FnO Contract Details

Expiry:
Symbol:

ICICIPRULI analysis for the selected expiry [Jul-20] as on 02-Jul-20

ICICIPRULI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 421.70 426.95 420.50 425.40 NA 1.37 % NA NA
30-Jul-20 423.70 427.60 420.00 425.65 7,119,000 1.22 % -0.17 % Short Covering
27-Aug-20 424.30 425.75 421.00 425.75 25,500 1.43 % 6.25 % Long Buildup
Cummulative NA NA NA NA 7,144,500 NA -0.15 % Short Covering
ICICIPRULI Options OI PCR:  0.52   (Expiry : 30-Jul-20 )   PUT OI: 748,500   CALL OI: 1,437,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
420.00 333000 2.30% 20.80 10.05% Long Buildup
450.00 240000 -12.09% 8.75 4.79% Short Covering
430.00 186000 -20.51% 16.10 9.90% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
420.00 333000 2.30% 20.80 10.05% Long Buildup
470.00 48000 6.67% 4.40 -1.12% Short Buildup
480.00 40500 8.00% 3.15 3.28% 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
430.00 186000 -20.51% 16.10 9.90% Short Covering
450.00 240000 -12.09% 8.75 4.79% Short Covering
460.00 135000 -7.22% 6.50 17.12% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
360.00 121500 0.00% 2.30 0.00%
380.00 118500 -5.95% 3.85 -23.00% Long Windup
420.00 91500 38.64% 15.15 -18.55% Short 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 91500 38.64% 15.15 -18.55% Short Buildup
400.00 85500 21.28% 7.85 -22.66% Short Buildup
390.00 67500 25.00% 5.45 -23.24% Short 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
380.00 118500 -5.95% 3.85 -23.00% Long Windup
410.00 63000 -6.67% 10.95 -19.78% Long Windup
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 %
02-Jul-20 425.40 425.65 7,119,000 7,144,500 1.22 % -0.17 % -0.15 % 0.7578 0.52 0.36 % Short Covering 28.81%10.11 0.25 0.06 %
01-Jul-20 419.65 420.50 7,131,000 7,155,000 -0.94 % -0.65 % -0.63 % 0.7594 0.46 0.34 % Long Windup 28.62%16.07 0.85 0.2 %
30-Jun-20 425.80 424.50 7,177,500 7,200,000 3.41 % 1.66 % 1.65 % 0.7611 0.48 0.31 % Long Buildup 39.61%45.43 -1.3 -0.31 %
29-Jun-20 410.35 410.50 7,060,500 7,083,000 -2.83 % 0.45 % 0.53 % 0.7614 0.45 0.32 % Short Buildup 57.13%61.83 0.15 0.04 %
26-Jun-20 423.35 422.45 7,029,000 7,045,500 -1.56 % -0.02 % -5.74 % 0.7621 0.45 0.23 % Long Windup 38.60%22.58 -0.9 -0.21 %
25-Jun-20 428.25 429.15 7,030,500 7,474,500 0.07 % 3.33 % -8.82 % 0.7639 0.30 - Short Covering 31.46%33.35 0.9 0.21 %
24-Jun-20 430.65 428.85 6,804,000 8,197,500 0.26 % 14.40 % -3.03 % 0.7657 0.33 - Short Covering 43.44%78.57 -1.8 -0.42 %
23-Jun-20 426.95 427.75 5,947,500 8,454,000 4.88 % 153.03 % -8.06 % 0.7676 0.26 - Short Covering 20.29%45.07 0.8 0.19 %
22-Jun-20 407.00 407.85 2,350,500 9,195,000 5.05 % 173.00 % -4.70 % 0.7668 0.59 - Short Covering 24.98%40.10 0.85 0.21 %
19-Jun-20 391.60 388.25 861,000 9,648,000 -0.65 % 88.20 % 12.37 % 0.7669 - - Short Buildup 38.47%52.12 -3.35 -0.86 %
18-Jun-20 394.40 390.80 457,500 8,586,000 -0.41 % 235.16 % 6.89 % 0.7688 2.13 - Short Buildup 43.15%34.29 -3.6 -0.91 %
17-Jun-20 396.45 392.40 136,500 8,032,500 0.24 % 8.33 % -0.09 % 0.7707 2.80 - Short Covering 33.38%19.11 -4.05 -1.02 %
16-Jun-20 395.45 391.45 126,000 8,040,000 0.54 % 6.33 % -2.44 % 0.7726 2.00 - Short Covering 32.99%29.55 -4 -1.01 %
15-Jun-20 391.10 389.35 118,500 8,241,000 -3.39 % 21.54 % 0.31 % 0.7744 8.00 - Short Buildup 29.94%22.15 -1.75 -0.45 %
12-Jun-20 400.95 403.00 97,500 8,215,500 2.19 % 16.07 % -2.00 % 0.7756 - - Short Covering 35.30%31.71 2.05 0.51 %
11-Jun-20 395.35 394.35 84,000 8,383,500 -0.45 % 1.82 % -2.94 % 0.7773 - - Long Windup 45.24%46.32 -1 -0.25 %
10-Jun-20 396.95 396.15 82,500 8,637,000 0.33 % 0.00 % -2.65 % 0.7792 - - Short Covering 45.55%40.79 -0.8 -0.2 %
09-Jun-20 393.70 394.85 82,500 8,872,500 0.14 % 3.77 % -3.21 % 0.7811 - - Short Covering 31.60%43.86 1.15 0.29 %
08-Jun-20 397.85 394.30 79,500 9,166,500 1.49 % 0.00 % 0.10 % 0.7829 - - Long Buildup 33.05%69.43 -3.55 -0.89 %
05-Jun-20 387.55 388.50 79,500 9,157,500 1.32 % -13.11 % 0.81 % 0.7841 - - Long Buildup 34.48%23.59 0.95 0.25 %
04-Jun-20 382.65 383.45 91,500 9,084,000 -0.69 % 29.79 % -2.95 % 0.7859 - - Long Windup 63.42%107.96 0.8 0.21 %
03-Jun-20 385.00 386.10 70,500 9,360,000 1.37 % 51.61 % 2.65 % 0.7878 - - Long Buildup 65.91%269.98 1.1 0.29 %
02-Jun-20 380.40 380.90 46,500 9,118,500 -1.47 % -6.06 % 0.05 % 0.7896 - - Short Buildup 34.87%23.84 0.5 0.13 %
01-Jun-20 383.90 386.60 49,500 9,114,000 -0.23 % 106.25 % -1.83 % 0.7915 - - Long Windup 44.78%58.82 2.7 0.7 %
29-May-20 393.10 387.50 24,000 9,283,500 5.85 % 23.08 % -3.27 % 0.8747 - - Short Covering 37.88%78.26 -5.6 -1.42 %
28-May-20 367.70 366.10 19,500 9,597,000 4.36 % 18.18 % -2.93 % 0.8522 - - Short Covering 32.08%31.71 -1.6 -0.44 %
27-May-20 353.90 350.80 16,500 9,886,500 1.67 % 22.22 % 2.86 % 0.8608 - - Long Buildup 41.78%63.89 -3.1 -0.88 %
26-May-20 347.35 345.05 13,500 9,612,000 -1.50 % 28.57 % 4.50 % 0.8834 - - Short Buildup 52.55%82.18 -2.3 -0.66 %
22-May-20 345.05 350.30 10,500 9,198,000 -1.89 % 133.33 % 15.59 % 0.9083 - - Short Buildup 39.12%- 5.25 1.52 %
21-May-20 362.25 357.05 4,500 7,957,500 -7.10 % 200.00 % 6.36 % 0.8981 - - Short Buildup 63.56%103.62 -5.2 -1.44 %
20-May-20 364.05 384.35 1,500 7,482,000 0.00 % 0.00 % 1.61 % 0.9257 - - 64.96%77.04 20.3 5.58 %
19-May-20 359.85 384.35 1,500 7,363,500 0.00 % 0.00 % -0.97 % 0.9532 - - 29.97%17.59 24.5 6.81 %
18-May-20 358.85 384.35 1,500 7,435,500 0.00 % 0.00 % -0.16 % 0.9829 - - 38.97%30.80 25.5 7.11 %
15-May-20 384.85 384.35 1,500 7,447,500 0.00 % 0.00 % 1.60 % 0.9539 - - 39.96%34.14 -0.5 -0.13 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
10.11 Crore Rs. 23.87 Crore Rs. 31.20 Crore Rs. 39.13 Crore Rs. 37.55 Crore Rs. 41.62 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
28.81 % 34.75 % 42.00 % 35.59 % 34.83 % 37.40 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside CandleExplosive Move Predictor
SPOTInside CandleExplosive Move Predictor
SPOTBullish Harami-
 
 
ICICIPRULI Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
413.64 416.82 421.24 424.42 428.84 432.02 436.44
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
421.85 423.75 424.38 425.02 424.42 426.28 426.92 427.55 429.45
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
416.82 419.72 421.52 424.42 427.32 429.12 432.02
DeMark Pivot
Support 1 Pivot Point Resistance 1
422.83 425.21 430.43
 
 
ICICIPRULI Result / Events
Date Description Status
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