FnO Contract Details

Expiry:
Symbol:

ICICIPRULI analysis for the selected expiry [Apr-20] as on 08-Apr-20

ICICIPRULI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 360.00 368.55 334.40 340.65 NA -4.65 % NA NA
30-Apr-20 359.80 369.85 335.50 341.80 7,392,000 -4.68 % 0.02 % Short Buildup
28-May-20 361.25 361.25 334.30 341.40 18,000 -5.42 % 20.00 % Short Buildup
Cummulative NA NA NA NA 7,410,000 NA 0.06 % Short Buildup
ICICIPRULI Options OI PCR:  1.00   (Expiry : 30-Apr-20 )   PUT OI: 349,500   CALL OI: 348,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 124500 23.88% 6.90 -35.21% Short Buildup
500.00 88500 0.00% 0.50 -41.18% Short Buildup
350.00 30000 0.00% 19.05 -36.71% 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
400.00 124500 23.88% 6.90 -35.21% Short Buildup
370.00 16500 57.14% 14.35 -39.07% Short Buildup
380.00 4500 50.00% 15.75 -26.91% 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
360.00 28500 -9.52% 17.30 -33.97% 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
300.00 129000 2.38% 10.45 54.81% Long Buildup
320.00 75000 127.27% 16.35 50.69% Long Buildup
340.00 30000 150.00% 25.70 35.98% 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
320.00 75000 127.27% 16.35 50.69% Long Buildup
310.00 30000 233.33% 14.85 43.48% Long Buildup
340.00 30000 150.00% 25.70 35.98% 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
 
 
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 %
08-Apr-20 340.65 341.80 7,392,000 7,410,000 -4.68 % 0.02 % 0.06 % 1.4913 1.00 0.24 % Short Buildup 35.31%47.75 1.15 0.34 %
07-Apr-20 357.25 358.60 7,390,500 7,405,500 6.08 % 1.46 % 1.46 % 1.5206 0.82 0.20 % Long Buildup 37.37%40.86 1.35 0.38 %
03-Apr-20 338.90 338.05 7,284,000 7,299,000 -1.77 % 1.02 % 1.04 % 1.5423 - 0.21 % Short Buildup 38.08%44.33 -0.85 -0.25 %
01-Apr-20 342.60 344.15 7,210,500 7,224,000 -3.38 % -1.82 % -4.03 % 1.5889 0.96 0.19 % Long Windup 23.59%14.40 1.55 0.45 %
31-Mar-20 355.70 356.20 7,344,000 7,527,000 6.42 % 0.43 % 0.42 % 1.6304 0.96 2.43 % Long Buildup 29.49%29.07 0.5 0.14 %
30-Mar-20 333.60 334.70 7,312,500 7,495,500 4.24 % 1.25 % 1.17 % 1.6545 1.29 2.44 % Long Buildup 31.50%34.59 1.1 0.33 %
27-Mar-20 318.40 321.10 7,222,500 7,408,500 -3.43 % 3.10 % -6.42 % 1.6947 1.61 2.51 % Long Windup 37.03%60.10 2.7 0.85 %
26-Mar-20 329.30 332.50 7,005,000 7,917,000 3.50 % 6.74 % 0.78 % 1.7348 0.47 - Long Buildup 25.56%40.05 3.2 0.97 %
25-Mar-20 320.45 321.25 6,562,500 7,855,500 25.91 % 42.51 % -4.07 % 1.7846 0.21 - Short Covering 45.74%73.32 0.8 0.25 %
24-Mar-20 254.45 255.15 4,605,000 8,188,500 6.73 % 106.59 % -1.53 % 1.4611 0.20 - Short Covering 48.37%52.76 0.7 0.28 %
23-Mar-20 238.80 239.05 2,229,000 8,316,000 -21.94 % 167.27 % -4.27 % 1.4773 0.23 - Long Windup 46.77%25.41 0.25 0.1 %
20-Mar-20 304.20 306.25 834,000 8,686,500 8.75 % 127.87 % -0.48 % 0.9541 0.02 - Short Covering 46.27%61.66 2.05 0.67 %
19-Mar-20 281.55 281.60 366,000 8,728,500 -6.89 % 33.33 % -1.62 % 0.9105 0.02 - Long Windup 39.96%42.40 0.05 0.02 %
18-Mar-20 301.35 302.45 274,500 8,872,500 -9.82 % 36.57 % -1.27 % 0.8799 0.50 - Long Windup 36.73%39.28 1.1 0.37 %
17-Mar-20 335.60 335.40 201,000 8,986,500 -6.78 % 78.67 % 0.67 % 0.7441 0.50 - Short Buildup 35.66%26.50 -0.2 -0.06 %
16-Mar-20 359.65 359.80 112,500 8,926,500 -6.93 % 47.06 % 0.54 % 0.6910 0.50 - Short Buildup 34.94%24.45 0.15 0.04 %
13-Mar-20 382.90 386.60 76,500 8,878,500 3.00 % 10.87 % -3.32 % 0.6454 0.50 - Short Covering 40.74%52.39 3.7 0.97 %
12-Mar-20 371.95 375.35 69,000 9,183,000 -7.29 % 12.20 % -3.26 % 0.6507 0.50 - Long Windup 49.81%68.71 3.4 0.91 %
11-Mar-20 404.75 404.85 61,500 9,492,000 2.91 % 7.89 % -3.52 % 0.5354 0.50 - Short Covering 46.45%46.73 0.1 0.02 %
09-Mar-20 393.35 393.40 57,000 9,838,500 -5.39 % 2.70 % 0.21 % 0.5384 0.50 - Short Buildup 55.90%75.58 0.05 0.01 %
06-Mar-20 413.75 415.80 55,500 9,817,500 -4.69 % 0.00 % 10.07 % 0.4916 0.50 - Short Buildup 53.21%84.77 2.05 0.5 %
05-Mar-20 432.70 436.25 55,500 8,919,000 -2.94 % 12.12 % 3.16 % 0.4618 0.50 - Short Buildup 52.26%88.14 3.55 0.82 %
04-Mar-20 445.25 449.45 49,500 8,646,000 -1.68 % 6.45 % 2.87 % 0.4551 - - Short Buildup 50.78%48.75 4.2 0.94 %
03-Mar-20 455.65 457.15 46,500 8,404,500 0.42 % 0.00 % 1.06 % 0.4567 - - Long Buildup 41.51%35.16 1.5 0.33 %
02-Mar-20 455.50 455.25 46,500 8,316,000 -1.41 % -6.06 % 3.28 % 0.4705 - - Short Buildup 40.51%37.53 -0.25 -0.05 %
28-Feb-20 471.40 461.75 49,500 8,052,000 -4.41 % 65.00 % -3.71 % 0.4669 - - Long Windup 38.27%51.58 -9.65 -2.05 %
27-Feb-20 481.25 483.05 30,000 8,362,500 0.10 % 5.26 % -0.84 % 0.4563 - - Short Covering 45.77%31.58 1.8 0.37 %
26-Feb-20 475.65 482.55 28,500 8,433,000 0.13 % 375.00 % -2.87 % 0.4672 - - Short Covering 31.94%16.71 6.9 1.45 %
25-Feb-20 481.05 481.90 6,000 8,682,000 -2.65 % 33.33 % -4.83 % 0.4788 - - Long Windup 42.41%23.40 0.85 0.18 %
24-Feb-20 486.45 495.00 4,500 9,123,000 0.61 % 0.00 % 2.89 % 0.4909 - - Long Buildup 30.19%13.91 8.55 1.76 %
20-Feb-20 495.00 492.00 4,500 8,866,500 0.00 % 0.00 % -3.03 % 0.4993 - - 19.99%13.71 -3 -0.61 %
19-Feb-20 489.55 492.00 4,500 9,144,000 3.52 % -40.00 % 0.38 % 0.5122 - - Long Buildup 24.45%14.18 2.45 0.5 %
18-Feb-20 471.85 475.25 7,500 9,109,500 0.00 % 0.00 % 1.64 % 0.4975 - - 41.96%17.02 3.4 0.72 %
17-Feb-20 474.40 475.25 7,500 8,962,500 -2.81 % 150.00 % 1.07 % 0.5125 - - Short Buildup 43.71%16.49 0.85 0.18 %
14-Feb-20 481.30 489.00 3,000 8,868,000 0.00 % 0.00 % 1.01 % 0.5240 - - 42.16%12.74 7.7 1.6 %
13-Feb-20 479.10 489.00 3,000 8,779,500 0.00 % 0.00 % -0.65 % 0.5400 - - 49.24%28.96 9.9 2.07 %
12-Feb-20 480.35 489.00 3,000 8,836,500 0.00 % 0.00 % -2.58 % 0.5568 - - 49.21%29.80 8.65 1.8 %
11-Feb-20 482.20 489.00 3,000 9,070,500 0.82 % 0.00 % -0.28 % 0.5740 - - Short Covering 39.24%26.08 6.8 1.41 %
10-Feb-20 484.05 485.00 3,000 9,096,000 -2.91 % -33.33 % -0.88 % 0.5918 - - Long Windup 35.66%15.68 0.95 0.2 %
07-Feb-20 495.50 499.55 4,500 9,177,000 0.00 % 0.00 % 0.64 % 0.5998 - - 36.24%39.23 4.05 0.82 %
06-Feb-20 488.00 499.55 4,500 9,118,500 10.39 % 50.00 % -0.46 % 0.6163 - - Short Covering 62.11%139.42 11.55 2.37 %
05-Feb-20 477.30 452.55 3,000 9,160,500 0.00 % 0.00 % 0.00 % 0.6262 - - 66.00%128.66 -24.75 -5.19 %
04-Feb-20 470.25 452.55 3,000 9,160,500 0.68 % 100.00 % -7.37 % 0.6420 - - Short Covering 49.31%112.00 -17.7 -3.76 %
03-Feb-20 446.35 449.50 1,500 9,889,500 0.00 % 0.00 % -0.71 % 0.6215 - - 33.83%171.64 3.15 0.71 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
47.75 Crore Rs. 44.31 Crore Rs. 35.28 Crore Rs. 38.90 Crore Rs. 43.59 Crore Rs. 46.91 Crore Rs. More details >>
Average Delivery Percentage
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
35.31 % 36.82 % 33.90 % 32.78 % 37.99 % 40.46 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREDark Cloud Cover-
SPOTBearish Engulfing-
 
 
ICICIPRULI Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 09-Apr-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
293.9 314.7 328.25 349.05 362.6 383.4 396.95
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
324.63 333.21 336.08 338.94 349.05 344.66 347.53 350.39 358.98
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
314.7 327.82 335.93 349.05 362.17 370.28 383.4
DeMark Pivot
Support 1 Pivot Point Resistance 1
321.48 345.66 355.83
 
 
ICICIPRULI Result / Events
Date Description Status
21-Jan-20Financial ResultsCompleted
22-Oct-19Financial Results/DividendCompleted
24-Jul-19Financial ResultsCompleted
24-Apr-19Financial Results/DividendCompleted
22-Jan-19Financial ResultsCompleted