FnO Contract Details

Expiry:
Symbol:

LUPIN analysis for the selected expiry [Jan-20] as on 23-Jan-20

LUPIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 738.40 743.95 736.00 737.85 NA -0.07 % NA NA
30-Jan-20 742.60 745.45 738.15 739.60 8,225,000 -0.14 % -1.27 % Long Windup
27-Feb-20 745.00 748.25 741.50 743.10 649,600 -0.11 % 14.71 % Short Buildup
26-Mar-20 746.00 746.00 746.00 746.00 11,900 -0.37 % -10.53 % Long Windup
Cummulative NA NA NA NA 8,886,500 NA -0.27 % Long Windup
LUPIN Options OI PCR:  0.39   (Expiry : 30-Jan-20 )   PUT OI: 705,600   CALL OI: 1,827,700 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
790.00 423500 6.89% 1.80 -23.40% Short Buildup
800.00 312900 -1.54% 1.35 -22.86% Long Windup
760.00 221900 10.84% 4.25 -24.11% 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
790.00 423500 6.89% 1.80 -23.40% Short Buildup
760.00 221900 10.84% 4.25 -24.11% Short Buildup
750.00 146300 5.03% 6.40 -22.42% 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
770.00 127400 -14.15% 2.90 -22.67% Long Windup
780.00 191800 -5.19% 2.15 -23.21% Long Windup
800.00 312900 -1.54% 1.35 -22.86% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
750.00 100100 0.70% 17.40 -0.85% Short Buildup
700.00 85400 -8.96% 1.45 -32.56% Long Windup
740.00 84700 0.83% 10.20 -11.69% 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
740.00 84700 0.83% 10.20 -11.69% Short Buildup
750.00 100100 0.70% 17.40 -0.85% Short Buildup
760.00 57400 1.23% 21.40 -12.83% 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
770.00 34300 -22.22% 31.10 -11.27% Long Windup
700.00 85400 -8.96% 1.45 -32.56% Long Windup
720.00 73500 -10.26% 3.45 -28.13% 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 %
23-Jan-20 737.85 739.60 8,225,000 8,886,500 -0.14 % -1.27 % -0.27 % 0.2797 0.39 7.44 % Long Windup 35.83%18.99 1.75 0.24 %
22-Jan-20 738.40 740.65 8,330,700 8,910,300 -0.26 % -1.04 % -0.48 % 0.2884 0.41 6.50 % Long Windup 33.31%22.25 2.25 0.3 %
21-Jan-20 741.15 742.55 8,418,200 8,953,700 1.15 % -2.80 % -2.19 % 0.2972 0.43 5.98 % Short Covering 26.15%31.39 1.4 0.19 %
20-Jan-20 732.70 734.10 8,661,100 9,153,900 -4.60 % 3.85 % 6.89 % 0.3015 0.42 5.38 % Short Buildup 30.80%72.53 1.4 0.19 %
17-Jan-20 766.65 769.50 8,339,800 8,563,800 1.63 % 1.12 % 1.21 % 0.2122 0.43 2.62 % Long Buildup 26.19%26.82 2.85 0.37 %
16-Jan-20 753.95 757.15 8,247,400 8,461,600 0.26 % 1.75 % 1.79 % 0.1980 0.40 2.53 % Long Buildup 29.12%28.20 3.2 0.42 %
15-Jan-20 751.05 755.15 8,105,300 8,312,500 -0.15 % -1.25 % -1.03 % 0.2038 0.41 2.49 % Long Windup 43.61%39.98 4.1 0.55 %
14-Jan-20 752.80 756.25 8,208,200 8,399,300 0.71 % 0.65 % 0.57 % 0.2101 0.41 2.28 % Long Buildup 41.02%37.48 3.45 0.46 %
13-Jan-20 748.60 750.95 8,155,000 8,351,700 -1.59 % 6.35 % 7.12 % 0.2140 0.41 2.36 % Short Buildup 28.12%49.01 2.35 0.31 %
10-Jan-20 758.95 763.10 7,667,800 7,796,600 0.09 % 1.92 % 2.24 % 0.2067 0.44 1.65 % Long Buildup 28.02%38.70 4.15 0.55 %
09-Jan-20 758.90 762.45 7,523,600 7,625,800 0.36 % 0.70 % 0.85 % 0.2125 0.45 1.34 % Long Buildup 54.93%32.44 3.55 0.47 %
08-Jan-20 757.10 759.70 7,471,100 7,561,400 -0.32 % -0.51 % -0.49 % 0.2185 0.46 1.19 % Long Windup 31.22%15.17 2.6 0.34 %
07-Jan-20 757.55 762.15 7,509,600 7,598,500 -0.33 % 1.52 % 1.85 % 0.2248 0.49 1.17 % Short Buildup 23.28%14.54 4.6 0.61 %
06-Jan-20 762.15 764.65 7,396,900 7,460,600 -2.11 % -2.81 % -2.70 % 0.2314 0.51 0.85 % Long Windup 18.12%7.21 2.5 0.33 %
03-Jan-20 776.90 781.10 7,610,400 7,667,800 0.29 % 3.30 % 3.32 % 0.2170 0.53 0.75 % Long Buildup 17.99%15.52 4.2 0.54 %
02-Jan-20 775.60 778.85 7,367,500 7,421,400 0.59 % 3.79 % 3.78 % 0.2237 0.52 0.73 % Long Buildup 14.08%9.48 3.25 0.42 %
01-Jan-20 771.15 774.25 7,098,700 7,151,200 0.87 % 0.08 % 0.10 % 0.2291 0.55 0.73 % Long Buildup 9.83%3.53 3.1 0.4 %
31-Dec-19 763.45 767.55 7,093,100 7,144,200 -0.69 % -1.54 % -1.50 % 0.2313 0.60 0.72 % Long Windup 42.92%27.62 4.1 0.54 %
30-Dec-19 769.90 772.85 7,203,700 7,252,700 -0.19 % -2.01 % -1.89 % 0.2352 0.62 0.68 % Long Windup 38.10%19.08 2.95 0.38 %
27-Dec-19 770.95 774.35 7,351,400 7,392,700 1.59 % -0.24 % -2.41 % 0.2425 0.70 0.56 % Short Covering 35.51%14.89 3.4 0.44 %
26-Dec-19 757.50 762.25 7,368,900 7,575,400 -1.05 % 27.96 % -1.14 % 0.2352 1.19 - Long Windup 14.84%6.18 4.75 0.63 %
24-Dec-19 765.15 770.30 5,758,900 7,662,900 -0.30 % 47.89 % -3.13 % 0.2377 1.05 - Long Windup 16.00%5.21 5.15 0.67 %
23-Dec-19 767.70 772.60 3,894,100 7,910,700 -0.41 % 81.68 % -0.41 % 0.2446 0.95 - Long Windup 27.32%16.77 4.9 0.64 %
20-Dec-19 770.95 775.80 2,143,400 7,942,900 0.01 % 150.98 % -1.34 % 0.2515 1.05 - Short Covering 34.91%30.72 4.85 0.63 %
19-Dec-19 770.60 775.75 854,000 8,050,700 0.56 % 47.34 % 2.57 % 0.2594 0.86 - Long Buildup 13.78%15.37 5.15 0.67 %
18-Dec-19 766.35 771.40 579,600 7,849,100 1.64 % 63.64 % -3.15 % 0.2662 0.75 - Short Covering 18.03%17.23 5.05 0.66 %
17-Dec-19 754.35 758.95 354,200 8,104,600 0.70 % 40.56 % 0.03 % 0.2638 0.84 - Long Buildup 48.55%48.67 4.6 0.61 %
16-Dec-19 747.45 753.70 252,000 8,102,500 -1.09 % 41.73 % 2.60 % 0.2684 0.93 - Short Buildup 30.27%20.53 6.25 0.84 %
13-Dec-19 756.25 762.00 177,800 7,897,400 1.19 % 0.79 % -0.62 % 0.2711 0.79 - Short Covering 26.98%13.51 5.75 0.76 %
12-Dec-19 748.75 753.05 176,400 7,946,400 0.33 % 9.57 % -0.72 % 0.2754 1.00 - Short Covering 27.29%15.91 4.3 0.57 %
11-Dec-19 744.20 750.55 161,000 8,003,800 -0.83 % 15.58 % 1.11 % 0.2825 1.13 - Short Buildup 40.74%31.21 6.35 0.85 %
10-Dec-19 752.80 756.85 139,300 7,915,600 -0.70 % 10.56 % -0.23 % 0.2861 1.15 - Long Windup 40.74%36.15 4.05 0.54 %
09-Dec-19 755.95 762.20 126,000 7,933,800 -0.86 % 9.09 % 0.39 % 0.2944 1.00 - Short Buildup 37.49%30.74 6.25 0.83 %
06-Dec-19 761.85 768.80 115,500 7,903,000 -2.23 % 36.36 % 0.96 % 0.3013 0.91 - Short Buildup 38.61%33.45 6.95 0.91 %
05-Dec-19 779.65 786.30 84,700 7,828,100 -1.50 % 8.04 % 0.46 % 0.2905 0.36 - Short Buildup 31.82%20.58 6.65 0.85 %
04-Dec-19 791.90 798.30 78,400 7,792,400 0.92 % 12.00 % -0.70 % 0.2905 - - Short Covering 24.67%30.34 6.4 0.81 %
03-Dec-19 786.05 791.00 70,000 7,847,700 -1.59 % 0.00 % 0.07 % 0.2971 - - Short Buildup 28.30%13.97 4.95 0.63 %
02-Dec-19 796.05 803.75 70,000 7,842,100 -0.39 % 8.70 % -0.56 % 0.2996 - - Long Windup 37.18%41.08 7.7 0.97 %
29-Nov-19 800.65 806.90 64,400 7,886,200 -0.41 % 33.33 % -3.64 % 0.3078 - - Long Windup 32.06%85.21 6.25 0.78 %
28-Nov-19 804.35 810.25 48,300 8,183,700 1.22 % 16.95 % -3.76 % 0.3171 - - Short Covering 25.49%32.60 5.9 0.73 %
27-Nov-19 792.55 800.50 41,300 8,503,600 0.79 % 5.36 % -1.74 % 0.3205 - - Short Covering 19.03%21.65 7.95 1 %
26-Nov-19 787.85 794.20 39,200 8,654,100 0.71 % 40.00 % 7.11 % 0.3299 - - Long Buildup 24.79%125.55 6.35 0.81 %
25-Nov-19 781.70 788.60 28,000 8,079,400 1.04 % -4.76 % 1.51 % 0.3381 - - Long Buildup 15.56%10.63 6.9 0.88 %
22-Nov-19 772.40 780.45 29,400 7,959,000 -0.33 % 0.00 % 0.69 % 0.3436 - - Short Buildup 11.69%11.96 8.05 1.04 %
21-Nov-19 771.00 783.00 29,400 7,904,400 -0.68 % 40.00 % 0.60 % 0.3538 - - Short Buildup 16.32%23.24 12 1.56 %
20-Nov-19 777.85 788.40 21,000 7,857,500 6.25 % 3.45 % 4.01 % 0.3613 - - Long Buildup 32.57%72.99 10.55 1.36 %
19-Nov-19 747.70 742.00 20,300 7,554,400 0.00 % 0.00 % -0.12 % 0.3197 - - 28.63%19.02 -5.7 -0.76 %
18-Nov-19 746.55 742.00 20,300 7,563,500 0.00 % 0.00 % -2.99 % 0.3297 - - 20.67%20.94 -4.55 -0.61 %
15-Nov-19 742.25 742.00 20,300 7,796,600 0.00 % 0.00 % -2.24 % 0.3391 - - 28.66%23.55 -0.25 -0.03 %
13-Nov-19 730.35 735.95 20,300 8,286,600 0.00 % 0.00 % -2.78 % 0.3551 - - 28.29%62.75 5.6 0.77 %
 
 
Average Delivery Volume
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
18.99 Crore Rs. 24.21 Crore Rs. 34.40 Crore Rs. 34.71 Crore Rs. 32.88 Crore Rs. 25.29 Crore Rs. More details >>
Average Delivery Percentage
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
35.83 % 30.29 % 29.80 % 32.37 % 31.90 % 30.09 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside CandleExplosive Move Predictor
SPOTInside CandleExplosive Move Predictor
 
 
LUPIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Jan-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
729.39 733.77 736.69 741.07 743.99 748.37 751.29
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
735.95 737.78 738.38 738.99 741.07 740.21 740.82 741.43 743.25
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
733.77 736.56 738.28 741.07 743.86 745.58 748.37
DeMark Pivot
Support 1 Pivot Point Resistance 1
735.23 740.34 742.53
 
 
LUPIN Result / Events
Date Description Status
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