FnO Contract Details

Expiry:
Symbol:

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

IDEA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 8.60 8.60 8.30 8.45 NA -4.52 % NA NA
29-Apr-21 8.55 8.60 8.35 8.50 549,500,000 -3.95 % -1.76 % Long Windup
27-May-21 8.60 8.60 8.40 8.55 141,820,000 -4.47 % 12.81 % Short Buildup
24-Jun-21 8.60 8.70 8.60 8.70 1,680,000 -4.92 % 4.35 % Short Buildup
Cummulative NA NA NA NA 693,000,000 NA 0.92 % Short Buildup
IDEA Options OI PCR:  0.34   (Expiry : 29-Apr-21 )   PUT OI: 72,730,000   CALL OI: 216,580,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10.00 89180000 1.76% 0.10 -33.33% Short Buildup
11.00 37450000 -6.30% 0.05 -50.00% Long Windup
9.00 24990000 8.51% 0.25 -37.50% 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
9.00 24990000 8.51% 0.25 -37.50% Short Buildup
10.00 89180000 1.76% 0.10 -33.33% Short Buildup
8.00 2170000 106.67% 0.75 -34.78% 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
11.00 37450000 -6.30% 0.05 -50.00% 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
9.00 28070000 -0.25% 0.70 27.27% Short Covering
10.00 17010000 -8.30% 1.60 18.52% Short Covering
8.00 12530000 7.19% 0.20 0.00% 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
8.00 12530000 7.19% 0.20 0.00%
7.00 6090000 1.16% 0.05 -50.00% Short Buildup
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10.00 17010000 -8.30% 1.60 18.52% Short Covering
9.00 28070000 -0.25% 0.70 27.27% 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 %
19-Apr-21 8.45 8.50 549,500,000 693,000,000 -3.95 % -1.76 % 0.92 % 1.0980 0.34 20.71 % Short Buildup 36.05%40.31 0.05 0.59 %
16-Apr-21 8.85 8.85 559,370,000 686,700,000 -1.67 % -0.56 % 0.09 % 1.0994 0.34 18.54 % Short Buildup 36.25%23.36 0 0 %
15-Apr-21 8.95 9.00 562,520,000 686,070,000 0.00 % 0.19 % 1.98 % 1.1019 0.34 18.01 % 25.24%35.03 0.05 0.56 %
13-Apr-21 8.95 9.00 561,470,000 672,770,000 2.27 % -1.84 % -0.08 % 1.1047 0.33 16.54 % Short Covering 27.88%30.30 0.05 0.56 %
12-Apr-21 8.75 8.80 571,970,000 673,330,000 -7.37 % -6.96 % 1.50 % 1.1070 0.33 15.05 % Short Buildup 36.23%73.18 0.05 0.57 %
09-Apr-21 9.40 9.50 614,740,000 663,390,000 0.00 % -2.84 % -2.19 % 1.1049 0.34 7.33 % 29.48%27.39 0.1 1.06 %
08-Apr-21 9.40 9.50 632,730,000 678,230,000 -3.55 % -6.78 % -5.53 % 1.1077 0.34 6.71 % Long Windup 36.17%59.32 0.1 1.06 %
07-Apr-21 9.75 9.85 678,720,000 717,920,000 0.00 % 0.79 % 1.87 % 1.1094 0.33 5.46 % 25.14%39.95 0.1 1.03 %
06-Apr-21 9.70 9.85 673,400,000 704,760,000 2.07 % 4.19 % 5.21 % 1.1122 0.34 4.45 % Long Buildup 28.15%54.77 0.15 1.55 %
05-Apr-21 9.55 9.65 646,310,000 669,830,000 -4.93 % -0.13 % 0.86 % 1.1146 0.35 3.51 % Short Buildup 30.65%51.99 0.1 1.05 %
01-Apr-21 10.00 10.15 647,150,000 664,090,000 7.98 % 12.10 % 12.11 % 1.1153 0.33 2.55 % Long Buildup 39.52%98.48 0.15 1.5 %
31-Mar-21 9.25 9.40 577,290,000 592,340,000 1.08 % 17.52 % 17.99 % 0.0000 0.41 2.54 % Long Buildup 31.24%76.03 0.15 1.62 %
30-Mar-21 9.20 9.30 488,670,000 502,040,000 1.09 % 10.23 % 11.00 % 1.1160 0.44 2.66 % Long Buildup 47.13%73.80 0.1 1.09 %
26-Mar-21 9.10 9.20 443,310,000 452,270,000 0.55 % 35.90 % -32.49 % 1.1187 0.58 1.98 % Short Covering 40.54%135.89 0.1 1.1 %
25-Mar-21 8.90 9.15 326,200,000 669,970,000 -7.11 % 50.23 % -22.69 % 1.1215 0.54 - Long Windup 44.90%234.15 0.25 2.81 %
24-Mar-21 9.75 9.85 217,140,000 866,600,000 -3.90 % -1.05 % -2.99 % 1.1198 0.53 - Long Windup 40.78%39.10 0.1 1.03 %
23-Mar-21 10.10 10.25 219,450,000 893,340,000 0.99 % -5.09 % -7.43 % 1.1210 0.53 - Short Covering 44.03%53.34 0.15 1.49 %
22-Mar-21 10.00 10.15 231,210,000 965,090,000 2.53 % -1.31 % -4.25 % 1.1237 0.54 - Short Covering 36.73%52.10 0.15 1.5 %
19-Mar-21 9.75 9.90 234,290,000 1,007,930,000 -1.00 % -0.95 % -1.79 % 1.1260 0.55 - Long Windup 35.05%74.89 0.15 1.54 %
18-Mar-21 9.90 10.00 236,530,000 1,026,270,000 0.50 % 57.31 % 4.36 % 1.1288 0.54 - Long Buildup 25.61%55.16 0.1 1.01 %
17-Mar-21 9.85 9.95 150,360,000 983,430,000 -3.40 % 24.74 % 1.16 % 1.1315 0.56 - Short Buildup 37.30%66.97 0.1 1.02 %
16-Mar-21 10.15 10.30 120,540,000 972,160,000 0.98 % 80.69 % 5.16 % 1.1334 0.60 - Long Buildup 21.41%39.82 0.15 1.48 %
15-Mar-21 10.05 10.20 66,710,000 924,420,000 -1.45 % 31.81 % 0.27 % 1.1361 0.78 - Short Buildup 36.27%47.23 0.15 1.49 %
12-Mar-21 10.20 10.35 50,610,000 921,900,000 -1.43 % 21.92 % 0.33 % 1.1388 1.00 - Short Buildup 21.72%41.09 0.15 1.47 %
10-Mar-21 10.30 10.50 41,510,000 918,890,000 2.94 % 22.02 % 1.13 % 1.1415 1.11 - Long Buildup 30.13%40.36 0.2 1.94 %
09-Mar-21 10.10 10.20 34,020,000 908,600,000 -4.23 % 33.88 % -0.43 % 1.1439 1.32 - Long Windup 35.82%93.67 0.1 0.99 %
08-Mar-21 10.50 10.65 25,410,000 912,520,000 0.00 % 13.44 % -0.18 % 1.1456 1.45 - 26.90%46.83 0.15 1.43 %
05-Mar-21 10.55 10.65 22,400,000 914,200,000 -4.48 % 28.51 % 0.70 % 1.1484 1.60 - Short Buildup 43.79%136.01 0.1 0.95 %
04-Mar-21 11.00 11.15 17,430,000 907,830,000 -1.76 % 9.21 % -1.34 % 1.1499 1.50 - Long Windup 35.45%60.98 0.15 1.36 %
03-Mar-21 11.15 11.35 15,960,000 920,150,000 -1.73 % 8.57 % 0.52 % 1.1527 1.86 - Short Buildup 26.20%63.31 0.2 1.79 %
02-Mar-21 11.35 11.55 14,700,000 915,390,000 3.13 % 7.14 % 2.92 % 1.1550 2.23 - Long Buildup 17.97%59.56 0.2 1.76 %
01-Mar-21 11.05 11.20 13,720,000 889,420,000 -2.61 % 27.27 % 1.62 % 1.1572 2.72 - Short Buildup 30.82%62.51 0.15 1.36 %
26-Feb-21 11.30 11.50 10,780,000 875,210,000 -2.95 % 37.50 % -4.20 % 1.1597 2.47 - Long Windup 23.72%77.36 0.2 1.77 %
25-Feb-21 11.65 11.85 7,840,000 913,570,000 1.72 % 49.33 % -10.96 % 1.1619 4.00 - Short Covering 32.44%77.83 0.2 1.72 %
24-Feb-21 11.45 11.65 5,250,000 1,026,060,000 0.87 % 70.45 % 18.32 % 1.1645 30.00 - Long Buildup 35.68%88.14 0.2 1.75 %
23-Feb-21 11.00 11.55 3,080,000 867,160,000 0.00 % 0.00 % -3.95 % 1.1665 - - 37.82%95.17 0.55 5 %
22-Feb-21 10.75 11.55 3,080,000 902,790,000 0.00 % 0.00 % -6.65 % 1.1693 - - 37.85%99.45 0.8 7.44 %
19-Feb-21 10.90 11.55 3,080,000 967,120,000 0.00 % 0.00 % -5.90 % 1.1722 - - 47.54%163.83 0.65 5.96 %
18-Feb-21 11.55 11.55 3,080,000 1,027,810,000 -4.55 % -2.22 % -2.35 % 1.1725 - - Long Windup 54.06%123.36 0 0 %
17-Feb-21 11.90 12.10 3,150,000 1,052,520,000 0.41 % 4.65 % 11.95 % 1.1748 - - Long Buildup 26.17%73.76 0.2 1.68 %
16-Feb-21 11.75 12.05 3,010,000 940,170,000 -1.23 % 22.86 % -1.18 % 1.1776 - - Long Windup 40.79%102.10 0.3 2.55 %
15-Feb-21 12.10 12.20 2,450,000 951,440,000 -5.06 % 20.69 % 0.76 % 1.1801 - - Short Buildup 28.84%116.48 0.1 0.83 %
12-Feb-21 12.50 12.85 2,030,000 944,300,000 -1.91 % 70.59 % -3.03 % 1.1820 - - Long Windup 32.59%171.80 0.35 2.8 %
11-Feb-21 12.90 13.10 1,190,000 973,770,000 7.38 % 88.89 % 10.40 % 1.1842 - - Long Buildup 31.63%219.60 0.2 1.55 %
10-Feb-21 11.90 12.20 630,000 882,070,000 -0.41 % 12.50 % 0.11 % 1.1827 - - Short Buildup 24.87%37.66 0.3 2.52 %
09-Feb-21 11.95 12.25 560,000 881,090,000 2.94 % -11.11 % 2.97 % 1.1857 - - Long Buildup 22.27%84.29 0.3 2.51 %
08-Feb-21 11.70 11.90 630,000 855,680,000 -2.46 % 28.57 % -0.76 % 1.1882 - - Long Windup 33.36%70.67 0.2 1.71 %
05-Feb-21 12.00 12.20 490,000 862,190,000 -3.56 % 75.00 % 0.72 % 1.1907 - - Short Buildup 26.29%62.03 0.2 1.67 %
04-Feb-21 12.15 12.65 280,000 856,030,000 5.86 % 0.00 % 1.39 % 1.1934 - - Long Buildup 25.44%50.41 0.5 4.12 %
03-Feb-21 12.25 11.95 280,000 844,270,000 0.00 % 0.00 % 7.91 % 1.1964 - - 27.06%117.45 -0.3 -2.45 %
02-Feb-21 11.85 11.95 280,000 782,390,000 2.14 % 0.00 % 2.33 % 1.1987 - - Long Buildup 29.45%76.54 0.1 0.84 %
01-Feb-21 11.70 11.70 280,000 764,540,000 0.00 % 0.00 % 2.52 % 1.2015 - - 20.81%67.44 0 0 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
40.31 Crore Rs. 32.90 Crore Rs. 40.44 Crore Rs. 41.11 Crore Rs. 52.61 Crore Rs. 66.45 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 >>
36.05 % 31.44 % 32.38 % 31.68 % 33.30 % 36.05 % More details >>
 
 
IDEA 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
8.11 8.23 8.36 8.48 8.61 8.73 8.86
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
8.38 8.44 8.46 8.48 8.48 8.52 8.54 8.56 8.63
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
8.23 8.33 8.38 8.48 8.58 8.63 8.73
DeMark Pivot
Support 1 Pivot Point Resistance 1
8.3 8.45 8.55
 
 
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