FnO Contract Details

Expiry:
Symbol:

LT analysis for the selected expiry [Apr-21] as on 19-Apr-21

LT Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,340.00 1,346.20 1,306.00 1,310.45 NA -3.58 % NA NA
29-Apr-21 1,340.20 1,348.55 1,311.00 1,315.25 14,192,725 -3.60 % 3.61 % Short Buildup
27-May-21 1,347.20 1,353.95 1,315.95 1,319.95 652,050 -3.60 % 78.58 % Short Buildup
24-Jun-21 1,350.00 1,358.90 1,325.80 1,326.25 35,075 -4.10 % 41.86 % Short Buildup
Cummulative NA NA NA NA 14,879,850 NA 5.62 % Short Buildup
LT Options OI PCR:  0.54   (Expiry : 29-Apr-21 )   PUT OI: 2,239,050   CALL OI: 4,174,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 738875 63.69% 5.65 -61.17% Short Buildup
1500.00 639400 -7.33% 1.60 -25.58% Long Windup
1460.00 376625 1.39% 2.20 -48.24% 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
1400.00 738875 63.69% 5.65 -61.17% Short Buildup
1360.00 194350 90.96% 12.60 -59.35% Short Buildup
1340.00 138000 185.71% 18.90 -55.11% 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 639400 -7.33% 1.60 -25.58% Long Windup
1600.00 250700 -8.98% 0.45 -30.77% Long Windup
1440.00 305325 -5.68% 2.85 -54.76% 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 404800 9.83% 22.45 165.68% Long Buildup
1400.00 305900 -4.32% 89.60 80.46% Short Covering
1360.00 250700 -7.82% 56.40 116.09% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1200.00 127650 47.02% 3.80 94.87% Long Buildup
1240.00 104075 60.18% 7.25 184.31% Long Buildup
1300.00 404800 9.83% 22.45 165.68% 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
1340.00 142600 -17.88% 42.55 133.79% Short Covering
1360.00 250700 -7.82% 56.40 116.09% Short Covering
1320.00 205850 -7.01% 31.55 154.44% 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 %
19-Apr-21 1,310.45 1,315.25 14,192,725 14,879,850 -3.60 % 3.61 % 5.62 % 0.4102 0.54 4.62 % Short Buildup 58.68%319.68 4.8 0.37 %
16-Apr-21 1,359.15 1,364.35 13,698,225 14,088,075 -0.85 % 3.01 % 3.53 % 0.4082 0.58 2.77 % Short Buildup 62.02%316.32 5.2 0.38 %
15-Apr-21 1,374.65 1,376.05 13,297,450 13,607,375 -0.27 % 1.32 % 1.42 % 0.4089 0.62 2.28 % Short Buildup 48.01%173.30 1.4 0.1 %
13-Apr-21 1,373.70 1,379.80 13,123,800 13,416,475 2.38 % -1.38 % -1.34 % 0.4100 0.67 2.18 % Short Covering 36.32%102.96 6.1 0.44 %
12-Apr-21 1,345.15 1,347.70 13,307,800 13,598,750 -4.42 % -1.73 % -1.52 % 0.4100 0.60 2.14 % Long Windup 48.56%245.31 2.55 0.19 %
09-Apr-21 1,404.10 1,410.05 13,541,825 13,808,625 -0.99 % 2.37 % 2.47 % 0.4069 0.62 1.93 % Short Buildup 42.45%120.10 5.95 0.42 %
08-Apr-21 1,419.15 1,424.20 13,227,875 13,476,275 0.78 % 0.57 % 0.63 % 0.4077 0.67 1.84 % Long Buildup 33.22%77.54 5.05 0.36 %
07-Apr-21 1,404.15 1,413.15 13,153,125 13,391,750 0.50 % 0.07 % 0.21 % 0.4084 0.69 1.78 % Long Buildup 38.49%99.53 9 0.64 %
06-Apr-21 1,401.00 1,406.10 13,143,350 13,363,575 -0.29 % 0.36 % 0.46 % 0.4095 0.73 1.65 % Short Buildup 31.25%79.86 5.1 0.36 %
05-Apr-21 1,403.80 1,410.15 13,096,200 13,302,050 -2.96 % -1.19 % -1.17 % 0.4105 0.74 1.55 % Long Windup 33.88%121.22 6.35 0.45 %
01-Apr-21 1,444.60 1,453.15 13,254,325 13,459,025 1.87 % -1.69 % -1.66 % 0.4097 0.80 1.52 % Short Covering 32.93%65.69 8.55 0.59 %
31-Mar-21 1,418.90 1,426.45 13,482,025 13,685,575 -0.36 % -0.08 % 4.44 % 0.0000 0.82 1.49 % Short Buildup 37.54%127.90 7.55 0.53 %
30-Mar-21 1,423.55 1,431.65 12,905,300 13,104,250 1.52 % -0.55 % -0.50 % 0.4110 0.89 1.52 % Short Covering 44.96%179.29 8.1 0.57 %
26-Mar-21 1,398.30 1,410.20 12,976,600 13,169,800 1.97 % 3.47 % -0.98 % 0.4113 0.93 1.47 % Short Covering 36.71%158.81 11.9 0.85 %
25-Mar-21 1,371.10 1,383.00 12,541,325 13,299,750 0.28 % 13.32 % -2.30 % 0.4115 0.90 - Short Covering 29.71%158.66 11.9 0.87 %
24-Mar-21 1,369.15 1,379.10 11,067,025 13,613,125 -2.63 % 47.82 % 2.25 % 0.4125 0.90 - Short Buildup 52.39%304.00 9.95 0.73 %
23-Mar-21 1,404.35 1,416.40 7,487,075 13,312,975 0.39 % 88.08 % -1.48 % 0.4121 0.84 - Short Covering 39.33%141.66 12.05 0.86 %
22-Mar-21 1,400.05 1,410.90 3,980,725 13,513,650 -0.84 % 305.33 % 0.56 % 0.4131 0.84 - Short Buildup 46.82%194.32 10.85 0.77 %
19-Mar-21 1,411.25 1,422.80 982,100 13,437,750 -1.31 % 42.10 % 3.82 % 0.4140 0.91 - Short Buildup 46.93%657.03 11.55 0.82 %
18-Mar-21 1,428.10 1,441.75 691,150 12,943,825 -0.75 % 15.69 % -2.79 % 0.4147 0.89 - Long Windup 38.73%187.07 13.65 0.96 %
17-Mar-21 1,437.65 1,452.60 597,425 13,315,275 -1.79 % 27.48 % 0.29 % 0.4157 1.00 - Short Buildup 31.15%231.94 14.95 1.04 %
16-Mar-21 1,461.80 1,479.05 468,625 13,276,750 -1.04 % 23.11 % 2.37 % 0.4161 1.35 - Short Buildup 46.08%217.81 17.25 1.18 %
15-Mar-21 1,483.75 1,494.65 380,650 12,969,700 -2.11 % 36.21 % -0.03 % 0.4167 0.94 - Long Windup 46.42%219.14 10.9 0.73 %
12-Mar-21 1,514.00 1,526.90 279,450 12,973,725 -0.55 % 14.35 % -0.45 % 0.4168 0.78 - Long Windup 39.12%289.35 12.9 0.85 %
10-Mar-21 1,524.20 1,535.30 244,375 13,031,800 1.03 % 5.99 % -1.44 % 0.4178 0.99 - Short Covering 43.83%147.68 11.1 0.73 %
09-Mar-21 1,508.30 1,519.70 230,575 13,222,700 -0.42 % -7.82 % -5.12 % 0.4186 1.04 - Long Windup 56.05%319.55 11.4 0.76 %
08-Mar-21 1,515.20 1,526.05 250,125 13,936,275 3.44 % 8.75 % 1.80 % 0.4196 1.34 - Long Buildup 40.71%255.97 10.85 0.72 %
05-Mar-21 1,463.55 1,475.30 230,000 13,690,175 -0.10 % 16.28 % 1.13 % 0.4180 1.73 - Short Buildup 39.08%189.14 11.75 0.8 %
04-Mar-21 1,462.60 1,476.85 197,800 13,537,225 -2.49 % 26.01 % 4.99 % 0.4191 1.47 - Short Buildup 46.80%241.66 14.25 0.97 %
03-Mar-21 1,496.90 1,514.55 156,975 12,893,225 1.13 % 14.71 % 0.16 % 0.4189 1.54 - Long Buildup 40.73%133.16 17.65 1.18 %
02-Mar-21 1,485.65 1,497.70 136,850 12,873,100 0.53 % -3.64 % 1.14 % 0.4199 1.79 - Long Buildup 50.98%158.25 12.05 0.81 %
01-Mar-21 1,472.85 1,489.80 142,025 12,727,625 2.22 % -5.00 % -0.30 % 0.4208 3.82 - Short Covering 37.11%136.35 16.95 1.15 %
26-Feb-21 1,442.50 1,457.50 149,500 12,765,575 -4.32 % 63.52 % -1.71 % 0.4209 8.03 - Long Windup 50.54%406.70 15 1.04 %
25-Feb-21 1,506.45 1,523.25 91,425 12,988,100 -0.81 % 76.67 % -0.32 % 0.4178 9.38 - Long Windup 53.72%256.38 16.8 1.12 %
24-Feb-21 1,526.60 1,535.75 51,750 13,030,075 2.41 % -19.64 % -3.43 % 0.4185 9.00 - Short Covering 44.16%160.48 9.15 0.6 %
23-Feb-21 1,486.30 1,499.65 64,400 13,492,950 2.27 % -3.45 % -0.28 % 0.4180 10.50 - Short Covering 35.95%199.51 13.35 0.9 %
22-Feb-21 1,452.20 1,466.35 66,700 13,530,900 -3.26 % 68.12 % 6.54 % 0.4178 11.80 - Short Buildup 60.82%544.75 14.15 0.97 %
19-Feb-21 1,508.80 1,515.80 39,675 12,700,025 -1.40 % 15.00 % -4.46 % 0.4157 20.00 - Long Windup 38.68%177.69 7 0.46 %
18-Feb-21 1,524.60 1,537.30 34,500 13,292,275 -1.96 % 25.00 % -1.92 % 0.4165 18.00 - Long Windup 46.92%175.04 12.7 0.83 %
17-Feb-21 1,548.35 1,568.00 27,600 13,552,175 0.51 % 14.29 % -0.28 % 0.4170 17.50 - Short Covering 38.85%140.77 19.65 1.27 %
16-Feb-21 1,549.45 1,560.00 24,150 13,590,125 0.74 % -19.23 % -2.85 % 0.4181 17.50 - Short Covering 46.86%278.70 10.55 0.68 %
15-Feb-21 1,537.65 1,548.50 29,900 13,988,600 1.19 % 13.04 % 0.11 % 0.4190 18.50 - Long Buildup 42.00%123.83 10.85 0.71 %
12-Feb-21 1,521.35 1,530.25 26,450 13,973,075 -0.84 % 12.20 % -1.81 % 0.4198 18.50 - Long Windup 26.15%74.28 8.9 0.59 %
11-Feb-21 1,530.50 1,543.25 23,575 14,230,100 -1.46 % 24.24 % -1.38 % 0.4208 17.50 - Long Windup 41.58%173.11 12.75 0.83 %
10-Feb-21 1,552.85 1,566.10 18,975 14,429,625 -0.57 % 0.00 % -1.62 % 0.4214 8.00 - Long Windup 35.94%143.92 13.25 0.85 %
09-Feb-21 1,566.45 1,575.10 18,975 14,667,100 0.26 % 6.45 % -1.86 % 0.4222 - - Short Covering 48.47%290.44 8.65 0.55 %
08-Feb-21 1,551.80 1,571.00 17,825 14,944,825 2.36 % -8.82 % 2.86 % 0.4231 - - Long Buildup 32.82%266.02 19.2 1.24 %
05-Feb-21 1,516.50 1,534.85 19,550 14,529,100 -0.24 % 17.24 % 0.57 % 0.4230 - - Short Buildup 28.68%142.25 18.35 1.21 %
04-Feb-21 1,529.80 1,538.60 16,675 14,447,450 -0.55 % 11.54 % 0.17 % 0.4239 - - Short Buildup 43.12%261.04 8.8 0.58 %
03-Feb-21 1,528.55 1,547.05 14,950 14,422,725 0.69 % 52.94 % -1.53 % 0.4250 - - Short Covering 42.06%398.45 18.5 1.21 %
02-Feb-21 1,520.20 1,536.45 9,775 14,646,975 5.27 % 466.67 % 5.85 % 0.4260 - - Long Buildup 26.52%578.43 16.25 1.07 %
01-Feb-21 1,448.85 1,459.60 1,725 13,837,950 8.42 % 200.00 % 3.65 % 0.4221 - - Long Buildup 42.08%689.98 10.75 0.74 %
29-Jan-21 1,334.70 1,346.30 575 13,350,350 0.00 % 0.00 % -2.71 % 0.4083 - - 49.82%341.18 11.6 0.87 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
319.68 Crore Rs. 269.76 Crore Rs. 231.51 Crore Rs. 181.84 Crore Rs. 156.05 Crore Rs. 193.44 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
58.68 % 57.21 % 52.59 % 49.01 % 44.99 % 42.98 % More details >>
 
 
LT Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1263.76 1287.38 1301.31 1324.93 1338.86 1362.48 1376.41
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1296.48 1305.86 1308.99 1312.12 1324.93 1318.38 1321.51 1324.64 1334.03
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1287.38 1301.72 1310.59 1324.93 1339.27 1348.14 1362.48
DeMark Pivot
Support 1 Pivot Point Resistance 1
1294.35 1321.45 1331.9
 
 
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