FnO Contract Details

Expiry:
Symbol:

INDIGO analysis for the selected expiry [Jan-21] as on 15-Jan-21

INDIGO Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,660.00 1,664.40 1,620.90 1,631.05 NA -1.66 % NA NA
28-Jan-21 1,670.65 1,670.65 1,625.50 1,637.90 3,103,000 -1.64 % -0.39 % Long Windup
25-Feb-21 1,669.15 1,669.20 1,630.00 1,638.40 66,000 -1.67 % 0.00 %
25-Mar-21 1,656.30 1,656.30 1,641.90 1,641.90 9,500 -1.84 % 5.56 % Short Buildup
Cummulative NA NA NA NA 3,178,500 NA -0.36 % Long Windup
INDIGO Options OI PCR:  0.41   (Expiry : 28-Jan-21 )   PUT OI: 384,000   CALL OI: 941,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1700.00 234500 3.30% 52.05 -17.51% Short Buildup
1800.00 195500 0.51% 25.15 -20.29% Short Buildup
1900.00 102000 -0.49% 11.65 -21.55% 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
1750.00 101000 8.60% 36.25 -18.99% Short Buildup
1700.00 234500 3.30% 52.05 -17.51% Short Buildup
1800.00 195500 0.51% 25.15 -20.29% 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
1850.00 45500 -2.15% 17.30 -19.72% Long Windup
2100.00 2500 -16.67% 2.45 -34.67% Long Windup
1900.00 102000 -0.49% 11.65 -21.55% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 95000 12.43% 59.60 21.76% Long Buildup
1500.00 91000 3.41% 25.35 22.17% Long Buildup
1700.00 47000 -4.08% 111.50 12.85% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 95000 12.43% 59.60 21.76% Long Buildup
1500.00 91000 3.41% 25.35 22.17% Long Buildup
1400.00 40500 1.25% 9.90 26.92% Long 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
1650.00 26000 -25.71% 87.30 23.57% Short Covering
1700.00 47000 -4.08% 111.50 12.85% Short Covering
1800.00 9500 -5.00% 190.00 2.79% Short Covering
 
 
INDIGO 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 %
15-Jan-21 1,631.05 1,637.90 3,103,000 3,178,500 -1.64 % -0.39 % -0.36 % 0.5399 0.41 2.38 % Long Windup 21.64%23.22 6.85 0.42 %
14-Jan-21 1,658.60 1,665.25 3,115,000 3,190,000 1.43 % -0.92 % -0.85 % 0.5408 0.41 2.35 % Short Covering 13.79%17.41 6.65 0.4 %
13-Jan-21 1,633.80 1,641.85 3,144,000 3,217,500 -2.72 % 3.90 % 4.01 % 0.5418 0.42 2.28 % Short Buildup 24.81%53.23 8.05 0.49 %
12-Jan-21 1,680.00 1,687.70 3,026,000 3,093,500 -1.03 % 2.45 % 2.59 % 0.5419 0.45 2.18 % Short Buildup 28.13%49.11 7.7 0.46 %
11-Jan-21 1,702.65 1,705.30 2,953,500 3,015,500 -1.39 % -1.06 % -0.92 % 0.5430 0.50 2.06 % Long Windup 21.48%29.55 2.65 0.16 %
08-Jan-21 1,732.30 1,729.30 2,985,000 3,043,500 -1.42 % -2.39 % -2.15 % 0.5441 0.50 1.92 % Long Windup 24.20%39.69 -3 -0.17 %
07-Jan-21 1,761.05 1,754.15 3,058,000 3,110,500 1.30 % 5.45 % 5.76 % 0.5451 0.53 1.69 % Long Buildup 28.42%75.46 -6.9 -0.39 %
06-Jan-21 1,732.50 1,731.60 2,900,000 2,941,000 0.81 % -1.26 % -1.34 % 0.5462 0.65 1.39 % Short Covering 12.12%21.81 -0.9 -0.05 %
05-Jan-21 1,714.75 1,717.70 2,937,000 2,981,000 -1.52 % -1.16 % -1.00 % 0.5474 0.65 1.48 % Long Windup 19.00%28.10 2.95 0.17 %
04-Jan-21 1,744.95 1,744.20 2,971,500 3,011,000 2.00 % 1.33 % 1.53 % 0.5484 0.61 1.31 % Long Buildup 13.61%20.54 -0.75 -0.04 %
01-Jan-21 1,713.50 1,709.95 2,932,500 2,965,500 -0.15 % 1.66 % -10.79 % 0.5491 0.64 1.11 % Long Windup 4.29%7.36 -3.55 -0.21 %
31-Dec-20 1,723.30 1,712.50 2,884,500 3,324,000 1.17 % 13.12 % 2.88 % 0.5505 0.61 - Long Buildup 16.73%42.51 -10.8 -0.63 %
30-Dec-20 1,689.70 1,692.75 2,550,000 3,231,000 -0.28 % 25.77 % -6.62 % 0.5517 0.79 - Long Windup 7.84%14.11 3.05 0.18 %
29-Dec-20 1,692.20 1,697.45 2,027,500 3,460,000 0.41 % 35.30 % 4.28 % 0.5530 0.56 - Long Buildup 17.11%49.39 5.25 0.31 %
28-Dec-20 1,687.90 1,690.55 1,498,500 3,318,000 2.70 % 53.69 % 7.47 % 0.5544 0.55 - Long Buildup 10.81%40.87 2.65 0.16 %
24-Dec-20 1,643.80 1,646.10 975,000 3,087,500 -0.55 % 30.00 % 0.65 % 0.5547 0.85 - Short Buildup 10.19%26.78 2.3 0.14 %
23-Dec-20 1,649.25 1,655.20 750,000 3,067,500 5.92 % -17.85 % -12.12 % 0.5561 0.99 - Short Covering 6.50%27.25 5.95 0.36 %
22-Dec-20 1,570.95 1,562.65 913,000 3,490,500 4.36 % 32.22 % 3.09 % 0.5529 1.16 - Long Buildup 3.07%30.30 -8.3 -0.53 %
21-Dec-20 1,507.00 1,497.40 690,500 3,386,000 -9.30 % 67.39 % 6.66 % 0.5511 0.62 - Short Buildup 11.61%47.72 -9.6 -0.64 %
18-Dec-20 1,651.05 1,650.90 412,500 3,174,500 0.31 % 18.53 % 3.44 % 0.5370 0.50 - Long Buildup 18.95%57.22 -0.15 -0.01 %
17-Dec-20 1,642.55 1,645.80 348,000 3,069,000 -0.88 % 30.83 % 1.10 % 0.5383 0.59 - Short Buildup 25.73%45.08 3.25 0.2 %
16-Dec-20 1,655.85 1,660.45 266,000 3,035,500 0.00 % 19.82 % 1.13 % 0.5395 0.70 - 18.38%33.05 4.6 0.28 %
15-Dec-20 1,659.80 1,660.50 222,000 3,001,500 -3.11 % 94.74 % 4.40 % 0.5409 0.81 - Short Buildup 32.05%83.42 0.7 0.04 %
14-Dec-20 1,715.10 1,713.80 114,000 2,875,000 -0.79 % 42.50 % 3.90 % 0.5407 1.64 - Short Buildup 28.37%56.54 -1.3 -0.08 %
11-Dec-20 1,729.90 1,727.45 80,000 2,767,000 -0.82 % 45.45 % -2.21 % 0.5419 1.55 - Long Windup 27.05%72.18 -2.45 -0.14 %
10-Dec-20 1,736.35 1,741.80 55,000 2,829,500 0.09 % 5.77 % 1.31 % 0.5432 6.00 - Long Buildup 23.67%38.76 5.45 0.31 %
09-Dec-20 1,731.65 1,740.15 52,000 2,793,000 -0.43 % 25.30 % -2.19 % 0.5446 5.50 - Long Windup 28.19%49.50 8.5 0.49 %
08-Dec-20 1,747.65 1,747.60 41,500 2,855,500 0.17 % -6.74 % 1.24 % 0.5459 5.50 - Long Buildup 25.73%72.70 -0.05 -0 %
07-Dec-20 1,740.30 1,744.65 44,500 2,820,500 -0.16 % 2.30 % -5.40 % 0.5473 10.00 - Long Windup 25.01%68.04 4.35 0.25 %
04-Dec-20 1,744.80 1,747.45 43,500 2,981,500 5.64 % 14.47 % 4.30 % 0.5486 10.00 - Long Buildup 16.66%141.31 2.65 0.15 %
03-Dec-20 1,644.05 1,654.10 38,000 2,858,500 3.64 % 18.75 % -6.09 % 0.5451 11.00 - Short Covering 27.05%91.63 10.05 0.61 %
02-Dec-20 1,593.10 1,596.00 32,000 3,044,000 1.64 % 20.75 % -2.39 % 0.5446 - - Short Covering 19.43%50.77 2.9 0.18 %
01-Dec-20 1,559.75 1,570.25 26,500 3,118,500 3.43 % 3.92 % -0.48 % 0.5452 - - Short Covering 18.97%46.80 10.5 0.67 %
27-Nov-20 1,514.15 1,518.15 25,500 3,133,500 -1.93 % 13.33 % -5.43 % 0.5451 - - Long Windup 47.91%239.49 4 0.26 %
26-Nov-20 1,544.35 1,548.10 22,500 3,313,500 -2.82 % 66.67 % -4.92 % 0.5459 - - Long Windup 23.29%117.93 3.75 0.24 %
25-Nov-20 1,590.65 1,593.00 13,500 3,485,000 -4.46 % 12.50 % -7.58 % 0.5458 - - Long Windup 29.77%85.80 2.35 0.15 %
24-Nov-20 1,656.30 1,667.30 12,000 3,771,000 0.56 % 0.00 % 16.28 % 0.5447 - - Long Buildup 19.71%33.94 11 0.66 %
23-Nov-20 1,669.55 1,658.00 12,000 3,243,000 -0.19 % 9.09 % -5.45 % 0.5460 - - Long Windup 26.65%58.31 -11.55 -0.69 %
20-Nov-20 1,679.70 1,661.20 11,000 3,430,000 -0.59 % 10.00 % 17.63 % 0.5474 - - Short Buildup 27.05%177.25 -18.5 -1.1 %
19-Nov-20 1,687.95 1,671.00 10,000 2,916,000 -1.94 % 42.86 % 1.73 % 0.5487 - - Short Buildup 30.06%104.41 -16.95 -1 %
18-Nov-20 1,702.00 1,704.00 7,000 2,866,500 5.19 % 0.00 % 2.03 % 0.5498 - - Long Buildup 26.19%95.54 2 0.12 %
17-Nov-20 1,643.70 1,620.00 7,000 2,809,500 -0.27 % -6.67 % -0.64 % 0.5496 - - Long Windup 24.09%85.45 -23.7 -1.44 %
14-Nov-20 1,614.95 1,624.35 7,500 2,827,500 0.00 % 0.00 % -0.09 % 0.5504 - - 14.88%2.63 9.4 0.58 %
13-Nov-20 1,616.40 1,624.35 7,500 2,830,000 0.00 % 7.14 % -4.49 % 0.5517 - - 11.09%16.52 7.95 0.49 %
12-Nov-20 1,631.05 1,624.35 7,000 2,963,000 1.13 % 55.56 % 4.35 % 0.5530 - - Long Buildup 10.54%32.82 -6.7 -0.41 %
11-Nov-20 1,619.50 1,606.15 4,500 2,839,500 0.70 % 12.50 % 3.82 % 0.5543 - - Long Buildup 28.46%95.49 -13.35 -0.82 %
10-Nov-20 1,627.55 1,595.00 4,000 2,735,000 7.41 % 700.00 % 2.43 % 0.5557 - - Long Buildup 35.34%340.39 -32.55 -2 %
09-Nov-20 1,491.05 1,485.00 500 2,670,000 0.00 % 0.00 % 0.95 % 0.5457 - - 29.50%135.27 -6.05 -0.41 %
 
 
Average Delivery Volume
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
23.22 Crore Rs. 31.29 Crore Rs. 34.50 Crore Rs. 38.68 Crore Rs. 32.47 Crore Rs. 35.56 Crore Rs. More details >>
Average Delivery Percentage
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
21.64 % 20.98 % 22.69 % 22.58 % 18.57 % 13.41 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Engulfing-
SPOTBearish Engulfing-
 
 
INDIGO Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 18-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1573.56 1599.53 1618.71 1644.68 1663.86 1689.83 1709.01
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1615.33 1626.61 1630.38 1634.14 1644.68 1641.66 1645.43 1649.19 1660.48
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1599.53 1616.78 1627.43 1644.68 1661.93 1672.58 1689.83
DeMark Pivot
Support 1 Pivot Point Resistance 1
1609.13 1639.89 1654.28
 
 
INDIGO Result / Events
Date Description Status
30-Jul-20Fund RaisingCompleted
29-Jul-20Financial ResultsCompleted
24-Oct-19Financial ResultsCompleted
19-Jul-19Financial ResultsCompleted
27-May-19DividendCompleted
23-Jan-19Financial ResultsCompleted