FnO Contract Details

Expiry:
Symbol:

ICICIPRULI analysis for the selected expiry [Apr-21] as on 19-Apr-21

ICICIPRULI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 449.00 454.50 432.85 452.05 NA 0.22 % NA NA
29-Apr-21 447.25 455.50 437.95 452.75 8,238,000 -0.13 % 0.79 % Short Buildup
27-May-21 441.55 456.95 441.55 452.75 193,500 -0.56 % 18.35 % Short Buildup
24-Jun-21 446.05 458.80 446.05 458.80 6,000 0.17 % 33.33 % Long Buildup
Cummulative NA NA NA NA 8,437,500 NA 1.15 % Long Buildup
ICICIPRULI Options OI PCR:  0.39   (Expiry : 29-Apr-21 )   PUT OI: 1,020,000   CALL OI: 2,622,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
480.00 645000 -5.49% 5.35 9.18% Short Covering
500.00 379500 2.43% 2.80 14.29% Long Buildup
450.00 366000 86.26% 15.45 4.75% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 366000 86.26% 15.45 4.75% Long Buildup
470.00 351000 43.56% 7.75 12.32% Long Buildup
520.00 109500 69.77% 1.65 22.22% Long Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
480.00 645000 -5.49% 5.35 9.18% Short Covering
475.00 31500 -25.00% 6.20 9.73% Short Covering
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 237000 6.76% 2.15 65.38% Long Buildup
430.00 195000 -2.26% 5.90 19.19% Short Covering
420.00 141000 13.25% 4.00 29.03% 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
420.00 141000 13.25% 4.00 29.03% Long Buildup
400.00 237000 6.76% 2.15 65.38% Long Buildup
445.00 25500 70.00% 9.90 3.13% 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
440.00 109500 -21.51% 8.50 10.39% Short Covering
450.00 132000 -5.38% 12.45 9.21% Short Covering
430.00 195000 -2.26% 5.90 19.19% Short Covering
 
 
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 %
19-Apr-21 452.05 452.75 8,238,000 8,437,500 -0.13 % 0.79 % 1.15 % 0.5328 0.39 2.36 % Short Buildup 24.86%15.49 0.7 0.15 %
16-Apr-21 451.05 453.35 8,173,500 8,341,500 -0.69 % 1.53 % 2.21 % 0.5341 0.45 2.01 % Short Buildup 60.80%104.88 2.3 0.51 %
15-Apr-21 456.00 456.50 8,050,500 8,161,500 -0.53 % 5.44 % 5.40 % 0.5353 0.60 1.36 % Short Buildup 29.72%21.59 0.5 0.11 %
13-Apr-21 458.90 458.95 7,635,000 7,743,000 3.37 % -1.18 % -1.05 % 0.5365 0.59 1.39 % Short Covering 46.94%42.27 0.05 0.01 %
12-Apr-21 443.70 444.00 7,726,500 7,825,500 -2.97 % -3.77 % -3.66 % 0.5360 0.58 1.27 % Long Windup 45.74%38.63 0.3 0.07 %
09-Apr-21 455.50 457.60 8,029,500 8,122,500 0.28 % 3.00 % 2.97 % 0.5361 0.62 1.14 % Long Buildup 45.23%28.40 2.1 0.46 %
08-Apr-21 454.85 456.30 7,795,500 7,888,500 -0.24 % -2.55 % -2.50 % 0.5375 0.65 1.18 % Long Windup 46.48%31.26 1.45 0.32 %
07-Apr-21 455.85 457.40 7,999,500 8,091,000 1.32 % -0.73 % -0.75 % 0.5388 0.63 1.13 % Short Covering 38.71%25.64 1.55 0.34 %
06-Apr-21 448.50 451.45 8,058,000 8,152,500 2.78 % 1.84 % 1.87 % 0.5397 0.64 1.16 % Long Buildup 26.77%17.06 2.95 0.66 %
05-Apr-21 436.70 439.25 7,912,500 8,002,500 -1.87 % 1.74 % 1.85 % 0.5399 0.65 1.12 % Short Buildup 44.36%48.90 2.55 0.58 %
01-Apr-21 444.35 447.60 7,777,500 7,857,000 0.27 % 2.65 % 2.61 % 0.5407 0.63 1.01 % Long Buildup 40.23%27.18 3.25 0.73 %
31-Mar-21 445.60 446.40 7,576,500 7,657,500 2.72 % -1.11 % 1.67 % 0.0000 0.61 1.06 % Long Buildup 48.86%72.90 0.8 0.18 %
30-Mar-21 431.75 434.60 7,444,500 7,531,500 0.72 % 2.54 % 2.70 % 0.5417 0.65 1.16 % Long Buildup 62.81%60.41 2.85 0.66 %
26-Mar-21 430.65 431.50 7,260,000 7,333,500 -0.05 % 4.36 % -1.69 % 0.5431 0.63 1.00 % Long Windup 52.43%46.59 0.85 0.2 %
25-Mar-21 430.05 431.70 6,957,000 7,459,500 -0.05 % 21.45 % -5.65 % 0.5444 0.66 - Long Windup 54.62%59.30 1.65 0.38 %
24-Mar-21 429.80 431.90 5,728,500 7,906,500 -1.67 % 32.51 % -6.46 % 0.5458 0.67 - Long Windup 66.10%56.73 2.1 0.49 %
23-Mar-21 435.95 439.25 4,323,000 8,452,500 -0.28 % 80.80 % -8.02 % 0.5468 0.67 - Long Windup 55.07%48.90 3.3 0.76 %
22-Mar-21 437.75 440.50 2,391,000 9,189,000 1.61 % 67.79 % -6.52 % 0.5482 0.59 - Short Covering 61.14%90.83 2.75 0.63 %
19-Mar-21 430.05 433.50 1,425,000 9,829,500 2.06 % 15.01 % -1.81 % 0.5490 0.69 - Short Covering 41.16%59.25 3.45 0.8 %
18-Mar-21 422.05 424.75 1,239,000 10,011,000 -1.47 % 26.30 % 2.63 % 0.5498 0.70 - Short Buildup 43.66%45.41 2.7 0.64 %
17-Mar-21 426.55 431.10 981,000 9,754,500 -3.84 % 81.16 % 9.33 % 0.5510 0.72 - Short Buildup 61.67%147.02 4.55 1.07 %
16-Mar-21 443.90 448.30 541,500 8,922,000 -1.44 % 24.91 % 1.05 % 0.5497 1.95 - Short Buildup 54.39%45.37 4.4 0.99 %
15-Mar-21 450.25 454.85 433,500 8,829,000 -2.29 % 71.01 % 13.87 % 0.5508 2.22 - Short Buildup 55.52%207.63 4.6 1.02 %
12-Mar-21 461.80 465.50 253,500 7,753,500 -4.71 % 152.24 % 8.91 % 0.5511 6.38 - Short Buildup 46.90%134.28 3.7 0.8 %
10-Mar-21 484.00 488.50 100,500 7,119,000 -0.31 % 4.69 % -2.69 % 0.5488 2.00 - Long Windup 51.84%40.58 4.5 0.93 %
09-Mar-21 486.20 490.00 96,000 7,315,500 1.24 % -3.03 % 1.80 % 0.5502 1.88 - Long Buildup 42.27%85.06 3.8 0.78 %
08-Mar-21 479.05 484.00 99,000 7,186,500 -0.99 % 6.45 % 9.53 % 0.5512 1.88 - Short Buildup 58.63%67.21 4.95 1.03 %
05-Mar-21 483.50 488.85 93,000 6,561,000 -2.48 % 0.00 % 3.16 % 0.5524 3.00 - Short Buildup 45.88%39.43 5.35 1.11 %
04-Mar-21 497.65 501.30 93,000 6,360,000 1.23 % 1.64 % -1.44 % 0.5524 3.00 - Short Covering 56.10%84.09 3.65 0.73 %
03-Mar-21 490.20 495.20 91,500 6,453,000 2.89 % 12.96 % -2.98 % 0.5534 3.25 - Short Covering 65.30%99.75 5 1.02 %
02-Mar-21 477.15 481.30 81,000 6,651,000 1.40 % 3.85 % -2.55 % 0.5536 3.67 - Short Covering 53.76%35.63 4.15 0.87 %
01-Mar-21 472.15 474.65 78,000 6,825,000 1.74 % 4.00 % -6.97 % 0.5548 11.00 - Short Covering 48.62%48.26 2.5 0.53 %
26-Feb-21 461.55 466.55 75,000 7,336,500 -3.15 % 19.05 % 1.26 % 0.5554 11.00 - Short Buildup 56.20%75.27 5 1.08 %
25-Feb-21 477.65 481.70 63,000 7,245,000 0.35 % 40.00 % -22.57 % 0.5548 9.00 - Short Covering 40.89%55.55 4.05 0.85 %
24-Feb-21 477.60 480.00 45,000 9,357,000 2.56 % 7.14 % -3.14 % 0.5562 - - Short Covering 53.68%32.02 2.4 0.5 %
23-Feb-21 470.90 468.00 42,000 9,660,000 0.27 % 7.69 % 4.04 % 0.5573 - - Long Buildup 38.29%51.13 -2.9 -0.62 %
22-Feb-21 465.75 466.75 39,000 9,285,000 -3.96 % 36.84 % 16.20 % 0.5585 - - Short Buildup 40.21%38.11 1 0.21 %
19-Feb-21 485.45 486.00 28,500 7,990,500 -0.61 % 0.00 % -1.42 % 0.5571 - - Long Windup 42.67%66.10 0.55 0.11 %
18-Feb-21 486.20 489.00 28,500 8,106,000 -2.98 % 11.76 % -3.36 % 0.5585 - - Long Windup 49.57%51.21 2.8 0.58 %
17-Feb-21 488.30 504.00 25,500 8,388,000 2.02 % 0.00 % -4.69 % 0.5598 - - Short Covering 33.21%39.46 15.7 3.22 %
16-Feb-21 490.75 494.00 25,500 8,800,500 0.80 % -5.56 % -6.78 % 0.5612 - - Short Covering 48.58%47.43 3.25 0.66 %
15-Feb-21 486.35 490.10 27,000 9,441,000 0.26 % 0.00 % -1.73 % 0.5625 - - Short Covering 34.75%22.94 3.75 0.77 %
12-Feb-21 487.25 488.85 27,000 9,607,500 -1.57 % -5.26 % -3.22 % 0.5639 - - Long Windup 37.60%60.06 1.6 0.33 %
11-Feb-21 491.25 496.65 28,500 9,927,000 3.05 % 26.67 % 3.96 % 0.5652 - - Long Buildup 50.96%154.56 5.4 1.1 %
10-Feb-21 476.15 481.95 22,500 9,549,000 0.14 % 0.00 % 8.23 % 0.5650 - - Long Buildup 62.50%136.77 5.8 1.22 %
09-Feb-21 476.85 481.30 22,500 8,823,000 -0.15 % 7.14 % 2.89 % 0.5664 - - Short Buildup 36.37%47.24 4.45 0.93 %
08-Feb-21 476.80 482.00 21,000 8,575,500 1.08 % 16.67 % 1.49 % 0.5679 - - Long Buildup 50.93%60.69 5.2 1.09 %
05-Feb-21 472.35 476.85 18,000 8,449,500 -1.07 % 33.33 % 5.03 % 0.5691 - - Short Buildup 37.22%38.61 4.5 0.95 %
04-Feb-21 476.60 482.00 13,500 8,044,500 -1.23 % 28.57 % 20.49 % 0.5704 - - Short Buildup 60.84%142.62 5.4 1.13 %
03-Feb-21 478.50 488.00 10,500 6,676,500 1.68 % 40.00 % 5.40 % 0.5718 - - Long Buildup 55.88%170.56 9.5 1.99 %
02-Feb-21 475.00 479.95 7,500 6,334,500 -3.81 % 150.00 % 6.88 % 0.5732 - - Short Buildup 60.25%177.67 4.95 1.04 %
01-Feb-21 489.45 498.95 3,000 5,926,500 3.09 % 100.00 % 20.75 % 0.5732 - - Long Buildup 42.15%132.27 9.5 1.94 %
29-Jan-21 481.00 484.00 1,500 4,908,000 0.00 % 0.00 % 7.28 % 0.5741 - - 59.36%81.73 3 0.62 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
15.49 Crore Rs. 47.32 Crore Rs. 44.57 Crore Rs. 38.52 Crore Rs. 41.12 Crore Rs. 51.84 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
24.86 % 46.23 % 46.27 % 45.46 % 45.95 % 50.24 % More details >>
 
 
ICICIPRULI Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
424.41 431.18 441.96 448.73 459.51 466.28 477.06
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
443.98 448.36 449.83 451.29 448.73 454.21 455.68 457.14 461.53
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
431.18 437.88 442.03 448.73 455.43 459.58 466.28
DeMark Pivot
Support 1 Pivot Point Resistance 1
445.35 450.43 462.9
 
 
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