FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [May-21] as on 10-May-21

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 14,928.25 14,966.90 14,892.50 14,942.35 NA 0.80 % NA NA
27-May-21 14,968.25 15,023.35 14,939.05 14,984.65 11,195,100 0.77 % -0.75 % Short Covering
24-Jun-21 14,950.00 15,046.00 14,949.95 15,013.25 962,475 0.77 % 5.67 % Long Buildup
29-Jul-21 14,742.00 15,075.85 14,742.00 15,044.45 67,450 0.70 % 31.87 % Long Buildup
Cummulative NA NA NA NA 12,225,025 NA -0.13 % Short Covering
NIFTY Options OI PCR: 1.07   (Weekly expiry :12-May-21)   PUT OI: 40,258,575   CALL OI: 37,780,200 
  1.60  (Expiry: 27-May-21 )   PUT OI: 31,367,700   CALL OI: 19,562,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
15500.00 3904425 126.00% 1.45 -14.71% Short Buildup
15200.00 3832500 32.78% 8.90 -10.10% Short Buildup
15000.00 3408075 38.16% 63.15 26.17% 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
15500.00 3904425 126.00% 1.45 -14.71% Short Buildup
15200.00 3832500 32.78% 8.90 -10.10% Short Buildup
15000.00 3408075 38.16% 63.15 26.17% 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
16000.00 2344800 -33.66% 0.60 -29.41% Long Windup
14800.00 930000 -52.94% 187.20 30.36% Short Covering
14700.00 772350 -30.88% 269.40 29.30% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
14500.00 3442950 22.02% 8.75 -77.03% Short Buildup
14600.00 2976675 28.94% 14.30 -73.91% Short Buildup
14800.00 2824575 31.31% 41.75 -63.47% 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
14900.00 2711850 358.86% 71.80 -55.24% Short Buildup
14200.00 2607825 60.92% 3.25 -73.79% Short Buildup
14750.00 1032525 206.41% 31.75 -66.81% 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
13800.00 877650 -62.21% 1.50 -64.71% Long Windup
13600.00 267525 -60.31% 1.20 -57.89% Long Windup
13700.00 460275 -43.57% 1.35 -59.09% Long Windup
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
15000.00 2681400 3.15% 239.25 14.01% Long Buildup
15500.00 2109300 0.51% 50.65 5.19% Long Buildup
16000.00 1401225 6.14% 7.80 -1.27% 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
15700.00 865200 38.44% 20.65 -3.95% Short Buildup
15400.00 663975 16.32% 73.40 9.63% Long Buildup
15000.00 2681400 3.15% 239.25 14.01% 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
14700.00 832725 -14.17% 430.45 12.99% Short Covering
14600.00 663825 -12.74% 503.40 12.95% Short Covering
14800.00 988800 -8.71% 360.80 13.82% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
14000.00 4451925 19.99% 36.55 -37.47% Short Buildup
13500.00 3345075 -2.72% 13.55 -40.18% Long Windup
14500.00 2757450 11.14% 97.45 -34.04% 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
14000.00 4451925 19.99% 36.55 -37.47% Short Buildup
13700.00 1632525 31.10% 18.75 -41.41% Short Buildup
15000.00 1283850 34.00% 253.90 -25.39% 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
13500.00 3345075 -2.72% 13.55 -40.18% Long Windup
14100.00 672375 -9.54% 43.55 -37.52% Long Windup
14200.00 1069350 -5.77% 53.55 -36.40% Long Windup
 
 
NIFTY 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)
Premium /
Discount
Premium /
Discount %
10-May-21 14,942.35 14,984.65 11,195,100 12,225,025 0.77 % -0.75 % -0.13 % 0.2799 1.60 8.42 % Short Covering 42.3 0.28 %
07-May-21 14,823.15 14,869.55 11,279,550 12,241,500 0.67 % -0.02 % 0.55 % 0.2804 1.52 7.86 % Long Buildup 46.4 0.31 %
06-May-21 14,724.80 14,769.95 11,282,025 12,174,600 0.62 % 3.84 % 3.83 % 0.2810 1.49 7.33 % Long Buildup 45.15 0.31 %
05-May-21 14,617.85 14,679.10 10,864,575 11,725,925 0.89 % -1.00 % -1.02 % 0.2815 1.52 7.35 % Short Covering 61.25 0.42 %
04-May-21 14,496.50 14,549.30 10,973,775 11,846,875 -0.93 % 4.49 % 4.50 % 0.2820 - 7.37 % Short Buildup 52.8 0.36 %
03-May-21 14,634.15 14,685.80 10,502,100 11,336,300 -0.03 % 4.73 % 4.42 % 0.2824 1.54 7.36 % Short Buildup 51.65 0.35 %
30-Apr-21 14,631.10 14,690.80 10,028,100 10,856,375 -1.62 % 6.08 % -29.71 % 0.2831 1.56 7.63 % Long Windup 59.7 0.41 %
29-Apr-21 14,894.90 14,932.25 9,453,075 15,445,125 0.16 % 28.81 % 3.09 % 0.2830 1.69 - Long Buildup 37.35 0.25 %
28-Apr-21 14,864.55 14,907.85 7,338,675 14,981,700 1.43 % 60.27 % 10.65 % 0.2837 1.87 - Long Buildup 43.3 0.29 %
27-Apr-21 14,653.05 14,698.10 4,578,900 13,539,225 1.11 % 63.02 % 5.34 % 0.2837 1.87 - Long Buildup 45.05 0.31 %
26-Apr-21 14,485.00 14,537.40 2,808,825 12,853,050 1.00 % 67.79 % 3.47 % 0.2840 1.90 - Long Buildup 52.4 0.36 %
23-Apr-21 14,341.35 14,393.95 1,674,000 12,421,500 -0.41 % 31.59 % 1.00 % 0.2844 1.94 - Short Buildup 52.6 0.37 %
22-Apr-21 14,406.15 14,453.20 1,272,150 12,298,425 0.74 % 23.87 % -1.70 % 0.2851 2.01 - Short Covering 47.05 0.33 %
20-Apr-21 14,296.40 14,347.70 1,026,975 12,510,825 -0.55 % 11.61 % 1.77 % 0.2856 2.16 - Short Buildup 51.3 0.36 %
19-Apr-21 14,359.45 14,427.20 920,175 12,292,725 -1.81 % 8.05 % -5.08 % 0.2862 2.20 - Long Windup 67.75 0.47 %
16-Apr-21 14,617.85 14,693.80 851,625 12,950,025 0.34 % 4.64 % 6.72 % 0.2858 2.57 - Long Buildup 75.95 0.52 %
15-Apr-21 14,581.45 14,643.50 813,900 12,134,325 0.33 % 3.11 % 0.26 % 0.2865 2.54 - Long Buildup 62.05 0.43 %
13-Apr-21 14,504.80 14,595.15 789,375 12,102,900 1.37 % -7.36 % -2.33 % 0.2872 2.53 - Short Covering 90.35 0.62 %
12-Apr-21 14,310.80 14,398.35 852,075 12,391,500 -3.64 % -5.62 % -0.25 % 0.2873 2.02 - Long Windup 87.55 0.61 %
09-Apr-21 14,834.85 14,942.25 902,775 12,422,175 -0.22 % 4.14 % 7.79 % 0.2835 1.88 - Short Buildup 107.4 0.72 %
08-Apr-21 14,873.80 14,975.80 866,850 11,524,875 0.27 % -2.44 % -2.19 % 0.2842 1.80 - Short Covering 102 0.69 %
07-Apr-21 14,819.05 14,936.10 888,525 11,783,325 0.91 % 7.24 % 2.46 % 0.2849 1.75 - Long Buildup 117.05 0.79 %
06-Apr-21 14,683.50 14,801.75 828,525 11,500,125 0.37 % -3.81 % -1.69 % 0.2854 1.76 - Short Covering 118.25 0.81 %
05-Apr-21 14,637.80 14,747.45 861,300 11,697,750 -1.70 % -8.80 % -0.88 % 0.2860 1.66 - Long Windup 109.65 0.75 %
01-Apr-21 14,867.35 15,001.75 944,400 11,801,100 1.35 % -17.17 % -6.62 % 0.2858 1.60 - Short Covering 134.4 0.9 %
31-Mar-21 14,690.70 14,802.45 1,140,225 12,637,500 -1.03 % -1.52 % 16.71 % 0.0000 1.67 - Short Buildup 111.75 0.76 %
30-Mar-21 14,845.10 14,956.45 1,157,400 10,828,350 2.02 % 9.59 % 5.59 % 0.2863 1.92 - Long Buildup 111.35 0.75 %
26-Mar-21 14,507.30 14,659.90 1,056,075 10,255,200 1.22 % 17.12 % -14.84 % 0.2856 1.90 - Short Covering 152.6 1.05 %
25-Mar-21 14,324.90 14,483.10 901,725 12,041,625 -1.45 % 9.54 % -2.79 % 0.2859 2.12 - Long Windup 158.2 1.1 %
24-Mar-21 14,549.40 14,696.50 823,200 12,387,000 -1.86 % 7.11 % -0.45 % 0.2859 1.87 - Long Windup 147.1 1.01 %
23-Mar-21 14,814.75 14,974.35 768,525 12,442,500 0.66 % 6.26 % -2.92 % 0.2855 1.85 - Short Covering 159.6 1.08 %
22-Mar-21 14,736.40 14,876.90 723,225 12,816,525 -0.01 % 13.09 % 4.71 % 0.2861 1.80 - Short Buildup 140.5 0.95 %
19-Mar-21 14,744.00 14,878.70 639,525 12,240,075 1.17 % 4.70 % -2.00 % 0.2868 1.89 - Short Covering 134.7 0.91 %
18-Mar-21 14,557.85 14,707.35 610,800 12,490,125 -1.24 % 0.16 % -0.55 % 0.2870 1.93 - Long Windup 149.5 1.03 %
17-Mar-21 14,721.30 14,892.30 609,825 12,558,675 -1.25 % 15.79 % -2.93 % 0.2872 2.00 - Long Windup 171 1.16 %
16-Mar-21 14,910.45 15,081.35 526,650 12,937,425 -0.08 % 4.40 % -3.80 % 0.2874 1.84 - Long Windup 170.9 1.15 %
15-Mar-21 14,929.50 15,094.15 504,450 13,448,100 -0.52 % 1.04 % -1.49 % 0.2881 1.93 - Long Windup 164.65 1.1 %
12-Mar-21 15,030.95 15,173.75 499,275 13,651,350 -1.00 % 7.37 % 3.53 % 0.2888 2.09 - Short Buildup 142.8 0.95 %
10-Mar-21 15,174.80 15,327.30 465,000 13,186,125 0.48 % 13.74 % -1.74 % 0.2891 1.92 - Short Covering 152.5 1 %
09-Mar-21 15,098.40 15,253.65 408,825 13,419,900 1.06 % 1.36 % -8.82 % 0.2898 2.15 - Short Covering 155.25 1.03 %
08-Mar-21 14,956.20 15,093.30 403,350 14,718,075 0.13 % 4.45 % 0.59 % 0.2901 2.32 - Long Buildup 137.1 0.92 %
05-Mar-21 14,938.10 15,074.20 386,175 14,631,600 -1.01 % 2.14 % 3.80 % 0.2909 2.89 - Short Buildup 136.1 0.91 %
04-Mar-21 15,080.75 15,228.35 378,075 14,096,625 -1.17 % 28.24 % 18.95 % 0.2913 3.07 - Short Buildup 147.6 0.98 %
03-Mar-21 15,245.60 15,409.35 294,825 11,850,750 2.23 % 7.99 % 1.42 % 0.2915 2.15 - Long Buildup 163.75 1.07 %
02-Mar-21 14,919.10 15,073.80 273,000 11,684,475 1.08 % 4.12 % 3.49 % 0.2906 2.64 - Long Buildup 154.7 1.04 %
01-Mar-21 14,761.55 14,912.75 262,200 11,290,350 1.55 % 103.97 % -6.36 % 0.2910 2.81 - Short Covering 151.2 1.02 %
26-Feb-21 14,529.15 14,685.65 128,550 12,057,225 0.00 % 0.00 % -9.73 % 0.2910 10.15 - 156.5 1.08 %
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 11-May-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
14857.05 14898.05 14941.35 14982.35 15025.65 15066.65 15109.95
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
14942.5 14963.58 14970.6 14977.63 14982.35 14991.68 14998.7 15005.73 15026.8
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
14898.05 14930.25 14950.15 14982.35 15014.55 15034.45 15066.65
DeMark Pivot
Support 1 Pivot Point Resistance 1
14961.85 14992.6 15046.15