FnO Contract Details

Expiry:
Symbol:

IDEA analysis for the selected expiry [Oct-19] as on 18-Oct-19

IDEA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 6.35 6.60 6.25 6.40 NA 1.59 % NA NA
31-Oct-19 6.35 6.60 6.25 6.45 492,912,000 1.57 % -0.69 % Short Covering
28-Nov-19 6.35 6.60 6.30 6.45 64,204,000 1.57 % 12.35 % Long Buildup
26-Dec-19 6.50 6.55 6.35 6.45 1,344,000 0.00 % 20.00 %
Cummulative NA NA NA NA 558,460,000 NA 0.69 % Long Buildup
IDEA Options OI PCR:  0.58   (Expiry : 31-Oct-19 )   PUT OI: 85,904,000   CALL OI: 148,204,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
7.00 53284000 3.54% 0.25 25.00% Long Buildup
8.00 32312000 1.41% 0.10 0.00% Long Buildup
6.00 27244000 -3.85% 0.65 8.33% 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
7.00 53284000 3.54% 0.25 25.00% Long Buildup
8.00 32312000 1.41% 0.10 0.00% Long Buildup
5.00 6496000 5.94% 1.55 3.33% 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
6.00 27244000 -3.85% 0.65 8.33% Short Covering
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4.00 21644000 0.00% 0.05 0.00%
5.00 18144000 -0.31% 0.10 100.00% Short Covering
7.00 17416000 -6.18% 0.80 -5.88% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
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
7.00 17416000 -6.18% 0.80 -5.88% Long Windup
6.00 16016000 -2.05% 0.25 0.00% Long Windup
8.00 3192000 -2.56% 1.60 -13.51% Long Windup
 
 
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 %
18-Oct-19 6.40 6.45 492,912,000 558,460,000 1.57 % -0.69 % 0.69 % 0.0000 0.58 11.74 % Long Buildup 31.09%20.61 0.05 0.78 %
17-Oct-19 6.30 6.35 496,356,000 554,624,000 -3.79 % -5.03 % -0.83 % 1.2357 0.60 10.51 % Long Windup 26.08%27.24 0.05 0.79 %
16-Oct-19 6.55 6.60 522,620,000 559,244,000 6.45 % 2.74 % 3.59 % 1.2609 0.59 6.55 % Long Buildup 44.35%84.88 0.05 0.76 %
15-Oct-19 6.15 6.20 508,704,000 539,840,000 -3.88 % -1.44 % -0.42 % 1.2650 0.56 5.77 % Long Windup 28.60%18.86 0.05 0.81 %
14-Oct-19 6.40 6.45 516,124,000 542,108,000 6.61 % -1.36 % -0.54 % 1.2907 0.56 4.79 % Short Covering 21.84%19.00 0.05 0.78 %
11-Oct-19 6.00 6.05 523,264,000 545,076,000 -1.63 % -0.89 % -0.44 % 1.2949 0.58 4.00 % Long Windup 30.42%22.32 0.05 0.83 %
10-Oct-19 6.20 6.15 527,940,000 547,484,000 4.24 % -10.49 % -9.48 % 1.3263 0.57 3.57 % Short Covering 37.77%98.99 -0.05 -0.81 %
09-Oct-19 5.85 5.90 589,792,000 604,828,000 14.56 % 10.40 % 10.58 % 1.3533 0.42 2.49 % Long Buildup 32.56%39.47 0.05 0.85 %
07-Oct-19 5.15 5.15 534,240,000 546,952,000 1.98 % 1.96 % 2.36 % 1.2319 0.37 2.32 % Long Buildup 21.38%11.19 0 0 %
04-Oct-19 5.05 5.05 523,992,000 534,352,000 -0.98 % -1.53 % -1.36 % 1.2671 0.38 1.94 % Long Windup 35.18%14.77 0 0 %
03-Oct-19 5.10 5.10 532,112,000 541,716,000 -6.42 % -4.96 % -4.69 % 1.3035 0.39 1.77 % Long Windup 44.50%27.12 0 0 %
01-Oct-19 5.40 5.45 559,888,000 568,344,000 -12.10 % -1.51 % -1.35 % 1.3057 0.39 1.49 % Long Windup 31.21%37.02 0.05 0.93 %
30-Sep-19 6.15 6.20 568,456,000 576,128,000 8.77 % 5.07 % 5.16 % 1.1943 0.40 1.33 % Long Buildup 17.36%40.71 0.05 0.81 %
27-Sep-19 5.65 5.70 541,044,000 547,876,000 7.55 % 9.62 % 0.34 % 1.1630 0.54 1.25 % Long Buildup 31.65%19.19 0.05 0.88 %
26-Sep-19 5.20 5.30 493,556,000 546,000,000 -0.93 % 11.02 % -3.87 % 1.1320 0.70 - Long Windup 42.69%18.39 0.1 1.92 %
25-Sep-19 5.30 5.35 444,556,000 567,952,000 -3.60 % 19.33 % -0.63 % 1.1595 0.75 - Long Windup 35.53%15.38 0.05 0.94 %
24-Sep-19 5.60 5.55 372,540,000 571,564,000 -0.89 % 56.97 % 1.16 % 1.1754 0.76 - Short Buildup 17.20%8.80 -0.05 -0.89 %
23-Sep-19 5.60 5.60 237,328,000 565,012,000 -5.08 % 139.71 % 1.34 % 1.2124 0.73 - Short Buildup 23.19%10.78 0 0 %
20-Sep-19 5.85 5.90 99,008,000 557,564,000 8.26 % 30.14 % 0.30 % 1.2248 0.75 - Long Buildup 29.22%31.86 0.05 0.85 %
19-Sep-19 5.45 5.45 76,076,000 555,884,000 12.37 % 23.89 % 4.13 % 1.2024 0.56 - Long Buildup 37.32%65.21 0 0 %
18-Sep-19 4.85 4.85 61,404,000 533,848,000 -4.90 % 19.71 % 2.93 % 1.1067 0.27 - Short Buildup 37.49%15.47 0 0 %
17-Sep-19 5.10 5.10 51,296,000 518,644,000 -2.86 % 19.74 % 3.86 % 1.1247 0.14 - Short Buildup 26.12%15.03 0 0 %
16-Sep-19 5.25 5.25 42,840,000 499,380,000 -2.78 % 19.81 % 4.35 % 1.1448 0.18 - Short Buildup 25.63%8.56 0 0 %
13-Sep-19 5.40 5.40 35,756,000 478,548,000 -3.57 % 32.88 % 1.19 % 1.1729 0.21 - Short Buildup 16.29%6.45 0 0 %
12-Sep-19 5.55 5.60 26,908,000 472,920,000 -3.45 % 68.01 % 0.72 % 1.2025 0.71 - Short Buildup 28.68%17.54 0.05 0.9 %
11-Sep-19 5.75 5.80 16,016,000 469,532,000 7.41 % 48.19 % -0.73 % 1.2285 0.38 - Short Covering 28.36%17.65 0.05 0.87 %
09-Sep-19 5.30 5.40 10,808,000 472,976,000 2.86 % 4.04 % 0.81 % 1.2183 0.50 - Long Buildup 22.63%6.72 0.1 1.89 %
06-Sep-19 5.15 5.25 10,388,000 469,196,000 1.94 % 10.09 % 0.99 % 1.2491 0.43 - Long Buildup 28.87%9.95 0.1 1.94 %
05-Sep-19 5.10 5.15 9,436,000 464,604,000 1.98 % 1.81 % 1.33 % 1.2849 0.67 - Long Buildup 20.64%5.91 0.05 0.98 %
04-Sep-19 5.00 5.05 9,268,000 458,500,000 -1.94 % 4.09 % 1.63 % 1.3245 0.25 - Short Buildup 37.37%9.91 0.05 1 %
03-Sep-19 5.10 5.15 8,904,000 451,136,000 -4.63 % -1.55 % 1.01 % 1.3628 0.25 - Short Buildup 33.62%10.03 0.05 0.98 %
30-Aug-19 5.35 5.40 9,044,000 446,628,000 10.20 % -2.71 % -22.22 % 1.3869 0.33 - Short Covering 34.17%23.12 0.05 0.93 %
29-Aug-19 4.85 4.90 9,296,000 574,252,000 -2.97 % 34.41 % -1.92 % 1.3332 0.50 - Long Windup 25.38%20.16 0.05 1.03 %
28-Aug-19 5.00 5.05 6,916,000 585,480,000 -6.48 % 25.38 % -4.67 % 1.3715 - - Long Windup 30.53%23.41 0.05 1 %
27-Aug-19 5.30 5.40 5,516,000 614,180,000 -3.57 % 13.22 % 10.43 % 1.3756 - - Short Buildup 32.35%26.55 0.1 1.89 %
26-Aug-19 5.50 5.60 4,872,000 556,164,000 -4.27 % 9.43 % 6.58 % 1.4076 - - Short Buildup 12.34%10.48 0.1 1.82 %
23-Aug-19 5.75 5.85 4,452,000 521,836,000 9.35 % 1.27 % 1.55 % 1.4358 - - Long Buildup 24.67%19.60 0.1 1.74 %
22-Aug-19 5.30 5.35 4,396,000 513,856,000 -5.31 % 18.94 % 4.99 % 1.4225 - - Short Buildup 28.12%19.76 0.05 0.94 %
21-Aug-19 5.60 5.65 3,696,000 489,440,000 -6.61 % 13.79 % 2.13 % 1.4429 - - Short Buildup 19.41%9.17 0.05 0.89 %
20-Aug-19 5.85 6.05 3,248,000 479,220,000 -0.82 % 9.43 % 1.83 % 1.4733 - - Short Buildup 16.07%14.54 0.2 3.42 %
19-Aug-19 6.00 6.10 2,968,000 470,596,000 -6.15 % 2.91 % 2.06 % 1.5146 - - Short Buildup 18.99%14.99 0.1 1.67 %
16-Aug-19 6.45 6.50 2,884,000 461,104,000 13.04 % 1.98 % -2.56 % 1.5227 - - Short Covering 17.58%28.75 0.05 0.78 %
14-Aug-19 5.65 5.75 2,828,000 473,200,000 12.75 % 1.00 % 0.30 % 1.4346 - - Long Buildup 31.94%24.80 0.1 1.77 %
13-Aug-19 5.00 5.10 2,800,000 471,772,000 -6.42 % 25.00 % 1.18 % 1.3570 - - Short Buildup 26.46%22.47 0.1 2 %
09-Aug-19 5.35 5.45 2,240,000 466,284,000 -6.03 % 5.26 % -2.51 % 1.3610 - - Long Windup 23.47%17.26 0.1 1.87 %
08-Aug-19 5.65 5.80 2,128,000 478,296,000 5.45 % 13.43 % 3.94 % 1.3789 - - Long Buildup 24.27%20.77 0.15 2.65 %
07-Aug-19 5.35 5.50 1,876,000 460,180,000 -5.98 % 42.55 % 3.97 % 1.3976 - - Short Buildup 31.16%22.48 0.15 2.8 %
06-Aug-19 5.65 5.85 1,316,000 442,596,000 -4.10 % 9.30 % 4.03 % 1.4173 - - Short Buildup 41.15%32.92 0.2 3.54 %
05-Aug-19 6.00 6.10 1,204,000 425,432,000 -3.94 % 7.50 % -0.41 % 1.4327 - - Long Windup 40.14%24.38 0.1 1.67 %
02-Aug-19 6.35 6.35 1,120,000 427,168,000 -4.51 % 8.11 % -0.86 % 1.4589 - - Long Windup 35.67%31.46 0 0 %
01-Aug-19 6.65 6.65 1,036,000 430,892,000 -4.32 % -2.63 % 0.30 % 1.4881 - - Short Buildup 33.80%26.03 0 0 %
31-Jul-19 6.85 6.95 1,064,000 429,604,000 8.59 % -11.63 % 3.15 % 1.5282 - - Long Buildup 20.64%22.25 0.1 1.46 %
30-Jul-19 6.50 6.40 1,204,000 416,472,000 -7.25 % 10.26 % -3.11 % 1.5613 - - Long Windup 31.63%76.29 -0.1 -1.54 %
29-Jul-19 6.75 6.90 1,092,000 429,856,000 -26.60 % 875.00 % 8.60 % 1.6002 - - Short Buildup 36.56%165.27 0.15 2.22 %
26-Jul-19 9.25 9.40 112,000 395,808,000 0.00 % 0.00 % -8.21 % 0.6038 - - 18.94%15.12 0.15 1.62 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.61 Crore Rs. 44.25 Crore Rs. 34.12 Crore Rs. 41.42 Crore Rs. 35.55 Crore Rs. 30.82 Crore Rs. More details >>
Average Delivery Percentage
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
31.09 % 36.51 % 32.98 % 34.02 % 31.22 % 31.65 % More details >>
 
 
IDEA Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 22-Oct-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
5.91 6.08 6.26 6.43 6.61 6.78 6.96
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
6.28 6.36 6.39 6.42 6.43 6.48 6.51 6.54 6.63
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
6.08 6.21 6.3 6.43 6.56 6.65 6.78
DeMark Pivot
Support 1 Pivot Point Resistance 1
6.35 6.48 6.7
 
 
IDEA Result / Events
Date Description Status
26-Jul-19Financial ResultsCompleted
13-May-19Financial ResultsCompleted
20-Mar-19Fund RaisingCompleted
06-Feb-19Financial ResultsCompleted