 0.7 0.14 %
15-Dec-20 480.15 483.05 63,000 4,284,000 -1.59 % 10.53 % -0.42 % 0.6106 14.50 - Long Windup 47.71%97.56 2.9 0.6 %
14-Dec-20 490.25 490.85 57,000 4,302,000 -0.57 % 11.76 % -0.59 % 0.6115 13.00 - Long Windup 44.21%18.54 0.6 0.12 %
11-Dec-20 498.65 493.65 51,000 4,327,500 -1.58 % -20.93 % -14.11 % 0.6126 13.00 - Long Windup 57.73%77.07 -5 -1 %
10-Dec-20 496.55 501.55 64,500 5,038,500 2.17 % -12.24 % -9.70 % 0.6141 13.00 - Short Covering 59.91%118.80 5 1.01 %
09-Dec-20 486.85 490.90 73,500 5,580,000 0.31 % 4.26 % -14.46 % 0.6150 26.00 - Short Covering 40.06%35.13 4.05 0.83 %
08-Dec-20 483.30 489.40 70,500 6,523,500 1.12 % 42.42 % 4.22 % 0.6165 26.00 - Long Buildup 46.88%43.12 6.1 1.26 %
07-Dec-20 482.25 484.00 49,500 6,259,500 1.06 % 26.92 % 4.53 % 0.6180 26.00 - Long Buildup 38.75%58.39 1.75 0.36 %
04-Dec-20 476.20 478.90 39,000 5,988,000 -0.03 % -3.70 % 0.50 % 0.6194 27.00 - Short Buildup 38.90%17.60 2.7 0.57 %
03-Dec-20 477.45 479.05 40,500 5,958,000 2.08 % 58.82 % -3.22 % 0.6209 27.00 - Short Covering 43.94%40.19 1.6 0.34 %
02-Dec-20 467.60 469.30 25,500 6,156,000 2.38 % 54.55 % -6.09 % 0.6218 25.00 - Short Covering 33.87%95.17 1.7 0.36 %
01-Dec-20 457.35 458.40 16,500 6,555,000 3.02 % -15.38 % -5.39 % 0.6227 - - Short Covering 61.99%67.15 1.05 0.23 %
27-Nov-20 441.70 444.95 19,500 6,928,500 -1.72 % 44.44 % -9.41 % 0.6224 - - Long Windup 43.87%61.32 3.25 0.74 %
26-Nov-20 454.40 452.75 13,500 7,648,500 -1.04 % 125.00 % -1.79 % 0.6228 - - Long Windup 27.73%17.61 -1.65 -0.36 %
25-Nov-20 447.80 457.50 6,000 7,788,000 0.05 % 0.00 % 1.31 % 0.6241 - - Long Buildup 42.10%49.89 9.7 2.17 %
24-Nov-20 449.35 457.25 6,000 7,687,500 0.00 % 0.00 % -5.95 % 0.6256 - - 45.62%40.81 7.9 1.76 %
23-Nov-20 453.25 457.25 6,000 8,173,500 -0.16 % 100.00 % 5.07 % 0.6271 - - Short Buildup 37.65%17.57 4 0.88 %
20-Nov-20 453.60 458.00 3,000 7,779,000 0.00 % 0.00 % -1.03 % 0.6286 - - 44.48%33.49 4.4 0.97 %
 
 
Average Delivery Volume
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
55.02 Crore Rs. 39.52 Crore Rs. 35.24 Crore Rs. 41.22 Crore Rs. 37.52 Crore Rs. 37.15 Crore Rs. More details >>
Average Delivery Percentage
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
31.58 % 33.28 % 33.14 % 36.67 % 38.83 % 39.71 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Engulfing-
 
 
ICICIPRULI Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 18-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
467.75 483.4 492.7 508.35 517.65 533.3 542.6
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
489.53 495.76 497.84 499.92 508.35 504.08 506.16 508.24 514.48
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
483.4 492.93 498.82 508.35 517.88 523.77 533.3
DeMark Pivot
Support 1 Pivot Point Resistance 1
488.05 506.03 513
 
 
ICICIPRULI Result / Events
Date Description Status
21-Jul-20Financial ResultsCompleted
21-Apr-20Financial Results/DividendCompleted
21-Jan-20Financial ResultsCompleted
22-Oct-19Financial Results/DividendCompleted
24-Jul-19Financial ResultsCompleted
24-Apr-19Financial Results/DividendCompleted
22-Jan-19Financial ResultsCompleted