FnO Contract Details

Expiry:
Symbol:

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

IDEA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 9.90 10.00 9.65 9.75 NA -2.01 % NA NA
31-Dec-20 9.95 10.10 9.75 9.85 559,720,000 -1.99 % -0.16 % Long Windup
28-Jan-21 10.00 10.10 9.90 9.90 12,600,000 -1.98 % 5.26 % Short Buildup
25-Feb-21 10.10 10.10 9.90 9.90 560,000 -1.49 % 100.00 % Short Buildup
Cummulative NA NA NA NA 572,880,000 NA 0.00 %
IDEA Options OI PCR:  0.52   (Expiry : 31-Dec-20 )   PUT OI: 79,590,000   CALL OI: 152,600,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10.00 39340000 3.12% 0.85 -5.56% Short Buildup
12.00 26810000 2.41% 0.35 -12.50% Short Buildup
11.00 25830000 15.31% 0.55 -8.33% 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
11.00 25830000 15.31% 0.55 -8.33% Short Buildup
10.00 39340000 3.12% 0.85 -5.56% Short Buildup
12.00 26810000 2.41% 0.35 -12.50% 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
7.00 770000 -21.43% 2.90 -6.45% Long Windup
14.00 10500000 -1.96% 0.15 0.00% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10.00 28560000 36.45% 1.05 16.67% Long Buildup
9.00 25900000 10.12% 0.50 25.00% Long Buildup
8.00 12110000 -5.46% 0.20 33.33% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10.00 28560000 36.45% 1.05 16.67% Long Buildup
9.00 25900000 10.12% 0.50 25.00% Long Buildup
6.00 1050000 25.00% 0.05 0.00% 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
8.00 12110000 -5.46% 0.20 33.33% Short Covering
11.00 4340000 -1.59% 1.70 6.25% Short Covering
None
 
 
IDEA 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 9.75 9.85 559,720,000 572,880,000 -1.99 % -0.16 % 0.00 % 1.2754 0.52 2.30 % 36.55%65.33 0.1 1.03 %
03-Dec-20 9.95 10.05 560,630,000 572,880,000 0.50 % 1.53 % 1.55 % 1.2783 0.48 2.14 % Long Buildup 29.53%44.44 0.1 1.01 %
02-Dec-20 9.90 10.00 552,160,000 564,130,000 -1.48 % 0.68 % 1.97 % 1.2815 0.48 2.12 % Short Buildup 28.06%47.94 0.1 1.01 %
01-Dec-20 10.00 10.15 548,450,000 553,210,000 2.53 % 9.80 % 9.89 % 1.2845 0.48 0.86 % Long Buildup 25.56%90.56 0.15 1.5 %
27-Nov-20 9.80 9.90 499,520,000 503,440,000 -1.00 % 2.44 % -1.51 % 1.2873 0.53 0.78 % Long Windup 33.26%68.84 0.1 1.02 %
26-Nov-20 9.95 10.00 487,620,000 511,140,000 2.04 % 22.00 % 1.21 % 1.2905 0.48 - Long Buildup 22.30%60.65 0.05 0.5 %
25-Nov-20 9.70 9.80 399,700,000 505,050,000 -5.77 % 5.72 % -4.42 % 1.2934 0.50 - Long Windup 26.24%113.26 0.1 1.03 %
24-Nov-20 10.25 10.40 378,070,000 528,430,000 -0.95 % 152.86 % 19.41 % 1.2945 0.53 - Short Buildup 23.46%108.12 0.15 1.46 %
23-Nov-20 10.40 10.50 149,520,000 442,540,000 3.96 % -0.60 % -2.78 % 1.2978 0.60 - Short Covering 31.20%127.36 0.1 0.96 %
20-Nov-20 10.05 10.10 150,430,000 455,210,000 9.19 % -3.07 % -10.86 % 1.3002 0.57 - Short Covering 45.78%257.51 0.05 0.5 %
19-Nov-20 9.25 9.25 155,190,000 510,650,000 -1.07 % -3.57 % -5.06 % 1.2992 0.57 - Long Windup 28.67%80.50 0 0 %
18-Nov-20 9.20 9.35 160,930,000 537,880,000 0.00 % 12.92 % 2.55 % 1.3024 0.57 - 27.20%58.78 0.15 1.63 %
17-Nov-20 9.30 9.35 142,520,000 524,510,000 1.63 % 339.74 % 6.39 % 1.3057 0.64 - Long Buildup 29.24%172.86 0.05 0.54 %
14-Nov-20 9.10 9.20 32,410,000 493,010,000 3.37 % 14.89 % 11.33 % 1.3089 0.53 - Long Buildup 33.93%76.81 0.1 1.1 %
13-Nov-20 8.70 8.90 28,210,000 442,820,000 2.89 % 28.75 % 13.53 % 1.3108 0.61 - Long Buildup 37.77%67.91 0.2 2.3 %
12-Nov-20 8.50 8.65 21,910,000 390,040,000 0.58 % 7.56 % 1.83 % 1.3137 0.65 - Long Buildup 28.90%25.48 0.15 1.76 %
11-Nov-20 8.45 8.60 20,370,000 383,040,000 -0.58 % 54.79 % 1.75 % 1.3170 0.62 - Short Buildup 27.52%31.29 0.15 1.78 %
10-Nov-20 8.55 8.65 13,160,000 376,460,000 -1.70 % 60.68 % 0.73 % 1.3202 0.48 - Short Buildup 40.34%39.22 0.1 1.17 %
09-Nov-20 8.70 8.80 8,190,000 373,730,000 1.73 % 11.43 % 3.47 % 1.3234 0.92 - Long Buildup 31.03%32.69 0.1 1.15 %
06-Nov-20 8.60 8.65 7,350,000 361,200,000 0.58 % 22.09 % 5.98 % 1.3266 0.92 - Long Buildup 34.41%47.05 0.05 0.58 %
05-Nov-20 8.50 8.60 6,020,000 340,830,000 1.18 % 2.38 % 2.27 % 1.3298 1.10 - Long Buildup 36.47%26.68 0.1 1.18 %
04-Nov-20 8.40 8.50 5,880,000 333,270,000 -1.73 % 64.71 % 2.50 % 1.3331 1.13 - Short Buildup 42.25%25.97 0.1 1.19 %
03-Nov-20 8.55 8.65 3,570,000 325,150,000 -1.70 % 24.39 % 0.80 % 1.3362 0.86 - Short Buildup 35.84%32.96 0.1 1.17 %
02-Nov-20 8.75 8.80 2,870,000 322,560,000 -1.12 % 51.85 % 8.27 % 1.3392 0.86 - Short Buildup 20.20%44.52 0.05 0.57 %
30-Oct-20 8.75 8.90 1,890,000 297,920,000 -3.26 % 35.00 % -1.53 % 1.3425 0.71 - Long Windup 19.11%69.82 0.15 1.71 %
29-Oct-20 8.35 9.20 1,400,000 302,540,000 0.00 % 0.00 % -15.68 % 1.3440 0.33 - 38.85%65.12 0.85 10.18 %
28-Oct-20 8.70 9.20 1,400,000 358,820,000 0.00 % 0.00 % -2.29 % 1.3459 0.33 - 25.27%33.00 0.5 5.75 %
27-Oct-20 8.70 9.20 1,400,000 367,220,000 0.00 % 0.00 % -2.09 % 1.3492 0.33 - 29.51%19.35 0.5 5.75 %
26-Oct-20 8.90 9.20 1,400,000 375,060,000 0.00 % 0.00 % -3.88 % 1.3524 0.33 - 34.44%28.33 0.3 3.37 %
23-Oct-20 9.05 9.20 1,400,000 390,180,000 20.26 % 25.00 % 22.13 % 1.3557 0.33 - Long Buildup 25.66%85.23 0.15 1.66 %
22-Oct-20 8.90 7.65 1,120,000 319,480,000 0.00 % 0.00 % -1.51 % 1.3589 - - 35.09%53.05 -1.25 -14.04 %
21-Oct-20 8.60 7.65 1,120,000 324,380,000 0.00 % 0.00 % -0.34 % 1.3613 - - 24.53%37.33 -0.95 -11.05 %
20-Oct-20 8.70 7.65 1,120,000 325,500,000 0.00 % 0.00 % -1.27 % 1.3646 - - 23.83%77.93 -1.05 -12.07 %
19-Oct-20 7.95 7.65 1,120,000 329,700,000 -14.53 % -11.11 % -1.34 % 1.3626 - - Long Windup 38.72%66.55 -0.3 -3.77 %
16-Oct-20 8.05 8.95 1,260,000 334,180,000 0.00 % 0.00 % -0.75 % 1.3658 - - 36.68%36.24 0.9 11.18 %
15-Oct-20 8.00 8.95 1,260,000 336,700,000 0.00 % 0.00 % -3.06 % 1.3691 - - 40.81%61.49 0.95 11.88 %
14-Oct-20 8.40 8.95 1,260,000 347,340,000 0.00 % 0.00 % -1.43 % 1.3709 - - 30.70%40.97 0.55 6.55 %
13-Oct-20 8.55 8.95 1,260,000 352,380,000 0.00 % 0.00 % -1.18 % 1.3740 - - 40.51%35.69 0.4 4.68 %
12-Oct-20 8.70 8.95 1,260,000 356,580,000 0.00 % 0.00 % -0.55 % 1.3774 - - 36.26%31.75 0.25 2.87 %
09-Oct-20 8.90 8.95 1,260,000 358,540,000 0.00 % 0.00 % -0.54 % 1.3803 - - 29.04%29.36 0.05 0.56 %
08-Oct-20 8.95 8.95 1,260,000 360,500,000 0.00 % 0.00 % -2.35 % 1.3837 - - 29.72%67.73 0 0 %
07-Oct-20 8.55 8.95 1,260,000 369,180,000 0.00 % 0.00 % -3.37 % 1.3855 - - 37.15%60.10 0.4 4.68 %
06-Oct-20 8.80 8.95 1,260,000 382,060,000 -5.29 % 0.00 % 2.52 % 1.3884 - - Short Buildup 45.90%69.53 0.15 1.7 %
05-Oct-20 9.00 9.45 1,260,000 372,680,000 0.00 % 28.57 % 2.07 % 1.3915 - - 26.85%73.62 0.45 5 %
01-Oct-20 9.25 9.45 980,000 365,120,000 -2.58 % 16.67 % -0.61 % 1.3945 - - Long Windup 32.56%64.95 0.2 2.16 %
30-Sep-20 9.55 9.70 840,000 367,360,000 -6.28 % 200.00 % 0.23 % 1.3973 - - Short Buildup 26.45%86.03 0.15 1.57 %
29-Sep-20 9.80 10.35 280,000 366,520,000 0.00 % 0.00 % 9.45 % 1.4004 - - 29.60%133.57 0.55 5.61 %
28-Sep-20 10.35 10.35 280,000 334,880,000 0.00 % 0.00 % 3.95 % 1.4020 - - 25.89%110.94 0 0 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
65.33 Crore Rs. 52.57 Crore Rs. 63.42 Crore Rs. 74.89 Crore Rs. 99.70 Crore Rs. 78.25 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 >>
36.55 % 31.57 % 29.91 % 26.96 % 30.22 % 31.02 % More details >>
 
 
IDEA 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
9.35 9.55 9.7 9.9 10.05 10.25 10.4
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
9.68 9.76 9.79 9.82 9.9 9.88 9.91 9.94 10.03
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
9.55 9.68 9.77 9.9 10.03 10.12 10.25
DeMark Pivot
Support 1 Pivot Point Resistance 1
9.63 9.86 9.98
 
 
IDEA Result / Events
Date Description Status
30-Jun-20Financial ResultsCompleted
14-Nov-19Financial ResultsCompleted
26-Jul-19Financial ResultsCompleted
13-May-19Financial ResultsCompleted
20-Mar-19Fund RaisingCompleted
06-Feb-19Financial ResultsCompleted