FnO Contract Details

Expiry:
Symbol:

LT analysis for the selected expiry [Jan-21] as on 22-Jan-21

LT Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,362.00 1,375.00 1,348.50 1,362.10 NA -0.67 % NA NA
28-Jan-21 1,365.60 1,376.00 1,350.20 1,364.90 9,244,275 -0.75 % -27.86 % Long Windup
25-Feb-21 1,372.05 1,380.15 1,354.70 1,369.35 4,986,975 -0.80 % 324.52 % Short Buildup
25-Mar-21 1,378.45 1,382.60 1,360.00 1,375.70 39,100 -0.67 % 30.77 % Short Buildup
Cummulative NA NA NA NA 14,270,350 NA 1.80 % Short Buildup
LT Options OI PCR:  0.65   (Expiry : 28-Jan-21 )   PUT OI: 2,216,625   CALL OI: 3,395,375 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 736575 -5.32% 14.15 -25.53% Long Windup
1300.00 479550 -2.46% 69.95 -14.85% Long Windup
1380.00 323725 -4.58% 21.10 -20.23% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1460.00 254725 8.31% 4.15 -28.45% Short Buildup
1480.00 108675 7.39% 2.70 -32.50% Short Buildup
1520.00 31625 7.84% 1.50 -26.83% 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
1500.00 204125 -17.82% 1.90 -28.30% Long Windup
1400.00 736575 -5.32% 14.15 -25.53% Long Windup
1420.00 285200 -7.29% 9.15 -27.95% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 543950 -0.94% 6.15 11.82% Short Covering
1360.00 204125 5.97% 25.40 13.65% Long Buildup
1200.00 194350 -12.21% 0.80 -27.27% 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
1220.00 93725 13.99% 0.85 6.25% Long Buildup
1360.00 204125 5.97% 25.40 13.65% Long Buildup
1100.00 143750 4.60% 0.65 -7.14% 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
1200.00 194350 -12.21% 0.80 -27.27% Long Windup
1320.00 94300 -12.77% 10.30 16.38% Short Covering
1400.00 56350 -17.65% 50.60 20.62% Short Covering
 
 
LT 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 %
22-Jan-21 1,362.10 1,364.90 9,244,275 14,270,350 -0.75 % -27.86 % 1.80 % 0.4120 0.65 35.22 % Short Buildup 53.15%237.66 2.8 0.21 %
21-Jan-21 1,371.30 1,375.15 12,813,875 14,018,500 -0.72 % -2.28 % -1.21 % 0.4129 0.65 8.59 % Long Windup 54.68%223.85 3.85 0.28 %
20-Jan-21 1,382.65 1,385.15 13,113,450 14,189,850 0.63 % -0.25 % 0.59 % 0.4138 0.63 7.59 % Long Buildup 52.18%285.57 2.5 0.18 %
19-Jan-21 1,369.85 1,376.45 13,146,225 14,106,475 2.82 % -0.64 % 1.23 % 0.4146 0.63 6.81 % Long Buildup 40.40%215.03 6.6 0.48 %
18-Jan-21 1,336.05 1,338.75 13,230,750 13,935,125 -1.62 % -1.71 % -0.48 % 0.4143 0.55 5.05 % Long Windup 45.26%192.67 2.7 0.2 %
15-Jan-21 1,354.15 1,360.85 13,460,750 14,002,975 -1.62 % -1.12 % -0.70 % 0.4149 0.49 3.87 % Long Windup 37.06%129.86 6.7 0.49 %
14-Jan-21 1,376.60 1,383.25 13,613,700 14,101,300 1.76 % 1.98 % 2.03 % 0.4154 0.51 3.46 % Long Buildup 39.60%281.75 6.65 0.48 %
13-Jan-21 1,352.50 1,359.35 13,349,200 13,821,275 0.20 % -2.28 % -2.20 % 0.4157 0.47 3.42 % Short Covering 53.15%315.58 6.85 0.51 %
12-Jan-21 1,349.80 1,356.65 13,660,275 14,132,350 0.10 % 0.66 % 0.90 % 0.4168 0.49 3.34 % Long Buildup 45.46%174.03 6.85 0.51 %
11-Jan-21 1,350.00 1,355.25 13,571,150 14,005,850 -1.61 % 2.12 % 2.88 % 0.4178 0.51 3.10 % Short Buildup 48.15%211.41 5.25 0.39 %
08-Jan-21 1,373.40 1,377.40 13,289,400 13,613,700 2.45 % -1.35 % -1.15 % 0.4182 0.54 2.38 % Short Covering 38.86%266.05 4 0.29 %
07-Jan-21 1,338.95 1,344.40 13,471,675 13,772,400 1.80 % -0.23 % -0.01 % 0.4179 0.55 2.18 % Short Covering 44.46%254.23 5.45 0.41 %
06-Jan-21 1,314.00 1,320.60 13,502,150 13,773,550 0.66 % -1.85 % -1.69 % 0.4181 0.52 1.97 % Short Covering 45.05%273.27 6.6 0.5 %
05-Jan-21 1,306.30 1,312.00 13,756,300 14,011,025 -0.57 % 2.63 % 2.85 % 0.4191 0.49 1.82 % Short Buildup 37.14%137.47 5.7 0.44 %
04-Jan-21 1,314.60 1,319.55 13,403,250 13,622,325 1.33 % -2.77 % -2.39 % 0.4201 0.48 1.61 % Short Covering 34.75%183.42 4.95 0.38 %
01-Jan-21 1,297.00 1,302.25 13,785,050 13,956,400 0.73 % -0.30 % -4.58 % 0.4207 0.46 1.23 % Short Covering 24.90%66.47 5.25 0.4 %
31-Dec-20 1,287.60 1,292.75 13,827,025 14,625,950 -0.45 % 12.82 % -3.01 % 0.4217 0.47 - Long Windup 35.81%179.36 5.15 0.4 %
30-Dec-20 1,292.05 1,298.55 12,256,125 15,080,075 0.57 % 29.05 % -2.73 % 0.4227 0.46 - Short Covering 27.89%103.30 6.5 0.5 %
29-Dec-20 1,284.85 1,291.15 9,497,275 15,503,000 -0.38 % 78.35 % -4.55 % 0.4237 0.48 - Long Windup 29.76%144.47 6.3 0.49 %
28-Dec-20 1,289.40 1,296.10 5,325,075 16,241,525 1.98 % 110.00 % -0.61 % 0.4247 0.51 - Short Covering 29.65%130.19 6.7 0.52 %
24-Dec-20 1,262.20 1,270.90 2,535,750 16,341,250 -0.26 % 55.12 % -1.65 % 0.4248 0.44 - Long Windup 30.89%127.80 8.7 0.69 %
23-Dec-20 1,264.80 1,274.25 1,634,725 16,614,675 0.18 % 32.48 % 0.06 % 0.4259 0.46 - Long Buildup 36.13%185.40 9.45 0.75 %
22-Dec-20 1,262.70 1,271.90 1,233,950 16,604,150 2.49 % 14.09 % -1.89 % 0.4269 0.52 - Short Covering 21.84%220.58 9.2 0.73 %
21-Dec-20 1,234.85 1,241.05 1,081,575 16,924,850 -3.54 % 43.81 % 5.73 % 0.4269 0.49 - Short Buildup 19.20%501.53 6.2 0.5 %
18-Dec-20 1,281.55 1,286.65 752,100 16,007,325 0.12 % 37.68 % 2.77 % 0.4250 0.52 - Long Buildup 44.84%592.78 5.1 0.4 %
17-Dec-20 1,278.80 1,285.10 546,250 15,575,725 0.76 % 3.94 % -0.10 % 0.4261 0.40 - Short Covering 44.44%303.75 6.3 0.49 %
16-Dec-20 1,268.25 1,275.35 525,550 15,591,775 1.93 % 22.03 % 2.96 % 0.4270 0.41 - Long Buildup 41.13%298.86 7.1 0.56 %
15-Dec-20 1,246.25 1,251.15 430,675 15,143,800 -0.29 % 12.97 % 3.09 % 0.4274 0.34 - Short Buildup 44.68%387.18 4.9 0.39 %
14-Dec-20 1,249.65 1,254.75 381,225 14,689,700 4.57 % 3.11 % -1.23 % 0.4285 0.32 - Short Covering 31.55%383.35 5.1 0.41 %
11-Dec-20 1,194.30 1,199.95 369,725 14,872,525 0.24 % 16.91 % 1.34 % 0.4252 0.26 - Long Buildup 35.82%286.15 5.65 0.47 %
10-Dec-20 1,190.35 1,197.05 316,250 14,676,500 0.71 % 3.58 % -0.07 % 0.4262 0.31 - Short Covering 48.26%282.73 6.7 0.56 %
09-Dec-20 1,181.00 1,188.60 305,325 14,686,525 0.89 % 7.06 % -5.03 % 0.4271 0.35 - Short Covering 55.24%280.83 7.6 0.64 %
08-Dec-20 1,171.40 1,178.10 285,200 15,464,025 0.01 % 23.08 % 0.81 % 0.4281 0.39 - Long Buildup 35.75%208.64 6.7 0.57 %
07-Dec-20 1,169.70 1,178.00 231,725 15,339,050 1.74 % 12.57 % 0.80 % 0.4291 0.53 - Long Buildup 40.95%262.73 8.3 0.71 %
04-Dec-20 1,149.50 1,157.80 205,850 15,217,875 1.93 % 4.99 % 0.40 % 0.4296 0.53 - Long Buildup 40.00%300.83 8.3 0.72 %
03-Dec-20 1,125.15 1,135.90 196,075 15,156,750 1.09 % -4.48 % -3.20 % 0.4297 0.60 - Short Covering 53.28%245.05 10.75 0.96 %
02-Dec-20 1,113.75 1,123.65 205,275 15,657,275 -0.20 % 18.21 % 3.00 % 0.4305 0.92 - Short Buildup 46.35%228.95 9.9 0.89 %
01-Dec-20 1,115.95 1,125.90 173,650 15,200,625 -0.02 % 22.76 % 1.91 % 0.4316 0.50 - Short Buildup 44.52%176.47 9.95 0.89 %
27-Nov-20 1,122.40 1,126.10 141,450 14,915,100 -0.31 % 7.42 % -0.44 % 0.4326 0.88 - Long Windup 81.97%1,747.57 3.7 0.33 %
26-Nov-20 1,118.85 1,129.65 131,675 14,981,125 0.32 % 23.12 % 12.30 % 0.4337 1.25 - Long Buildup 40.90%336.83 10.8 0.97 %
25-Nov-20 1,116.00 1,126.10 106,950 13,340,500 -1.40 % 29.17 % 1.35 % 0.4348 1.00 - Short Buildup 32.58%169.14 10.1 0.91 %
24-Nov-20 1,135.50 1,142.10 82,800 13,162,350 1.02 % 8.27 % -3.04 % 0.4352 1.50 - Short Covering 46.16%242.35 6.6 0.58 %
23-Nov-20 1,125.85 1,130.55 76,475 13,575,675 -0.77 % 0.00 % -0.59 % 0.4362 1.00 - Long Windup 42.91%241.52 4.7 0.42 %
20-Nov-20 1,132.30 1,139.35 76,475 13,655,975 0.05 % 10.83 % -0.74 % 0.4372 1.00 - Short Covering 31.31%248.48 7.05 0.62 %
19-Nov-20 1,134.25 1,138.75 69,000 13,757,400 -1.15 % 11.11 % 3.71 % 0.4383 1.00 - Short Buildup 23.15%284.64 4.5 0.4 %
18-Nov-20 1,148.15 1,152.00 62,100 13,265,400 5.76 % -1.82 % 4.67 % 0.4391 1.00 - Long Buildup 28.01%432.08 3.85 0.34 %
17-Nov-20 1,080.90 1,089.30 63,250 12,673,650 2.74 % 17.02 % 2.30 % 0.4325 1.00 - Long Buildup 42.51%349.75 8.4 0.78 %
14-Nov-20 1,059.20 1,060.20 54,050 12,388,900 -0.01 % -1.05 % 0.14 % 0.4327 1.00 - Short Buildup 36.97%35.70 1 0.09 %
13-Nov-20 1,051.50 1,060.30 54,625 12,371,325 -1.65 % 18.75 % -1.88 % 0.4337 1.00 - Long Windup 32.96%174.14 8.8 0.84 %
12-Nov-20 1,073.20 1,078.05 46,000 12,608,000 1.17 % 26.98 % -0.94 % 0.4339 - - Short Covering 37.44%270.94 4.85 0.45 %
11-Nov-20 1,059.45 1,065.60 36,225 12,727,475 2.36 % 18.87 % -7.69 % 0.4346 - - Short Covering 36.31%394.49 6.15 0.58 %
10-Nov-20 1,033.70 1,041.05 30,475 13,787,625 6.23 % 20.45 % 5.06 % 0.4345 - - Long Buildup 39.81%499.91 7.35 0.71 %
09-Nov-20 965.85 980.00 25,300 13,123,550 1.87 % 91.30 % 0.20 % 0.4257 - - Long Buildup 44.11%129.54 14.15 1.47 %
06-Nov-20 960.75 962.00 13,225 13,097,725 -0.66 % 43.75 % 3.05 % 0.4267 - - Short Buildup 37.26%122.39 1.25 0.13 %
05-Nov-20 958.10 968.40 9,200 12,710,350 1.94 % 0.00 % -2.26 % 0.4278 - - Short Covering 39.02%108.00 10.3 1.08 %
04-Nov-20 939.85 950.00 9,200 13,004,600 1.06 % 6.67 % 0.72 % 0.4281 - - Long Buildup 31.07%98.39 10.15 1.08 %
03-Nov-20 947.75 940.00 8,625 12,912,175 2.73 % 50.00 % -1.96 % 0.4289 - - Short Covering 27.07%103.87 -7.75 -0.82 %
02-Nov-20 929.30 915.00 5,750 13,170,550 -0.76 % 42.86 % -1.01 % 0.4292 - - Long Windup 44.33%151.70 -14.3 -1.54 %
30-Oct-20 929.50 922.00 4,025 13,304,675 0.00 % 0.00 % -5.44 % 0.4302 - - 28.63%127.65 -7.5 -0.81 %
 
 
Average Delivery Volume
On 22-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
237.66 Crore Rs. 249.03 Crore Rs. 230.96 Crore Rs. 235.25 Crore Rs. 235.46 Crore Rs. 196.83 Crore Rs. More details >>
Average Delivery Percentage
On 22-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
53.15 % 53.22 % 48.88 % 46.85 % 45.67 % 40.86 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTDoji-
 
 
LT Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1325.6 1337.9 1351.4 1363.7 1377.2 1389.5 1403
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1352 1358.45 1360.6 1362.75 1363.7 1367.05 1369.2 1371.35 1377.8
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1337.9 1347.76 1353.84 1363.7 1373.56 1379.64 1389.5
DeMark Pivot
Support 1 Pivot Point Resistance 1
1344.65 1360.33 1370.45
 
 
LT Result / Events
Date Description Status
22-Jan-20Financial ResultsCompleted
23-Oct-19Financial ResultsCompleted
23-Jul-19Financial ResultsCompleted
10-May-19Financial Results/DividendCompleted
25-Jan-19Financial ResultsCompleted