FnO Contract Details

Expiry:
Symbol:

IGL analysis for the selected expiry [Sep-19] as on 20-Sep-19

IGL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 322.25 347.75 317.20 339.30 NA 5.41 % NA NA
26-Sep-19 323.00 348.75 317.90 340.60 2,879,250 5.60 % -12.60 % Short Covering
31-Oct-19 323.85 347.60 318.20 340.90 343,750 5.82 % 58.23 % Long Buildup
28-Nov-19 329.40 334.80 329.40 334.80 8,250 0.00 % 0.00 %
Cummulative NA NA NA NA 3,231,250 NA -7.99 % Short Covering
IGL Options OI PCR:  0.59   (Expiry : 26-Sep-19 )   PUT OI: 470,250   CALL OI: 794,750 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
340.00 165000 -42.86% 5.20 420.00% Short Covering
330.00 132000 -9.43% 12.65 396.08% Short Covering
350.00 118250 -8.51% 1.45 262.50% 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
345.00 96250 6.06% 2.80 366.67% Long Buildup
300.00 8250 50.00% 39.00 54.46% Long Buildup
310.00 11000 33.33% 34.00 89.94% 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
340.00 165000 -42.86% 5.20 420.00% Short Covering
335.00 52250 -38.71% 7.00 311.76% Short Covering
325.00 27500 -47.37% 18.30 302.20% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
330.00 82500 20.00% 1.45 -85.85% Short Buildup
310.00 71500 -39.53% 0.30 -84.21% Long Windup
320.00 68750 8.70% 0.35 -92.39% 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
340.00 55000 400.00% 4.10 -78.19% Short Buildup
335.00 38500 133.33% 2.60 -81.29% Short Buildup
330.00 82500 20.00% 1.45 -85.85% 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
310.00 71500 -39.53% 0.30 -84.21% Long Windup
325.00 24750 -50.00% 1.10 -83.94% Long Windup
300.00 55000 -13.04% 0.15 -81.25% Long Windup
 
 
IGL 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 %
20-Sep-19 339.30 340.60 2,879,250 3,231,250 5.60 % -12.60 % -7.99 % 0.3867 0.59 10.89 % Short Covering 46.35%58.25 1.3 0.38 %
19-Sep-19 321.90 322.55 3,294,500 3,511,750 -2.92 % -5.00 % -2.67 % 0.3518 0.45 6.19 % Long Windup 53.79%42.99 0.65 0.2 %
18-Sep-19 332.30 332.25 3,467,750 3,608,000 -0.17 % -3.22 % -2.67 % 0.2774 0.49 3.89 % Long Windup 37.28%10.43 -0.05 -0.02 %
17-Sep-19 332.35 332.80 3,583,250 3,707,000 -0.46 % -1.59 % -0.96 % 0.2861 0.46 3.34 % Long Windup 40.18%40.21 0.45 0.14 %
16-Sep-19 334.25 334.35 3,641,000 3,742,750 1.33 % -0.97 % -0.58 % 0.2938 0.56 2.72 % Short Covering 51.64%24.55 0.1 0.03 %
13-Sep-19 328.70 329.95 3,676,750 3,764,750 0.84 % -6.24 % -6.10 % 0.2921 0.55 2.34 % Short Covering 28.13%6.60 1.25 0.38 %
12-Sep-19 326.10 327.20 3,921,500 4,009,500 -2.28 % -0.70 % -0.27 % 0.2988 0.50 2.19 % Long Windup 37.82%15.96 1.1 0.34 %
11-Sep-19 336.55 334.85 3,949,000 4,020,500 1.19 % -0.07 % 0.07 % 0.2849 0.51 1.78 % Long Buildup 50.88%26.75 -1.7 -0.51 %
09-Sep-19 332.75 330.90 3,951,750 4,017,750 1.04 % -6.45 % -6.29 % 0.2887 0.49 1.64 % Short Covering 48.17%23.33 -1.85 -0.56 %
06-Sep-19 328.40 327.50 4,224,000 4,287,250 -0.65 % 0.52 % 0.39 % 0.2909 0.47 1.48 % Short Buildup 65.68%42.08 -0.9 -0.27 %
05-Sep-19 330.45 329.65 4,202,000 4,270,750 1.21 % 6.04 % 6.30 % 0.2985 0.43 1.61 % Long Buildup 54.55%25.86 -0.8 -0.24 %
04-Sep-19 327.05 325.70 3,962,750 4,017,750 -0.44 % 15.28 % 15.31 % 0.3038 0.41 1.37 % Short Buildup 37.25%19.11 -1.35 -0.41 %
03-Sep-19 328.85 327.15 3,437,500 3,484,250 -1.53 % -5.59 % -5.45 % 0.3122 0.44 1.34 % Long Windup 35.96%16.75 -1.7 -0.52 %
30-Aug-19 335.65 332.25 3,641,000 3,685,000 1.23 % -6.23 % -15.99 % 0.3063 0.45 1.19 % Short Covering 42.21%22.52 -3.4 -1.01 %
29-Aug-19 329.70 328.20 3,883,000 4,386,250 -1.08 % 10.90 % -16.88 % 0.3037 0.44 - Long Windup 36.62%15.99 -1.5 -0.45 %
28-Aug-19 333.05 331.80 3,506,250 5,277,250 1.14 % 82.14 % 16.94 % 0.3094 0.50 - Long Buildup 18.49%17.85 -1.25 -0.38 %
27-Aug-19 330.05 328.05 1,925,000 4,512,750 0.94 % 76.32 % 14.44 % 0.3161 0.43 - Long Buildup 40.75%22.60 -2 -0.61 %
26-Aug-19 329.30 325.00 1,091,750 3,943,500 1.01 % 33.22 % -1.44 % 0.3259 0.34 - Short Covering 31.55%10.40 -4.3 -1.31 %
23-Aug-19 324.60 321.75 819,500 4,001,250 0.75 % 18.25 % -2.41 % 0.3287 0.29 - Short Covering 23.21%8.28 -2.85 -0.88 %
22-Aug-19 321.95 319.35 693,000 4,100,250 -1.11 % 75.00 % 1.36 % 0.3368 0.50 - Short Buildup 35.11%15.44 -2.6 -0.81 %
21-Aug-19 326.25 322.95 396,000 4,045,250 0.09 % 11.63 % -5.40 % 0.3414 0.67 - Short Covering 30.18%6.24 -3.3 -1.01 %
20-Aug-19 327.25 322.65 354,750 4,276,250 0.56 % 10.26 % 0.26 % 0.3519 0.25 - Long Buildup 22.73%12.88 -4.6 -1.41 %
19-Aug-19 325.70 320.85 321,750 4,265,250 -0.36 % 25.81 % 6.02 % 0.3622 - - Short Buildup 15.61%15.12 -4.85 -1.49 %
16-Aug-19 327.10 322.00 255,750 4,023,250 3.54 % 5.68 % -0.81 % 0.3730 - - Short Covering 25.09%48.42 -5.1 -1.56 %
14-Aug-19 316.40 311.00 242,000 4,056,250 2.30 % -2.22 % -9.12 % 0.3496 - - Short Covering 33.63%12.13 -5.4 -1.71 %
13-Aug-19 309.25 304.00 247,500 4,463,250 -0.39 % 9.76 % -11.50 % 0.3433 - - Long Windup 61.07%41.28 -5.25 -1.7 %
09-Aug-19 310.95 305.20 225,500 5,043,500 0.13 % 18.84 % 3.15 % 0.3531 - - Long Buildup 37.10%24.87 -5.75 -1.85 %
08-Aug-19 311.90 304.80 189,750 4,889,500 0.46 % 1.47 % -0.56 % 0.3639 - - Short Covering 43.87%10.22 -7.1 -2.28 %
07-Aug-19 310.45 303.40 187,000 4,917,000 0.48 % -2.86 % 0.68 % 0.3747 - - Long Buildup 54.75%28.98 -7.05 -2.27 %
06-Aug-19 310.35 301.95 192,500 4,884,000 2.01 % 4.48 % 21.89 % 0.3865 - - Long Buildup 42.11%23.28 -8.4 -2.71 %
05-Aug-19 301.40 296.00 184,250 4,006,750 -1.94 % 1.52 % -2.87 % 0.3730 - - Long Windup 22.65%7.29 -5.4 -1.79 %
02-Aug-19 308.80 301.85 181,500 4,125,000 1.17 % 4.76 % 2.95 % 0.3668 - - Long Buildup 37.79%15.08 -6.95 -2.25 %
01-Aug-19 304.15 298.35 173,250 4,006,750 0.78 % 8.62 % 0.41 % 0.3711 - - Long Buildup 30.37%10.17 -5.8 -1.91 %
31-Jul-19 303.10 296.05 159,500 3,990,250 0.12 % 7.41 % 0.55 % 0.3824 1.00 - Long Buildup 28.63%12.10 -7.05 -2.33 %
30-Jul-19 299.95 295.70 148,500 3,968,250 -0.94 % 8.00 % 4.57 % 0.3912 - - Short Buildup 29.65%7.28 -4.25 -1.42 %
29-Jul-19 304.15 298.50 137,500 3,795,000 -0.70 % 2.04 % 4.55 % 0.3979 - - Short Buildup 38.53%11.34 -5.65 -1.86 %
26-Jul-19 305.75 300.60 134,750 3,630,000 -0.46 % 2.08 % -8.33 % 0.4096 - - Long Windup 23.96%13.77 -5.15 -1.68 %
25-Jul-19 314.85 302.00 132,000 3,960,000 -0.98 % 20.00 % -2.04 % 0.3980 - - Long Windup 20.51%27.72 -12.85 -4.08 %
24-Jul-19 308.70 305.00 110,000 4,042,500 -4.25 % 150.00 % -21.85 % 0.3994 - - Long Windup 44.52%38.90 -3.7 -1.2 %
23-Jul-19 324.35 318.55 44,000 5,172,750 1.45 % 14.29 % 8.54 % 0.3357 - - Long Buildup 28.13%10.82 -5.8 -1.79 %
22-Jul-19 316.15 314.00 38,500 4,765,750 -0.16 % 75.00 % -0.17 % 0.3234 - - Long Windup 19.52%6.80 -2.15 -0.68 %
19-Jul-19 322.85 314.50 22,000 4,774,000 -1.43 % 14.29 % 11.28 % 0.3179 - - Short Buildup 44.39%48.40 -8.35 -2.59 %
18-Jul-19 319.60 319.05 19,250 4,290,000 0.65 % 40.00 % -0.26 % 0.3242 - - Short Covering 61.32%23.24 -0.55 -0.17 %
17-Jul-19 319.05 317.00 13,750 4,301,000 3.43 % 25.00 % -1.76 % 0.3343 - - Short Covering 52.04%23.47 -2.05 -0.64 %
16-Jul-19 320.20 306.50 11,000 4,378,000 0.00 % 0.00 % 7.57 % 0.3444 - - 46.66%43.39 -13.7 -4.28 %
15-Jul-19 314.75 306.50 11,000 4,070,000 0.00 % 0.00 % 5.71 % 0.3454 - - 51.73%38.18 -8.25 -2.62 %
12-Jul-19 310.35 306.50 11,000 3,850,000 0.00 % 0.00 % 0.94 % 0.3497 - - 47.12%35.34 -3.85 -1.24 %
11-Jul-19 305.80 306.50 11,000 3,814,250 0.00 % 0.00 % -8.45 % 0.3536 - - 51.00%23.21 0.7 0.23 %
10-Jul-19 304.30 306.50 11,000 4,166,250 1.89 % 0.00 % -8.57 % 0.3639 - - Short Covering 33.17%20.41 2.2 0.72 %
09-Jul-19 303.90 300.80 11,000 4,556,750 0.13 % 33.33 % -16.65 % 0.3753 - - Short Covering 53.96%49.69 -3.1 -1.02 %
08-Jul-19 297.10 300.40 8,250 5,467,000 -2.31 % 50.00 % -8.72 % 0.3713 - - Long Windup 46.24%25.23 3.3 1.11 %
05-Jul-19 297.45 307.50 5,500 5,989,500 0.00 % 0.00 % 1.02 % 0.3830 - - 42.48%19.90 10.05 3.38 %
04-Jul-19 302.50 307.50 5,500 5,929,000 -4.07 % 100.00 % 4.31 % 0.3865 - - Short Buildup 42.77%22.74 5 1.65 %
03-Jul-19 302.15 320.55 2,750 5,684,250 0.00 % 0.00 % 36.89 % 0.3987 - - 57.01%74.52 18.4 6.09 %
02-Jul-19 311.35 320.55 2,750 4,152,500 0.00 % 0.00 % 1.96 % 0.3848 - - 34.58%15.59 9.2 2.95 %
01-Jul-19 304.90 320.55 2,750 4,072,750 0.00 % 0.00 % 5.56 % 0.3839 - - 24.59%31.64 15.65 5.13 %
28-Jun-19 314.65 320.55 2,750 3,858,250 0.00 % 0.00 % -6.28 % 0.3656 - - 36.94%12.90 5.9 1.88 %
 
 
Average Delivery Volume
On 20-Sep-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
58.25 Crore Rs. 37.22 Crore Rs. 35.28 Crore Rs. 28.22 Crore Rs. 27.14 Crore Rs. 22.49 Crore Rs. More details >>
Average Delivery Percentage
On 20-Sep-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
46.35 % 47.89 % 46.33 % 45.21 % 46.61 % 41.43 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTURE-
SPOT-
 
 
IGL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 23-Sep-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
291.9 304.9 322.75 335.75 353.6 366.6 384.45
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
325.18 332.89 335.46 338.03 335.75 343.17 345.74 348.31 356.03
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
304.9 316.68 323.97 335.75 347.53 354.82 366.6
DeMark Pivot
Support 1 Pivot Point Resistance 1
329.25 339 360.1
 
 
IGL Result / Events
Date Description Status
14-Aug-19Financial ResultsCompleted
23-May-19Financial Results/DividendCompleted
06-Feb-19Financial ResultsCompleted