FnO Contract Details

Expiry:
Symbol:

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 
 
 
 
 
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
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 %
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 %
 
 
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. 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 / Events
Date Description Status
10-Nov-20Financial Results/Other business mattersCompleted
12-Jun-20Financial Results/Dividend/Fund Raising/Other business mattersCompleted
08-Feb-20Financial ResultsCompleted
08-Nov-19Financial ResultsCompleted
07-Aug-19Financial ResultsCompleted
29-May-19Financial Results/DividendCompleted
08-Feb-19Financial ResultsCompleted