FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Jul-20] as on 03-Jul-20

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 10,614.95 10,631.30 10,562.65 10,607.35 NA 0.53 % NA NA
30-Jul-20 10,597.65 10,605.70 10,533.00 10,572.45 10,940,775 0.31 % 2.24 % Long Buildup
27-Aug-20 10,588.65 10,597.00 10,529.10 10,566.70 975,825 0.33 % 3.26 % Long Buildup
24-Sep-20 10,594.65 10,610.00 10,540.10 10,575.90 156,675 0.32 % 4.87 % Long Buildup
Cummulative NA NA NA NA 12,073,275 NA 2.36 % Long Buildup
NIFTY Options OI PCR: 1.14   (Weekly expiry :09-Jul-20)   PUT OI: 20,957,700   CALL OI: 18,459,750 
  1.55  (Expiry: 30-Jul-20 )   PUT OI: 25,970,175   CALL OI: 16,727,100 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11000.00 2772450 79.00% 7.50 -16.20% Short Buildup
10600.00 2438925 61.46% 103.80 2.01% Long Buildup
10700.00 1940025 46.95% 60.35 -1.87% 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
11000.00 2772450 79.00% 7.50 -16.20% Short Buildup
10600.00 2438925 61.46% 103.80 2.01% Long Buildup
10800.00 1918875 50.30% 31.85 -7.55% 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
10300.00 222675 -13.67% 312.15 6.34% Short Covering
10200.00 175875 -6.20% 401.35 5.84% Short Covering
10000.00 104700 -5.23% 590.50 4.97% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10400.00 2333250 55.22% 51.60 -28.68% Short Buildup
10000.00 2027925 34.76% 11.00 -34.33% Short Buildup
10500.00 1982700 71.38% 81.55 -24.10% 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
10400.00 2333250 55.22% 51.60 -28.68% Short Buildup
10500.00 1982700 71.38% 81.55 -24.10% Short Buildup
10600.00 1152750 226.26% 125.00 -19.04% 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
8900.00 5400 -10.00% 1.65 -19.51% Long Windup
None
None
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11500.00 2282775 1.99% 16.10 -4.17% Short Buildup
11000.00 2281950 2.63% 90.55 1.46% Long Buildup
10500.00 1428225 -3.75% 308.70 1.95% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10600.00 779250 21.75% 251.95 1.00% Long Buildup
11800.00 262725 75.15% 5.40 0.93% Long Buildup
11200.00 807300 12.61% 46.85 -0.53% 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
10300.00 466650 -14.08% 437.55 1.71% Short Covering
11700.00 134100 -30.62% 7.85 3.29% Short Covering
10500.00 1428225 -3.75% 308.70 1.95% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10000.00 3067650 0.44% 95.40 -16.02% Short Buildup
9000.00 2418075 0.34% 17.50 -16.27% Short Buildup
9500.00 2390925 3.30% 37.35 -19.76% 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
10400.00 715425 22.15% 200.70 -11.16% Short Buildup
10600.00 493350 35.52% 281.25 -9.58% Short Buildup
10200.00 1389600 8.53% 138.90 -14.26% 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
9300.00 1371225 -7.24% 25.80 -19.00% Long Windup
9600.00 631650 -2.41% 44.55 -19.00% Long Windup
10350.00 42300 -18.73% 182.40 -12.35% 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 %
03-Jul-20 10,607.35 10,572.45 10,940,775 12,073,275 0.31 % 2.24 % 2.36 % 0.3632 1.55 9.38 % Long Buildup -34.9 -0.33 %
02-Jul-20 10,551.70 10,539.70 10,700,700 11,795,100 1.26 % -0.35 % 0.48 % 0.3641 1.54 9.28 % Long Buildup -12 -0.11 %
01-Jul-20 10,430.05 10,408.30 10,738,125 11,738,175 1.64 % -6.69 % -5.63 % 0.3646 1.53 8.52 % Short Covering -21.75 -0.21 %
30-Jun-20 10,302.10 10,240.25 11,508,600 12,438,525 -0.15 % 0.77 % 1.06 % 0.3648 1.48 7.48 % Short Buildup -61.85 -0.6 %
29-Jun-20 10,312.40 10,255.80 11,420,700 12,307,875 -0.60 % -1.84 % -1.28 % 0.3657 1.49 7.21 % Long Windup -56.6 -0.55 %
26-Jun-20 10,383.00 10,318.00 11,634,825 12,467,550 0.71 % 9.37 % -13.72 % 0.3666 1.50 6.68 % Short Covering -65 -0.63 %
25-Jun-20 10,288.90 10,245.65 10,638,150 14,449,800 -0.34 % 41.97 % 7.59 % 0.3674 1.49 - Short Buildup -43.25 -0.42 %
24-Jun-20 10,305.30 10,280.75 7,493,100 13,430,775 -1.63 % 58.27 % 5.14 % 0.3683 1.59 - Short Buildup -24.55 -0.24 %
23-Jun-20 10,471.00 10,451.45 4,734,300 12,773,700 1.73 % 55.73 % 7.98 % 0.3685 1.59 - Long Buildup -19.55 -0.19 %
22-Jun-20 10,311.20 10,273.45 3,040,050 11,829,675 0.54 % 65.78 % 2.82 % 0.3687 1.66 - Long Buildup -37.75 -0.37 %
19-Jun-20 10,244.40 10,218.05 1,833,750 11,505,000 1.66 % 20.88 % 3.03 % 0.3695 - - Long Buildup -26.35 -0.26 %
18-Jun-20 10,091.65 10,051.65 1,517,025 11,166,750 2.15 % 5.59 % -2.73 % 0.3698 1.72 - Short Covering -40 -0.4 %
17-Jun-20 9,881.15 9,839.90 1,436,700 11,480,625 -0.38 % 8.06 % 1.04 % 0.3696 1.68 - Short Buildup -41.25 -0.42 %
16-Jun-20 9,914.00 9,877.60 1,329,525 11,362,575 0.82 % 3.81 % -2.79 % 0.3704 1.74 - Short Covering -36.4 -0.37 %
15-Jun-20 9,813.70 9,797.00 1,280,700 11,688,375 -1.50 % 27.72 % -4.12 % 0.3712 1.73 - Long Windup -16.7 -0.17 %
12-Jun-20 9,972.90 9,946.40 1,002,750 12,191,100 0.59 % 6.64 % -1.00 % 0.3716 1.79 - Short Covering -26.5 -0.27 %
11-Jun-20 9,902.00 9,888.00 940,275 12,313,800 -2.20 % 6.12 % 4.25 % 0.3725 1.89 - Short Buildup -14 -0.14 %
10-Jun-20 10,116.15 10,110.15 886,050 11,811,675 0.87 % 2.16 % 0.06 % 0.3722 1.87 - Long Buildup -6 -0.06 %
09-Jun-20 10,046.65 10,023.40 867,300 11,804,025 -1.35 % 0.25 % -0.24 % 0.3729 1.84 - Long Windup -23.25 -0.23 %
08-Jun-20 10,167.45 10,160.45 865,125 11,832,750 0.18 % -2.59 % 1.45 % 0.3734 1.81 - Long Buildup -7 -0.07 %
05-Jun-20 10,142.15 10,142.25 888,150 11,663,700 1.29 % 5.11 % 2.85 % 0.3744 1.69 - Long Buildup 0.1 0 %
04-Jun-20 10,029.10 10,013.40 844,950 11,340,675 -0.49 % -2.68 % -3.39 % 0.3749 1.59 - Long Windup -15.7 -0.16 %
03-Jun-20 10,061.55 10,062.95 868,200 11,738,700 1.06 % 5.96 % -0.86 % 0.3758 - - Short Covering 1.4 0.01 %
02-Jun-20 9,979.10 9,957.50 819,375 11,841,000 1.74 % 3.80 % 7.63 % 0.3764 1.31 - Long Buildup -21.6 -0.22 %
01-Jun-20 9,826.15 9,787.00 789,375 11,001,375 3.17 % 41.85 % 5.10 % 0.3766 1.21 - Long Buildup -39.15 -0.4 %
29-May-20 9,580.30 9,486.20 556,500 10,467,825 0.69 % 9.09 % -21.40 % 0.4776 1.14 - Short Covering -94.1 -0.98 %
28-May-20 9,490.10 9,421.65 510,150 13,318,275 1.33 % 19.71 % 3.94 % 0.4926 1.15 - Long Buildup -68.45 -0.72 %
27-May-20 9,314.95 9,297.75 426,150 12,813,975 2.97 % 35.64 % 20.21 % 0.4995 1.21 - Long Buildup -17.2 -0.18 %
26-May-20 9,029.05 9,030.00 314,175 10,659,900 -0.04 % 5.07 % 6.83 % 0.4944 1.40 - Short Buildup 0.95 0.01 %
22-May-20 9,039.25 9,033.85 299,025 9,978,525 -0.43 % 2.31 % 1.82 % 0.5099 1.14 - Short Buildup -5.4 -0.06 %
21-May-20 9,106.25 9,073.05 292,275 9,799,725 0.09 % 4.25 % -0.91 % 0.5253 1.07 - Short Covering -33.2 -0.36 %
20-May-20 9,066.55 9,064.85 280,350 9,890,100 2.05 % 13.48 % 2.89 % 0.5418 1.05 - Long Buildup -1.7 -0.02 %
19-May-20 8,879.10 8,882.35 247,050 9,612,750 0.60 % 9.51 % 1.46 % 0.5502 1.05 - Long Buildup 3.25 0.04 %
18-May-20 8,823.25 8,828.95 225,600 9,474,150 -3.40 % 56.67 % 7.85 % 0.5666 0.93 - Short Buildup 5.7 0.06 %
15-May-20 9,136.85 9,139.40 144,000 8,784,900 -0.28 % 68.27 % 3.33 % 0.5599 0.84 - Short Buildup 2.55 0.03 %
14-May-20 9,142.75 9,164.95 85,575 8,502,150 -2.63 % 23.35 % 1.52 % 0.5775 0.85 - Short Buildup 22.2 0.24 %
13-May-20 9,383.55 9,412.45 69,375 8,375,250 1.97 % 4.40 % 2.23 % 0.5813 0.78 - Long Buildup 28.9 0.31 %
12-May-20 9,196.55 9,230.80 66,450 8,192,250 -0.11 % 9.52 % 0.61 % 0.5921 0.73 - Short Buildup 34.25 0.37 %
11-May-20 9,239.20 9,241.35 60,675 8,142,525 -0.15 % 11.13 % -6.04 % 0.6107 0.75 - Long Windup 2.15 0.02 %
08-May-20 9,251.50 9,255.00 54,600 8,666,400 0.31 % 12.87 % 0.73 % 0.6298 0.61 - Long Buildup 3.5 0.04 %
07-May-20 9,199.05 9,226.45 48,375 8,603,175 -0.81 % 18.13 % 1.70 % 0.6494 0.68 - Short Buildup 27.4 0.3 %
06-May-20 9,270.90 9,301.85 40,950 8,459,475 0.80 % 26.98 % -4.94 % 0.6686 0.54 - Short Covering 30.95 0.33 %
05-May-20 9,205.60 9,228.30 32,250 8,898,975 -0.83 % 37.38 % -5.90 % 0.6886 0.74 - Long Windup 22.7 0.25 %
04-May-20 9,293.50 9,305.55 23,475 9,456,900 0.00 % 0.00 % -29.84 % 0.7091 0.43 - 12.05 0.13 %
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
10462.36 10497.68 10535.06 10570.38 10607.76 10643.08 10680.46
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
10536.1 10554.28 10560.33 10566.39 10570.38 10578.51 10584.57 10590.63 10608.8
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
10497.68 10525.45 10542.61 10570.38 10598.15 10615.31 10643.08
DeMark Pivot
Support 1 Pivot Point Resistance 1
10516.38 10561.04 10589.08