FnO Contract Details

Expiry:
Symbol:

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

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 12,119.00 12,152.00 12,071.45 12,080.85 NA -0.37 % NA NA
27-Feb-20 12,102.90 12,163.00 12,065.00 12,079.00 11,504,625 -0.52 % -2.37 % Long Windup
26-Mar-20 12,125.00 12,168.90 12,080.50 12,093.65 2,613,450 -0.44 % 19.63 % Short Buildup
30-Apr-20 12,162.75 12,211.40 12,130.00 12,139.60 288,900 -0.43 % 0.94 % Short Buildup
Cummulative NA NA NA NA 14,406,975 NA 1.07 % Short Buildup
NIFTY Options OI PCR:  1.02   (Expiry : 27-Feb-20 )   PUT OI: 26,763,900   CALL OI: 26,283,975 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12200.00 3446250 62.73% 27.70 -48.37% Short Buildup
12300.00 2713050 12.48% 11.15 -53.44% Short Buildup
12100.00 2604675 48.69% 61.20 -41.10% 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
12200.00 3446250 62.73% 27.70 -48.37% Short Buildup
12100.00 2604675 48.69% 61.20 -41.10% Short Buildup
12150.00 1188300 151.61% 41.60 -46.08% 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
11000.00 380550 -15.48% 1082.00 -5.10% Long Windup
11500.00 278700 -6.70% 579.15 -10.20% Long Windup
11800.00 507675 -0.72% 284.60 -19.99% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12000.00 3998025 -4.91% 40.45 18.62% Short Covering
11800.00 2476050 15.68% 7.90 -31.90% Short Buildup
11900.00 2101650 24.66% 17.10 -11.86% 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
11700.00 1977525 27.64% 3.90 -45.45% Short Buildup
11900.00 2101650 24.66% 17.10 -11.86% Short Buildup
11800.00 2476050 15.68% 7.90 -31.90% 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
12000.00 3998025 -4.91% 40.45 18.62% Short Covering
13000.00 477825 -12.44% 911.35 7.04% Short Covering
11200.00 516900 -7.53% 1.15 -60.34% 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 %
20-Feb-20 12,080.85 12,079.00 11,504,625 14,406,975 -0.52 % -2.37 % 1.07 % 0.1672 1.02 20.15 % Short Buildup -1.85 -0.02 %
19-Feb-20 12,125.90 12,142.70 11,783,700 14,254,575 1.14 % -3.54 % -0.50 % 0.1706 1.19 17.33 % Short Covering 16.8 0.14 %
18-Feb-20 11,992.50 12,006.10 12,216,600 14,325,825 -0.57 % -0.82 % 1.79 % 0.1672 1.03 14.72 % Short Buildup 13.6 0.11 %
17-Feb-20 12,045.80 12,074.45 12,317,025 14,073,450 -0.46 % -2.73 % -0.76 % 0.1703 - 12.48 % Long Windup 28.65 0.24 %
14-Feb-20 12,113.45 12,129.65 12,662,100 14,181,825 -0.37 % -2.41 % -1.45 % 0.1743 1.17 10.72 % Long Windup 16.2 0.13 %
13-Feb-20 12,174.65 12,174.60 12,974,475 14,390,475 -0.44 % -1.80 % -0.61 % 0.1789 1.25 9.84 % Long Windup -0.05 -0 %
12-Feb-20 12,201.20 12,228.45 13,212,000 14,478,750 0.84 % -2.43 % -1.58 % 0.1832 1.29 8.75 % Short Covering 27.25 0.22 %
11-Feb-20 12,107.90 12,126.85 13,540,875 14,711,400 0.72 % -3.22 % -2.28 % 0.1847 1.22 7.96 % Short Covering 18.95 0.16 %
10-Feb-20 12,031.50 12,040.05 13,991,400 15,054,600 -0.46 % 1.60 % 1.58 % 0.1873 1.21 7.06 % Short Buildup 8.55 0.07 %
07-Feb-20 12,098.35 12,095.90 13,771,200 14,820,375 -0.33 % 0.16 % 0.50 % 0.1919 1.20 7.08 % Short Buildup -2.45 -0.02 %
06-Feb-20 12,137.95 12,136.35 13,749,750 14,747,250 0.41 % -0.28 % 0.12 % 0.1972 1.22 6.76 % Long Buildup -1.6 -0.01 %
05-Feb-20 12,089.15 12,086.30 13,788,375 14,730,075 1.02 % -0.20 % 0.56 % 0.2025 1.25 6.39 % Long Buildup -2.85 -0.02 %
04-Feb-20 11,979.65 11,964.25 13,816,500 14,647,650 2.23 % -0.65 % -0.09 % 0.2030 1.12 5.67 % Short Covering -15.4 -0.13 %
03-Feb-20 11,707.90 11,703.15 13,907,025 14,660,325 0.41 % -0.58 % -0.40 % 0.1803 0.99 5.14 % Short Covering -4.75 -0.04 %
01-Feb-20 11,661.85 11,654.90 13,988,775 14,718,750 -2.83 % 22.33 % 22.06 % 0.1848 0.94 4.96 % Short Buildup -6.95 -0.06 %
31-Jan-20 11,962.10 11,994.30 11,435,250 12,058,425 -0.54 % 12.46 % -25.67 % 0.1318 1.02 5.17 % Long Windup 32.2 0.27 %
30-Jan-20 12,035.80 12,059.90 10,168,350 16,223,325 -0.80 % 62.41 % 7.73 % 0.1341 1.04 - Short Buildup 24.1 0.2 %
29-Jan-20 12,129.50 12,156.85 6,261,000 15,058,875 0.41 % 56.52 % -2.29 % 0.1340 0.92 - Short Covering 27.35 0.23 %
28-Jan-20 12,055.80 12,107.00 4,000,200 15,411,450 -0.49 % 62.67 % 0.54 % 0.1365 0.89 - Short Buildup 51.2 0.42 %
27-Jan-20 12,119.00 12,166.30 2,459,100 15,329,325 -1.17 % 20.58 % 3.05 % 0.1389 0.88 - Short Buildup 47.3 0.39 %
24-Jan-20 12,248.25 12,310.10 2,039,325 14,876,100 0.57 % 12.35 % 0.50 % 0.1311 0.87 - Long Buildup 61.85 0.5 %
23-Jan-20 12,180.35 12,239.85 1,815,075 14,802,825 0.47 % 13.14 % -0.23 % 0.1323 0.81 - Short Covering 59.5 0.49 %
22-Jan-20 12,106.90 12,182.70 1,604,325 14,837,625 -0.49 % 15.66 % 0.67 % 0.1347 0.78 - Short Buildup 75.8 0.63 %
21-Jan-20 12,169.85 12,242.80 1,387,050 14,739,225 -0.48 % 6.64 % -0.44 % 0.1370 0.78 - Long Windup 72.95 0.6 %
20-Jan-20 12,224.55 12,302.45 1,300,650 14,803,800 -0.97 % 5.79 % -2.14 % 0.1393 0.77 - Long Windup 77.9 0.64 %
17-Jan-20 12,352.35 12,423.20 1,229,475 15,126,825 0.07 % 1.17 % 1.63 % 0.1356 0.84 - Long Buildup 70.85 0.57 %
16-Jan-20 12,355.50 12,414.50 1,215,225 14,883,675 -0.03 % 1.28 % 2.30 % 0.1398 0.83 - Short Buildup 59 0.48 %
15-Jan-20 12,343.30 12,418.15 1,199,925 14,548,425 -0.15 % 1.90 % -2.99 % 0.1442 0.83 - Long Windup 74.85 0.61 %
14-Jan-20 12,362.30 12,436.35 1,177,575 14,996,325 0.29 % -0.40 % 1.73 % 0.1485 0.79 - Long Buildup 74.05 0.6 %
13-Jan-20 12,329.55 12,400.60 1,182,300 14,741,400 0.57 % 1.96 % 0.39 % 0.1526 0.80 - Long Buildup 71.05 0.58 %
10-Jan-20 12,256.80 12,330.70 1,159,575 14,684,025 0.18 % 4.09 % 1.24 % 0.1548 0.75 - Long Buildup 73.9 0.6 %
09-Jan-20 12,215.90 12,309.15 1,114,050 14,504,175 1.67 % 4.89 % 9.43 % 0.1595 0.71 - Long Buildup 93.25 0.76 %
08-Jan-20 12,025.35 12,106.40 1,062,150 13,254,075 -0.35 % 3.25 % 0.53 % 0.1427 0.69 - Short Buildup 81.05 0.67 %
07-Jan-20 12,052.95 12,149.20 1,028,700 13,183,650 0.52 % -0.44 % 0.06 % 0.1462 0.70 - Long Buildup 96.25 0.8 %
06-Jan-20 11,993.05 12,085.95 1,033,275 13,175,250 -1.73 % 4.17 % 1.53 % 0.1486 0.56 - Short Buildup 92.9 0.77 %
03-Jan-20 12,226.65 12,298.60 991,950 12,976,800 -0.65 % 1.04 % -3.97 % 0.1279 0.50 - Long Windup 71.95 0.59 %
02-Jan-20 12,282.20 12,379.40 981,750 13,513,650 0.75 % 1.88 % 3.51 % 0.1279 0.47 - Long Buildup 97.2 0.79 %
01-Jan-20 12,182.50 12,287.55 963,675 13,055,700 -0.02 % 0.52 % -1.80 % 0.1264 0.42 - Long Windup 105.05 0.86 %
31-Dec-19 12,168.45 12,290.00 958,650 13,295,625 -0.65 % 0.99 % 1.30 % 0.1304 0.42 - Short Buildup 121.55 1 %
30-Dec-19 12,255.85 12,370.00 949,275 13,124,700 0.11 % -1.06 % -0.39 % 0.1305 0.38 - Short Covering 114.15 0.93 %
27-Dec-19 12,245.80 12,356.00 959,475 13,176,375 0.98 % 2.64 % -24.30 % 0.1345 0.36 - Short Covering 110.2 0.9 %
26-Dec-19 12,126.55 12,235.90 934,800 17,406,975 -0.80 % 112.15 % 8.64 % 0.1160 0.31 - Short Buildup 109.35 0.9 %
24-Dec-19 12,214.55 12,335.00 440,625 16,023,225 -0.30 % 5.65 % -3.13 % 0.1119 0.27 - Long Windup 120.45 0.99 %
23-Dec-19 12,262.75 12,371.50 417,075 16,541,250 -0.09 % 9.38 % 1.11 % 0.1138 0.25 - Short Buildup 108.75 0.89 %
20-Dec-19 12,271.80 12,382.90 381,300 16,359,600 0.20 % 11.76 % 1.05 % 0.1173 0.22 - Long Buildup 111.1 0.91 %
19-Dec-19 12,259.70 12,358.60 341,175 16,189,575 0.19 % 17.36 % 3.48 % 0.1209 0.20 - Long Buildup 98.9 0.81 %
18-Dec-19 12,221.65 12,335.45 290,700 15,645,825 0.52 % 53.63 % 1.84 % 0.1239 0.18 - Long Buildup 113.8 0.93 %
17-Dec-19 12,165.00 12,271.30 189,225 15,362,625 0.85 % 10.85 % 3.35 % 0.1258 0.18 - Long Buildup 106.3 0.87 %
16-Dec-19 12,053.95 12,168.30 170,700 14,864,550 -0.49 % 7.97 % -2.68 % 0.1229 0.18 - Long Windup 114.35 0.95 %
13-Dec-19 12,086.70 12,227.90 158,100 15,273,225 0.98 % 37.33 % 2.19 % 0.1250 0.16 - Long Buildup 141.2 1.17 %
12-Dec-19 11,971.80 12,108.65 115,125 14,946,000 0.79 % 21.92 % 4.54 % 0.1204 0.16 - Long Buildup 136.85 1.14 %
11-Dec-19 11,910.15 12,013.40 94,425 14,296,800 0.30 % 4.66 % 1.72 % 0.1217 0.15 - Long Buildup 103.25 0.87 %
10-Dec-19 11,856.80 11,977.50 90,225 14,054,925 -0.57 % 25.44 % 1.05 % 0.1236 1.50 - Short Buildup 120.7 1.02 %
09-Dec-19 11,937.50 12,046.35 71,925 13,908,975 0.10 % 7.03 % -0.60 % 0.1232 1.40 - Short Covering 108.85 0.91 %
06-Dec-19 11,921.50 12,034.70 67,200 13,993,050 -0.73 % 21.41 % 2.31 % 0.1269 1.52 - Short Buildup 113.2 0.95 %
05-Dec-19 12,018.40 12,123.80 55,350 13,677,600 -0.37 % 12.16 % -3.46 % 0.1249 0.43 - Long Windup 105.4 0.88 %
04-Dec-19 12,043.20 12,168.65 49,350 14,167,125 0.35 % 10.40 % 0.05 % 0.1285 0.38 - Long Buildup 125.45 1.04 %
03-Dec-19 11,994.20 12,126.55 44,700 14,160,150 -0.32 % 24.69 % 0.66 % 0.1311 0.39 - Short Buildup 132.35 1.1 %
02-Dec-19 12,048.20 12,165.55 35,850 14,067,975 -0.09 % 118.26 % -0.76 % 0.1334 0.40 - Long Windup 117.35 0.97 %
29-Nov-19 12,056.05 12,176.05 16,425 14,175,675 0.00 % 0.00 % -23.18 % 0.1376 0.28 - 120 1 %
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Feb-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
11943.66 12004.33 12041.66 12102.33 12139.66 12200.33 12237.66
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
12030 12054.5 12062.67 12070.83 12102.33 12087.17 12095.33 12103.5 12128
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
12004.33 12041.77 12064.89 12102.33 12139.77 12162.89 12200.33
DeMark Pivot
Support 1 Pivot Point Resistance 1
12023 12093 12121
 
 
Error in executing sql.
SQL:SELECT CAL_CURR_DT FROM calendar
Error:MySQL server has gone away