FnO Contract Details

Expiry:
Symbol:

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

ITC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 203.50 204.20 197.10 201.45 NA -1.35 % NA NA
27-Aug-20 202.45 204.55 197.25 201.95 86,630,400 -1.30 % -0.07 % Long Windup
24-Sep-20 202.75 205.00 198.10 202.65 4,067,200 -1.24 % 10.71 % Short Buildup
29-Oct-20 202.50 205.55 201.30 203.00 224,000 -1.29 % 11.11 % Short Buildup
Cummulative NA NA NA NA 90,921,600 NA 0.39 % Short Buildup
ITC Options OI PCR:  0.39   (Expiry : 27-Aug-20 )   PUT OI: 13,945,600   CALL OI: 36,137,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
210.00 6793600 7.06% 2.30 -28.13% Short Buildup
230.00 6380800 3.00% 0.35 -22.22% Short Buildup
205.00 4742400 26.88% 3.75 -25.74% Short Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
205.00 4742400 26.88% 3.75 -25.74% Short Buildup
220.00 4441600 11.67% 0.85 -29.17% Short Buildup
210.00 6793600 7.06% 2.30 -28.13% 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
192.50 262400 -11.83% 11.20 -10.04% Long Windup
197.35 166400 -8.77% 7.55 -15.17% Long Windup
197.50 198400 -6.06% 8.15 -12.83% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
190.00 2192000 8.90% 1.15 21.05% Long Buildup
200.00 1747200 9.42% 4.00 29.03% Long Buildup
195.00 1340800 5.01% 2.15 26.47% 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
190.00 2192000 8.90% 1.15 21.05% Long Buildup
200.00 1747200 9.42% 4.00 29.03% Long Buildup
195.00 1340800 5.01% 2.15 26.47% 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
180.00 1107200 -10.13% 0.35 16.67% Short Covering
185.00 1174400 -4.18% 0.55 10.00% Short Covering
179.85 172800 -16.92% 0.30 0.00% Short Covering
 
 
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 %
13-Aug-20 201.45 201.95 86,630,400 90,921,600 -1.30 % -0.07 % 0.39 % 0.4351 0.39 4.72 % Short Buildup 28.54%130.53 0.5 0.25 %
12-Aug-20 204.20 204.60 86,691,200 90,566,400 0.27 % 0.07 % 2.13 % 0.4358 0.42 4.28 % Long Buildup 32.82%142.66 0.4 0.2 %
11-Aug-20 203.05 204.05 86,633,600 88,681,600 2.05 % 3.88 % 4.36 % 0.4369 0.43 2.31 % Long Buildup 30.28%338.99 1 0.49 %
10-Aug-20 198.85 199.95 83,395,200 84,972,800 1.63 % -1.62 % -1.69 % 0.4370 0.42 1.86 % Short Covering 36.13%118.35 1.1 0.55 %
07-Aug-20 196.05 196.75 84,771,200 86,432,000 0.31 % 0.70 % 0.87 % 0.4377 0.41 1.92 % Long Buildup 51.98%213.13 0.7 0.36 %
06-Aug-20 195.35 196.15 84,179,200 85,689,600 1.13 % -2.31 % -2.43 % 0.4388 0.38 1.76 % Short Covering 39.19%136.92 0.8 0.41 %
05-Aug-20 192.80 193.95 86,169,600 87,824,000 -0.08 % 48.99 % 48.26 % 0.4395 0.39 1.88 % Short Buildup 76.76%721.74 1.15 0.6 %
04-Aug-20 193.65 194.10 57,836,800 59,235,200 0.54 % 2.99 % 3.39 % 0.4406 0.39 2.36 % Long Buildup 31.66%105.38 0.45 0.23 %
03-Aug-20 192.60 193.05 56,160,000 57,292,800 -0.77 % 3.31 % 3.41 % 0.4416 0.42 1.98 % Short Buildup 40.46%103.38 0.45 0.23 %
31-Jul-20 194.15 194.55 54,358,400 55,401,600 0.39 % 0.14 % -8.48 % 0.4426 0.41 1.88 % Short Covering 41.16%133.08 0.4 0.21 %
30-Jul-20 193.35 193.80 54,281,600 60,537,600 -1.95 % 19.34 % 2.17 % 0.4437 0.41 - Short Buildup 44.62%140.75 0.45 0.23 %
29-Jul-20 196.70 197.65 45,484,800 59,251,200 0.64 % 20.20 % -6.04 % 0.4442 0.39 - Short Covering 29.93%87.33 0.95 0.48 %
28-Jul-20 195.40 196.40 37,840,000 63,059,200 -0.10 % 50.16 % -6.48 % 0.4452 0.44 - Long Windup 38.22%144.02 1 0.51 %
27-Jul-20 196.40 196.60 25,200,000 67,427,200 -1.38 % 41.10 % -4.78 % 0.4463 0.47 - Long Windup 29.40%130.76 0.2 0.1 %
24-Jul-20 199.60 199.35 17,859,200 70,812,800 -0.97 % 31.78 % -23.30 % 0.4468 0.52 - Long Windup 63.30%760.44 -0.25 -0.13 %
23-Jul-20 200.70 201.30 13,552,000 92,326,400 1.95 % 11.07 % -0.81 % 0.4479 0.49 - Short Covering 37.60%237.61 0.6 0.3 %
22-Jul-20 196.55 197.45 12,201,600 93,084,800 2.07 % 16.21 % 0.09 % 0.4481 0.40 - Long Buildup 33.17%212.37 0.9 0.46 %
21-Jul-20 192.25 193.45 10,499,200 93,004,800 -0.10 % 29.38 % 2.10 % 0.4483 0.38 - Short Buildup 51.72%278.53 1.2 0.62 %
20-Jul-20 192.70 193.65 8,115,200 91,088,000 -0.84 % 28.80 % 3.58 % 0.4494 0.46 - Short Buildup 49.80%181.55 0.95 0.49 %
17-Jul-20 194.05 195.30 6,300,800 87,939,200 0.44 % 63.81 % -1.13 % 0.4504 0.73 - Short Covering 44.80%129.39 1.25 0.64 %
16-Jul-20 193.85 194.45 3,846,400 88,940,800 -2.43 % 20.80 % 4.14 % 0.4515 0.81 - Short Buildup 38.66%165.94 0.6 0.31 %
15-Jul-20 198.70 199.30 3,184,000 85,408,000 1.17 % 14.24 % -3.63 % 0.4514 0.97 - Short Covering 51.08%241.33 0.6 0.3 %
14-Jul-20 195.90 197.00 2,787,200 88,620,800 -0.81 % 2.83 % -0.93 % 0.4522 1.04 - Long Windup 27.73%100.36 1.1 0.56 %
13-Jul-20 197.55 198.60 2,710,400 89,456,000 1.69 % -1.40 % -1.39 % 0.4532 1.03 - Short Covering 35.22%141.24 1.05 0.53 %
10-Jul-20 194.35 195.30 2,748,800 90,713,600 -0.76 % 2.75 % 2.10 % 0.4537 1.07 - Short Buildup 33.75%106.20 0.95 0.49 %
09-Jul-20 195.45 196.80 2,675,200 88,848,000 -0.20 % 10.88 % 1.02 % 0.4548 1.05 - Short Buildup 48.10%176.44 1.35 0.69 %
08-Jul-20 196.30 197.20 2,412,800 87,952,000 0.87 % 3.43 % -1.92 % 0.4559 1.13 - Short Covering 36.39%151.97 0.9 0.46 %
07-Jul-20 194.25 195.50 2,332,800 89,676,800 -2.76 % 16.83 % 3.72 % 0.4569 1.10 - Short Buildup 48.65%295.65 1.25 0.64 %
06-Jul-20 199.80 201.05 1,996,800 86,464,000 -3.16 % 8.52 % 0.91 % 0.4564 1.10 - Short Buildup 33.80%234.39 1.25 0.63 %
03-Jul-20 207.55 207.60 1,840,000 85,686,400 0.46 % 3.98 % -3.26 % 0.4573 1.35 - Short Covering 48.44%380.97 0.05 0.02 %
02-Jul-20 205.85 206.65 1,769,600 88,569,600 1.50 % -1.43 % -0.55 % 0.4583 0.86 - Short Covering 31.39%254.12 0.8 0.39 %
01-Jul-20 202.90 203.60 1,795,200 89,056,000 4.44 % -3.94 % -2.31 % 0.4590 1.00 - Short Covering 36.07%324.24 0.7 0.34 %
30-Jun-20 194.65 194.95 1,868,800 91,161,600 -1.42 % -5.50 % 15.11 % 0.4567 1.17 - Short Buildup 53.98%433.04 0.3 0.15 %
29-Jun-20 197.25 197.75 1,977,600 79,193,600 2.12 % 35.53 % 3.35 % 0.4575 1.09 - Long Buildup 31.66%571.38 0.5 0.25 %
26-Jun-20 195.20 193.65 1,459,200 76,627,200 -3.27 % 47.57 % -8.01 % 0.4584 0.35 - Long Windup 27.95%392.64 -1.55 -0.79 %
25-Jun-20 202.10 200.20 988,800 83,295,200 5.20 % 0.65 % 3.36 % 0.4572 0.64 - Long Buildup 34.22%522.63 -1.9 -0.94 %
24-Jun-20 191.85 190.30 982,400 80,588,000 2.75 % -2.85 % -1.37 % 0.4529 0.78 - Short Covering 34.22%358.85 -1.55 -0.81 %
23-Jun-20 185.85 185.20 1,011,200 81,711,200 0.90 % 12.06 % 9.21 % 0.4520 0.88 - Long Buildup 47.14%232.60 -0.65 -0.35 %
22-Jun-20 185.00 183.55 902,400 74,821,600 0.82 % 11.90 % 2.80 % 0.4530 1.67 - Long Buildup 43.51%252.72 -1.45 -0.78 %
19-Jun-20 184.05 182.05 806,400 72,780,800 -1.11 % 2.86 % 2.29 % 0.4541 - - Short Buildup 48.82%274.35 -2 -1.09 %
18-Jun-20 186.60 184.10 784,000 71,153,600 3.02 % -0.81 % 0.28 % 0.4549 1.67 - Long Buildup 35.28%190.17 -2.5 -1.34 %
17-Jun-20 181.20 178.70 790,400 70,958,400 -1.54 % 4.22 % 6.61 % 0.4543 1.67 - Short Buildup 48.40%210.74 -2.5 -1.38 %
16-Jun-20 185.00 181.50 758,400 66,556,800 -0.74 % 5.33 % 3.03 % 0.4546 5.00 - Short Buildup 38.65%197.63 -3.5 -1.89 %
15-Jun-20 187.20 182.85 720,000 64,602,400 -2.74 % 7.14 % 6.39 % 0.4554 4.00 - Short Buildup 49.25%225.57 -4.35 -2.32 %
12-Jun-20 193.90 188.00 672,000 60,721,600 -0.27 % 6.06 % 3.25 % 0.4541 4.00 - Short Buildup 31.80%139.14 -5.9 -3.04 %
11-Jun-20 194.25 188.50 633,600 58,812,000 -3.36 % 12.50 % -0.52 % 0.4552 4.00 - Long Windup 34.63%133.51 -5.75 -2.96 %
10-Jun-20 199.05 195.05 563,200 59,116,800 -0.41 % 29.41 % 5.12 % 0.4551 4.00 - Short Buildup 34.84%188.64 -4 -2.01 %
09-Jun-20 198.50 195.85 435,200 56,238,400 1.53 % 47.83 % 7.28 % 0.4563 4.00 - Long Buildup 30.63%242.69 -2.65 -1.34 %
08-Jun-20 197.65 192.90 294,400 52,424,000 -1.58 % 104.44 % 3.65 % 0.4574 - - Short Buildup 37.74%145.87 -4.75 -2.4 %
05-Jun-20 200.00 196.00 144,000 50,579,200 0.15 % 12.50 % 1.58 % 0.4582 - - Long Buildup 37.90%110.91 -4 -2 %
04-Jun-20 200.15 195.70 128,000 49,790,400 2.22 % 21.21 % 2.57 % 0.4594 - - Long Buildup 36.24%159.56 -4.45 -2.22 %
03-Jun-20 196.70 191.45 105,600 48,544,800 0.10 % 57.14 % -3.02 % 0.4599 - - Short Covering 47.89%178.78 -5.25 -2.67 %
02-Jun-20 197.25 191.25 67,200 50,057,600 -1.80 % 90.91 % 2.03 % 0.4611 - - Short Buildup 40.54%180.99 -6 -3.04 %
01-Jun-20 200.55 194.75 35,200 49,061,600 4.70 % 450.00 % 6.91 % 0.4617 - - Long Buildup 36.09%206.32 -5.8 -2.89 %
29-May-20 197.35 186.00 6,400 45,888,800 0.00 % 0.00 % -8.12 % 0.6047 - - 32.27%228.20 -11.35 -5.75 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
130.53 Crore Rs. 204.06 Crore Rs. 188.73 Crore Rs. 238.46 Crore Rs. 193.56 Crore Rs. 219.66 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 >>
28.54 % 30.43 % 34.42 % 43.96 % 42.63 % 44.16 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTHammer / Hanging Man-
 
 
ITC 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
190.65 193.95 197.95 201.25 205.25 208.55 212.55
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
198.3 200.13 200.73 201.34 201.25 202.56 203.17 203.78 205.6
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
193.95 196.74 198.46 201.25 204.04 205.76 208.55
DeMark Pivot
Support 1 Pivot Point Resistance 1
195.95 200.25 203.25
 
 
ITC Result / Events
Date Description Status
26-Jun-20Financial Results/DividendCompleted
31-Jan-20Financial ResultsCompleted
24-Oct-19Financial ResultsCompleted
02-Aug-19Financial ResultsCompleted
13-May-19Financial Results/DividendCompleted
23-Jan-19Financial ResultsCompleted