FnO Contract Details

Expiry:
Symbol:

LUPIN analysis for the selected expiry [Apr-20] as on 08-Apr-20

LUPIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 701.00 734.45 698.55 705.60 NA 0.79 % NA NA
30-Apr-20 702.00 735.00 701.55 709.40 6,455,400 0.55 % 2.44 % Long Buildup
28-May-20 708.95 735.00 704.00 714.25 107,100 1.02 % 13.33 % Long Buildup
25-Jun-20 726.35 731.00 712.90 712.90 3,500 -1.67 % 66.67 % Short Buildup
Cummulative NA NA NA NA 6,566,000 NA 2.63 % Long Buildup
LUPIN Options OI PCR:  0.57   (Expiry : 30-Apr-20 )   PUT OI: 417,200   CALL OI: 732,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 121100 -13.07% 15.85 -1.86% Long Windup
750.00 93100 101.52% 30.00 11.11% Long Buildup
700.00 90300 -12.24% 49.65 8.29% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
750.00 93100 101.52% 30.00 11.11% Long Buildup
900.00 29400 425.00% 6.65 -5.00% Short Buildup
740.00 49700 31.48% 32.55 9.05% 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
800.00 121100 -13.07% 15.85 -1.86% Long Windup
700.00 90300 -12.24% 49.65 8.29% Short Covering
600.00 43400 -18.42% 116.25 2.24% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 88900 -6.62% 8.90 12.66% Short Covering
700.00 39900 39.02% 40.85 2.13% Long Buildup
580.00 33600 -7.69% 6.75 -0.74% 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
700.00 39900 39.02% 40.85 2.13% Long Buildup
650.00 31500 18.42% 20.95 5.28% Long Buildup
660.00 15400 10.00% 21.00 -17.32% 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
600.00 88900 -6.62% 8.90 12.66% Short Covering
580.00 33600 -7.69% 6.75 -0.74% Long Windup
560.00 14000 -9.09% 4.30 -14.00% Long Windup
 
 
LUPIN 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 %
08-Apr-20 705.60 709.40 6,455,400 6,566,000 0.55 % 2.44 % 2.63 % 0.8150 0.57 1.68 % Long Buildup 34.65%169.36 3.8 0.54 %
07-Apr-20 700.05 705.55 6,301,400 6,398,000 7.69 % 1.23 % 1.80 % 0.8398 0.59 1.51 % Long Buildup 18.56%106.07 5.5 0.79 %
03-Apr-20 655.85 655.15 6,225,100 6,284,600 12.97 % 0.97 % 1.11 % 0.8068 - 0.95 % Long Buildup 16.78%71.48 -0.7 -0.11 %
01-Apr-20 579.05 579.95 6,165,600 6,215,300 -1.70 % -0.72 % -0.77 % 0.5757 0.46 0.80 % Long Windup 43.75%32.91 0.9 0.16 %
31-Mar-20 589.65 589.95 6,210,400 6,263,600 4.65 % 6.38 % 6.68 % 0.5874 0.46 0.85 % Long Buildup 45.98%85.44 0.3 0.05 %
30-Mar-20 560.60 563.75 5,838,000 5,871,600 2.08 % 14.56 % 14.57 % 0.5559 0.47 0.57 % Long Buildup 37.20%57.91 3.15 0.56 %
27-Mar-20 548.10 552.25 5,096,000 5,124,700 -2.01 % 5.26 % -0.29 % 0.5647 0.44 0.56 % Long Windup 58.62%157.45 4.15 0.76 %
26-Mar-20 558.65 563.60 4,841,200 5,139,400 -1.70 % 6.88 % -1.79 % 0.6090 1.37 - Long Windup 50.51%110.27 4.95 0.89 %
25-Mar-20 566.50 573.35 4,529,700 5,233,200 -3.79 % 41.63 % 5.34 % 0.6194 2.00 - Short Buildup 50.20%85.78 6.85 1.21 %
24-Mar-20 592.20 595.95 3,198,300 4,967,900 0.62 % 65.18 % -1.76 % 0.6044 2.75 - Short Covering 38.00%34.78 3.75 0.63 %
23-Mar-20 592.15 592.30 1,936,200 5,056,800 -8.18 % 162.18 % -2.13 % 0.6214 2.63 - Long Windup 45.62%45.31 0.15 0.03 %
20-Mar-20 641.95 645.10 738,500 5,166,700 1.47 % 37.01 % 0.33 % 0.4789 3.00 - Long Buildup 29.08%50.57 3.15 0.49 %
19-Mar-20 635.00 635.75 539,000 5,149,900 3.87 % 33.22 % -5.72 % 0.4891 10.00 - Short Covering 35.10%59.74 0.75 0.12 %
18-Mar-20 612.90 612.05 404,600 5,462,100 -0.89 % 3.21 % -1.94 % 0.4782 8.50 - Long Windup 42.46%61.21 -0.85 -0.14 %
17-Mar-20 616.10 617.55 392,000 5,569,900 2.92 % 7.90 % -2.06 % 0.4930 8.50 - Short Covering 33.57%42.76 1.45 0.24 %
16-Mar-20 599.00 600.00 363,300 5,686,800 -1.65 % 113.58 % 4.45 % 0.4877 2.00 - Short Buildup 44.07%65.42 1 0.17 %
13-Mar-20 605.85 610.05 170,100 5,444,600 2.80 % 10.45 % -4.67 % 0.4985 2.00 - Short Covering 37.60%41.48 4.2 0.69 %
12-Mar-20 593.80 593.45 154,000 5,711,300 -7.54 % 16.40 % -8.06 % 0.5046 2.00 - Long Windup 73.91%219.07 -0.35 -0.06 %
11-Mar-20 638.80 641.85 132,300 6,211,800 -2.07 % 3.28 % 0.74 % 0.3585 2.00 - Short Buildup 54.53%69.23 3.05 0.48 %
09-Mar-20 651.15 655.40 128,100 6,166,300 -1.73 % -7.58 % -1.43 % 0.3549 2.00 - Long Windup 45.94%43.72 4.25 0.65 %
06-Mar-20 663.50 666.95 138,600 6,255,900 -2.23 % 13.79 % 1.25 % 0.3528 2.00 - Short Buildup 73.62%169.36 3.45 0.52 %
05-Mar-20 676.55 682.15 121,800 6,178,900 2.01 % 4.19 % -4.08 % 0.3532 2.00 - Short Covering 32.41%45.83 5.6 0.83 %
04-Mar-20 664.40 668.70 116,900 6,441,400 2.06 % -1.76 % -1.98 % 0.3530 - - Short Covering 44.52%80.55 4.3 0.65 %
03-Mar-20 649.60 655.20 119,000 6,571,600 3.14 % 2.41 % 0.37 % 0.3482 - - Long Buildup 37.92%52.61 5.6 0.86 %
02-Mar-20 629.80 635.25 116,200 6,547,100 -1.00 % 3.75 % 0.10 % 0.3180 - - Short Buildup 62.20%94.34 5.45 0.87 %
28-Feb-20 640.00 641.65 112,000 6,540,800 -3.82 % 185.71 % -21.62 % 0.3186 - - Long Windup 50.18%77.35 1.65 0.26 %
27-Feb-20 662.80 667.15 39,200 8,345,400 -0.43 % 51.35 % -3.07 % 0.2679 - - Long Windup 52.28%45.12 4.35 0.66 %
26-Feb-20 669.80 670.00 25,900 8,610,000 -0.05 % 19.35 % -1.18 % 0.2720 - - Long Windup 65.69%93.38 0.2 0.03 %
25-Feb-20 669.15 670.35 21,700 8,712,900 -1.12 % 34.78 % -7.22 % 0.2805 - - Long Windup 69.80%132.57 1.2 0.18 %
24-Feb-20 672.85 677.95 16,100 9,390,500 -3.97 % 360.00 % 1.77 % 0.2881 - - Short Buildup 34.99%41.72 5.1 0.76 %
20-Feb-20 699.60 706.00 3,500 9,227,400 1.00 % 25.00 % 6.08 % 0.2318 - - Long Buildup 63.24%83.31 6.4 0.91 %
19-Feb-20 709.05 699.00 2,800 8,698,200 0.00 % 0.00 % 0.40 % 0.2298 - - 34.86%22.11 -10.05 -1.42 %
18-Feb-20 706.05 699.00 2,800 8,663,200 -3.32 % -20.00 % 1.68 % 0.2347 - - Short Buildup 32.53%28.16 -7.05 -1 %
17-Feb-20 712.55 723.00 3,500 8,519,700 0.00 % 0.00 % -0.80 % 0.2372 - - 17.48%17.46 10.45 1.47 %
14-Feb-20 717.65 723.00 3,500 8,588,300 1.56 % 0.00 % -3.08 % 0.2422 - - Short Covering 34.45%45.64 5.35 0.75 %
13-Feb-20 703.40 711.90 3,500 8,861,300 0.55 % 0.00 % -0.73 % 0.2334 - - Short Covering 68.43%113.42 8.5 1.21 %
12-Feb-20 703.20 708.00 3,500 8,926,400 -0.64 % 25.00 % -1.05 % 0.2408 - - Long Windup 67.09%106.92 4.8 0.68 %
11-Feb-20 705.05 712.55 2,800 9,020,900 0.68 % 0.00 % -0.01 % 0.2482 - - Short Covering 55.71%73.15 7.5 1.06 %
10-Feb-20 701.95 707.75 2,800 9,021,600 -0.24 % 33.33 % 3.15 % 0.2547 - - Short Buildup 56.14%72.56 5.8 0.83 %
07-Feb-20 707.60 709.45 2,100 8,746,500 -1.08 % 50.00 % 1.77 % 0.2612 - - Short Buildup 32.42%168.78 1.85 0.26 %
06-Feb-20 721.90 717.20 1,400 8,594,600 -0.88 % 100.00 % -0.33 % 0.2464 - - Long Windup 33.86%139.03 -4.7 -0.65 %
05-Feb-20 722.50 723.60 700 8,623,300 0.00 % 0.00 % 1.39 % 0.2541 - - 56.52%48.59 1.1 0.15 %
04-Feb-20 721.60 723.60 700 8,505,000 0.00 % 0.00 % 0.01 % 0.2620 - - 36.09%29.43 2 0.28 %
03-Feb-20 708.65 723.60 700 8,504,300 0.00 % 0.00 % -1.23 % 0.2572 - - 34.61%27.15 14.95 2.11 %
01-Feb-20 708.35 723.60 700 8,610,000 0.00 % 0.00 % 1.18 % 0.2652 - - 25.05%12.72 15.25 2.15 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
169.36 Crore Rs. 115.64 Crore Rs. 93.05 Crore Rs. 98.86 Crore Rs. 82.08 Crore Rs. 84.73 Crore Rs. More details >>
Average Delivery Percentage
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
34.65 % 23.19 % 26.97 % 34.29 % 35.53 % 41.45 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREShooting Star / Inverted Hammer-
SPOTInside Candle-
 
 
LUPIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 09-Apr-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
662.19 681.87 695.64 715.32 729.09 748.77 762.54
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
692.68 701.04 703.83 706.61 715.32 712.19 714.98 717.76 726.13
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
681.87 694.65 702.54 715.32 728.1 735.99 748.77
DeMark Pivot
Support 1 Pivot Point Resistance 1
705.48 720.24 738.93
 
 
LUPIN Result / Events
Date Description Status
06-Feb-20Financial Results/Other business mattersCompleted
06-Nov-19Financial Results/Other business mattersCompleted
07-Aug-19Financial Results/Other business mattersCompleted
15-May-19Financial Results/Dividend/Other business mattersCompleted
06-Feb-19Financial Results/Other business mattersCompleted