FnO Contract Details

Expiry:
Symbol:

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

LTTS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,759.60 2,784.85 2,711.00 2,725.55 NA -1.14 % NA NA
29-Apr-21 2,767.85 2,792.00 2,720.90 2,737.75 513,000 -1.12 % 4.91 % Short Buildup
27-May-21 2,754.00 2,801.75 2,736.55 2,749.55 10,600 -1.45 % 29.27 % Short Buildup
Cummulative NA NA NA NA 523,600 NA 5.31 % Short Buildup
LTTS Options OI PCR:  0.39   (Expiry : 29-Apr-21 )   PUT OI: 58,600   CALL OI: 150,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3000.00 28200 -4.73% 18.40 -26.98% Long Windup
2800.00 28200 5.22% 57.35 -23.74% Short Buildup
3100.00 23800 0.00% 10.00 -28.57% 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
2800.00 28200 5.22% 57.35 -23.74% Short Buildup
2750.00 1600 14.29% 51.00 -46.32% 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
2900.00 20400 -9.73% 32.45 -25.91% Long Windup
3000.00 28200 -4.73% 18.40 -26.98% Long Windup
3200.00 22000 -3.51% 7.85 -13.74% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2900.00 12800 -1.54% 204.00 1.04% Short Covering
2800.00 10600 1.92% 126.80 23.11% Long Buildup
2500.00 9400 0.00% 20.95 39.67% 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
2800.00 10600 1.92% 126.80 23.11% Long Buildup
3100.00 400 100.00% 378.65 144.37% Long Buildup
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2600.00 7400 -5.13% 27.00 8.43% Short Covering
2700.00 8200 -2.38% 62.50 25.88% Short Covering
2900.00 12800 -1.54% 204.00 1.04% Short Covering
 
 
LTTS 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 2,725.55 2,737.75 513,000 523,600 -1.12 % 4.91 % 5.31 % 0.5224 0.39 2.02 % Short Buildup 31.07%20.02 12.2 0.45 %
15-Apr-21 2,756.85 2,768.85 489,000 497,200 2.52 % 0.91 % 0.73 % 0.5234 0.39 1.65 % Long Buildup 21.77%26.49 12 0.44 %
13-Apr-21 2,689.35 2,700.70 484,600 493,600 -4.76 % -1.42 % -0.76 % 0.5237 0.39 1.82 % Long Windup 37.98%46.25 11.35 0.42 %
12-Apr-21 2,838.70 2,835.70 491,600 497,400 -3.26 % -7.42 % -7.34 % 0.5208 0.38 1.17 % Long Windup 31.79%40.69 -3 -0.11 %
09-Apr-21 2,911.85 2,931.25 531,000 536,800 1.50 % 0.64 % 0.68 % 0.5202 0.43 1.08 % Long Buildup 25.81%88.85 19.4 0.67 %
08-Apr-21 2,867.15 2,887.85 527,600 533,200 1.16 % 3.49 % 3.70 % 0.5211 0.48 1.05 % Long Buildup 30.51%46.12 20.7 0.72 %
07-Apr-21 2,840.75 2,854.85 509,800 514,200 3.28 % 7.87 % 7.89 % 0.5222 0.47 0.86 % Long Buildup 33.61%34.93 14.1 0.5 %
06-Apr-21 2,745.85 2,764.15 472,600 476,600 -0.32 % 4.79 % 4.75 % 0.5217 0.69 0.84 % Short Buildup 46.86%31.96 18.3 0.67 %
05-Apr-21 2,760.00 2,772.90 451,000 455,000 1.18 % 2.22 % 2.20 % 0.5230 0.67 0.88 % Long Buildup 35.42%36.79 12.9 0.47 %
01-Apr-21 2,720.60 2,740.60 441,200 445,200 2.63 % 3.13 % 3.39 % 0.5240 0.90 0.90 % Long Buildup 29.86%25.35 20 0.74 %
31-Mar-21 2,653.90 2,670.25 427,800 430,600 0.55 % -10.08 % -3.24 % 0.0000 1.19 0.65 % Short Covering 32.35%29.04 16.35 0.62 %
30-Mar-21 2,640.65 2,655.75 442,400 445,000 3.58 % 4.05 % 4.22 % 0.5254 1.78 0.58 % Long Buildup 39.85%28.25 15.1 0.57 %
26-Mar-21 2,548.65 2,563.95 425,200 427,000 2.25 % -5.26 % -8.49 % 0.5246 2.69 0.42 % Short Covering 32.22%8.94 15.3 0.6 %
25-Mar-21 2,492.55 2,507.45 448,800 466,600 -0.34 % 26.85 % -8.22 % 0.5250 3.17 - Long Windup 42.62%23.82 14.9 0.6 %
24-Mar-21 2,498.60 2,515.95 353,800 508,400 -3.07 % 34.32 % -5.57 % 0.5263 3.83 - Long Windup 59.86%41.57 17.35 0.69 %
23-Mar-21 2,571.15 2,595.75 263,400 538,400 -0.92 % 78.94 % -1.25 % 0.5259 5.04 - Long Windup 34.88%25.51 24.6 0.96 %
22-Mar-21 2,596.35 2,619.90 147,200 545,200 0.04 % 84.46 % 4.17 % 0.5270 7.28 - Long Buildup 40.39%21.58 23.55 0.91 %
19-Mar-21 2,592.40 2,618.95 79,800 523,400 2.17 % 23.53 % 0.46 % 0.5284 11.47 - Long Buildup 25.40%31.21 26.55 1.02 %
18-Mar-21 2,549.00 2,563.25 64,600 521,000 -2.04 % 39.22 % -12.76 % 0.5290 25.89 - Long Windup 38.33%82.23 14.25 0.56 %
17-Mar-21 2,589.45 2,616.50 46,400 597,200 -6.83 % 38.10 % 36.41 % 0.5297 49.75 - Short Buildup 47.79%90.03 27.05 1.04 %
16-Mar-21 2,780.90 2,808.45 33,600 437,800 1.63 % 147.06 % 3.69 % 0.5227 129.00 - Long Buildup 28.84%34.48 27.55 0.99 %
15-Mar-21 2,734.70 2,763.40 13,600 422,200 -0.08 % 15.25 % 0.19 % 0.5236 146.00 - Short Buildup 32.22%20.84 28.7 1.05 %
12-Mar-21 2,741.75 2,765.70 11,800 421,400 -1.11 % 103.45 % -5.22 % 0.5249 152.00 - Long Windup 39.28%28.43 23.95 0.87 %
10-Mar-21 2,759.95 2,796.70 5,800 444,600 1.00 % 61.11 % 43.23 % 0.5261 - - Long Buildup 25.56%52.60 36.75 1.33 %
09-Mar-21 2,740.30 2,769.05 3,600 310,400 0.33 % 12.50 % 12.79 % 0.5273 - - Long Buildup 33.87%20.01 28.75 1.05 %
08-Mar-21 2,715.25 2,760.00 3,200 275,200 4.21 % 23.08 % 30.55 % 0.5284 - - Long Buildup 29.07%30.57 44.75 1.65 %
05-Mar-21 2,622.65 2,648.40 2,600 210,800 -2.45 % -7.14 % -2.95 % 0.5277 - - Long Windup 33.14%9.51 25.75 0.98 %
04-Mar-21 2,688.80 2,715.00 2,800 217,200 -2.04 % 16.67 % 10.37 % 0.5278 - - Short Buildup 28.74%18.58 26.2 0.97 %
03-Mar-21 2,712.35 2,771.40 2,400 196,800 0.77 % 50.00 % 64.55 % 0.5290 - - Long Buildup 37.31%55.86 59.05 2.18 %
02-Mar-21 2,729.80 2,750.35 1,600 119,600 3.97 % 700.00 % 327.14 % 0.5302 - - Long Buildup 39.81%41.88 20.55 0.75 %
01-Mar-21 2,578.05 2,645.25 200 28,000 0.00 % 0.00 % 100.00 % 0.5259 - - 41.72%10.17 67.2 2.61 %
26-Feb-21 2,567.70 2,645.25 200 14,000 0.00 % 0.00 % 0.00 % 0.5267 - - 38.27%15.05 77.55 3.02 %
 
 
Average Delivery Volume
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.02 Crore Rs. 30.92 Crore Rs. 44.46 Crore Rs. 41.91 Crore Rs. 35.67 Crore Rs. 38.77 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 >>
31.07 % 30.21 % 28.58 % 30.48 % 31.42 % 34.50 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Harami-
SPOTInside CandleExplosive Move Predictor
SPOTDark Cloud Cover-
 
 
LTTS 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
2637.34 2679.12 2708.44 2750.22 2779.54 2821.32 2850.64
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2702.2 2719.98 2725.9 2731.83 2750.22 2743.68 2749.6 2755.53 2773.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2679.12 2706.28 2723.06 2750.22 2777.38 2794.16 2821.32
DeMark Pivot
Support 1 Pivot Point Resistance 1
2693.78 2742.89 2764.88