FnO Contract Details

Expiry:
Symbol:

IGL analysis for the selected expiry [Jan-21] as on 22-Jan-21

IGL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 537.75 544.00 530.25 534.25 NA 0.25 % NA NA
28-Jan-21 540.15 544.90 531.40 535.45 5,693,875 0.02 % -4.87 % Short Covering
25-Feb-21 543.00 546.05 533.00 535.90 599,500 -0.09 % 19.13 % Short Buildup
25-Mar-21 538.55 543.90 534.00 536.95 30,250 -0.30 % 22.22 % Short Buildup
Cummulative NA NA NA NA 6,323,625 NA -2.91 % Short Covering
IGL Options OI PCR:  0.50   (Expiry : 28-Jan-21 )   PUT OI: 1,402,500   CALL OI: 2,796,750 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
550.00 396000 12.06% 5.00 -25.93% Short Buildup
600.00 347875 -13.65% 0.75 -16.67% Long Windup
570.00 334125 -17.91% 2.10 -27.59% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
550.00 396000 12.06% 5.00 -25.93% Short Buildup
545.00 78375 16.33% 6.10 -24.69% Short Buildup
555.00 59125 10.26% 4.10 -25.45% 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
570.00 334125 -17.91% 2.10 -27.59% Long Windup
560.00 259875 -20.92% 3.20 -27.27% Long Windup
600.00 347875 -13.65% 0.75 -16.67% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 181500 -7.69% 1.00 -41.18% Long Windup
520.00 170500 3.33% 3.95 -28.83% Short Buildup
540.00 137500 -14.53% 11.95 -18.43% 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
525.00 45375 106.25% 3.95 -47.68% Short Buildup
520.00 170500 3.33% 3.95 -28.83% Short Buildup
430.00 27500 17.65% 0.30 -33.33% 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
530.00 122375 -27.05% 7.00 -24.73% Long Windup
540.00 137500 -14.53% 11.95 -18.43% Long Windup
480.00 56375 -25.45% 0.30 -50.00% 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 %
22-Jan-21 534.25 535.45 5,693,875 6,323,625 0.02 % -4.87 % -2.91 % 0.4602 0.50 9.96 % Short Covering 11.14%17.67 1.2 0.22 %
21-Jan-21 532.90 535.35 5,985,375 6,513,375 -4.74 % 5.91 % 11.80 % 0.4614 0.49 8.11 % Short Buildup 39.32%117.56 2.45 0.46 %
20-Jan-21 561.30 562.00 5,651,250 5,825,875 0.61 % -2.77 % -2.08 % 0.4571 0.64 3.00 % Short Covering 35.62%43.46 0.7 0.12 %
19-Jan-21 557.55 558.60 5,812,125 5,949,625 3.96 % -3.43 % -3.09 % 0.4582 0.61 2.31 % Short Covering 30.54%36.90 1.05 0.19 %
18-Jan-21 535.20 537.30 6,018,375 6,139,375 -2.39 % -2.78 % -2.60 % 0.4560 0.58 1.97 % Long Windup 24.38%41.31 2.1 0.39 %
15-Jan-21 547.90 550.45 6,190,250 6,303,000 -3.26 % 0.45 % 0.57 % 0.4560 0.53 1.79 % Short Buildup 37.76%74.43 2.55 0.47 %
14-Jan-21 567.95 569.00 6,162,750 6,267,250 0.21 % 2.42 % 2.66 % 0.4546 0.61 1.67 % Long Buildup 10.93%17.37 1.05 0.18 %
13-Jan-21 565.60 567.80 6,017,000 6,105,000 0.11 % -2.34 % -2.31 % 0.4557 0.66 1.44 % Short Covering 37.19%37.58 2.2 0.39 %
12-Jan-21 567.20 567.15 6,161,375 6,249,375 1.78 % 0.07 % 0.44 % 0.4568 0.64 1.41 % Long Buildup 25.02%52.27 -0.05 -0.01 %
11-Jan-21 557.50 557.25 6,157,250 6,221,875 1.13 % -0.82 % -0.85 % 0.4574 0.60 1.04 % Short Covering 33.18%41.76 -0.25 -0.04 %
08-Jan-21 550.70 551.05 6,208,125 6,275,500 1.82 % -2.32 % -2.25 % 0.4582 0.57 1.07 % Short Covering 38.39%75.11 0.35 0.06 %
07-Jan-21 540.00 541.20 6,355,250 6,419,875 -0.38 % -7.10 % -7.08 % 0.4586 0.57 1.01 % Long Windup 27.22%61.53 1.2 0.22 %
06-Jan-21 542.40 543.25 6,840,625 6,909,375 4.08 % -7.75 % -7.65 % 0.4597 0.51 1.00 % Short Covering 24.83%96.71 0.85 0.16 %
05-Jan-21 519.05 521.95 7,415,375 7,481,375 2.42 % -0.15 % -0.15 % 0.4570 0.42 0.88 % Short Covering 15.36%86.58 2.9 0.56 %
04-Jan-21 506.70 509.60 7,426,375 7,492,375 -0.07 % 0.17 % 0.44 % 0.4570 0.33 0.88 % Short Buildup 27.05%35.82 2.9 0.57 %
01-Jan-21 507.15 509.95 7,414,000 7,459,375 1.02 % 1.07 % -1.54 % 0.4581 0.31 0.61 % Short Covering 18.44%12.99 2.8 0.55 %
31-Dec-20 502.35 504.80 7,335,625 7,576,250 -0.67 % 10.25 % -0.60 % 0.4591 0.27 - Long Windup 20.11%28.71 2.45 0.49 %
30-Dec-20 505.55 508.20 6,653,625 7,621,625 -1.27 % 31.75 % -1.93 % 0.4602 0.25 - Long Windup 11.65%37.84 2.65 0.52 %
29-Dec-20 511.10 514.75 5,050,375 7,771,500 4.31 % 122.20 % 15.94 % 0.4611 0.21 - Long Buildup 21.56%109.85 3.65 0.71 %
28-Dec-20 490.05 493.50 2,272,875 6,703,125 0.32 % 91.76 % -1.08 % 0.4587 0.48 - Short Covering 28.05%15.44 3.45 0.7 %
24-Dec-20 489.15 491.95 1,185,250 6,776,000 0.10 % 9.53 % -3.24 % 0.4599 0.52 - Short Covering 30.04%25.16 2.8 0.57 %
23-Dec-20 488.65 491.45 1,082,125 7,002,875 -0.51 % 93.84 % 10.74 % 0.4610 0.54 - Short Buildup 21.38%40.22 2.8 0.57 %
22-Dec-20 492.80 493.95 558,250 6,323,625 5.86 % 20.47 % 4.76 % 0.4620 0.95 - Long Buildup 31.54%101.43 1.15 0.23 %
21-Dec-20 464.35 466.60 463,375 6,036,250 -3.06 % 29.62 % -1.17 % 0.4561 1.45 - Long Windup 18.48%15.45 2.25 0.48 %
18-Dec-20 478.00 481.35 357,500 6,107,750 -0.37 % 22.64 % -2.05 % 0.4556 1.96 - Long Windup 31.11%33.21 3.35 0.7 %
17-Dec-20 479.80 483.15 291,500 6,235,625 -1.59 % 22.54 % 1.52 % 0.4567 0.97 - Short Buildup 35.16%18.30 3.35 0.7 %
16-Dec-20 487.55 490.95 237,875 6,142,125 0.94 % -1.70 % -8.43 % 0.4573 1.16 - Short Covering 33.18%40.94 3.4 0.7 %
15-Dec-20 483.15 486.40 242,000 6,707,250 -2.44 % 49.15 % 10.94 % 0.4583 1.24 - Short Buildup 14.59%39.75 3.25 0.67 %
14-Dec-20 495.45 498.55 162,250 6,045,875 2.71 % 45.68 % 2.11 % 0.4582 0.50 - Long Buildup 28.02%53.26 3.1 0.63 %
11-Dec-20 482.25 485.40 111,375 5,920,750 -0.01 % 2.53 % -0.37 % 0.4579 0.33 - Long Windup 37.52%22.33 3.15 0.65 %
10-Dec-20 481.70 485.45 108,625 5,942,750 -0.09 % -3.66 % -2.88 % 0.4591 0.33 - Long Windup 31.69%26.13 3.75 0.78 %
09-Dec-20 483.15 485.90 112,750 6,118,750 -0.73 % 12.33 % 1.37 % 0.4602 0.33 - Short Buildup 16.22%31.07 2.75 0.57 %
08-Dec-20 487.30 489.45 100,375 6,036,250 1.16 % 5.80 % -0.90 % 0.4612 0.25 - Short Covering 31.02%36.66 2.15 0.44 %
07-Dec-20 480.80 483.85 94,875 6,091,250 0.59 % 6.15 % 2.78 % 0.4620 0.27 - Long Buildup 31.57%33.97 3.05 0.63 %
04-Dec-20 478.45 481.00 89,375 5,926,250 -1.33 % 4.84 % 1.94 % 0.4631 0.38 - Short Buildup 27.83%29.89 2.55 0.53 %
03-Dec-20 484.10 487.50 85,250 5,813,500 1.08 % -6.06 % -3.36 % 0.4640 0.13 - Short Covering 32.91%54.05 3.4 0.7 %
02-Dec-20 479.30 482.30 90,750 6,015,625 -0.80 % 34.69 % 4.27 % 0.4650 0.14 - Short Buildup 34.48%82.79 3 0.63 %
01-Dec-20 482.40 486.20 67,375 5,769,500 -1.77 % 22.50 % 2.99 % 0.4661 0.14 - Short Buildup 34.66%84.66 3.8 0.79 %
27-Nov-20 496.40 494.95 55,000 5,601,750 10.26 % 66.67 % 33.57 % 0.4656 0.14 - Long Buildup 36.69%559.71 -1.45 -0.29 %
26-Nov-20 448.15 448.90 33,000 4,193,750 -1.15 % 33.33 % 7.32 % 0.4458 - - Short Buildup 35.16%42.22 0.75 0.17 %
25-Nov-20 450.10 454.10 24,750 3,907,750 1.14 % 28.57 % -13.46 % 0.4469 - - Short Covering 20.79%21.63 4 0.89 %
24-Nov-20 454.15 449.00 19,250 4,515,500 -0.51 % 7.69 % -0.97 % 0.4478 - - Long Windup 43.81%52.13 -5.15 -1.13 %
23-Nov-20 449.65 451.30 17,875 4,559,500 -0.53 % 18.18 % 5.71 % 0.4487 - - Short Buildup 33.67%51.96 1.65 0.37 %
20-Nov-20 443.20 453.70 15,125 4,313,375 1.96 % 22.22 % 0.35 % 0.4494 - - Long Buildup 34.05%38.44 10.5 2.37 %
19-Nov-20 442.25 445.00 12,375 4,298,250 -0.67 % 0.00 % -1.91 % 0.4505 - - Long Windup 30.30%48.15 2.75 0.62 %
18-Nov-20 449.65 448.00 12,375 4,382,125 2.91 % 12.50 % -4.78 % 0.4511 - - Short Covering 35.00%67.74 -1.65 -0.37 %
17-Nov-20 439.00 435.35 11,000 4,602,125 -0.88 % 14.29 % 5.38 % 0.4511 - - Short Buildup 28.38%28.68 -3.65 -0.83 %
14-Nov-20 435.25 439.20 9,625 4,367,000 0.00 % 0.00 % -0.06 % 0.4521 - - 33.58%3.01 3.95 0.91 %
13-Nov-20 436.45 439.20 9,625 4,369,750 -2.02 % 16.67 % 1.66 % 0.4532 - - Short Buildup 15.53%17.06 2.75 0.63 %
12-Nov-20 438.30 448.25 8,250 4,298,250 1.54 % -14.29 % -9.26 % 0.4543 - - Short Covering 21.61%30.90 9.95 2.27 %
11-Nov-20 448.30 441.45 9,625 4,736,875 3.12 % 40.00 % -9.37 % 0.4544 - - Short Covering 36.51%119.83 -6.85 -1.53 %
10-Nov-20 423.15 428.10 6,875 5,226,375 0.55 % 0.00 % 0.40 % 0.4488 - - Long Buildup 35.28%33.70 4.95 1.17 %
09-Nov-20 423.20 425.75 6,875 5,205,750 0.88 % 25.00 % 6.38 % 0.4499 - - Long Buildup 30.89%22.71 2.55 0.6 %
06-Nov-20 421.65 422.05 5,500 4,893,625 0.97 % 0.00 % 3.64 % 0.4510 - - Long Buildup 30.50%23.30 0.4 0.09 %
05-Nov-20 421.50 418.00 5,500 4,721,750 1.64 % 33.33 % -0.43 % 0.4521 - - Short Covering 36.85%47.50 -3.5 -0.83 %
04-Nov-20 406.70 411.25 4,125 4,742,375 -0.83 % 50.00 % 3.14 % 0.4507 - - Short Buildup 22.70%12.80 4.55 1.12 %
03-Nov-20 407.15 414.70 2,750 4,598,000 2.40 % 100.00 % -0.77 % 0.4518 - - Short Covering 22.93%16.13 7.55 1.85 %
02-Nov-20 404.20 405.00 1,375 4,633,750 0.00 % 0.00 % -0.41 % 0.4528 - - 26.55%13.56 0.8 0.2 %
30-Oct-20 402.25 405.00 1,375 4,653,000 0.00 % 0.00 % -7.31 % 0.4539 - - 30.05%24.69 2.75 0.68 %
 
 
Average Delivery Volume
On 22-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
17.67 Crore Rs. 59.56 Crore Rs. 51.38 Crore Rs. 48.29 Crore Rs. 54.90 Crore Rs. 50.76 Crore Rs. More details >>
Average Delivery Percentage
On 22-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
11.14 % 30.79 % 29.50 % 29.15 % 28.88 % 24.32 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside Candle-
SPOTInside Candle-
 
 
IGL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
516.1 523.75 529.6 537.25 543.1 550.75 556.6
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
528.7 532.08 533.2 534.33 537.25 536.58 537.7 538.83 542.2
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
523.75 528.91 532.09 537.25 542.41 545.59 550.75
DeMark Pivot
Support 1 Pivot Point Resistance 1
526.68 535.79 540.18
 
 
IGL Result / Events
Date Description Status
15-Jun-20Financial Results/DividendCompleted
06-Feb-20Financial ResultsCompleted
14-Aug-19Financial ResultsCompleted
23-May-19Financial Results/DividendCompleted
06-Feb-19Financial ResultsCompleted