FnO Contract Details

Expiry:
Symbol:

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

IOC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 86.50 88.90 85.95 88.35 NA 3.15 % NA NA
30-Jul-20 86.60 89.10 86.10 88.65 54,737,100 3.14 % -0.59 % Short Covering
27-Aug-20 86.30 89.00 86.25 88.65 1,681,500 3.14 % -1.01 % Short Covering
24-Sep-20 86.35 88.80 86.35 88.55 62,700 2.97 % 10.00 % Long Buildup
Cummulative NA NA NA NA 56,481,300 NA -0.59 % Short Covering
IOC Options OI PCR:  0.48   (Expiry : 30-Jul-20 )   PUT OI: 7,746,300   CALL OI: 16,222,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 3984300 0.29% 1.30 36.84% Long Buildup
90.00 3368700 -5.59% 3.70 29.82% Short Covering
95.00 1846800 40.87% 2.20 33.33% 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
95.00 1846800 40.87% 2.20 33.33% Long Buildup
105.00 906300 17.78% 0.75 36.36% Long Buildup
110.00 1459200 7.11% 0.40 14.29% 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
90.00 3368700 -5.59% 3.70 29.82% Short Covering
85.00 1362300 -6.27% 6.20 31.91% Short Covering
87.50 324900 -19.72% 4.80 29.73% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
80.00 1613100 -8.71% 1.10 -37.14% Long Windup
85.00 1476300 7.92% 2.55 -32.00% Short Buildup
90.00 860700 4.86% 5.10 -26.09% 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
87.50 359100 65.79% 3.65 -35.40% Short Buildup
85.00 1476300 7.92% 2.55 -32.00% Short Buildup
82.50 199500 45.83% 1.70 -35.85% 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
80.00 1613100 -8.71% 1.10 -37.14% Long Windup
75.00 541500 -13.64% 0.45 -35.71% Long Windup
77.50 188100 -8.33% 0.65 -40.91% Long Windup
 
 
IOC 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 88.35 88.65 54,737,100 56,481,300 3.14 % -0.59 % -0.59 % 0.4514 0.48 3.09 % Short Covering 22.80%46.96 0.3 0.34 %
01-Jul-20 85.65 85.95 55,062,000 56,817,600 0.82 % 0.75 % 0.93 % 0.4506 0.48 3.09 % Long Buildup 24.40%29.95 0.3 0.35 %
30-Jun-20 85.35 85.25 54,651,600 56,293,200 -1.90 % 1.63 % 1.93 % 0.4516 0.47 2.92 % Short Buildup 37.78%52.70 -0.1 -0.12 %
29-Jun-20 87.10 86.90 53,773,800 55,227,300 -2.63 % -1.62 % -1.49 % 0.4520 0.46 2.63 % Long Windup 22.72%42.44 -0.2 -0.23 %
26-Jun-20 89.15 89.25 54,657,300 56,065,200 4.51 % 4.54 % 1.70 % 0.4517 0.51 2.51 % Long Buildup 32.95%136.58 0.1 0.11 %
25-Jun-20 85.05 85.40 52,286,100 55,125,500 -2.01 % 31.16 % 2.29 % 0.4489 0.54 - Short Buildup 26.05%57.01 0.35 0.41 %
24-Jun-20 87.10 87.15 39,865,800 53,893,400 -2.57 % 43.70 % -5.25 % 0.4492 0.52 - Long Windup 44.20%114.13 0.05 0.06 %
23-Jun-20 89.35 89.45 27,741,900 56,876,600 1.25 % 58.33 % -3.39 % 0.4489 0.53 - Short Covering 45.58%129.48 0.1 0.11 %
22-Jun-20 88.05 88.35 17,521,800 58,872,200 3.27 % 58.05 % 5.18 % 0.4497 0.51 - Long Buildup 36.16%71.97 0.3 0.34 %
19-Jun-20 85.30 85.55 11,086,500 55,973,000 0.53 % 65.67 % 5.74 % 0.4488 - - Long Buildup 47.82%87.86 0.25 0.29 %
18-Jun-20 84.85 85.10 6,691,800 52,935,600 0.65 % 75.75 % 4.34 % 0.4498 0.53 - Long Buildup 37.15%46.78 0.25 0.29 %
17-Jun-20 84.35 84.55 3,807,600 50,731,600 -0.59 % 15.97 % 2.32 % 0.4509 0.72 - Short Buildup 29.67%31.44 0.2 0.24 %
16-Jun-20 84.85 85.05 3,283,200 49,580,400 -1.51 % 25.49 % 1.99 % 0.4519 1.25 - Short Buildup 33.45%52.85 0.2 0.24 %
15-Jun-20 86.20 86.35 2,616,300 48,612,000 -2.54 % 12.78 % 1.32 % 0.4526 1.30 - Short Buildup 62.36%188.69 0.15 0.17 %
12-Jun-20 88.30 88.60 2,319,900 47,977,300 -0.11 % 11.51 % -0.46 % 0.4526 1.44 - Long Windup 17.16%32.76 0.3 0.34 %
11-Jun-20 88.35 88.70 2,080,500 48,198,000 -1.88 % 9.61 % 1.91 % 0.4537 0.82 - Short Buildup 21.81%57.24 0.35 0.4 %
10-Jun-20 89.95 90.40 1,898,100 47,295,600 -0.71 % 9.18 % 0.07 % 0.4541 0.71 - Short Buildup 21.08%25.92 0.45 0.5 %
09-Jun-20 90.65 91.05 1,738,500 47,261,400 -2.72 % 13.38 % 0.59 % 0.4552 0.68 - Short Buildup 22.77%34.64 0.4 0.44 %
08-Jun-20 93.10 93.60 1,533,300 46,985,000 4.00 % 15.95 % 1.14 % 0.4548 0.64 - Long Buildup 29.60%108.56 0.5 0.54 %
05-Jun-20 89.40 90.00 1,322,400 46,457,100 4.05 % -4.13 % 3.47 % 0.4527 0.75 - Long Buildup 29.40%63.41 0.6 0.67 %
04-Jun-20 85.90 86.50 1,379,400 44,897,400 -1.37 % 20.40 % 1.71 % 0.4505 0.72 - Short Buildup 49.42%124.28 0.6 0.7 %
03-Jun-20 87.00 87.70 1,145,700 44,142,800 1.86 % 14.20 % 1.81 % 0.4512 - - Long Buildup 29.44%49.88 0.7 0.8 %
02-Jun-20 85.80 86.10 1,003,200 43,358,700 -0.17 % 1.15 % 1.10 % 0.4519 0.14 - Short Buildup 32.25%49.77 0.3 0.35 %
01-Jun-20 86.15 86.25 991,800 42,887,100 5.05 % 9.43 % -8.23 % 0.4530 - - Short Covering 29.56%75.88 0.1 0.12 %
29-May-20 83.20 82.10 906,300 46,734,300 5.80 % 27.20 % -9.77 % 0.5375 - - Short Covering 45.72%131.51 -1.1 -1.32 %
28-May-20 77.70 77.60 712,500 51,796,500 -0.39 % 38.89 % -3.16 % 0.4660 - - Long Windup 23.97%18.58 -0.1 -0.13 %
27-May-20 77.55 77.90 513,000 53,485,000 0.58 % 2.27 % -5.66 % 0.4806 - - Short Covering 33.25%36.92 0.35 0.45 %
26-May-20 77.15 77.45 501,600 56,693,600 1.84 % 22.22 % -2.96 % 0.4943 - - Short Covering 35.39%42.29 0.3 0.39 %
22-May-20 75.50 76.05 410,400 58,422,400 1.67 % 28.57 % 2.49 % 0.5009 - - Long Buildup 22.95%- 0.55 0.73 %
21-May-20 74.45 74.80 319,200 57,003,200 -0.40 % 5.66 % 0.94 % 0.5122 - - Short Buildup 24.09%18.37 0.35 0.47 %
20-May-20 74.10 75.10 302,100 56,474,100 3.02 % 39.47 % -0.86 % 0.5283 - - Short Covering 25.14%24.08 1 1.35 %
19-May-20 72.05 72.90 216,600 56,964,600 1.32 % 5.56 % 0.39 % 0.5223 - - Long Buildup 27.58%24.65 0.85 1.18 %
18-May-20 71.55 71.95 205,200 56,741,200 -5.95 % 56.52 % 0.05 % 0.5372 - - Short Buildup 41.18%52.15 0.4 0.56 %
15-May-20 75.50 76.50 131,100 56,715,100 1.26 % 9.52 % 0.72 % 0.4727 - - Long Buildup 40.82%48.75 1 1.32 %
14-May-20 75.15 75.55 119,700 56,307,700 -2.45 % 61.54 % -1.02 % 0.4865 - - Long Windup 41.57%28.30 0.4 0.53 %
13-May-20 76.00 77.45 74,100 56,890,100 0.45 % 30.00 % 0.80 % 0.4959 - - Long Buildup 41.24%57.17 1.45 1.91 %
12-May-20 74.90 77.10 57,000 56,437,000 2.12 % 11.11 % 0.37 % 0.5071 - - Long Buildup 30.71%37.50 2.2 2.94 %
11-May-20 75.35 75.50 51,300 56,231,300 0.07 % 28.57 % -0.52 % 0.5230 - - Short Covering 40.31%39.19 0.15 0.2 %
08-May-20 74.35 75.45 39,900 56,527,900 -0.72 % 75.00 % 0.38 % 0.5376 - - Short Buildup 43.53%47.04 1.1 1.48 %
07-May-20 75.75 76.00 22,800 56,314,800 0.00 % 0.00 % -0.64 % 0.5466 - - 39.48%40.15 0.25 0.33 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
46.96 Crore Rs. 43.20 Crore Rs. 61.73 Crore Rs. 76.16 Crore Rs. 69.24 Crore Rs. 73.13 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 >>
22.80 % 27.76 % 28.85 % 33.22 % 34.56 % 34.47 % More details >>
 
 
IOC 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
83.8 84.95 86.8 87.95 89.8 90.95 92.8
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
87.15 87.9 88.15 88.4 87.95 88.9 89.15 89.4 90.15
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
84.95 86.1 86.8 87.95 89.1 89.8 90.95
DeMark Pivot
Support 1 Pivot Point Resistance 1
87.38 88.24 90.38
 
 
IOC Result / Events
Date Description Status
24-Jun-20Financial ResultsCompleted
30-Jan-20Financial ResultsCompleted
31-Oct-19Financial ResultsCompleted
31-Jul-19Financial ResultsCompleted
17-May-19Financial Results/DividendCompleted
19-Mar-19DividendCompleted
30-Jan-19Financial ResultsCompleted