FnO Contract Details

Expiry:
Symbol:

INDIGO analysis for the selected expiry [Apr-21] as on 19-Apr-21

INDIGO Futures - Price Movement
INDIGO Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,535.00 1,558.00 1,516.55 1,527.90 NA -3.47 % NA NA
29-Apr-21 1,537.85 1,557.20 1,509.20 1,520.30 4,442,000 -3.97 % 0.70 % Short Buildup
27-May-21 1,529.20 1,548.10 1,506.20 1,515.20 127,000 -3.95 % 8.55 % Short Buildup
24-Jun-21 1,514.00 1,520.35 1,513.50 1,516.95 3,000 -2.98 % 0.00 %
Cummulative NA NA NA NA 4,572,000 NA 0.90 % Short Buildup
INDIGO Options OI PCR:  1.05   (Expiry : 29-Apr-21 )   PUT OI: 574,500   CALL OI: 549,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1700.00 151500 -22.11% 7.60 -56.20% Long Windup
1600.00 110500 -5.56% 24.30 -50.20% Long Windup
1800.00 101500 -14.35% 2.70 -52.63% 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
1620.00 22000 76.00% 18.80 -39.55% Short Buildup
1500.00 24000 37.14% 69.00 -38.58% Short Buildup
1540.00 2000 33.33% 72.95 -33.59% 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
1700.00 151500 -22.11% 7.60 -56.20% Long Windup
1800.00 101500 -14.35% 2.70 -52.63% Long Windup
1600.00 110500 -5.56% 24.30 -50.20% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 257500 -2.83% 48.50 63.03% Short Covering
1400.00 91500 3.39% 19.40 59.02% Long Buildup
1600.00 87000 -27.50% 105.70 58.47% 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
1300.00 47500 11.76% 9.00 48.76% Long Buildup
1400.00 91500 3.39% 19.40 59.02% Long Buildup
1460.00 3500 133.33% 35.00 59.09% 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
1600.00 87000 -27.50% 105.70 58.47% Short Covering
1560.00 22000 -32.31% 77.95 59.73% Short Covering
1500.00 257500 -2.83% 48.50 63.03% 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 %
19-Apr-21 1,527.90 1,520.30 4,442,000 4,572,000 -3.97 % 0.70 % 0.90 % 0.5226 1.05 2.84 % Short Buildup 31.02%46.04 -7.6 -0.5 %
16-Apr-21 1,582.90 1,583.10 4,411,000 4,531,000 -1.01 % -0.55 % -0.28 % 0.5211 1.02 2.65 % Long Windup 23.44%20.28 0.2 0.01 %
15-Apr-21 1,609.85 1,599.25 4,435,500 4,543,500 0.06 % 4.52 % 4.51 % 0.5222 1.11 2.38 % Long Buildup 32.60%44.45 -10.6 -0.66 %
13-Apr-21 1,605.75 1,598.25 4,243,500 4,347,500 1.69 % 2.03 % 2.34 % 0.5235 1.10 2.39 % Long Buildup 41.63%73.32 -7.5 -0.47 %
12-Apr-21 1,593.80 1,571.70 4,159,000 4,248,000 -4.29 % 4.35 % 5.06 % 0.5243 1.01 2.10 % Short Buildup 33.85%73.78 -22.1 -1.39 %
09-Apr-21 1,646.95 1,642.15 3,985,500 4,043,500 0.67 % 0.80 % 0.82 % 0.5223 1.07 1.43 % Long Buildup 23.49%24.15 -4.8 -0.29 %
08-Apr-21 1,640.75 1,631.15 3,954,000 4,010,500 2.29 % 2.24 % 2.26 % 0.5235 1.10 1.41 % Long Buildup 28.53%38.04 -9.6 -0.59 %
07-Apr-21 1,599.65 1,594.65 3,867,500 3,922,000 1.37 % 4.78 % 4.71 % 0.5239 1.10 1.39 % Long Buildup 33.03%45.46 -5 -0.31 %
06-Apr-21 1,577.60 1,573.15 3,691,000 3,745,500 1.78 % 0.50 % 0.58 % 0.5249 1.03 1.46 % Long Buildup 31.91%53.86 -4.45 -0.28 %
05-Apr-21 1,552.70 1,545.65 3,672,500 3,724,000 -4.80 % 4.63 % 4.77 % 0.5257 0.93 1.38 % Short Buildup 40.62%108.17 -7.05 -0.45 %
01-Apr-21 1,616.60 1,623.60 3,510,000 3,554,500 -0.43 % 0.91 % 0.92 % 0.5228 0.64 1.25 % Short Buildup 28.99%31.07 7 0.43 %
31-Mar-21 1,631.95 1,630.65 3,478,500 3,522,000 2.59 % -3.95 % -1.61 % 0.0000 0.66 1.24 % Short Covering 18.51%38.76 -1.3 -0.08 %
30-Mar-21 1,585.40 1,589.45 3,540,000 3,579,500 -1.69 % 2.70 % 2.81 % 0.5242 0.72 1.10 % Short Buildup 20.19%39.36 4.05 0.26 %
26-Mar-21 1,613.00 1,616.80 3,447,000 3,481,500 -2.71 % 1.80 % 0.07 % 0.5250 0.86 0.99 % Short Buildup 9.79%19.95 3.8 0.24 %
25-Mar-21 1,663.55 1,661.85 3,386,000 3,479,000 -4.40 % 11.82 % 4.10 % 0.5250 0.84 - Short Buildup 35.17%83.57 -1.7 -0.1 %
24-Mar-21 1,734.25 1,738.25 3,028,000 3,342,000 -2.14 % 13.37 % -5.66 % 0.5228 0.76 - Long Windup 40.35%90.13 4 0.23 %
23-Mar-21 1,773.45 1,776.35 2,671,000 3,542,500 3.58 % 127.22 % 5.75 % 0.5233 0.61 - Long Buildup 42.75%211.62 2.9 0.16 %
22-Mar-21 1,713.85 1,714.95 1,175,500 3,350,000 2.47 % 110.66 % -0.03 % 0.5222 0.79 - Short Covering 42.82%163.42 1.1 0.06 %
19-Mar-21 1,663.60 1,673.60 558,000 3,351,000 -2.54 % 24.97 % -3.68 % 0.5226 0.84 - Long Windup 21.54%49.52 10 0.6 %
18-Mar-21 1,719.95 1,717.25 446,500 3,479,000 1.40 % 67.86 % 8.72 % 0.5226 0.87 - Long Buildup 32.17%101.59 -2.7 -0.16 %
17-Mar-21 1,695.55 1,693.55 266,000 3,200,000 0.34 % 127.35 % 1.68 % 0.5236 1.13 - Long Buildup 50.41%139.23 -2 -0.12 %
16-Mar-21 1,682.10 1,687.85 117,000 3,147,000 0.95 % 45.34 % 1.63 % 0.5248 1.53 - Long Buildup 26.33%49.89 5.75 0.34 %
15-Mar-21 1,661.95 1,671.90 80,500 3,096,500 -0.04 % 65.98 % -0.40 % 0.5260 1.83 - Long Windup 10.16%13.77 9.95 0.6 %
12-Mar-21 1,663.95 1,672.60 48,500 3,109,000 -1.28 % 4.30 % -1.86 % 0.5273 2.22 - Long Windup 22.23%19.61 8.65 0.52 %
10-Mar-21 1,684.55 1,694.30 46,500 3,168,000 -0.52 % -4.12 % -1.02 % 0.5283 2.22 - Long Windup 14.91%10.49 9.75 0.58 %
09-Mar-21 1,688.70 1,703.15 48,500 3,200,500 -0.75 % -1.02 % -3.12 % 0.5296 2.22 - Long Windup 45.93%98.69 14.45 0.86 %
08-Mar-21 1,707.90 1,715.95 49,000 3,303,500 -1.76 % 4.26 % 2.18 % 0.5308 2.22 - Short Buildup 49.56%139.75 8.05 0.47 %
05-Mar-21 1,742.00 1,746.70 47,000 3,233,000 -3.23 % -2.08 % -3.06 % 0.5315 1.22 - Long Windup 39.88%73.38 4.7 0.27 %
04-Mar-21 1,798.90 1,804.95 48,000 3,335,000 0.37 % 21.52 % 0.35 % 0.5311 1.57 - Long Buildup 32.45%101.21 6.05 0.34 %
03-Mar-21 1,782.60 1,798.25 39,500 3,323,500 5.75 % 25.40 % 1.19 % 0.5324 1.00 - Long Buildup 30.64%134.46 15.65 0.88 %
02-Mar-21 1,691.40 1,700.50 31,500 3,284,500 1.03 % 14.55 % 0.54 % 0.5285 5.00 - Long Buildup 22.75%34.91 9.1 0.54 %
01-Mar-21 1,674.70 1,683.20 27,500 3,267,000 3.61 % 1.85 % 3.73 % 0.5296 2.00 - Long Buildup 26.75%48.75 8.5 0.51 %
26-Feb-21 1,619.95 1,624.60 27,000 3,149,500 -2.56 % 12.50 % -3.35 % 0.5287 3.00 - Long Windup 45.37%85.32 4.65 0.29 %
25-Feb-21 1,660.20 1,667.35 24,000 3,258,500 2.48 % 77.78 % 2.60 % 0.5288 - - Long Buildup 27.37%61.10 7.15 0.43 %
24-Feb-21 1,621.00 1,627.05 13,500 3,176,000 6.00 % -6.90 % -0.28 % 0.5290 - - Short Covering 42.30%108.27 6.05 0.37 %
23-Feb-21 1,530.45 1,535.00 14,500 3,185,000 0.81 % -3.33 % 3.61 % 0.5252 - - Long Buildup 40.98%66.65 4.55 0.3 %
22-Feb-21 1,512.25 1,522.60 15,000 3,074,000 -3.37 % 50.00 % 1.89 % 0.5263 - - Short Buildup 19.50%31.68 10.35 0.68 %
19-Feb-21 1,565.80 1,575.75 10,000 3,017,000 -1.12 % 53.85 % -1.18 % 0.5257 - - Long Windup 23.13%30.98 9.95 0.64 %
18-Feb-21 1,592.40 1,593.65 6,500 3,053,000 -1.38 % 8.33 % 2.23 % 0.5264 - - Short Buildup 41.15%72.64 1.25 0.08 %
17-Feb-21 1,610.05 1,616.00 6,000 2,986,500 -0.19 % -7.69 % 1.65 % 0.5275 - - Short Buildup 22.57%43.33 5.95 0.37 %
16-Feb-21 1,610.45 1,619.00 6,500 2,938,000 -2.59 % 30.00 % 1.80 % 0.5288 - - Short Buildup 20.76%31.06 8.55 0.53 %
15-Feb-21 1,642.55 1,662.00 5,000 2,886,000 1.40 % -16.67 % -1.99 % 0.5295 - - Short Covering 13.25%11.44 19.45 1.18 %
12-Feb-21 1,643.15 1,639.05 6,000 2,944,500 -0.04 % 0.00 % -4.28 % 0.5308 - - Long Windup 13.07%51.60 -4.1 -0.25 %
11-Feb-21 1,630.35 1,639.70 6,000 3,076,000 0.66 % -7.69 % -2.92 % 0.5321 - - Short Covering 21.45%28.98 9.35 0.57 %
10-Feb-21 1,623.65 1,629.00 6,500 3,168,500 -2.96 % 62.50 % -1.71 % 0.5334 - - Long Windup 37.75%101.59 5.35 0.33 %
09-Feb-21 1,662.05 1,678.70 4,000 3,223,500 -2.68 % 14.29 % -0.12 % 0.5341 - - Long Windup 19.35%19.76 16.65 1 %
08-Feb-21 1,695.95 1,725.00 3,500 3,227,500 2.68 % 16.67 % 3.93 % 0.5346 - - Long Buildup 20.24%42.30 29.05 1.71 %
05-Feb-21 1,680.85 1,680.00 3,000 3,105,500 0.30 % -14.29 % 3.33 % 0.5356 - - Long Buildup 20.65%59.59 -0.85 -0.05 %
04-Feb-21 1,672.35 1,675.00 3,500 3,005,500 3.21 % 16.67 % 1.55 % 0.5369 - - Long Buildup 15.73%30.38 2.65 0.16 %
03-Feb-21 1,621.70 1,622.90 3,000 2,959,500 0.49 % 0.00 % 3.30 % 0.5367 - - Long Buildup 12.98%15.36 1.2 0.07 %
02-Feb-21 1,630.00 1,615.00 3,000 2,865,000 -1.29 % 20.00 % 0.19 % 0.5380 - - Short Buildup 21.20%36.51 -15 -0.92 %
01-Feb-21 1,640.00 1,636.05 2,500 2,859,500 0.00 % 0.00 % 5.42 % 0.5394 - - 20.38%55.06 -3.95 -0.24 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
46.04 Crore Rs. 36.92 Crore Rs. 51.57 Crore Rs. 45.69 Crore Rs. 48.98 Crore Rs. 71.23 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
31.02 % 29.83 % 33.65 % 32.10 % 30.59 % 33.44 % More details >>
 
 
INDIGO Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1452.6 1480.9 1500.6 1528.9 1548.6 1576.9 1596.6
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1496.3 1508.3 1512.3 1516.3 1528.9 1524.3 1528.3 1532.3 1544.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1480.9 1499.24 1510.56 1528.9 1547.24 1558.56 1576.9
DeMark Pivot
Support 1 Pivot Point Resistance 1
1490.75 1523.98 1538.75
 
 
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