FnO Contract Details

Expiry:
Symbol:

IDEA analysis for the selected expiry [Aug-20] as on 13-Aug-20

IDEA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 8.95 9.15 8.80 9.05 NA 2.26 % NA NA
27-Aug-20 9.00 9.20 8.90 9.15 347,340,000 3.39 % -0.64 % Short Covering
24-Sep-20 0.00 0.00 0.00 8.80 19,600,000 0.00 % 0.00 %
29-Oct-20 0.00 0.00 0.00 9.00 700,000 0.00 % 0.00 %
Cummulative NA NA NA NA 367,640,000 NA -0.61 % Short Covering
IDEA Options OI PCR:  0.50   (Expiry : 27-Aug-20 )   PUT OI: 123,200,000   CALL OI: 245,280,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
9.00 69720000 -0.60% 1.25 19.05% Short Covering
8.00 39760000 -0.35% 1.85 5.71% Short Covering
10.00 37520000 -1.11% 1.00 11.11% 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
None
None
None
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 69720000 -0.60% 1.25 19.05% Short Covering
10.00 37520000 -1.11% 1.00 11.11% Short Covering
8.00 39760000 -0.35% 1.85 5.71% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
7.00 36260000 0.00% 0.45 0.00%
8.00 34580000 -0.80% 0.80 0.00%
6.00 18340000 -2.96% 0.15 0.00%
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
6.00 18340000 -2.96% 0.15 0.00%
8.00 34580000 -0.80% 0.80 0.00%
9.00 14000000 -0.99% 1.30 0.00%
 
 
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 %
13-Aug-20 9.05 9.15 347,340,000 367,640,000 3.39 % -0.64 % -0.61 % 1.4105 0.50 5.52 % Short Covering 39.57%65.38 0.1 1.1 %
12-Aug-20 8.85 8.85 349,580,000 369,880,000 0.57 % -1.92 % -1.86 % 1.4138 0.50 5.49 % Short Covering 36.56%51.77 0 0 %
11-Aug-20 8.70 8.80 356,440,000 376,880,000 -3.30 % -1.66 % -1.61 % 1.4171 0.51 5.42 % Long Windup 43.02%60.32 0.1 1.15 %
10-Aug-20 9.10 9.10 362,460,000 383,040,000 2.25 % -9.95 % -9.49 % 1.4194 0.50 5.37 % Short Covering 44.13%168.02 0 0 %
07-Aug-20 8.85 8.90 402,500,000 423,220,000 7.23 % 31.10 % 33.70 % 1.4224 0.51 4.90 % Long Buildup 34.18%207.83 0.05 0.56 %
06-Aug-20 8.25 8.30 307,020,000 316,540,000 -0.60 % 0.69 % 1.21 % 1.4228 0.55 3.01 % Short Buildup 27.78%40.70 0.05 0.61 %
05-Aug-20 8.30 8.35 304,920,000 312,760,000 -4.02 % -4.72 % -3.33 % 1.4264 0.54 2.51 % Long Windup 33.74%81.07 0.05 0.6 %
04-Aug-20 8.65 8.70 320,040,000 323,540,000 -1.14 % 11.08 % 11.16 % 1.4289 0.53 1.08 % Short Buildup 29.72%84.49 0.05 0.58 %
03-Aug-20 8.70 8.80 288,120,000 291,060,000 3.53 % 38.12 % 38.05 % 1.4324 0.52 1.01 % Long Buildup 26.76%98.33 0.1 1.15 %
31-Jul-20 8.40 8.50 208,600,000 210,840,000 4.94 % 68.93 % -18.86 % 1.4352 0.52 1.06 % Short Covering 31.43%89.89 0.1 1.19 %
30-Jul-20 8.00 8.10 123,480,000 259,840,000 -2.41 % 5.88 % -20.62 % 1.4373 0.23 - Long Windup 41.84%98.12 0.1 1.25 %
29-Jul-20 8.25 8.30 116,620,000 327,320,000 3.11 % -1.19 % -4.96 % 1.4403 0.23 - Short Covering 27.14%80.50 0.05 0.61 %
28-Jul-20 8.05 8.05 118,020,000 344,400,000 -1.23 % -0.12 % -2.03 % 1.4436 0.23 - Long Windup 31.63%48.18 0 0 %
27-Jul-20 8.05 8.15 118,160,000 351,540,000 -3.55 % -0.71 % -3.39 % 1.4472 0.23 - Long Windup 41.55%59.42 0.1 1.24 %
24-Jul-20 8.40 8.45 119,000,000 363,860,000 -1.74 % -0.23 % -0.76 % 1.4497 0.23 - Long Windup 29.27%59.56 0.05 0.6 %
23-Jul-20 8.60 8.60 119,280,000 366,660,000 0.00 % 0.00 % -1.10 % 1.4530 0.23 - 34.49%68.82 0 0 %
22-Jul-20 8.55 8.60 119,280,000 370,720,000 -11.34 % 806.38 % 23.68 % 1.4566 0.23 - Short Buildup 23.51%101.65 0.05 0.58 %
21-Jul-20 8.30 9.70 13,160,000 299,740,000 0.00 % 0.00 % -1.11 % 1.4597 0.12 - 36.75%196.63 1.4 16.87 %
20-Jul-20 9.10 9.70 13,160,000 303,100,000 23.57 % -2.08 % -4.25 % 1.4582 0.12 - Short Covering 31.15%293.21 0.6 6.59 %
17-Jul-20 8.90 7.85 13,440,000 316,540,000 1.95 % -1.03 % -2.08 % 1.4615 0.12 - Short Covering 22.73%154.60 -1.05 -11.8 %
16-Jul-20 7.85 7.70 13,580,000 323,260,000 -15.85 % -1.02 % -8.92 % 1.4553 0.12 - Long Windup 24.63%191.62 -0.15 -1.91 %
15-Jul-20 8.65 9.15 13,720,000 354,900,000 -10.29 % -2.00 % -5.30 % 1.4530 0.12 - Long Windup 40.09%165.08 0.5 5.78 %
14-Jul-20 9.35 10.20 14,000,000 374,780,000 0.00 % 0.00 % -2.41 % 1.4528 0.12 - 33.05%86.02 0.85 9.09 %
13-Jul-20 9.75 10.20 14,000,000 384,020,000 4.08 % -0.99 % -8.14 % 1.4554 0.12 - Short Covering 33.64%124.24 0.45 4.62 %
10-Jul-20 9.75 9.80 14,140,000 418,040,000 4.26 % 68.33 % 25.67 % 1.4590 0.12 - Long Buildup 23.88%215.22 0.05 0.51 %
09-Jul-20 9.35 9.40 8,400,000 332,640,000 0.53 % 57.89 % 4.26 % 1.4616 0.29 - Long Buildup 20.51%69.17 0.05 0.53 %
08-Jul-20 9.30 9.35 5,320,000 319,060,000 -13.02 % 22.58 % -0.91 % 1.4652 0.33 - Long Windup 26.31%110.48 0.05 0.54 %
07-Jul-20 9.55 10.75 4,340,000 322,000,000 0.00 % 0.00 % -2.00 % 1.4684 0.50 - 37.21%85.84 1.2 12.57 %
06-Jul-20 9.80 10.75 4,340,000 328,580,000 0.00 % 0.00 % -6.49 % 1.4717 0.50 - 36.77%83.33 0.95 9.69 %
03-Jul-20 10.00 10.75 4,340,000 351,400,000 0.00 % 0.00 % -1.14 % 1.4751 0.50 - 26.03%68.21 0.75 7.5 %
02-Jul-20 10.05 10.75 4,340,000 355,460,000 0.00 % 0.00 % -2.98 % 1.4788 0.50 - 30.73%114.02 0.7 6.97 %
01-Jul-20 10.15 10.75 4,340,000 366,380,000 0.00 % 0.00 % -9.60 % 1.4825 0.50 - 31.99%140.96 0.6 5.91 %
30-Jun-20 10.60 10.75 4,340,000 405,300,000 -4.02 % 72.22 % -5.64 % 1.4850 0.50 - Long Windup 22.97%215.55 0.15 1.42 %
29-Jun-20 11.10 11.20 2,520,000 429,520,000 5.16 % 63.64 % 17.46 % 1.4875 - - Long Buildup 24.36%268.83 0.1 0.9 %
26-Jun-20 10.40 10.65 1,540,000 365,680,000 13.90 % 120.00 % 76.45 % 1.4886 - - Long Buildup 28.66%325.95 0.25 2.4 %
25-Jun-20 9.85 9.35 700,000 207,242,000 0.00 % 0.00 % -19.46 % 1.4905 - - 28.63%167.88 -0.5 -5.08 %
24-Jun-20 9.80 9.35 700,000 257,320,000 0.00 % 0.00 % -16.47 % 1.4942 - - 25.79%132.52 -0.45 -4.59 %
23-Jun-20 10.25 9.35 700,000 308,042,000 0.00 % 0.00 % -13.16 % 1.4967 - - 27.09%122.90 -0.9 -8.78 %
22-Jun-20 10.10 9.35 700,000 354,732,000 -18.70 % 25.00 % 60.42 % 1.5004 - - Short Buildup 25.07%303.66 -0.75 -7.43 %
19-Jun-20 9.15 11.50 560,000 221,130,000 0.00 % 0.00 % -5.09 % 1.4982 - - 39.55%196.34 2.35 25.68 %
18-Jun-20 9.75 11.50 560,000 232,988,000 0.00 % 0.00 % -10.04 % 1.4995 - - 22.72%220.45 1.75 17.95 %
17-Jun-20 9.85 11.50 560,000 259,000,000 0.00 % 0.00 % -1.93 % 1.5032 - - 21.89%97.09 1.65 16.75 %
16-Jun-20 9.75 11.50 560,000 264,096,000 0.00 % 0.00 % -7.13 % 1.5069 - - 21.87%172.32 1.75 17.95 %
15-Jun-20 10.15 11.50 560,000 284,382,000 0.00 % 0.00 % -10.64 % 1.5097 - - 19.54%170.54 1.35 13.3 %
12-Jun-20 10.15 11.50 560,000 318,234,000 0.00 % 0.00 % 51.36 % 1.5135 - - 20.84%317.93 1.35 13.3 %
11-Jun-20 9.40 11.50 560,000 210,252,000 0.00 % 0.00 % -9.95 % 1.5137 - - 23.20%488.93 2.1 22.34 %
10-Jun-20 10.85 11.50 560,000 233,478,000 0.00 % 0.00 % -13.06 % 1.5050 - - 19.55%232.35 0.65 5.99 %
09-Jun-20 10.05 11.50 560,000 268,562,000 0.00 % 0.00 % -18.63 % 1.5052 - - 23.15%362.74 1.45 14.43 %
08-Jun-20 12.00 11.50 560,000 330,036,000 21.05 % 100.00 % -3.48 % 1.4898 - - Short Covering 23.23%543.56 -0.5 -4.17 %
05-Jun-20 10.50 9.50 280,000 341,922,000 25.00 % 100.00 % -0.53 % 1.4825 - - Short Covering 19.94%376.12 -1 -9.52 %
04-Jun-20 8.60 7.60 140,000 343,742,000 0.00 % 0.00 % 20.82 % 1.4614 - - 22.86%171.11 -1 -11.63 %
03-Jun-20 8.10 7.60 140,000 284,508,000 0.00 % 0.00 % -26.00 % 1.4628 - - 28.77%224.62 -0.5 -6.17 %
02-Jun-20 7.70 7.60 140,000 384,468,000 0.00 % 0.00 % 24.95 % 1.4649 - - 26.96%195.30 -0.1 -1.3 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
65.38 Crore Rs. 59.16 Crore Rs. 110.66 Crore Rs. 94.95 Crore Rs. 90.35 Crore Rs. 109.53 Crore Rs. More details >>
Average Delivery Percentage
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
39.57 % 39.72 % 38.50 % 35.94 % 34.03 % 31.22 % More details >>
 
 
IDEA Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 14-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
8.66 8.78 8.96 9.08 9.26 9.38 9.56
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
9 9.08 9.1 9.13 9.08 9.18 9.2 9.23 9.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
8.78 8.89 8.97 9.08 9.19 9.27 9.38
DeMark Pivot
Support 1 Pivot Point Resistance 1
9.03 9.11 9.33
 
 
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