FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Nov-20] as on 25-Nov-20

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 13,130.00 13,145.85 12,833.65 12,858.40 NA -1.51 % NA NA
26-Nov-20 13,130.15 13,137.75 12,844.25 12,859.15 5,093,325 -1.56 % -41.50 % Long Windup
31-Dec-20 13,149.95 13,159.85 12,876.00 12,889.35 8,670,525 -1.48 % 57.39 % Short Buildup
28-Jan-21 13,130.00 13,166.50 12,889.60 12,906.45 487,575 -1.47 % 17.05 % Short Buildup
Cummulative NA NA NA NA 14,251,425 NA -2.61 % Long Windup
NIFTY Options OI PCR:  1.02   (Expiry : 26-Nov-20 )   PUT OI: 46,100,925   CALL OI: 44,992,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
13500.00 4898325 43.81% 2.05 36.67% Long Buildup
13000.00 4380675 59.90% 14.90 -86.61% Short Buildup
13100.00 3740850 92.95% 6.25 -88.81% 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
13100.00 3740850 92.95% 6.25 -88.81% Short Buildup
12900.00 3129000 121.94% 41.00 -77.97% Short Buildup
13000.00 4380675 59.90% 14.90 -86.61% 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
13250.00 1190775 -15.16% 3.00 -76.38% Long Windup
12700.00 582600 -24.66% 174.80 -52.72% Long Windup
13700.00 1245375 -10.21% 1.60 60.00% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12800.00 3941325 -10.80% 36.75 161.57% Short Covering
12500.00 3272550 1.87% 3.35 -33.66% Short Buildup
12000.00 2883225 -23.35% 0.65 -72.92% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12450.00 562425 17.12% 2.35 -47.78% Short Buildup
12550.00 653250 11.47% 4.35 -19.44% Short Buildup
13100.00 704025 10.33% 246.40 166.38% 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
13000.00 2052975 -44.69% 154.50 214.34% Short Covering
12900.00 2152350 -36.67% 80.90 221.03% Short Covering
12400.00 1295325 -41.23% 1.75 -58.33% 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 %
25-Nov-20 12,858.40 12,859.15 5,093,325 14,251,425 -1.56 % -41.50 % -2.61 % 0.3074 1.02 64.26 % Long Windup 0.75 0.01 %
24-Nov-20 13,055.15 13,062.45 8,707,200 14,632,800 0.99 % -15.82 % 5.00 % 0.3075 1.63 40.50 % Long Buildup 7.3 0.06 %
23-Nov-20 12,926.45 12,934.35 10,343,475 13,935,675 0.49 % -6.76 % 0.80 % 0.3080 1.32 25.78 % Long Buildup 7.9 0.06 %
20-Nov-20 12,859.05 12,871.30 11,092,800 13,824,825 0.61 % -2.40 % 0.66 % 0.3087 1.30 19.76 % Long Buildup 12.25 0.1 %
19-Nov-20 12,771.70 12,793.50 11,365,350 13,734,675 -1.26 % -1.64 % 0.32 % 0.3093 1.16 17.25 % Short Buildup 21.8 0.17 %
18-Nov-20 12,938.25 12,957.25 11,555,025 13,690,875 0.59 % -0.70 % 0.48 % 0.3096 1.54 15.60 % Long Buildup 19 0.15 %
17-Nov-20 12,874.20 12,881.85 11,636,625 13,626,000 0.73 % -2.09 % 0.26 % 0.3103 1.66 14.60 % Long Buildup 7.65 0.06 %
14-Nov-20 12,780.25 12,788.90 11,885,550 13,591,050 0.28 % 0.82 % 1.30 % 0.3109 1.57 12.55 % Long Buildup 8.65 0.07 %
13-Nov-20 12,719.95 12,753.40 11,789,250 13,416,825 0.37 % 0.76 % 1.18 % 0.3117 1.56 12.13 % Long Buildup 33.45 0.26 %
12-Nov-20 12,690.80 12,706.00 11,700,675 13,260,750 -0.38 % -3.37 % -2.50 % 0.3124 1.54 11.76 % Long Windup 15.2 0.12 %
11-Nov-20 12,749.15 12,755.05 12,109,275 13,601,100 0.76 % 3.20 % 3.84 % 0.3132 1.54 10.97 % Long Buildup 5.9 0.05 %
10-Nov-20 12,631.10 12,659.10 11,733,675 13,098,750 1.54 % 2.36 % 2.82 % 0.3138 1.54 10.42 % Long Buildup 28 0.22 %
09-Nov-20 12,461.05 12,467.25 11,463,375 12,738,975 1.68 % 2.33 % 4.36 % 0.3139 1.64 10.01 % Long Buildup 6.2 0.05 %
06-Nov-20 12,263.55 12,261.45 11,202,075 12,207,075 0.97 % -0.90 % 0.27 % 0.3139 1.56 8.23 % Long Buildup -2.1 -0.02 %
05-Nov-20 12,120.30 12,143.30 11,304,225 12,174,600 1.85 % 7.54 % 8.34 % 0.3144 1.49 7.15 % Long Buildup 23 0.19 %
04-Nov-20 11,908.50 11,922.85 10,511,850 11,237,250 0.83 % 4.88 % 4.91 % 0.3142 1.50 6.46 % Long Buildup 14.35 0.12 %
03-Nov-20 11,813.50 11,824.95 10,022,625 10,710,825 1.23 % 0.26 % 0.50 % 0.3148 1.62 6.43 % Long Buildup 11.45 0.1 %
02-Nov-20 11,669.15 11,681.55 9,996,900 10,657,650 0.37 % -8.94 % -7.94 % 0.3151 1.56 6.20 % Short Covering 12.4 0.11 %
30-Oct-20 11,642.40 11,638.40 10,978,125 11,577,300 -0.25 % 9.84 % -14.98 % 0.3159 1.58 5.18 % Long Windup -4 -0.03 %
29-Oct-20 11,670.80 11,667.90 9,994,650 13,617,375 -0.57 % 48.77 % 2.59 % 0.3167 1.67 - Short Buildup -2.9 -0.02 %
28-Oct-20 11,729.60 11,734.55 6,717,975 13,272,975 -1.29 % 43.64 % 3.06 % 0.3174 1.78 - Short Buildup 4.95 0.04 %
27-Oct-20 11,889.40 11,887.35 4,676,850 12,878,925 0.80 % 57.83 % 4.65 % 0.3177 1.86 - Long Buildup -2.05 -0.02 %
26-Oct-20 11,767.75 11,793.45 2,963,250 12,306,525 -1.38 % 13.66 % -7.16 % 0.3182 1.86 - Long Windup 25.7 0.22 %
23-Oct-20 11,930.35 11,958.65 2,607,225 13,256,175 0.30 % 12.17 % 2.41 % 0.3185 2.01 - Long Buildup 28.3 0.24 %
22-Oct-20 11,896.45 11,923.35 2,324,250 12,943,800 -0.25 % 8.61 % -1.36 % 0.3193 2.02 - Long Windup 26.9 0.23 %
21-Oct-20 11,937.65 11,952.85 2,139,900 13,121,925 0.27 % 16.40 % 1.80 % 0.3201 2.28 - Long Buildup 15.2 0.13 %
20-Oct-20 11,896.80 11,920.60 1,838,475 12,889,725 0.06 % 8.79 % 4.06 % 0.3209 2.05 - Long Buildup 23.8 0.2 %
19-Oct-20 11,873.05 11,913.95 1,689,975 12,386,400 1.05 % 5.27 % 0.27 % 0.3217 2.00 - Long Buildup 40.9 0.34 %
16-Oct-20 11,762.45 11,789.65 1,605,300 12,352,725 0.65 % 0.01 % -6.66 % 0.3222 1.91 - Short Covering 27.2 0.23 %
15-Oct-20 11,680.35 11,713.75 1,605,075 13,234,575 -2.43 % 1.97 % 1.00 % 0.3229 1.93 - Short Buildup 33.4 0.29 %
14-Oct-20 11,971.05 12,005.30 1,574,100 13,103,325 0.29 % 4.14 % -0.91 % 0.3219 1.91 - Short Covering 34.25 0.29 %
13-Oct-20 11,934.50 11,970.30 1,511,550 13,223,250 0.07 % 1.37 % 1.48 % 0.3227 1.88 - Long Buildup 35.8 0.3 %
12-Oct-20 11,930.95 11,962.00 1,491,150 13,030,800 0.07 % 2.32 % -0.41 % 0.3235 1.78 - Short Covering 31.05 0.26 %
09-Oct-20 11,914.20 11,954.15 1,457,325 13,084,950 0.84 % 8.77 % 4.09 % 0.3243 1.64 - Long Buildup 39.95 0.34 %
08-Oct-20 11,834.60 11,854.75 1,339,800 12,570,975 0.67 % 12.75 % 7.30 % 0.3249 1.62 - Long Buildup 20.15 0.17 %
07-Oct-20 11,738.85 11,775.55 1,188,300 11,716,050 0.65 % 1.33 % 3.47 % 0.3256 1.76 - Long Buildup 36.7 0.31 %
06-Oct-20 11,662.40 11,700.05 1,172,700 11,323,500 1.38 % 36.99 % 9.11 % 0.3263 1.72 - Long Buildup 37.65 0.32 %
05-Oct-20 11,503.35 11,540.50 856,050 10,378,200 0.73 % 7.37 % 1.84 % 0.3266 1.64 - Long Buildup 37.15 0.32 %
01-Oct-20 11,416.95 11,457.10 797,325 10,191,075 1.57 % 16.47 % 4.20 % 0.3273 1.52 - Long Buildup 40.15 0.35 %
30-Sep-20 11,247.55 11,280.05 684,600 9,780,450 0.22 % 12.54 % 5.01 % 0.3274 1.69 - Long Buildup 32.5 0.29 %
29-Sep-20 11,222.40 11,255.75 608,325 9,314,250 0.00 % 8.70 % 1.80 % 0.3282 1.02 - 33.35 0.3 %
28-Sep-20 11,227.55 11,256.25 559,650 9,149,850 1.75 % 15.07 % 9.86 % 0.3291 1.01 - Long Buildup 28.7 0.26 %
25-Sep-20 11,050.25 11,062.90 486,375 8,328,975 1.90 % 39.19 % -29.92 % 0.3290 1.04 - Short Covering 12.65 0.11 %
24-Sep-20 10,805.55 10,856.20 349,425 11,885,325 -2.83 % 63.02 % 8.72 % 0.3289 1.02 - Short Buildup 50.65 0.47 %
23-Sep-20 11,131.85 11,172.50 214,350 10,932,375 -0.14 % 15.20 % 1.16 % 0.3272 1.05 - Short Buildup 40.65 0.37 %
22-Sep-20 11,153.65 11,188.30 186,075 10,807,500 -0.85 % 17.47 % -1.59 % 0.3280 1.22 - Long Windup 34.65 0.31 %
21-Sep-20 11,250.55 11,284.70 158,400 10,981,575 -2.21 % 7.21 % -6.20 % 0.3287 1.17 - Long Windup 34.15 0.3 %
18-Sep-20 11,504.95 11,539.75 147,750 11,707,650 -0.03 % 10.86 % -10.36 % 0.3280 1.24 - Long Windup 34.8 0.3 %
17-Sep-20 11,516.10 11,543.55 133,275 13,060,800 -0.80 % 2.13 % 0.24 % 0.3289 1.14 - Short Buildup 27.45 0.24 %
16-Sep-20 11,604.55 11,636.95 130,500 13,030,125 0.77 % 20.58 % 5.64 % 0.3295 1.10 - Long Buildup 32.4 0.28 %
15-Sep-20 11,521.80 11,547.50 108,225 12,334,950 0.63 % 7.85 % 1.95 % 0.3302 1.18 - Long Buildup 25.7 0.22 %
14-Sep-20 11,440.05 11,475.25 100,350 12,099,150 -0.08 % 4.69 % 4.69 % 0.3309 1.15 - Short Buildup 35.2 0.31 %
11-Sep-20 11,464.45 11,483.90 95,850 11,557,050 0.11 % 7.30 % 7.04 % 0.3317 1.23 - Long Buildup 19.45 0.17 %
10-Sep-20 11,449.25 11,471.05 89,325 10,797,375 1.22 % 21.41 % 1.53 % 0.3325 1.24 - Long Buildup 21.8 0.19 %
09-Sep-20 11,278.00 11,332.25 73,575 10,634,775 -0.10 % 8.04 % -5.22 % 0.3329 1.20 - Long Windup 54.25 0.48 %
08-Sep-20 11,317.35 11,343.25 68,100 11,221,050 -0.50 % 5.46 % -1.76 % 0.3337 1.27 - Long Windup 25.9 0.23 %
07-Sep-20 11,355.05 11,400.40 64,575 11,421,525 0.18 % -4.97 % 0.07 % 0.3345 1.35 - Long Buildup 45.35 0.4 %
04-Sep-20 11,333.85 11,379.85 67,950 11,413,950 -1.66 % 36.65 % 0.26 % 0.3354 1.38 - Short Buildup 46 0.41 %
03-Sep-20 11,527.45 11,572.40 49,725 11,384,475 -0.13 % 6.76 % 1.77 % 0.3354 1.43 - Short Buildup 44.95 0.39 %
02-Sep-20 11,535.00 11,587.10 46,575 11,186,400 0.44 % 11.49 % 4.26 % 0.3363 1.47 - Long Buildup 52.1 0.45 %
01-Sep-20 11,470.25 11,536.30 41,775 10,729,800 0.96 % 12.75 % -8.94 % 0.3371 2.03 - Short Covering 66.05 0.58 %
31-Aug-20 11,387.50 11,426.95 37,050 11,782,950 -2.31 % 112.02 % -7.39 % 0.3377 1.86 - Long Windup 39.45 0.35 %
28-Aug-20 11,647.60 11,697.10 17,475 12,723,225 0.00 % 0.00 % -16.39 % 0.3370 6.90 - 49.5 0.42 %
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREMarubozu-
FUTUREBearish Engulfing-
FUTURE-
SPOTBearish Engulfing-
SPOT-
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Nov-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
12462.85 12653.55 12756.35 12947.05 13049.85 13240.55 13343.35
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
12712.4 12785.78 12810.23 12834.69 12947.05 12883.61 12908.07 12932.53 13005.9
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
12653.55 12765.67 12834.93 12947.05 13059.17 13128.43 13240.55
DeMark Pivot
Support 1 Pivot Point Resistance 1
12704.95 12921.35 12998.45