FnO Contract Details

Expiry:
Symbol:

IGL analysis for the selected expiry [Jul-20] as on 02-Jul-20

IGL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 442.65 447.95 440.00 444.60 NA 1.34 % NA NA
30-Jul-20 439.00 449.00 439.00 445.65 7,156,875 1.33 % -2.31 % Short Covering
27-Aug-20 440.75 447.35 440.55 443.40 82,500 1.06 % 3.45 % Long Buildup
Cummulative NA NA NA NA 7,239,375 NA -2.25 % Short Covering
IGL Options OI PCR:  0.48   (Expiry : 30-Jul-20 )   PUT OI: 917,125   CALL OI: 1,892,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
480.00 477125 157.04% 9.40 8.05% Long Buildup
500.00 346500 -1.95% 5.55 1.83% Short Covering
460.00 269500 13.29% 15.40 12.41% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
480.00 477125 157.04% 9.40 8.05% Long Buildup
470.00 199375 19.83% 12.10 11.52% Long Buildup
460.00 269500 13.29% 15.40 12.41% 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
440.00 82500 -28.57% 24.00 8.11% Short Covering
450.00 253000 -10.68% 19.50 10.17% Short Covering
500.00 346500 -1.95% 5.55 1.83% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
440.00 240625 15.13% 18.85 -14.71% Short Buildup
400.00 177375 -1.53% 5.35 -17.69% Long Windup
430.00 111375 6.58% 14.40 -14.79% 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
440.00 240625 15.13% 18.85 -14.71% Short Buildup
410.00 75625 10.00% 7.70 -16.76% Short Buildup
460.00 22000 45.45% 29.85 -13.23% 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
400.00 177375 -1.53% 5.35 -17.69% Long Windup
390.00 24750 -5.26% 3.80 -20.83% Long Windup
450.00 78375 -1.72% 23.65 -15.84% 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 %
02-Jul-20 444.60 445.65 7,156,875 7,239,375 1.33 % -2.31 % -2.25 % 0.5004 0.48 1.14 % Short Covering 48.33%59.38 1.05 0.24 %
01-Jul-20 438.70 439.80 7,326,000 7,405,750 -0.58 % -2.18 % -2.14 % 0.5013 0.54 1.08 % Long Windup 47.25%43.70 1.1 0.25 %
30-Jun-20 442.30 442.35 7,489,625 7,568,000 -0.36 % -0.95 % -0.90 % 0.5025 0.55 1.04 % Long Windup 38.62%38.80 0.05 0.01 %
29-Jun-20 444.45 443.95 7,561,125 7,636,750 0.23 % -3.85 % -3.74 % 0.5037 0.56 0.99 % Short Covering 34.94%42.02 -0.5 -0.11 %
26-Jun-20 442.10 442.95 7,863,625 7,933,750 -0.52 % 3.47 % -7.16 % 0.5049 0.57 0.88 % Long Windup 32.39%46.48 0.85 0.19 %
25-Jun-20 445.15 445.25 7,599,625 8,545,625 0.06 % 28.50 % -2.68 % 0.5061 0.50 - Short Covering 48.80%180.60 0.1 0.02 %
24-Jun-20 443.55 445.00 5,913,875 8,780,750 -2.05 % 53.88 % -0.11 % 0.5073 0.58 - Long Windup 35.05%70.56 1.45 0.33 %
23-Jun-20 453.55 454.30 3,843,125 8,790,375 1.17 % 134.28 % -1.22 % 0.5077 0.75 - Short Covering 36.32%55.27 0.75 0.17 %
22-Jun-20 447.90 449.05 1,640,375 8,899,000 0.10 % 113.42 % -1.18 % 0.5087 0.68 - Short Covering 29.42%57.85 1.15 0.26 %
19-Jun-20 447.65 448.60 768,625 9,004,875 -0.24 % 41.52 % -0.43 % 0.5100 - - Long Windup 30.80%61.71 0.95 0.21 %
18-Jun-20 449.65 449.70 543,125 9,043,375 -5.14 % 255.86 % 21.80 % 0.5112 0.53 - Short Buildup 34.95%166.30 0.05 0.01 %
17-Jun-20 474.15 474.05 152,625 7,425,000 -0.05 % 13.27 % 0.63 % 0.5074 0.37 - Short Buildup 30.10%33.16 -0.1 -0.02 %
16-Jun-20 474.30 474.30 134,750 7,378,250 0.21 % 10.11 % 4.44 % 0.5087 0.39 - Long Buildup 31.81%71.10 0 0 %
15-Jun-20 472.80 473.30 122,375 7,064,750 -1.75 % 14.10 % 5.29 % 0.5100 0.38 - Short Buildup 33.77%41.45 0.5 0.11 %
12-Jun-20 482.00 481.75 107,250 6,710,000 1.41 % 25.81 % 2.61 % 0.5106 0.41 - Long Buildup 32.67%70.82 -0.25 -0.05 %
11-Jun-20 475.00 475.05 85,250 6,539,500 1.69 % -8.82 % -3.84 % 0.5115 0.55 - Short Covering 27.05%50.70 0.05 0.01 %
10-Jun-20 466.00 467.15 93,500 6,800,750 1.09 % -1.45 % 0.41 % 0.5121 2.50 - Long Buildup 27.22%33.14 1.15 0.25 %
09-Jun-20 463.45 462.10 94,875 6,773,250 -2.22 % 7.81 % -8.68 % 0.5133 5.00 - Long Windup 26.66%61.01 -1.35 -0.29 %
08-Jun-20 472.90 472.60 88,000 7,416,750 -3.24 % 56.10 % 12.42 % 0.5139 4.00 - Short Buildup 49.08%124.41 -0.3 -0.06 %
05-Jun-20 488.75 488.40 56,375 6,597,250 -2.98 % 13.89 % 3.88 % 0.5132 2.00 - Short Buildup 41.87%94.13 -0.35 -0.07 %
04-Jun-20 504.75 503.40 49,500 6,351,125 2.61 % 50.00 % 3.26 % 0.5127 - - Long Buildup 21.67%110.04 -1.35 -0.27 %
03-Jun-20 489.70 490.60 33,000 6,150,375 4.03 % -11.11 % -2.08 % 0.5123 - - Short Covering 24.29%53.45 0.9 0.18 %
02-Jun-20 472.85 471.60 37,125 6,281,000 0.78 % 8.00 % 0.91 % 0.5114 - - Long Buildup 26.50%27.91 -1.25 -0.26 %
01-Jun-20 470.55 467.95 34,375 6,224,625 0.80 % -3.85 % 3.00 % 0.5127 - - Long Buildup 31.16%56.10 -2.6 -0.55 %
29-May-20 472.10 464.25 35,750 6,043,125 -0.13 % 100.00 % 41.05 % 0.5368 - - Short Buildup 53.38%755.20 -7.85 -1.66 %
28-May-20 470.75 464.85 17,875 4,284,500 2.62 % 8.33 % -16.21 % 0.5513 - - Short Covering 34.83%38.05 -5.9 -1.25 %
27-May-20 456.40 453.00 16,500 5,113,625 -2.73 % 9.09 % 1.64 % 0.5464 - - Short Buildup 29.50%40.56 -3.4 -0.74 %
26-May-20 470.00 465.70 15,125 5,031,125 4.71 % 83.33 % 8.16 % 0.5483 - - Long Buildup 44.07%75.66 -4.3 -0.91 %
22-May-20 450.60 444.75 8,250 4,651,625 -0.78 % 100.00 % -2.70 % 0.5302 - - Long Windup 40.99%- -5.85 -1.3 %
21-May-20 450.80 448.25 4,125 4,780,875 -1.23 % 0.00 % 1.49 % 0.5466 - - Short Buildup 46.86%46.43 -2.55 -0.57 %
20-May-20 454.10 453.85 4,125 4,710,750 0.00 % 0.00 % -4.19 % 0.5633 - - 39.22%36.69 -0.25 -0.06 %
19-May-20 451.00 453.85 4,125 4,917,000 -4.54 % 50.00 % -0.45 % 0.5807 - - Long Windup 37.84%60.28 2.85 0.63 %
18-May-20 445.50 475.45 2,750 4,939,000 0.00 % 0.00 % -5.52 % 0.5936 - - 31.63%31.23 29.95 6.72 %
15-May-20 456.60 475.45 2,750 5,227,750 0.00 % 0.00 % 1.39 % 0.5948 - - 35.25%45.87 18.85 4.13 %
14-May-20 461.70 475.45 2,750 5,156,250 0.00 % 0.00 % -6.90 % 0.6117 - - 43.07%45.84 13.75 2.98 %
13-May-20 473.00 475.45 2,750 5,538,500 -0.82 % 0.00 % -3.31 % 0.6195 - - Long Windup 33.22%39.47 2.45 0.52 %
12-May-20 480.95 479.40 2,750 5,728,250 -2.16 % 100.00 % 5.82 % 0.6331 - - Short Buildup 24.03%33.67 -1.55 -0.32 %
11-May-20 495.95 490.00 1,375 5,413,375 3.96 % -50.00 % 1.73 % 0.6402 - - Long Buildup 26.28%77.69 -5.95 -1.2 %
08-May-20 472.30 471.35 2,750 5,321,250 0.00 % 0.00 % -1.45 % 0.6145 - - 47.16%40.65 -0.95 -0.2 %
07-May-20 468.35 471.35 2,750 5,399,625 0.00 % 0.00 % -1.90 % 0.6337 - - 33.44%24.50 3 0.64 %
06-May-20 468.10 471.35 2,750 5,504,125 0.00 % 0.00 % -0.37 % 0.6536 - - 22.03%32.67 3.25 0.69 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
59.38 Crore Rs. 47.29 Crore Rs. 46.08 Crore Rs. 67.10 Crore Rs. 71.30 Crore Rs. 72.03 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
48.33 % 44.92 % 39.75 % 41.20 % 37.00 % 34.77 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBullish Engulfing-
FUTURE-
 
 
IGL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
430.1 434.55 440.1 444.55 450.1 454.55 460.1
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
440.65 443.15 443.98 444.82 444.55 446.48 447.32 448.15 450.65
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
434.55 438.37 440.73 444.55 448.37 450.73 454.55
DeMark Pivot
Support 1 Pivot Point Resistance 1
442.33 445.66 452.33
 
 
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