FnO Contract Details

Expiry:
Symbol:

IDEA analysis for the selected expiry [Dec-19] as on 12-Dec-19

IDEA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 6.85 7.00 6.70 6.80 NA 1.49 % NA NA
26-Dec-19 6.85 7.05 6.70 6.80 441,588,000 1.49 % -0.43 % Short Covering
30-Jan-20 6.95 7.00 6.75 6.85 21,266,000 2.24 % 10.15 % Long Buildup
27-Feb-20 6.85 6.85 6.85 6.85 1,176,000 1.48 % -7.69 % Short Covering
Cummulative NA NA NA NA 464,030,000 NA -0.01 % Short Covering
IDEA Options OI PCR:  0.52   (Expiry : 26-Dec-19 )   PUT OI: 109,872,000   CALL OI: 211,260,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
8.00 35448000 1.28% 0.40 -11.11% Short Buildup
10.00 34944000 3.40% 0.15 -25.00% Short Buildup
15.00 33712000 0.17% 0.05 0.00% 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
10.00 34944000 3.40% 0.15 -25.00% Short Buildup
8.00 35448000 1.28% 0.40 -11.11% Short Buildup
7.00 17500000 0.64% 0.70 -6.67% 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
9.00 20972000 -2.09% 0.20 -20.00% Long Windup
11.00 10332000 -3.40% 0.10 0.00% Long Windup
6.00 9940000 -2.47% 1.20 -4.00% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3.00 24584000 0.11% 0.05 0.00%
6.00 19656000 -0.14% 0.45 -10.00% Long Windup
4.00 15820000 0.89% 0.05 -50.00% 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
5.00 14084000 6.34% 0.20 -20.00% Short Buildup
7.00 11312000 3.86% 0.85 -19.05% Short Buildup
4.00 15820000 0.89% 0.05 -50.00% 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
6.00 19656000 -0.14% 0.45 -10.00% Long Windup
None
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 %
12-Dec-19 6.80 6.80 441,588,000 464,030,000 1.49 % -0.43 % -0.01 % 1.8666 0.52 4.84 % Short Covering 26.03%21.48 0 0 %
11-Dec-19 6.70 6.70 443,492,000 464,072,000 1.52 % 1.08 % 1.51 % 1.9239 0.52 4.43 % Long Buildup 27.37%44.42 0 0 %
10-Dec-19 6.55 6.60 438,760,000 457,184,000 1.54 % -3.60 % -3.02 % 1.9814 0.55 4.03 % Short Covering 27.39%69.07 0.05 0.76 %
09-Dec-19 6.50 6.50 455,168,000 471,436,000 -6.47 % -7.57 % -7.27 % 2.0433 0.56 3.45 % Long Windup 29.60%60.74 0 0 %
06-Dec-19 6.90 6.95 492,436,000 508,410,000 -4.79 % -9.47 % -8.80 % 2.0877 0.56 3.14 % Long Windup 30.96%109.64 0.05 0.72 %
05-Dec-19 7.30 7.30 543,928,000 557,452,000 -5.81 % -3.22 % -2.76 % 2.1360 0.56 2.43 % Long Windup 15.82%39.19 0 0 %
04-Dec-19 7.75 7.75 562,016,000 573,286,000 9.15 % 7.65 % 7.88 % 2.1842 0.55 1.97 % Long Buildup 23.03%126.45 0 0 %
03-Dec-19 7.05 7.10 522,088,000 531,398,000 -9.55 % -5.50 % -5.29 % 2.2060 0.49 1.75 % Long Windup 27.44%141.86 0.05 0.71 %
02-Dec-19 7.80 7.85 552,468,000 561,092,000 13.77 % 2.62 % 2.87 % 2.2223 0.50 1.54 % Long Buildup 36.83%421.92 0.05 0.64 %
29-Nov-19 6.85 6.90 538,356,000 545,412,000 2.99 % -4.93 % -18.32 % 2.2048 0.49 1.29 % Short Covering 34.41%94.23 0.05 0.73 %
28-Nov-19 6.60 6.70 566,272,000 667,758,000 12.61 % 31.88 % -6.61 % 2.2670 0.56 - Short Covering 27.83%102.75 0.1 1.52 %
27-Nov-19 5.90 5.95 429,380,000 715,050,000 -2.46 % 68.05 % 2.17 % 2.2747 0.59 - Short Buildup 24.35%52.85 0.05 0.85 %
26-Nov-19 6.00 6.10 255,500,000 699,888,000 -11.59 % 47.34 % 0.00 % 2.3448 0.60 - 41.92%313.14 0.1 1.67 %
25-Nov-19 6.85 6.90 173,404,000 699,874,000 4.55 % 58.63 % 5.88 % 2.3344 0.58 - Long Buildup 19.92%73.44 0.05 0.73 %
22-Nov-19 6.55 6.60 109,312,000 660,982,000 0.00 % 12.70 % 2.41 % 2.3980 0.59 - 18.84%56.19 0.05 0.76 %
21-Nov-19 6.65 6.60 96,992,000 645,414,000 -7.04 % 23.85 % 7.41 % 2.4723 0.60 - Short Buildup 26.70%156.24 -0.05 -0.75 %
20-Nov-19 7.05 7.10 78,316,000 600,866,000 15.45 % -6.36 % -19.87 % 2.5321 0.63 - Short Covering 31.53%405.18 0.05 0.71 %
19-Nov-19 6.05 6.15 83,636,000 749,826,000 35.16 % 34.13 % -4.67 % 2.5142 0.57 - Short Covering 34.41%214.42 0.1 1.65 %
18-Nov-19 4.45 4.55 62,356,000 786,548,000 21.33 % 1.37 % 12.35 % 2.1375 0.29 - Long Buildup 29.32%72.17 0.1 2.25 %
15-Nov-19 3.65 3.75 61,516,000 700,070,000 25.00 % 16.86 % 16.82 % 1.9919 0.33 - Long Buildup 21.06%63.52 0.1 2.74 %
14-Nov-19 2.95 3.00 52,640,000 599,284,000 -20.00 % 26.68 % -0.50 % 1.7431 0.31 - Long Windup 45.51%78.63 0.05 1.69 %
13-Nov-19 3.70 3.75 41,552,000 602,308,000 -7.41 % 10.99 % 4.87 % 1.4272 0.33 - Short Buildup 44.87%36.42 0.05 1.35 %
11-Nov-19 4.00 4.05 37,436,000 574,364,000 5.19 % 13.21 % 1.46 % 1.4231 0.31 - Long Buildup 34.71%14.80 0.05 1.25 %
08-Nov-19 3.75 3.85 33,068,000 566,104,000 -2.53 % 19.78 % 4.55 % 1.4344 0.33 - Short Buildup 35.78%30.84 0.1 2.67 %
07-Nov-19 3.90 3.95 27,608,000 541,464,000 1.28 % 7.17 % 0.49 % 1.4673 0.37 - Long Buildup 34.75%23.24 0.05 1.28 %
06-Nov-19 3.85 3.90 25,760,000 538,832,000 -8.24 % 21.69 % -0.86 % 1.5121 0.46 - Long Windup 38.82%25.13 0.05 1.3 %
05-Nov-19 4.20 4.25 21,168,000 543,508,000 -7.61 % 18.31 % -1.06 % 1.5020 0.32 - Long Windup 33.52%16.79 0.05 1.19 %
04-Nov-19 4.50 4.60 17,892,000 549,332,000 5.75 % 4.58 % -2.50 % 1.5130 0.02 - Short Covering 30.11%24.27 0.1 2.22 %
01-Nov-19 4.30 4.35 17,108,000 563,444,000 10.13 % 20.51 % -19.23 % 1.5450 0.02 - Short Covering 31.75%108.42 0.05 1.16 %
31-Oct-19 3.90 3.95 14,196,000 697,592,000 2.60 % 29.67 % 15.05 % 1.5701 0.03 - Long Buildup 31.14%50.38 0.05 1.28 %
30-Oct-19 3.80 3.85 10,948,000 606,312,000 -1.28 % 11.40 % 5.39 % 1.6182 0.05 - Short Buildup 36.90%37.88 0.05 1.32 %
29-Oct-19 3.85 3.90 9,828,000 575,316,000 -8.24 % 11.78 % -2.79 % 1.6691 0.06 - Long Windup 46.64%61.61 0.05 1.3 %
27-Oct-19 4.20 4.25 8,792,000 591,836,000 1.19 % 3.63 % -0.44 % 1.6695 0.11 - Short Covering 29.83%10.57 0.05 1.19 %
25-Oct-19 4.10 4.20 8,484,000 594,468,000 -5.62 % 16.09 % -11.33 % 1.7210 0.11 - Long Windup 40.66%70.09 0.1 2.44 %
24-Oct-19 4.35 4.45 7,308,000 670,460,000 -22.61 % 153.40 % 18.44 % 1.7604 0.13 - Short Buildup 37.16%122.16 0.1 2.3 %
23-Oct-19 5.65 5.75 2,884,000 566,076,000 -10.85 % 33.77 % 3.12 % 1.2026 - - Short Buildup 35.69%32.07 0.1 1.77 %
22-Oct-19 6.10 6.45 2,156,000 548,940,000 0.00 % 60.42 % -1.70 % 1.1849 - - 35.43%27.68 0.35 5.74 %
18-Oct-19 6.40 6.45 1,344,000 558,460,000 0.00 % 20.00 % 0.69 % 1.2003 - - 31.09%20.61 0.05 0.78 %
17-Oct-19 6.30 6.45 1,120,000 554,624,000 -0.77 % 29.03 % -0.83 % 1.2357 - - Long Windup 26.08%27.24 0.15 2.38 %
16-Oct-19 6.55 6.50 868,000 559,244,000 4.00 % -3.13 % 3.59 % 1.2609 - - Long Buildup 44.35%84.88 -0.05 -0.76 %
15-Oct-19 6.15 6.25 896,000 539,840,000 -3.85 % 23.08 % -0.42 % 1.2650 - - Long Windup 28.60%18.86 0.1 1.63 %
14-Oct-19 6.40 6.50 728,000 542,108,000 7.44 % 8.33 % -0.54 % 1.2907 - - Short Covering 21.84%19.00 0.1 1.56 %
11-Oct-19 6.00 6.05 672,000 545,076,000 -2.42 % 4.35 % -0.44 % 1.2949 - - Long Windup 30.42%22.32 0.05 0.83 %
10-Oct-19 6.20 6.20 644,000 547,484,000 3.33 % 155.56 % -9.48 % 1.3263 - - Short Covering 37.77%98.99 0 0 %
09-Oct-19 5.85 6.00 252,000 604,828,000 16.50 % 12.50 % 10.58 % 1.3533 - - Long Buildup 32.56%39.47 0.15 2.56 %
07-Oct-19 5.15 5.15 224,000 546,952,000 3.00 % 14.29 % 2.36 % 1.2319 - - Long Buildup 21.38%11.19 0 0 %
04-Oct-19 5.05 5.00 196,000 534,352,000 -4.76 % 0.00 % -1.36 % 1.2671 - - Long Windup 35.18%14.77 -0.05 -0.99 %
03-Oct-19 5.10 5.25 196,000 541,716,000 -3.67 % -12.50 % -4.69 % 1.3035 - - Long Windup 44.50%27.12 0.15 2.94 %
01-Oct-19 5.40 5.45 224,000 568,344,000 -13.49 % 0.00 % -1.35 % 1.3057 - - Long Windup 31.21%37.02 0.05 0.93 %
30-Sep-19 6.15 6.30 224,000 576,128,000 20.00 % 700.00 % 5.16 % 1.1943 - - Long Buildup 17.36%40.71 0.15 2.44 %
27-Sep-19 5.65 5.25 28,000 547,876,000 0.00 % 0.00 % 0.34 % 1.1630 - - 31.65%19.19 -0.4 -7.08 %
 
 
Average Delivery Volume
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
21.48 Crore Rs. 44.99 Crore Rs. 61.07 Crore Rs. 76.61 Crore Rs. 122.90 Crore Rs. 129.41 Crore Rs. More details >>
Average Delivery Percentage
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
26.03 % 27.16 % 28.88 % 26.02 % 31.35 % 30.37 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside CandleExplosive Move Predictor
SPOTInside CandleExplosive Move Predictor
 
 
IDEA Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 13-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
6.3 6.5 6.65 6.85 7 7.2 7.35
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
6.63 6.71 6.74 6.77 6.85 6.83 6.86 6.89 6.98
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
6.5 6.63 6.72 6.85 6.98 7.07 7.2
DeMark Pivot
Support 1 Pivot Point Resistance 1
6.58 6.81 6.93
 
 
IDEA Result / Events
Date Description Status
14-Nov-19Financial ResultsCompleted
26-Jul-19Financial ResultsCompleted
13-May-19Financial ResultsCompleted
20-Mar-19Fund RaisingCompleted
06-Feb-19Financial ResultsCompleted