FnO Contract Details

Expiry:
Symbol:

LICHSGFIN analysis for the selected expiry [Jan-21] as on 15-Jan-21

LICHSGFIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 434.95 439.00 425.70 430.65 NA -0.62 % NA NA
28-Jan-21 436.50 440.55 427.05 432.30 7,660,000 -0.75 % 2.11 % Short Buildup
25-Feb-21 438.65 440.25 429.00 433.35 628,000 -0.64 % 8.28 % Short Buildup
25-Mar-21 436.75 436.75 430.00 434.15 106,000 -0.42 % 15.22 % Short Buildup
Cummulative NA NA NA NA 8,394,000 NA 2.69 % Short Buildup
LICHSGFIN Options OI PCR:  0.59   (Expiry : 28-Jan-21 )   PUT OI: 4,886,000   CALL OI: 8,216,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 1328000 -2.50% 13.65 -11.65% Long Windup
460.00 1076000 2.48% 10.60 -12.03% Short Buildup
440.00 794000 14.41% 17.40 -10.31% 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
440.00 794000 14.41% 17.40 -10.31% Short Buildup
430.00 400000 24.22% 21.60 -10.56% Short Buildup
460.00 1076000 2.48% 10.60 -12.03% 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
450.00 1328000 -2.50% 13.65 -11.65% Long Windup
480.00 730000 -1.88% 6.35 -13.61% Long Windup
390.00 166000 -7.78% 47.55 -9.60% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 716000 3.47% 8.25 7.14% Long Buildup
370.00 568000 4.03% 3.00 3.45% Long Buildup
420.00 540000 31.71% 15.10 6.34% 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
380.00 494000 49.70% 4.10 0.00%
420.00 540000 31.71% 15.10 6.34% Long Buildup
400.00 716000 3.47% 8.25 7.14% 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
390.00 212000 -6.19% 5.95 2.59% Short Covering
450.00 234000 -4.88% 30.50 -3.02% Long Windup
360.00 304000 -3.80% 2.05 5.13% Short Covering
 
 
LICHSGFIN 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 %
15-Jan-21 430.65 432.30 7,660,000 8,394,000 -0.75 % 2.11 % 2.69 % 0.5825 0.59 8.74 % Short Buildup 30.82%79.18 1.65 0.38 %
14-Jan-21 433.35 435.55 7,502,000 8,174,000 -0.93 % 4.81 % 5.09 % 0.5838 0.56 8.22 % Short Buildup 23.78%85.48 2.2 0.51 %
13-Jan-21 438.00 439.65 7,158,000 7,778,000 -0.28 % 13.76 % 14.21 % 0.5852 0.57 7.97 % Short Buildup 21.31%125.41 1.65 0.38 %
12-Jan-21 438.80 440.90 6,292,000 6,810,000 2.19 % -5.27 % -4.84 % 0.5866 0.73 7.61 % Short Covering 29.83%76.81 2.1 0.48 %
11-Jan-21 430.75 431.45 6,642,000 7,156,000 -1.46 % -3.12 % -2.56 % 0.5874 0.64 7.18 % Long Windup 28.10%78.21 0.7 0.16 %
08-Jan-21 442.15 437.85 6,856,000 7,344,000 1.23 % 1.84 % 3.49 % 0.5885 0.62 6.64 % Long Buildup 32.08%141.94 -4.3 -0.97 %
07-Jan-21 435.00 432.55 6,732,000 7,096,000 5.67 % 5.98 % 8.10 % 0.5897 0.74 5.13 % Long Buildup 27.54%165.29 -2.45 -0.56 %
06-Jan-21 408.30 409.35 6,352,000 6,564,000 3.33 % 5.76 % 5.97 % 0.5865 0.62 3.23 % Long Buildup 19.94%95.76 1.05 0.26 %
05-Jan-21 394.55 396.15 6,006,000 6,194,000 3.42 % -5.33 % -4.97 % 0.5863 0.60 3.04 % Short Covering 20.37%69.06 1.6 0.41 %
04-Jan-21 381.70 383.05 6,344,000 6,518,000 1.03 % -7.87 % -7.36 % 0.5860 0.47 2.67 % Short Covering 21.95%44.62 1.35 0.35 %
01-Jan-21 377.60 379.15 6,886,000 7,036,000 4.46 % 6.10 % -0.28 % 0.5873 0.51 2.13 % Short Covering 19.82%64.49 1.55 0.41 %
31-Dec-20 361.25 362.95 6,490,000 7,056,000 0.10 % 13.42 % -3.61 % 0.5858 0.52 - Short Covering 25.52%26.22 1.7 0.47 %
30-Dec-20 360.30 362.60 5,722,000 7,320,000 -0.92 % 34.89 % -1.11 % 0.5873 0.49 - Long Windup 14.37%22.75 2.3 0.64 %
29-Dec-20 363.40 365.95 4,242,000 7,402,000 -0.89 % 24.11 % -15.56 % 0.5886 0.47 - Long Windup 25.56%28.03 2.55 0.7 %
28-Dec-20 367.00 369.25 3,418,000 8,766,000 1.58 % 34.67 % 2.19 % 0.5899 0.46 - Long Buildup 13.77%18.59 2.25 0.61 %
24-Dec-20 362.25 363.50 2,538,000 8,578,000 1.34 % 41.16 % -2.14 % 0.5910 0.43 - Short Covering 15.76%41.96 1.25 0.35 %
23-Dec-20 357.05 358.70 1,798,000 8,766,000 2.88 % 23.49 % -1.37 % 0.5923 0.43 - Short Covering 29.39%56.08 1.65 0.46 %
22-Dec-20 346.95 348.65 1,456,000 8,888,000 0.46 % 29.31 % 0.18 % 0.5925 0.44 - Long Buildup 30.11%87.29 1.7 0.49 %
21-Dec-20 350.65 347.05 1,126,000 8,872,000 -6.61 % 23.19 % 1.77 % 0.5940 0.41 - Short Buildup 33.45%90.79 -3.6 -1.03 %
18-Dec-20 370.65 371.60 914,000 8,718,000 -1.10 % 9.86 % -0.41 % 0.5886 0.42 - Long Windup 29.19%59.20 0.95 0.26 %
17-Dec-20 377.35 375.75 832,000 8,754,000 -0.98 % 10.93 % 0.37 % 0.5899 0.44 - Short Buildup 26.57%52.28 -1.6 -0.42 %
16-Dec-20 380.15 379.45 750,000 8,722,000 1.95 % 5.04 % -4.62 % 0.5912 0.52 - Short Covering 28.77%100.48 -0.7 -0.18 %
15-Dec-20 374.00 372.20 714,000 9,144,000 2.38 % 15.16 % -0.13 % 0.5921 0.49 - Short Covering 29.66%110.30 -1.8 -0.48 %
14-Dec-20 363.60 363.55 620,000 9,156,000 3.00 % -2.21 % -11.76 % 0.5926 0.60 - Short Covering 37.03%114.95 -0.05 -0.01 %
11-Dec-20 353.30 352.95 634,000 10,376,000 1.57 % -1.25 % -11.56 % 0.5927 0.57 - Short Covering 43.44%103.38 -0.35 -0.1 %
10-Dec-20 346.40 347.50 642,000 11,732,000 -2.89 % 48.61 % 2.52 % 0.5938 0.59 - Short Buildup 39.08%75.16 1.1 0.32 %
09-Dec-20 357.20 357.85 432,000 11,444,000 0.04 % 2.86 % -5.72 % 0.5940 0.46 - Short Covering 41.31%76.02 0.65 0.18 %
08-Dec-20 355.35 357.70 420,000 12,138,000 1.87 % -1.41 % 3.94 % 0.5955 0.32 - Long Buildup 27.63%78.75 2.35 0.66 %
07-Dec-20 348.55 351.15 426,000 11,678,000 0.21 % 9.23 % -2.05 % 0.5964 0.31 - Short Covering 31.01%65.27 2.6 0.75 %
04-Dec-20 348.80 350.40 390,000 11,922,000 -1.55 % 36.36 % -13.62 % 0.5979 0.34 - Long Windup 33.86%117.05 1.6 0.46 %
03-Dec-20 356.15 355.90 286,000 13,802,000 3.76 % 8.33 % -11.40 % 0.5990 0.89 - Short Covering 33.54%158.28 -0.25 -0.07 %
02-Dec-20 343.20 343.00 264,000 15,578,000 1.14 % 16.81 % -8.15 % 0.5984 - - Short Covering 35.71%118.73 -0.2 -0.06 %
01-Dec-20 339.30 339.15 226,000 16,960,000 2.14 % 2.73 % -8.91 % 0.5997 - - Short Covering 41.08%146.81 -0.15 -0.04 %
27-Nov-20 329.00 332.05 220,000 18,618,000 1.58 % 46.67 % 50.83 % 0.6003 - - Long Buildup 54.01%857.48 3.05 0.93 %
26-Nov-20 325.40 326.90 150,000 12,344,000 1.24 % 4.17 % -1.81 % 0.6016 - - Short Covering 36.52%59.84 1.5 0.46 %
25-Nov-20 322.85 322.90 144,000 12,572,000 -0.03 % 7.46 % -7.92 % 0.6027 - - Long Windup 23.04%58.81 0.05 0.02 %
24-Nov-20 324.05 323.00 134,000 13,654,000 1.05 % 1.52 % -1.36 % 0.6042 - - Short Covering 30.14%44.51 -1.05 -0.32 %
23-Nov-20 321.80 319.65 132,000 13,842,000 -3.60 % 65.00 % 2.56 % 0.6056 - - Short Buildup 33.47%72.91 -2.15 -0.67 %
20-Nov-20 329.55 331.60 80,000 13,496,000 1.13 % 14.29 % -4.94 % 0.6057 - - Short Covering 20.48%41.38 2.05 0.62 %
19-Nov-20 328.85 327.90 70,000 14,198,000 4.43 % 84.21 % 19.45 % 0.6072 - - Long Buildup 17.26%83.45 -0.95 -0.29 %
18-Nov-20 331.55 314.00 38,000 11,886,000 0.00 % 0.00 % -9.13 % 0.6087 - - 43.69%120.69 -17.55 -5.29 %
17-Nov-20 314.70 314.00 38,000 13,080,000 0.00 % 0.00 % -5.15 % 0.6074 - - 46.00%74.61 -0.7 -0.22 %
14-Nov-20 315.25 314.00 38,000 13,790,000 0.00 % 0.00 % -1.08 % 0.6087 - - 41.57%10.00 -1.25 -0.4 %
13-Nov-20 314.20 314.00 38,000 13,940,000 -1.27 % -9.52 % -10.01 % 0.6100 - - Long Windup 30.49%58.41 -0.2 -0.06 %
12-Nov-20 317.15 318.05 42,000 15,490,000 -2.39 % 5.00 % 0.23 % 0.6115 - - Short Buildup 18.54%53.32 0.9 0.28 %
11-Nov-20 323.75 325.85 40,000 15,454,000 0.54 % 0.00 % 6.18 % 0.6122 - - Long Buildup 27.02%114.99 2.1 0.65 %
10-Nov-20 321.90 324.10 40,000 14,554,000 5.64 % 100.00 % 15.34 % 0.6138 - - Long Buildup 37.66%138.42 2.2 0.68 %
09-Nov-20 304.30 306.80 20,000 12,618,000 1.79 % 42.86 % 5.54 % 0.6101 - - Long Buildup 22.36%21.29 2.5 0.82 %
06-Nov-20 301.90 301.40 14,000 11,956,000 -2.40 % -12.50 % 13.16 % 0.6114 - - Short Buildup 25.93%46.86 -0.5 -0.17 %
05-Nov-20 306.50 308.80 16,000 10,566,000 3.28 % 60.00 % 8.91 % 0.6124 - - Long Buildup 28.39%46.93 2.3 0.75 %
04-Nov-20 295.30 299.00 10,000 9,702,000 -0.89 % 25.00 % 10.28 % 0.6112 - - Short Buildup 23.43%20.29 3.7 1.25 %
03-Nov-20 302.75 301.70 8,000 8,798,000 0.43 % 33.33 % -4.24 % 0.6118 - - Short Covering 25.43%34.99 -1.05 -0.35 %
02-Nov-20 299.10 300.40 6,000 9,188,000 6.22 % 200.00 % -1.01 % 0.6131 - - Short Covering 21.40%30.94 1.3 0.43 %
30-Oct-20 282.95 282.80 2,000 9,282,000 0.00 % 0.00 % -2.60 % 0.6107 - - 28.92%26.66 -0.15 -0.05 %
 
 
Average Delivery Volume
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
79.18 Crore Rs. 96.69 Crore Rs. 89.02 Crore Rs. 106.01 Crore Rs. 82.71 Crore Rs. 71.88 Crore Rs. More details >>
Average Delivery Percentage
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
30.82 % 24.10 % 25.59 % 25.92 % 24.28 % 24.86 % More details >>
 
 
LICHSGFIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 18-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
412.55 419.8 426.05 433.3 439.55 446.8 453.05
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
425.55 428.93 430.05 431.18 433.3 433.43 434.55 435.68 439.05
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
419.8 424.96 428.14 433.3 438.46 441.64 446.8
DeMark Pivot
Support 1 Pivot Point Resistance 1
422.93 431.74 436.43
 
 
LICHSGFIN Result / Events
Date Description Status
19-Jun-20Financial Results/DividendCompleted
30-Jan-20Financial ResultsCompleted
03-Aug-19Financial ResultsCompleted
04-May-19Financial Results/DividendCompleted
30-Jan-19Financial ResultsCompleted