FnO Contract Details

Expiry:
Symbol:

LTI analysis for the selected expiry [Apr-21] as on 16-Apr-21

LTI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 4,095.00 4,175.00 4,052.30 4,089.90 NA 1.11 % NA NA
29-Apr-21 4,079.55 4,185.90 4,050.05 4,104.85 398,400 1.45 % -3.31 % Short Covering
27-May-21 4,131.70 4,192.85 4,070.00 4,113.15 13,950 1.09 % 47.62 % Long Buildup
24-Jun-21 4,074.25 4,074.25 4,074.25 4,074.25 450 1.40 % 0.00 %
Cummulative NA NA NA NA 412,800 NA -2.17 % Short Covering
LTI Options OI PCR:  0.26   (Expiry : 29-Apr-21 )   PUT OI: 28,500   CALL OI: 110,550 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4500.00 23250 8.39% 36.10 -11.19% Short Buildup
4300.00 18600 -13.89% 76.25 -0.72% Long Windup
4400.00 15600 -10.34% 52.50 -7.65% 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
4200.00 13800 31.43% 110.85 4.87% Long Buildup
4500.00 23250 8.39% 36.10 -11.19% Short Buildup
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4300.00 18600 -13.89% 76.25 -0.72% Long Windup
4600.00 9900 -22.35% 25.65 -14.50% Long Windup
4400.00 15600 -10.34% 52.50 -7.65% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4200.00 7350 -5.77% 212.00 -21.81% Long Windup
4000.00 4800 -3.03% 93.10 -42.17% Long Windup
3600.00 4650 3.33% 11.05 -60.54% 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
3600.00 4650 3.33% 11.05 -60.54% Short Buildup
3800.00 1350 12.50% 50.00 -21.94% Short Buildup
3900.00 450 50.00% 80.65 -37.96% 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
4200.00 7350 -5.77% 212.00 -21.81% Long Windup
4300.00 1200 -27.27% 260.00 -21.73% Long Windup
4000.00 4800 -3.03% 93.10 -42.17% Long Windup
 
 
LTI 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 %
16-Apr-21 4,089.90 4,104.85 398,400 412,800 1.45 % -3.31 % -2.17 % 0.4970 0.26 3.49 % Short Covering 42.90%54.01 14.95 0.37 %
15-Apr-21 4,045.20 4,046.25 412,050 421,950 -1.88 % -8.71 % -8.19 % 0.4979 0.25 2.35 % Long Windup 37.06%39.80 1.05 0.03 %
13-Apr-21 4,108.25 4,123.80 451,350 459,600 -3.35 % 1.52 % 1.59 % 0.4985 0.29 1.80 % Short Buildup 40.34%55.60 15.55 0.38 %
12-Apr-21 4,257.75 4,266.55 444,600 452,400 -3.15 % -3.48 % -2.84 % 0.4976 0.27 1.72 % Long Windup 32.16%40.34 8.8 0.21 %
09-Apr-21 4,378.60 4,405.25 460,650 465,600 1.40 % 13.07 % 12.75 % 0.4972 0.20 1.06 % Long Buildup 26.17%43.44 26.65 0.61 %
08-Apr-21 4,326.05 4,344.30 407,400 412,950 0.38 % 4.30 % 4.24 % 0.4982 0.16 1.34 % Long Buildup 30.09%37.98 18.25 0.42 %
07-Apr-21 4,298.45 4,327.85 390,600 396,150 1.00 % 6.98 % 7.05 % 0.4994 0.15 1.40 % Long Buildup 26.75%28.30 29.4 0.68 %
06-Apr-21 4,257.55 4,284.90 365,100 370,050 -0.28 % 6.66 % 6.70 % 0.5005 0.16 1.34 % Short Buildup 25.02%30.48 27.35 0.64 %
05-Apr-21 4,269.50 4,297.10 342,300 346,800 3.62 % 18.05 % 17.84 % 0.5017 0.12 1.30 % Long Buildup 26.23%51.08 27.6 0.65 %
01-Apr-21 4,112.80 4,146.80 289,950 294,300 1.54 % 4.54 % 4.58 % 0.5004 0.19 1.48 % Long Buildup 24.06%21.14 34 0.83 %
31-Mar-21 4,054.30 4,083.85 277,350 281,400 -2.35 % 2.53 % 8.50 % 0.0000 0.31 1.44 % Short Buildup 35.99%33.50 29.55 0.73 %
30-Mar-21 4,163.00 4,182.20 255,300 259,350 5.26 % 8.48 % 8.00 % 0.5013 0.27 1.56 % Long Buildup 48.30%71.25 19.2 0.46 %
26-Mar-21 3,947.25 3,973.35 235,350 240,150 2.90 % 2.89 % -2.20 % 0.4978 0.49 2.00 % Short Covering 31.06%17.03 26.1 0.66 %
25-Mar-21 3,837.70 3,861.45 228,750 245,550 -3.40 % 89.21 % -3.42 % 0.4975 0.51 - Long Windup 37.38%38.73 23.75 0.62 %
24-Mar-21 3,972.20 3,997.25 120,900 254,250 -1.86 % 79.51 % -1.05 % 0.4966 0.90 - Long Windup 32.99%16.99 25.05 0.63 %
23-Mar-21 4,034.50 4,073.15 67,350 256,950 -1.41 % 64.47 % 2.27 % 0.4971 0.89 - Short Buildup 55.46%44.34 38.65 0.96 %
22-Mar-21 4,093.10 4,131.25 40,950 251,250 0.41 % 71.70 % 7.72 % 0.4980 1.80 - Long Buildup 31.10%31.97 38.15 0.93 %
19-Mar-21 4,075.10 4,114.25 23,850 233,250 1.75 % 54.37 % 1.77 % 0.4992 6.00 - Long Buildup 55.24%62.97 39.15 0.96 %
18-Mar-21 4,007.45 4,043.65 15,450 229,200 -0.93 % -11.97 % -11.98 % 0.5000 1.50 - Long Windup 50.54%66.23 36.2 0.9 %
17-Mar-21 4,048.30 4,081.75 17,550 260,400 -1.90 % 12.50 % -6.97 % 0.5011 6.00 - Long Windup 42.31%54.80 33.45 0.83 %
16-Mar-21 4,115.95 4,160.85 15,600 279,900 0.77 % 11.83 % 6.81 % 0.5016 1.00 - Long Buildup 40.13%59.66 44.9 1.09 %
15-Mar-21 4,087.35 4,129.20 13,950 262,050 1.89 % 9.41 % 1.57 % 0.5028 1.00 - Long Buildup 20.79%26.47 41.85 1.02 %
12-Mar-21 4,016.05 4,052.55 12,750 258,000 -2.82 % 51.79 % -6.93 % 0.5034 2.00 - Long Windup 40.79%58.08 36.5 0.91 %
10-Mar-21 4,128.95 4,169.95 8,400 277,200 5.68 % 19.15 % 81.35 % 0.5033 0.50 - Long Buildup 30.71%139.04 41 0.99 %
09-Mar-21 3,896.50 3,945.75 7,050 152,850 0.97 % -2.08 % 6.15 % 0.4984 - - Long Buildup 47.21%18.56 49.25 1.26 %
08-Mar-21 3,866.20 3,907.85 7,200 144,000 0.92 % 2.13 % 23.39 % 0.4995 - - Long Buildup 38.89%24.47 41.65 1.08 %
05-Mar-21 3,845.15 3,872.10 7,050 116,700 -2.71 % 4.44 % 8.51 % 0.5007 - - Short Buildup 51.51%26.24 26.95 0.7 %
04-Mar-21 3,924.70 3,980.00 6,750 107,550 0.81 % 80.00 % 17.35 % 0.5012 - - Long Buildup 38.59%38.07 55.3 1.41 %
03-Mar-21 3,911.15 3,948.00 3,750 91,650 1.30 % 56.25 % 6.26 % 0.5025 - - Long Buildup 28.58%26.04 36.85 0.94 %
02-Mar-21 3,832.80 3,897.40 2,400 86,250 4.83 % 77.78 % 101.75 % 0.5030 - - Long Buildup 36.41%55.05 64.6 1.69 %
01-Mar-21 3,608.05 3,717.80 1,350 42,750 3.53 % 50.00 % 141.53 % 0.4976 - - Long Buildup 53.80%37.05 109.75 3.04 %
26-Feb-21 3,599.85 3,591.15 900 17,700 0.00 % 0.00 % 0.00 % 0.4988 - - 73.93%63.97 -8.7 -0.24 %
 
 
Average Delivery Volume
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
54.01 Crore Rs. 49.80 Crore Rs. 46.64 Crore Rs. 41.24 Crore Rs. 40.30 Crore Rs. 42.84 Crore Rs. More details >>
Average Delivery Percentage
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
42.90 % 40.25 % 35.37 % 32.62 % 32.98 % 36.80 % More details >>
 
 
LTI Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 19-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
3905.45 3977.75 4041.3 4113.6 4177.15 4249.45 4313
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
4036.93 4070.89 4082.21 4093.53 4113.6 4116.17 4127.49 4138.81 4172.78
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
3977.75 4029.64 4061.71 4113.6 4165.49 4197.56 4249.45
DeMark Pivot
Support 1 Pivot Point Resistance 1
4077.45 4131.68 4213.3