FnO Contract Details

Expiry:
Symbol:

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

INDIGO Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,035.00 1,179.00 1,035.00 1,161.00 NA 12.22 % NA NA
27-Aug-20 1,039.50 1,167.90 1,039.50 1,160.30 3,223,000 11.61 % -1.27 % Short Covering
24-Sep-20 1,050.85 1,162.90 1,050.85 1,156.70 221,000 11.55 % 17.87 % Long Buildup
29-Oct-20 1,064.30 1,156.35 1,064.30 1,154.65 17,500 12.04 % 16.67 % Long Buildup
Cummulative NA NA NA NA 3,461,500 NA -0.16 % Short Covering
INDIGO Options OI PCR:  1.18   (Expiry : 27-Aug-20 )   PUT OI: 1,813,500   CALL OI: 1,536,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1200.00 327500 20.18% 44.95 358.67% Long Buildup
1300.00 228000 660.00% 19.50 343.18% Long Buildup
1100.00 188000 -21.67% 96.15 251.55% 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
1300.00 228000 660.00% 19.50 343.18% Long Buildup
1140.00 137000 4466.67% 71.45 1090.83% Long Buildup
1160.00 78500 3040.00% 61.35 905.74% 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
1060.00 24500 -73.22% 116.35 186.22% Short Covering
1040.00 58000 -53.23% 139.30 184.29% Short Covering
1100.00 188000 -21.67% 96.15 251.55% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1000.00 366500 107.06% 13.70 -56.37% Short Buildup
1100.00 276000 2023.08% 36.60 -57.98% Short Buildup
900.00 226000 25.91% 4.85 -41.92% 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
1100.00 276000 2023.08% 36.60 -57.98% Short Buildup
1000.00 366500 107.06% 13.70 -56.37% Short Buildup
1040.00 110000 348.98% 20.15 -59.21% 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
920.00 37500 -26.47% 6.05 -45.25% Long Windup
860.00 42500 -18.27% 4.45 -1.11% Long Windup
800.00 83500 -6.70% 1.30 -18.75% Long Windup
 
 
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 %
13-Aug-20 1,161.00 1,160.30 3,223,000 3,461,500 11.61 % -1.27 % -0.16 % 0.5758 1.18 6.89 % Short Covering 12.02%235.92 -0.7 -0.06 %
12-Aug-20 1,034.55 1,039.60 3,264,500 3,467,000 10.33 % 16.28 % 17.25 % 0.5578 0.81 5.84 % Long Buildup 16.19%225.46 5.05 0.49 %
11-Aug-20 939.65 942.30 2,807,500 2,957,000 -1.57 % -2.26 % -0.74 % 0.5431 0.58 5.06 % Long Windup 26.21%29.82 2.65 0.28 %
10-Aug-20 953.20 957.30 2,872,500 2,979,000 1.44 % 4.49 % 4.34 % 0.5441 0.58 3.58 % Long Buildup 37.09%49.46 4.1 0.43 %
07-Aug-20 939.25 943.70 2,749,000 2,855,000 -0.50 % 4.98 % 5.33 % 0.5451 0.60 3.71 % Short Buildup 24.34%40.26 4.45 0.47 %
06-Aug-20 945.25 948.40 2,618,500 2,710,500 -2.56 % 7.89 % 8.05 % 0.5464 0.63 3.39 % Short Buildup 25.40%30.87 3.15 0.33 %
05-Aug-20 969.45 973.30 2,427,000 2,508,500 -1.18 % -2.84 % -2.79 % 0.5467 0.60 3.25 % Long Windup 23.91%31.03 3.85 0.4 %
04-Aug-20 984.00 984.90 2,498,000 2,580,500 3.10 % -4.86 % -4.71 % 0.5478 0.61 3.20 % Short Covering 21.64%27.45 0.9 0.09 %
03-Aug-20 953.80 955.25 2,625,500 2,708,000 -2.40 % -1.30 % -1.01 % 0.5476 0.65 3.05 % Long Windup 8.69%14.96 1.45 0.15 %
31-Jul-20 979.85 978.70 2,660,000 2,735,500 3.95 % -2.39 % -5.92 % 0.5480 0.75 2.76 % Short Covering 18.32%53.00 -1.15 -0.12 %
30-Jul-20 938.50 941.55 2,725,000 2,907,500 2.99 % 23.75 % 6.62 % 0.5469 0.86 - Long Buildup 12.62%58.05 3.05 0.32 %
29-Jul-20 909.75 914.20 2,202,000 2,727,000 -0.23 % 47.24 % -4.11 % 0.5468 0.80 - Long Windup 17.17%38.51 4.45 0.49 %
28-Jul-20 914.30 916.35 1,495,500 2,844,000 1.46 % 47.41 % -7.26 % 0.5481 1.01 - Short Covering 13.25%21.39 2.05 0.22 %
27-Jul-20 902.40 903.20 1,014,500 3,066,500 -4.71 % 118.41 % -1.60 % 0.5491 1.08 - Long Windup 21.45%47.55 0.8 0.09 %
24-Jul-20 948.25 947.85 464,500 3,116,500 -1.90 % 32.90 % 2.18 % 0.5462 1.75 - Short Buildup 19.24%24.73 -0.4 -0.04 %
23-Jul-20 963.85 966.20 349,500 3,050,000 -0.01 % 9.56 % 0.38 % 0.5471 2.36 - Short Buildup 34.58%37.48 2.35 0.24 %
22-Jul-20 965.65 966.25 319,000 3,038,500 -0.09 % 24.12 % 1.27 % 0.5484 2.89 - Short Buildup 10.97%21.43 0.6 0.06 %
21-Jul-20 964.15 967.10 257,000 3,000,500 -0.59 % 17.35 % 2.51 % 0.5498 3.04 - Short Buildup 23.28%36.80 2.95 0.31 %
20-Jul-20 971.45 972.85 219,000 2,927,000 -1.78 % 14.66 % 4.33 % 0.5511 3.08 - Short Buildup 20.57%29.49 1.4 0.14 %
17-Jul-20 991.25 990.50 191,000 2,805,500 0.12 % 7.61 % 0.63 % 0.5519 3.80 - Long Buildup 20.21%29.00 -0.75 -0.08 %
16-Jul-20 989.60 989.35 177,500 2,788,000 3.65 % 1.14 % -8.18 % 0.5532 3.75 - Short Covering 17.06%43.12 -0.25 -0.03 %
15-Jul-20 952.25 954.50 175,500 3,036,500 -0.04 % 8.67 % -0.67 % 0.5523 2.40 - Long Windup 20.03%27.84 2.25 0.24 %
14-Jul-20 955.30 954.90 161,500 3,057,000 -5.76 % 31.30 % 8.65 % 0.5537 2.40 - Short Buildup 19.73%62.18 -0.4 -0.04 %
13-Jul-20 1,014.85 1,013.30 123,000 2,813,500 -0.21 % 3.80 % -0.76 % 0.5489 3.00 - Long Windup 18.21%12.52 -1.55 -0.15 %
10-Jul-20 1,016.75 1,015.40 118,500 2,835,000 -0.51 % 8.72 % 1.11 % 0.5503 3.25 - Short Buildup 12.53%14.15 -1.35 -0.13 %
09-Jul-20 1,020.05 1,020.65 109,000 2,804,000 -1.05 % 2.83 % -1.94 % 0.5516 3.17 - Long Windup 24.15%41.41 0.6 0.06 %
08-Jul-20 1,040.75 1,031.45 106,000 2,859,500 0.27 % -5.78 % 2.27 % 0.5524 3.36 - Long Buildup 16.46%22.60 -9.3 -0.89 %
07-Jul-20 1,034.35 1,028.65 112,500 2,796,000 0.57 % 17.80 % -0.39 % 0.5538 2.90 - Short Covering 18.62%18.68 -5.7 -0.55 %
06-Jul-20 1,026.75 1,022.85 95,500 2,807,000 1.57 % 25.66 % 3.89 % 0.5551 2.20 - Long Buildup 15.78%21.25 -3.9 -0.38 %
03-Jul-20 1,012.15 1,007.00 76,000 2,702,000 0.86 % -10.59 % -2.56 % 0.5561 2.00 - Short Covering 18.23%13.98 -5.15 -0.51 %
02-Jul-20 1,001.85 998.40 85,000 2,773,000 0.86 % 6.25 % 1.84 % 0.5573 2.67 - Long Buildup 22.98%19.69 -3.45 -0.34 %
01-Jul-20 995.65 989.90 80,000 2,723,000 0.97 % 16.79 % 0.28 % 0.5587 3.00 - Long Buildup 12.08%10.43 -5.75 -0.58 %
30-Jun-20 988.85 980.40 68,500 2,715,500 -2.02 % 16.10 % 3.13 % 0.5599 3.00 - Short Buildup 22.43%38.33 -8.45 -0.85 %
29-Jun-20 1,009.10 1,000.65 59,000 2,633,000 -1.90 % 43.90 % -0.11 % 0.5606 1.00 - Long Windup 12.68%18.53 -8.45 -0.84 %
26-Jun-20 1,028.55 1,020.05 41,000 2,636,000 -1.63 % 18.84 % -10.61 % 0.5614 2.00 - Long Windup 22.58%42.96 -8.5 -0.83 %
25-Jun-20 1,044.95 1,036.90 34,500 2,949,000 -1.24 % 15.00 % -1.92 % 0.5624 - - Long Windup 13.95%16.88 -8.05 -0.77 %
24-Jun-20 1,062.50 1,049.90 30,000 3,006,700 -0.67 % 17.65 % -6.36 % 0.5635 - - Long Windup 23.44%51.04 -12.6 -1.19 %
23-Jun-20 1,072.10 1,056.95 25,500 3,211,000 1.97 % 4.08 % 0.01 % 0.5648 - - Long Buildup 19.43%25.10 -15.15 -1.41 %
22-Jun-20 1,047.20 1,036.55 24,500 3,210,600 1.22 % 11.36 % 2.44 % 0.5655 - - Long Buildup 14.64%25.06 -10.65 -1.02 %
19-Jun-20 1,027.60 1,024.05 22,000 3,134,200 2.79 % -2.22 % -2.21 % 0.5662 - - Short Covering 26.56%43.91 -3.55 -0.35 %
18-Jun-20 1,024.40 996.25 22,500 3,205,000 0.08 % 9.76 % -0.30 % 0.5676 - - Short Covering 16.06%19.71 -28.15 -2.75 %
17-Jun-20 1,005.45 995.50 20,500 3,214,600 1.58 % 0.00 % -1.28 % 0.5686 - - Short Covering 8.95%10.85 -9.95 -0.99 %
16-Jun-20 1,005.30 980.00 20,500 3,256,300 -0.92 % 20.59 % -4.10 % 0.5700 - - Long Windup 7.69%16.09 -25.3 -2.52 %
15-Jun-20 993.00 989.10 17,000 3,395,600 1.55 % 9.68 % -2.72 % 0.5712 - - Short Covering 15.29%42.85 -3.9 -0.39 %
12-Jun-20 1,003.35 974.00 15,500 3,490,700 -1.18 % -16.22 % -2.26 % 0.5723 - - Long Windup 13.44%42.05 -29.35 -2.93 %
11-Jun-20 1,005.65 985.60 18,500 3,571,300 -4.12 % 2.78 % -1.18 % 0.5737 - - Long Windup 16.84%56.98 -20.05 -1.99 %
10-Jun-20 1,035.60 1,027.95 18,000 3,613,800 -3.11 % -7.69 % 2.39 % 0.5737 - - Short Buildup 45.85%286.52 -7.65 -0.74 %
09-Jun-20 1,080.35 1,060.95 19,500 3,529,500 -3.56 % 2.63 % 2.49 % 0.5721 - - Short Buildup 27.08%105.06 -19.4 -1.8 %
08-Jun-20 1,117.30 1,100.15 19,000 3,443,800 -4.06 % 8.57 % 0.67 % 0.5718 - - Short Buildup 26.06%149.02 -17.15 -1.53 %
05-Jun-20 1,189.95 1,146.65 17,500 3,420,800 7.16 % -27.08 % -4.11 % 0.5687 - - Short Covering 14.44%122.16 -43.3 -3.64 %
04-Jun-20 1,116.05 1,070.00 24,000 3,567,400 7.83 % 14.29 % 2.59 % 0.5656 - - Long Buildup 21.92%188.79 -46.05 -4.13 %
03-Jun-20 1,023.20 992.30 21,000 3,477,200 6.70 % 121.05 % 4.69 % 0.5562 - - Long Buildup 20.07%246.73 -30.9 -3.02 %
02-Jun-20 945.55 930.00 9,500 3,321,500 -0.45 % 72.73 % 11.42 % 0.5482 - - Short Buildup 23.23%79.45 -15.55 -1.64 %
01-Jun-20 953.55 934.20 5,500 2,981,100 0.00 % 0.00 % 7.08 % 0.5495 - - 32.60%102.59 -19.35 -2.03 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
235.92 Crore Rs. 163.73 Crore Rs. 116.19 Crore Rs. 83.79 Crore Rs. 65.86 Crore Rs. 53.61 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 >>
12.02 % 14.34 % 15.77 % 16.56 % 15.94 % 16.79 % More details >>
 
 
INDIGO 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
948.84 994.17 1077.24 1122.57 1205.64 1250.97 1334.04
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1096.1 1128.2 1138.9 1149.6 1122.57 1171 1181.7 1192.4 1224.5
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
994.17 1043.22 1073.52 1122.57 1171.62 1201.92 1250.97
DeMark Pivot
Support 1 Pivot Point Resistance 1
1099.9 1133.9 1228.3
 
 
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