Derivatives Stock Details

FnO Contract Details

Expiry:

Current [Jan-21] Next [Feb-21] Next [Mar-21]

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M&M analysis for the selected expiry [Jan-21] as on 22-Jan-21

M&M Futures - Price movement
Expiry	Open	High	Low	Close	Open Interest (OI)	Close % Chg	OI % Chg	Price Action
SPOT	808.00	826.70	795.00	798.40	NA	-1.22 %	NA	NA
28-Jan-21	810.40	828.00	797.15	800.15	8,489,600	-1.31 %	-8.41 %	Long Windup
25-Feb-21	810.80	830.90	799.40	802.75	2,122,400	-1.24 %	102.13 %	Short Buildup
25-Mar-21	828.20	828.20	809.00	810.00	21,000	-3.16 %	-6.25 %	Long Windup
Cummulative	NA	NA	NA	NA	10,633,000	NA	2.82 %	Short Buildup

M&M Options OI PCR:	0.56	(Expiry : 28-Jan-21 )	PUT OI: 3,514,000 CALL OI: 6,305,600

M&M Futures - Closing Price Vs Open Interest Chart

M&M Options - OI Summary ( Expiry : 28-Jan-21 )

CALL - Top 3 Strikes with Maximum Open Interest
Strike	OI	Chg in OI	Close Price	Chg in Close Price	Price action
900.00	814800	3.01%	1.20	-17.24%	Short Buildup
840.00	798000	-12.98%	5.30	-28.86%	Long Windup
830.00	700000	19.33%	7.05	-31.22%	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
820.00	421400	54.36%	9.05	-34.42%	Short Buildup
830.00	700000	19.33%	7.05	-31.22%	Short Buildup
910.00	85400	96.77%	0.95	-17.39%	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
840.00	798000	-12.98%	5.30	-28.86%	Long Windup
930.00	71400	-25.00%	0.80	23.08%	Short Covering
800.00	351400	-4.92%	16.30	-31.51%	Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike	OI	Chg in OI	Close Price	Chg in Close Price	Price action
800.00	427000	-8.68%	15.60	17.74%	Short Covering
750.00	404600	2.12%	3.20	16.36%	Long Buildup
700.00	393400	-4.75%	0.75	36.36%	Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike	OI	Chg in OI	Close Price	Chg in Close Price	Price action
780.00	225400	23.85%	8.00	19.40%	Long Buildup
750.00	404600	2.12%	3.20	16.36%	Long Buildup
770.00	158200	1.80%	5.60	15.46%	Long 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
800.00	427000	-8.68%	15.60	17.74%	Short Covering
820.00	233800	-13.92%	28.90	29.60%	Short Covering
740.00	197400	-14.55%	2.05	7.89%	Short Covering

M&M Futures - Summary ( Expiry : 28-Jan-21 )

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 %
M&M Futures - Summary
22-Jan-21	798.40	800.15	8,489,600	10,633,000	-1.31 %	-8.41 %	2.82 %	0.4843	0.56	20.16 %	Short Buildup	32.20%	143.66	1.75	0.22 %
21-Jan-21	808.25	810.75	9,269,400	10,341,800	-1.80 %	-3.15 %	0.34 %	0.4852	0.60	10.37 %	Short Buildup	30.47%	109.73	2.5	0.31 %
20-Jan-21	824.50	825.65	9,570,400	10,306,800	1.68 %	1.65 %	3.37 %	0.4857	0.64	7.14 %	Long Buildup	25.89%	96.13	1.15	0.14 %
19-Jan-21	808.05	812.00	9,415,000	9,970,800	0.56 %	-2.03 %	-0.31 %	0.4861	0.61	5.57 %	Short Covering	28.85%	93.05	3.95	0.49 %
18-Jan-21	809.00	807.50	9,609,600	10,001,600	-1.86 %	-3.21 %	-2.86 %	0.4873	0.59	3.92 %	Long Windup	33.84%	108.27	-1.5	-0.19 %
15-Jan-21	819.65	822.80	9,928,800	10,295,600	-1.02 %	-2.84 %	-2.52 %	0.4882	0.63	3.56 %	Long Windup	44.77%	183.36	3.15	0.38 %
14-Jan-21	829.90	831.25	10,218,600	10,561,600	0.19 %	-9.46 %	-9.37 %	0.4892	0.62	3.25 %	Short Covering	32.54%	231.59	1.35	0.16 %
13-Jan-21	828.35	829.70	11,286,800	11,653,600	5.86 %	-3.01 %	-1.68 %	0.4904	0.60	3.15 %	Short Covering	22.67%	368.23	1.35	0.16 %
12-Jan-21	779.85	783.75	11,636,800	11,852,400	-0.75 %	-1.75 %	-1.50 %	0.4848	0.53	1.82 %	Long Windup	29.54%	127.44	3.9	0.5 %
11-Jan-21	789.10	789.65	11,844,000	12,033,000	2.39 %	0.59 %	0.68 %	0.4857	0.68	1.57 %	Long Buildup	26.41%	138.43	0.55	0.07 %
08-Jan-21	770.50	771.20	11,774,000	11,951,800	3.39 %	1.30 %	1.41 %	0.4859	0.68	1.49 %	Long Buildup	37.51%	173.38	0.7	0.09 %
07-Jan-21	744.40	745.90	11,622,800	11,785,200	0.93 %	1.82 %	1.79 %	0.4849	0.47	1.38 %	Long Buildup	29.43%	89.02	1.5	0.2 %
06-Jan-21	736.10	739.00	11,415,600	11,578,000	-0.38 %	-2.75 %	-2.52 %	0.4859	0.49	1.40 %	Long Windup	27.32%	72.44	2.9	0.39 %
05-Jan-21	740.10	741.80	11,739,000	11,877,600	-1.21 %	-0.31 %	0.00 %	0.4870	0.52	1.17 %		26.42%	69.45	1.7	0.23 %
04-Jan-21	749.10	750.85	11,775,400	11,877,600	1.96 %	0.10 %	0.43 %	0.4880	0.63	0.86 %	Long Buildup	32.86%	111.91	1.75	0.23 %
01-Jan-21	732.45	736.45	11,764,200	11,827,200	1.72 %	8.16 %	-4.74 %	0.4882	0.45	0.53 %	Short Covering	14.87%	103.93	4	0.55 %
31-Dec-20	720.60	724.00	10,876,600	12,415,200	0.05 %	38.98 %	-3.73 %	0.4890	0.53	-	Short Covering	34.00%	91.21	3.4	0.47 %
30-Dec-20	720.70	723.65	7,826,000	12,896,800	1.67 %	30.94 %	-4.50 %	0.4902	0.56	-	Short Covering	33.39%	77.47	2.95	0.41 %
29-Dec-20	707.05	711.75	5,976,600	13,504,400	-0.53 %	110.40 %	-0.89 %	0.4907	0.58	-	Long Windup	44.21%	87.80	4.7	0.66 %
28-Dec-20	710.95	715.55	2,840,600	13,626,200	0.15 %	69.51 %	-1.67 %	0.4919	0.70	-	Short Covering	31.71%	56.02	4.6	0.65 %
24-Dec-20	710.90	714.50	1,675,800	13,857,200	-0.14 %	43.01 %	-0.25 %	0.4932	0.74	-	Long Windup	28.01%	67.17	3.6	0.51 %
23-Dec-20	711.50	715.50	1,171,800	13,892,200	2.16 %	4.49 %	-1.65 %	0.4944	0.84	-	Short Covering	29.37%	91.60	4	0.56 %
22-Dec-20	695.05	700.35	1,121,400	14,124,600	1.66 %	42.27 %	-2.80 %	0.4946	0.87	-	Short Covering	33.64%	170.82	5.3	0.76 %
21-Dec-20	685.95	688.90	788,200	14,532,000	-6.55 %	140.60 %	-2.95 %	0.4955	0.94	-	Long Windup	36.08%	225.99	2.95	0.43 %
18-Dec-20	733.60	737.20	327,600	14,974,400	0.44 %	13.04 %	-0.44 %	0.4884	1.16	-	Short Covering	47.65%	233.23	3.6	0.49 %
17-Dec-20	730.65	733.95	289,800	15,040,200	-0.29 %	10.11 %	-1.94 %	0.4896	1.22	-	Long Windup	39.15%	103.86	3.3	0.45 %
16-Dec-20	731.95	736.05	263,200	15,337,000	1.76 %	24.50 %	0.02 %	0.4908	1.40	-	Long Buildup	20.55%	169.44	4.1	0.56 %
15-Dec-20	717.95	723.35	211,400	15,334,200	0.85 %	19.84 %	2.40 %	0.4913	1.75	-	Long Buildup	33.26%	131.25	5.4	0.75 %
14-Dec-20	711.70	717.25	176,400	14,974,400	-2.30 %	11.50 %	4.11 %	0.4924	1.63	-	Short Buildup	30.84%	91.83	5.55	0.78 %
11-Dec-20	727.55	734.15	158,200	14,383,600	-1.26 %	13.00 %	2.29 %	0.4928	1.19	-	Short Buildup	42.18%	128.80	6.6	0.91 %
10-Dec-20	736.15	743.55	140,000	14,061,600	-2.42 %	8.70 %	2.07 %	0.4937	0.84	-	Short Buildup	38.34%	107.63	7.4	1.01 %
09-Dec-20	755.00	762.00	128,800	13,776,000	0.66 %	-3.16 %	-0.12 %	0.4938	0.97	-	Short Covering	45.52%	110.45	7	0.93 %
08-Dec-20	754.00	757.00	133,000	13,792,800	-0.08 %	0.00 %	-2.40 %	0.4950	0.99	-	Long Windup	42.28%	138.14	3	0.4 %
07-Dec-20	752.30	757.60	133,000	14,131,600	0.36 %	10.47 %	0.81 %	0.4963	0.75	-	Long Buildup	39.56%	104.94	5.3	0.7 %
04-Dec-20	750.55	754.90	120,400	14,018,200	0.58 %	11.69 %	-3.66 %	0.4975	-	-	Short Covering	34.56%	138.92	4.35	0.58 %
03-Dec-20	745.85	750.55	107,800	14,550,200	-0.92 %	2.67 %	-1.11 %	0.4987	-	-	Long Windup	36.02%	79.45	4.7	0.63 %
02-Dec-20	753.60	757.55	105,000	14,714,000	2.61 %	22.95 %	0.44 %	0.4997	-	-	Long Buildup	28.50%	136.11	3.95	0.52 %
01-Dec-20	734.55	738.25	85,400	14,649,600	1.53 %	38.64 %	-1.03 %	0.4998	-	-	Short Covering	33.19%	139.22	3.7	0.5 %
27-Nov-20	722.00	727.10	61,600	14,802,200	-0.85 %	12.82 %	-6.62 %	0.5005	-	-	Long Windup	45.43%	370.72	5.1	0.71 %
26-Nov-20	728.50	733.30	54,600	15,852,200	1.65 %	21.88 %	-1.62 %	0.5016	-	-	Short Covering	24.53%	121.48	4.8	0.66 %
25-Nov-20	719.95	721.40	44,800	16,114,000	-1.56 %	52.38 %	-1.73 %	0.5026	-	-	Long Windup	31.86%	124.37	1.45	0.2 %
24-Nov-20	729.35	732.80	29,400	16,398,200	3.21 %	40.00 %	-2.04 %	0.5036	-	-	Short Covering	29.60%	348.07	3.45	0.47 %
23-Nov-20	705.45	710.00	21,000	16,739,800	-1.53 %	15.38 %	0.58 %	0.5028	-	-	Short Buildup	36.71%	116.12	4.55	0.64 %
20-Nov-20	715.60	721.00	18,200	16,643,200	2.00 %	18.18 %	0.23 %	0.5037	-	-	Long Buildup	28.33%	136.48	5.4	0.75 %
19-Nov-20	703.90	706.85	15,400	16,605,400	0.39 %	37.50 %	-2.12 %	0.5045	-	-	Short Covering	16.15%	174.33	2.95	0.42 %
18-Nov-20	705.75	704.10	11,200	16,965,200	9.51 %	0.00 %	3.13 %	0.5057	-	-	Long Buildup	22.48%	523.44	-1.65	-0.23 %
17-Nov-20	637.25	642.95	11,200	16,450,000	1.10 %	14.29 %	-0.26 %	0.4878	-	-	Short Covering	61.30%	241.15	5.7	0.89 %
14-Nov-20	631.35	635.95	9,800	16,493,400	0.00 %	0.00 %	0.00 %	0.4888	-	-		30.32%	5.66	4.6	0.73 %
13-Nov-20	629.85	635.95	9,800	16,493,400	-0.48 %	16.67 %	-0.15 %	0.4900	-	-	Long Windup	34.41%	89.04	6.1	0.97 %
12-Nov-20	632.70	639.00	8,400	16,518,600	1.95 %	20.00 %	3.46 %	0.4912	-	-	Long Buildup	26.12%	114.27	6.3	1 %
11-Nov-20	633.20	626.75	7,000	15,965,600	0.00 %	0.00 %	-0.78 %	0.4925	-	-		16.98%	81.28	-6.45	-1.02 %
10-Nov-20	619.95	626.75	7,000	16,091,600	0.74 %	25.00 %	4.26 %	0.4929	-	-	Long Buildup	21.58%	105.37	6.8	1.1 %
09-Nov-20	616.35	622.15	5,600	15,433,600	-0.06 %	100.00 %	2.06 %	0.4940	-	-	Short Buildup	31.62%	74.45	5.8	0.94 %
06-Nov-20	613.60	622.50	2,800	15,121,400	2.38 %	100.00 %	4.85 %	0.4952	-	-	Long Buildup	24.60%	89.19	8.9	1.45 %
05-Nov-20	602.10	608.00	1,400	14,421,400	1.30 %	0.00 %	3.51 %	0.4958	-	-	Long Buildup	50.16%	114.59	5.9	0.98 %
04-Nov-20	596.80	600.20	1,400	13,932,800	0.00 %	0.00 %	0.83 %	0.4969	-	-		21.43%	31.65	3.4	0.57 %

M&M Delivery Data

Average Delivery Volume
On 22-Jan-21	3 Days Avg	5 Days Avg	8 Days Avg	13 Days Avg	21 Days Avg	More details >>
143.66 Crore Rs.	116.51 Crore Rs.	110.17 Crore Rs.	166.75 Crore Rs.	148.83 Crore Rs.	123.80 Crore Rs.	More details >>
Average Delivery Percentage
On 22-Jan-21	3 Days Avg	5 Days Avg	8 Days Avg	13 Days Avg	21 Days Avg	More details >>
32.20 %	29.72 %	30.29 %	29.25 %	29.57 %	28.99 %	More details >>

M&M Futures - Pivot analysis ( Expiry : 28-Jan-21 )

M&M Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Jan-21

Standard Pivot
Support 3	Support 2	Support 1	Pivot Point	Resistance 1	Resistance 2	Resistance 3
758.01	777.58	788.86	808.43	819.71	839.28	850.56

Camarilla Pivot
Support 4	Support 3	Support 2	Support 1	Pivot Point	Resistance 1	Resistance 2	Resistance 3	Resistance 4
784.73	792.44	795.01	797.58	808.43	802.72	805.29	807.86	815.58

Fibonacci Pivot
Support 3	Support 2	Support 1	Pivot Point	Resistance 1	Resistance 2	Resistance 3
777.58	789.36	796.65	808.43	820.21	827.5	839.28

DeMark Pivot
Support 1	Pivot Point	Resistance 1
783.23	805.61	814.08

M&M Result / News / Events

M&M Result / Events
Date	Description	Status
10-Nov-20	Financial Results/Other business matters	Completed
12-Jun-20	Financial Results/Dividend/Fund Raising/Other business matters	Completed
08-Feb-20	Financial Results	Completed
08-Nov-19	Financial Results	Completed
07-Aug-19	Financial Results	Completed
29-May-19	Financial Results/Dividend	Completed
08-Feb-19	Financial Results	Completed