FnO Contract Details

Expiry:
Symbol:

LT analysis for the selected expiry [Jul-20] as on 02-Jul-20

LT Futures - Price Movement
LT Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 936.00 950.70 926.00 941.30 NA 1.84 % NA NA
30-Jul-20 928.85 952.75 922.55 943.05 8,824,750 2.09 % 0.27 % Long Buildup
27-Aug-20 927.40 949.00 920.50 939.55 262,350 1.97 % 32.13 % Long Buildup
24-Sep-20 937.90 945.00 935.00 943.50 4,950 2.34 % 28.57 % Long Buildup
Cummulative NA NA NA NA 9,092,050 NA 0.99 % Long Buildup
LT Options OI PCR:  0.45   (Expiry : 30-Jul-20 )   PUT OI: 1,673,650   CALL OI: 3,726,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1000.00 688600 -8.28% 18.85 18.18% Short Covering
1100.00 470800 4.90% 4.75 9.20% Long Buildup
950.00 318450 0.00% 36.75 19.90% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1100.00 470800 4.90% 4.75 9.20% Long Buildup
960.00 189750 11.65% 32.15 19.74% Long Buildup
980.00 278850 7.19% 24.80 18.94% Long Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
940.00 187550 -25.87% 41.40 18.97% Short Covering
1000.00 688600 -8.28% 18.85 18.18% Short Covering
930.00 70400 -32.98% 47.30 21.59% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 284350 0.78% 4.30 -32.81% Short Buildup
900.00 194700 1.14% 21.80 -28.17% Short Buildup
850.00 192500 8.02% 9.75 -33.22% 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
850.00 192500 8.02% 9.75 -33.22% Short Buildup
860.00 51700 6.82% 11.45 -32.25% Short Buildup
820.00 12100 29.41% 6.05 -36.98% 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
940.00 128150 -18.82% 38.30 -24.16% Long Windup
840.00 96250 -17.84% 8.15 -34.54% Long Windup
880.00 101750 -12.74% 16.00 -29.67% Long Windup
 
 
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 %
02-Jul-20 941.30 943.05 8,824,750 9,092,050 2.09 % 0.27 % 0.99 % 0.4817 0.45 2.94 % Long Buildup 32.00%197.08 1.75 0.19 %
01-Jul-20 924.30 923.70 8,800,550 9,002,950 -1.70 % -5.47 % -4.94 % 0.4823 0.45 2.25 % Long Windup 36.27%215.43 -0.6 -0.06 %
30-Jun-20 943.65 939.70 9,309,850 9,470,450 0.44 % -0.30 % -0.13 % 0.4827 0.44 1.70 % Short Covering 29.35%101.29 -3.95 -0.42 %
29-Jun-20 936.60 935.55 9,337,900 9,482,550 -2.25 % 3.39 % 3.51 % 0.4838 0.39 1.53 % Short Buildup 28.91%123.91 -1.05 -0.11 %
26-Jun-20 962.20 957.10 9,032,100 9,161,350 1.32 % 0.37 % -27.83 % 0.4836 0.36 1.41 % Short Covering 27.33%172.33 -5.1 -0.53 %
25-Jun-20 943.10 944.60 8,999,100 12,693,575 -1.46 % 25.40 % -5.57 % 0.4840 0.39 - Long Windup 31.98%226.47 1.5 0.16 %
24-Jun-20 955.55 958.60 7,176,400 13,441,925 -0.95 % 88.42 % -3.75 % 0.4849 0.38 - Long Windup 30.23%346.16 3.05 0.32 %
23-Jun-20 967.60 967.80 3,808,750 13,965,675 6.47 % 51.43 % -0.91 % 0.4859 0.41 - Short Covering 31.13%439.14 0.2 0.02 %
22-Jun-20 907.45 909.00 2,515,150 14,094,425 0.94 % 94.84 % 5.91 % 0.4793 0.34 - Long Buildup 41.22%255.92 1.55 0.17 %
19-Jun-20 898.20 900.50 1,290,850 13,307,600 0.19 % 45.06 % 3.59 % 0.4803 - - Long Buildup 37.30%181.25 2.3 0.26 %
18-Jun-20 896.65 898.75 889,900 12,846,600 1.70 % 61.96 % 5.13 % 0.4815 0.28 - Long Buildup 34.53%181.78 2.1 0.23 %
17-Jun-20 884.80 883.75 549,450 12,219,425 -1.26 % 8.47 % 3.12 % 0.4823 0.26 - Short Buildup 31.29%129.61 -1.05 -0.12 %
16-Jun-20 895.05 895.05 506,550 11,849,775 -0.43 % 12.45 % 0.33 % 0.4833 0.39 - Short Buildup 37.17%155.09 0 0 %
15-Jun-20 899.90 898.95 450,450 11,811,325 -2.72 % 42.68 % 2.45 % 0.4844 0.34 - Short Buildup 26.62%119.37 -0.95 -0.11 %
12-Jun-20 926.40 924.05 315,700 11,528,400 -0.30 % 22.91 % 3.79 % 0.4841 0.31 - Short Buildup 28.14%141.05 -2.35 -0.25 %
11-Jun-20 930.45 926.80 256,850 11,107,600 -2.14 % 9.37 % -0.04 % 0.4853 0.22 - Long Windup 46.55%156.07 -3.65 -0.39 %
10-Jun-20 946.55 947.05 234,850 11,112,500 -0.22 % 13.56 % -0.43 % 0.4859 0.20 - Long Windup 46.52%227.93 0.5 0.05 %
09-Jun-20 953.30 949.10 206,800 11,160,400 -1.07 % 6.21 % -0.97 % 0.4870 0.21 - Long Windup 42.44%207.07 -4.2 -0.44 %
08-Jun-20 961.35 959.35 194,700 11,270,050 0.61 % 2.31 % -2.49 % 0.4881 0.13 - Short Covering 30.38%287.91 -2 -0.21 %
05-Jun-20 955.25 953.55 190,300 11,557,500 2.58 % 4.22 % 0.34 % 0.4893 0.09 - Long Buildup 26.67%154.69 -1.7 -0.18 %
04-Jun-20 930.70 929.55 182,600 11,518,700 -3.17 % 34.41 % 0.92 % 0.4892 0.06 - Short Buildup 26.96%134.37 -1.15 -0.12 %
03-Jun-20 961.30 959.95 135,850 11,414,075 1.68 % 33.51 % -1.09 % 0.4885 - - Short Covering 33.72%150.79 -1.35 -0.14 %
02-Jun-20 945.45 944.10 101,750 11,539,750 1.91 % 4.52 % 1.73 % 0.4892 0.06 - Long Buildup 19.76%136.89 -1.35 -0.14 %
01-Jun-20 928.15 926.40 97,350 11,343,925 0.66 % 4.73 % -3.02 % 0.4898 0.07 - Short Covering 26.07%184.31 -1.75 -0.19 %
29-May-20 932.25 920.35 92,950 11,697,075 2.61 % 3.05 % -8.61 % 0.6671 0.33 - Short Covering 35.23%333.95 -11.9 -1.28 %
28-May-20 905.50 896.90 90,200 12,798,575 4.84 % 31.20 % -6.44 % 0.6734 0.25 - Short Covering 41.24%428.74 -8.6 -0.95 %
27-May-20 850.85 855.50 68,750 13,679,375 2.71 % 25.00 % 6.86 % 0.6265 0.17 - Long Buildup 31.48%138.21 4.65 0.55 %
26-May-20 825.55 832.95 55,000 12,801,625 2.19 % 33.33 % 0.49 % 0.6295 0.17 - Long Buildup 30.15%107.91 7.4 0.9 %
22-May-20 815.70 815.10 41,250 12,738,750 -0.65 % 17.19 % 3.45 % 0.6467 - - Short Buildup 39.95%- -0.6 -0.07 %
21-May-20 820.50 820.40 35,200 12,313,450 -2.33 % 18.52 % 1.32 % 0.6664 - - Short Buildup 38.28%147.69 -0.1 -0.01 %
20-May-20 835.00 840.00 29,700 12,152,700 5.40 % 1.89 % 2.56 % 0.6821 - - Long Buildup 27.47%136.46 5 0.6 %
19-May-20 796.35 796.95 29,150 11,849,900 -2.36 % 15.22 % 4.46 % 0.6653 - - Short Buildup 35.80%157.76 0.6 0.08 %
18-May-20 813.35 816.25 25,300 11,343,550 -5.83 % 48.39 % -2.29 % 0.6786 - - Long Windup 36.55%184.68 2.9 0.36 %
15-May-20 864.40 866.80 17,050 11,609,050 -0.71 % 19.23 % 0.42 % 0.6353 - - Short Buildup 22.25%108.72 2.4 0.28 %
14-May-20 871.65 873.00 14,300 11,560,550 0.34 % -10.34 % -1.85 % 0.6540 - - Short Covering 40.45%239.03 1.35 0.15 %
13-May-20 862.90 870.00 15,950 11,778,950 6.30 % 0.00 % 2.33 % 0.6728 - - Long Buildup 41.54%309.16 7.1 0.82 %
12-May-20 814.80 818.45 15,950 11,510,450 -1.31 % 26.09 % 1.36 % 0.6365 - - Short Buildup 37.35%92.03 3.65 0.45 %
11-May-20 821.60 829.35 12,650 11,355,650 0.83 % 9.52 % 1.86 % 0.6556 - - Long Buildup 41.70%98.77 7.75 0.94 %
08-May-20 815.95 822.50 11,550 11,148,300 -2.71 % 40.00 % 1.48 % 0.6752 - - Short Buildup 33.47%120.00 6.55 0.8 %
07-May-20 822.85 845.40 8,250 10,986,000 0.00 % 0.00 % -1.67 % 0.6950 - - 42.96%124.77 22.55 2.74 %
06-May-20 837.30 845.40 8,250 11,172,375 -0.66 % 7.14 % 3.06 % 0.7118 - - Short Buildup 24.63%104.80 8.1 0.97 %
05-May-20 836.90 851.00 7,700 10,840,700 -0.78 % 133.33 % -0.52 % 0.7341 - - Long Windup 34.51%124.08 14.1 1.68 %
04-May-20 850.65 857.70 3,300 10,897,800 0.00 % 0.00 % -8.73 % 0.7531 - - 48.88%194.52 7.05 0.83 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
197.08 Crore Rs. 171.26 Crore Rs. 162.01 Crore Rs. 227.73 Crore Rs. 209.65 Crore Rs. 197.81 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
32.00 % 33.07 % 31.03 % 31.01 % 32.74 % 32.92 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTURE-
SPOT-
 
 
LT Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
895.95 909.25 926.15 939.45 956.35 969.65 986.55
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
927.95 935.5 938.02 940.53 939.45 945.57 948.08 950.6 958.15
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
909.25 920.79 927.91 939.45 950.99 958.11 969.65
DeMark Pivot
Support 1 Pivot Point Resistance 1
932.8 942.78 963
 
 
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