FnO Contract Details

Expiry:
Symbol:

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

ITC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 190.45 198.00 189.00 197.35 NA 3.51 % NA NA
25-Jun-20 188.05 193.75 187.25 193.15 42,074,400 2.99 % 1.74 % Long Buildup
30-Jul-20 184.50 190.10 184.50 189.55 3,808,000 2.82 % 224.25 % Long Buildup
27-Aug-20 190.15 190.15 186.00 186.00 6,400 0.00 % 0.00 %
Cummulative NA NA NA NA 45,888,800 NA -8.12 % Short Covering
ITC Options OI PCR:  0.62   (Expiry : 25-Jun-20 )   PUT OI: 7,334,400   CALL OI: 11,760,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
200.00 4255200 56.49% 5.95 41.67% Long Buildup
220.00 1766400 33.09% 1.60 45.45% Long Buildup
210.00 1176000 16.95% 3.20 45.45% 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
200.00 4255200 56.49% 5.95 41.67% Long Buildup
220.00 1766400 33.09% 1.60 45.45% Long Buildup
225.00 816000 36.00% 1.20 50.00% 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
190.00 1020000 -9.57% 10.40 37.75% Short Covering
180.00 384000 -6.43% 16.75 30.86% Short Covering
170.00 232800 -9.35% 24.45 22.25% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
180.00 1140000 31.94% 3.65 -31.13% Short Buildup
170.00 1060800 19.14% 1.75 -31.37% Short Buildup
200.00 940800 12.64% 12.80 -22.42% 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
180.00 1140000 31.94% 3.65 -31.13% Short Buildup
190.00 616800 80.99% 7.30 -27.00% Short Buildup
170.00 1060800 19.14% 1.75 -31.37% 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
None
None
None
 
 
ITC 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-20 197.35 193.15 42,074,400 45,888,800 2.99 % 1.74 % -8.12 % 0.6047 0.62 8.31 % Short Covering 32.27%228.20 -4.2 -2.13 %
28-May-20 190.65 187.55 41,356,800 49,944,800 -1.68 % 9.44 % -6.27 % 0.6010 0.65 - Long Windup 40.68%190.65 -3.1 -1.63 %
27-May-20 192.15 190.75 37,790,400 53,284,800 0.74 % 19.14 % -1.01 % 0.6187 0.63 - Short Covering 26.70%125.91 -1.4 -0.73 %
26-May-20 191.70 189.35 31,718,400 53,827,200 3.33 % 227.86 % -0.26 % 0.6380 0.61 - Short Covering 28.10%286.75 -2.35 -1.23 %
22-May-20 186.35 183.25 9,674,400 53,968,800 -1.50 % 21.86 % -1.88 % 0.6445 0.59 - Long Windup 19.54%- -3.1 -1.66 %
21-May-20 188.95 186.05 7,939,200 55,004,800 7.54 % 34.36 % 30.14 % 0.6625 0.62 - Long Buildup 33.91%374.08 -2.9 -1.53 %
20-May-20 175.75 173.00 5,908,800 42,264,800 3.10 % 44.48 % 0.20 % 0.5849 0.42 - Long Buildup 34.67%154.30 -2.75 -1.56 %
19-May-20 170.75 167.80 4,089,600 42,180,000 3.17 % 6.10 % -0.61 % 0.5869 0.40 - Short Covering 39.56%136.05 -2.95 -1.73 %
18-May-20 164.75 162.65 3,854,400 42,440,800 0.00 % 12.31 % -1.68 % 0.5802 0.35 - 38.14%130.70 -2.1 -1.27 %
15-May-20 164.65 162.65 3,432,000 43,164,800 0.68 % 4.69 % 2.55 % 0.5984 0.32 - Long Buildup 43.62%107.37 -2 -1.21 %
14-May-20 163.80 161.55 3,278,400 42,092,800 -1.04 % -0.51 % 0.69 % 0.6167 0.30 - Short Buildup 36.04%88.26 -2.25 -1.37 %
13-May-20 165.40 163.25 3,295,200 41,806,400 0.34 % 2.77 % 3.10 % 0.6344 0.28 - Long Buildup 41.74%138.19 -2.15 -1.3 %
12-May-20 165.05 162.70 3,206,400 40,548,000 3.80 % 16.07 % 3.45 % 0.6542 0.23 - Long Buildup 36.64%129.33 -2.35 -1.42 %
11-May-20 158.45 156.75 2,762,400 39,195,200 0.38 % 9.93 % 2.92 % 0.6454 0.19 - Long Buildup 39.18%112.34 -1.7 -1.07 %
08-May-20 158.25 156.15 2,512,800 38,083,200 -1.67 % 13.19 % 6.45 % 0.6657 0.15 - Short Buildup 50.48%202.16 -2.1 -1.33 %
07-May-20 161.00 158.80 2,220,000 35,775,200 -1.76 % 18.14 % 3.56 % 0.6815 0.12 - Short Buildup 41.61%162.45 -2.2 -1.37 %
06-May-20 163.90 161.65 1,879,200 34,546,400 -4.77 % 19.91 % 16.42 % 0.6976 0.10 - Short Buildup 50.88%546.96 -2.25 -1.37 %
05-May-20 173.90 169.75 1,567,200 29,673,600 -0.41 % 9.20 % -1.14 % 0.6771 0.45 - Long Windup 54.29%167.20 -4.15 -2.39 %
04-May-20 174.05 170.45 1,435,200 30,016,000 -4.70 % 62.94 % -46.58 % 0.6980 0.50 - Long Windup 56.86%299.82 -3.6 -2.07 %
30-Apr-20 182.05 178.85 880,800 56,184,000 -0.25 % 31.07 % -5.64 % 0.6681 0.50 - Long Windup 66.93%367.62 -3.2 -1.76 %
29-Apr-20 182.15 179.30 672,000 59,539,200 0.70 % 21.21 % -6.96 % 0.6891 0.50 - Short Covering 68.06%266.07 -2.85 -1.56 %
28-Apr-20 179.45 178.05 554,400 63,993,600 -0.45 % 17.86 % -3.18 % 0.7071 0.33 - Long Windup 57.30%183.05 -1.4 -0.78 %
27-Apr-20 179.85 178.85 470,400 66,098,400 0.14 % 9.50 % -2.17 % 0.7293 0.33 - Short Covering 45.82%107.86 -1 -0.56 %
24-Apr-20 180.05 178.60 429,600 67,564,800 -0.86 % 13.29 % 1.28 % 0.7522 0.33 - Short Buildup 57.51%186.91 -1.45 -0.81 %
23-Apr-20 180.55 180.15 379,200 66,712,800 -0.44 % 11.27 % -0.47 % 0.7757 0.33 - Long Windup 62.72%373.36 -0.4 -0.22 %
22-Apr-20 182.25 180.95 340,800 67,024,800 1.71 % -0.70 % 0.41 % 0.7988 0.33 - Long Buildup 52.44%240.49 -1.3 -0.71 %
21-Apr-20 179.60 177.90 343,200 66,753,600 -0.42 % -5.92 % -1.69 % 0.8208 0.33 - Long Windup 40.28%168.81 -1.7 -0.95 %
20-Apr-20 180.70 178.65 364,800 67,900,800 -4.64 % 5.56 % -3.71 % 0.8461 0.33 - Long Windup 52.75%340.93 -2.05 -1.13 %
17-Apr-20 188.10 187.35 345,600 70,516,800 0.46 % 33.33 % -0.31 % 0.8509 0.33 - Short Covering 59.04%296.16 -0.75 -0.4 %
16-Apr-20 186.35 186.50 259,200 70,735,200 -0.64 % 35.00 % 2.63 % 0.8765 1.00 - Short Buildup 52.79%266.43 0.15 0.08 %
15-Apr-20 189.35 187.70 192,000 68,925,600 3.82 % 9.59 % -3.01 % 0.9008 1.00 - Short Covering 53.85%500.58 -1.65 -0.87 %
13-Apr-20 181.60 180.80 175,200 71,061,600 -1.53 % 40.38 % -0.78 % 0.9069 - - Long Windup 43.74%140.96 -0.8 -0.44 %
09-Apr-20 185.25 183.60 124,800 71,618,400 3.73 % -5.45 % -4.61 % 0.9304 - - Short Covering 60.72%479.66 -1.65 -0.89 %
08-Apr-20 178.65 177.00 132,000 75,076,800 -2.24 % 0.00 % -0.10 % 0.9436 - - Long Windup 36.64%245.84 -1.65 -0.92 %
07-Apr-20 181.55 181.05 132,000 75,151,200 2.96 % 30.95 % 1.35 % 0.9701 - - Long Buildup 29.86%195.78 -0.5 -0.28 %
03-Apr-20 177.90 175.85 100,800 74,150,400 6.80 % 10.53 % -2.17 % 0.9958 - - Short Covering 49.42%552.75 -2.05 -1.15 %
01-Apr-20 166.40 164.65 91,200 75,796,800 -3.09 % 40.74 % -0.19 % 0.9751 - - Long Windup 38.41%115.94 -1.75 -1.05 %
31-Mar-20 171.70 169.90 64,800 75,938,400 7.40 % 50.00 % -0.23 % 0.9943 - - Short Covering 52.93%387.40 -1.8 -1.05 %
30-Mar-20 159.20 158.20 43,200 76,116,000 -2.71 % 80.00 % -0.96 % 0.9584 - - Long Windup 44.09%197.38 -1 -0.63 %
27-Mar-20 163.20 162.60 24,000 76,850,400 0.00 % 0.00 % -12.80 % 0.9813 - - 44.34%236.16 -0.6 -0.37 %
 
 
Average Delivery Volume
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
228.20 Crore Rs. 181.59 Crore Rs. 166.30 Crore Rs. 186.99 Crore Rs. 160.75 Crore Rs. 200.69 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 >>
32.27 % 33.09 % 28.61 % 31.04 % 33.04 % 40.96 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTBullish Engulfing-
 
 
ITC 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
182.51 184.88 189.01 191.38 195.51 197.88 202.01
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
189.9 191.53 192.07 192.61 191.38 193.69 194.23 194.78 196.4
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
184.88 187.36 188.9 191.38 193.86 195.4 197.88
DeMark Pivot
Support 1 Pivot Point Resistance 1
190.2 191.98 196.7
 
 
ITC Result / Events
Date Description Status
31-Jan-20Financial ResultsCompleted
24-Oct-19Financial ResultsCompleted
02-Aug-19Financial ResultsCompleted
13-May-19Financial Results/DividendCompleted
23-Jan-19Financial ResultsCompleted