FnO Contract Details

Expiry:
Symbol:

INDIGO analysis for the selected expiry [Jun-20] as on 29-May-20

INDIGO Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 941.00 978.00 941.00 965.50 NA -1.25 % NA NA
25-Jun-20 946.20 975.45 936.85 961.60 2,744,100 -0.75 % -3.36 % Long Windup
30-Jul-20 947.60 962.25 934.60 949.55 40,000 -1.10 % 12.68 % Short Buildup
Cummulative NA NA NA NA 2,784,100 NA -13.87 % Long Windup
INDIGO Options OI PCR:  0.77   (Expiry : 25-Jun-20 )   PUT OI: 302,700   CALL OI: 390,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1100.00 99300 15.33% 25.70 -2.47% Short Buildup
1000.00 95100 4.62% 55.00 -4.10% Short Buildup
1200.00 64500 7.50% 11.05 0.45% 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
1100.00 99300 15.33% 25.70 -2.47% Short Buildup
1020.00 21000 66.67% 46.55 -5.39% Short Buildup
1060.00 9600 357.14% 35.60 -1.66% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
900.00 104700 37.40% 45.20 4.03% Long Buildup
800.00 83700 58.52% 18.10 21.07% Long Buildup
1000.00 24300 26.56% 93.20 1.14% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 83700 58.52% 18.10 21.07% Long Buildup
900.00 104700 37.40% 45.20 4.03% Long Buildup
960.00 10500 191.67% 70.50 2.92% 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
920.00 6300 -8.70% 52.25 6.31% Short Covering
860.00 8400 -3.45% 36.20 38.96% Short Covering
None
 
 
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 %
29-May-20 965.50 961.60 2,744,100 2,784,100 -0.75 % -3.36 % -13.87 % 0.7348 0.77 1.44 % Long Windup 26.89%53.32 -3.9 -0.4 %
28-May-20 977.70 968.85 2,839,500 3,232,600 2.40 % 19.92 % -5.98 % 0.8150 0.66 - Short Covering 16.78%33.48 -8.85 -0.91 %
27-May-20 953.90 946.10 2,367,900 3,438,300 1.79 % 51.21 % -10.46 % 0.8327 0.78 - Short Covering 13.10%32.03 -7.8 -0.82 %
26-May-20 942.00 929.45 1,566,000 3,839,900 -2.51 % 65.40 % -6.12 % 0.8560 0.82 - Long Windup 11.43%30.20 -12.55 -1.33 %
22-May-20 974.25 953.40 946,800 4,090,300 -0.32 % 89.44 % 2.61 % 0.8681 0.86 - Short Buildup 10.88%- -20.85 -2.14 %
21-May-20 978.80 956.45 499,800 3,986,300 7.40 % 84.50 % 7.52 % 0.8949 0.90 - Long Buildup 15.05%215.77 -22.35 -2.28 %
20-May-20 911.90 890.55 270,900 3,707,400 2.37 % 28.63 % 1.92 % 0.8608 1.36 - Long Buildup 24.91%42.67 -21.35 -2.34 %
19-May-20 919.95 869.95 210,600 3,637,600 0.57 % 10.73 % -0.13 % 0.8796 1.38 - Short Covering 6.28%23.19 -50 -5.44 %
18-May-20 912.25 865.00 190,200 3,642,400 -10.85 % 45.75 % -0.40 % 0.9069 1.27 - Long Windup 16.22%106.36 -47.25 -5.18 %
15-May-20 984.00 970.25 130,500 3,657,200 2.05 % 9.57 % 7.41 % 0.7806 5.62 - Long Buildup 15.58%62.02 -13.75 -1.4 %
14-May-20 971.75 950.80 119,100 3,405,000 -4.02 % 35.03 % 0.01 % 0.8035 9.45 - Short Buildup 18.52%24.64 -20.95 -2.16 %
13-May-20 1,004.40 990.65 88,200 3,404,700 -0.35 % 12.64 % 0.79 % 0.8073 8.73 - Short Buildup 28.41%75.32 -13.75 -1.37 %
12-May-20 1,008.60 994.15 78,300 3,378,000 4.97 % 33.85 % 8.94 % 0.8325 6.23 - Long Buildup 23.00%127.02 -14.45 -1.43 %
11-May-20 960.20 947.10 58,500 3,100,700 4.13 % 21.88 % 5.18 % 0.8266 4.57 - Long Buildup 32.69%89.02 -13.1 -1.36 %
08-May-20 928.05 909.55 48,000 2,948,100 1.45 % 3.23 % -0.69 % 0.8337 11.75 - Short Covering 34.44%57.15 -18.5 -1.99 %
07-May-20 914.55 896.55 46,500 2,968,600 -1.47 % 1.97 % -2.66 % 0.8590 - - Long Windup 28.42%33.79 -18 -1.97 %
06-May-20 937.05 909.90 45,600 3,049,800 -0.03 % -5.59 % -1.26 % 0.8833 - - Long Windup 17.30%36.15 -27.15 -2.9 %
05-May-20 950.30 910.15 48,300 3,088,700 0.56 % 8.78 % 13.05 % 0.9110 - - Long Buildup 11.87%54.29 -40.15 -4.22 %
04-May-20 928.00 905.10 44,400 2,732,100 -8.50 % 12.12 % -12.47 % 0.9373 - - Long Windup 28.60%49.85 -22.9 -2.47 %
30-Apr-20 995.25 989.15 39,600 3,121,200 7.89 % 33.33 % -9.68 % 0.8355 - - Short Covering 18.56%99.81 -6.1 -0.61 %
29-Apr-20 921.30 916.80 29,700 3,455,700 1.46 % 15.12 % -7.91 % 0.7838 - - Short Covering 19.33%29.11 -4.5 -0.49 %
28-Apr-20 908.30 903.65 25,800 3,752,700 4.94 % -7.53 % -0.26 % 0.8058 - - Short Covering 18.99%50.17 -4.65 -0.51 %
27-Apr-20 871.10 861.10 27,900 3,762,300 -1.47 % 27.40 % -6.52 % 0.8055 - - Long Windup 17.07%47.41 -10 -1.15 %
24-Apr-20 891.75 873.95 21,900 4,024,500 -4.22 % 48.98 % 4.04 % 0.8243 - - Short Buildup 17.68%41.05 -17.8 -2 %
23-Apr-20 932.20 912.50 14,700 3,868,200 -3.49 % 25.64 % 4.11 % 0.8242 - - Short Buildup 21.30%52.37 -19.7 -2.11 %
22-Apr-20 959.70 945.45 11,700 3,715,500 -4.60 % 30.00 % 1.92 % 0.8384 - - Short Buildup 24.71%57.51 -14.25 -1.48 %
21-Apr-20 1,010.65 991.00 9,000 3,645,600 1.45 % 11.11 % 2.31 % 0.8383 - - Long Buildup 5.50%11.36 -19.65 -1.94 %
20-Apr-20 1,004.15 976.85 8,100 3,563,400 -6.52 % 22.73 % 1.88 % 0.8625 - - Short Buildup 11.70%29.61 -27.3 -2.72 %
17-Apr-20 1,068.30 1,045.00 6,600 3,497,700 5.71 % 10.00 % 4.61 % 0.8122 - - Long Buildup 13.98%41.99 -23.3 -2.18 %
16-Apr-20 1,010.00 988.60 6,000 3,343,500 -0.84 % -4.76 % 0.10 % 0.7927 - - Short Buildup 6.62%13.10 -21.4 -2.12 %
15-Apr-20 1,007.55 997.00 6,300 3,340,200 -1.87 % 16.67 % -2.26 % 0.8175 - - Long Windup 21.46%61.67 -10.55 -1.05 %
13-Apr-20 1,068.40 1,016.00 5,400 3,417,300 2.63 % 12.50 % 4.39 % 0.7991 - - Long Buildup 8.43%21.66 -52.4 -4.9 %
09-Apr-20 1,041.95 990.00 4,800 3,273,600 1.96 % 0.00 % 2.74 % 0.8204 - - Long Buildup 12.77%22.92 -51.95 -4.99 %
08-Apr-20 990.15 971.00 4,800 3,186,300 6.70 % 60.00 % 0.88 % 0.8347 - - Long Buildup 9.24%24.84 -19.15 -1.93 %
07-Apr-20 980.25 910.00 3,000 3,158,400 0.00 % 0.00 % 3.01 % 0.8606 - - 10.52%18.06 -70.25 -7.17 %
03-Apr-20 953.25 910.00 3,000 3,066,000 -11.20 % 400.00 % 1.73 % 0.8583 - - Short Buildup 16.24%35.84 -43.25 -4.54 %
01-Apr-20 999.00 1,024.75 600 3,013,800 0.00 % 0.00 % -1.02 % 0.8337 - - 12.68%15.29 25.75 2.58 %
31-Mar-20 1,066.15 1,024.75 600 3,045,000 0.00 % 0.00 % 2.31 % 0.8184 - - 18.24%18.38 -41.4 -3.88 %
 
 
Average Delivery Volume
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
53.32 Crore Rs. 39.61 Crore Rs. 29.81 Crore Rs. 53.83 Crore Rs. 63.54 Crore Rs. 60.72 Crore Rs. More details >>
Average Delivery Percentage
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
26.89 % 18.48 % 14.37 % 14.29 % 16.25 % 17.75 % More details >>
 
 
INDIGO Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 01-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
901.89 919.37 940.49 957.97 979.09 996.57 1017.69
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
942.3 951.95 955.17 958.38 957.97 964.82 968.03 971.25 980.9
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
919.37 934.12 943.22 957.97 972.72 981.82 996.57
DeMark Pivot
Support 1 Pivot Point Resistance 1
949.23 962.34 987.83
 
 
INDIGO Result / Events
Date Description Status
24-Oct-19Financial ResultsCompleted
19-Jul-19Financial ResultsCompleted
27-May-19DividendCompleted
23-Jan-19Financial ResultsCompleted