FnO Contract Details

Expiry:
Symbol:

M&M analysis for the selected expiry [Jul-20] as on 02-Jul-20

M&M Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 506.50 532.00 504.40 529.70 NA 6.16 % NA NA
30-Jul-20 503.05 529.50 503.05 527.55 19,772,200 5.87 % 3.58 % Long Buildup
27-Aug-20 509.05 529.50 506.75 528.50 205,800 5.81 % 15.75 % Long Buildup
24-Sep-20 514.00 530.00 514.00 528.95 12,600 3.49 % 350.00 % Long Buildup
Cummulative NA NA NA NA 19,990,600 NA 3.74 % Long Buildup
M&M Options OI PCR:  0.83   (Expiry : 30-Jul-20 )   PUT OI: 3,040,800   CALL OI: 3,655,400 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
520.00 525000 2.74% 26.85 86.46% Long Buildup
550.00 480200 61.03% 13.70 102.96% Long Buildup
500.00 427000 -0.33% 39.15 78.36% 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
550.00 480200 61.03% 13.70 102.96% Long Buildup
560.00 326200 89.43% 10.60 107.84% Long Buildup
540.00 309400 81.15% 17.40 94.41% 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
510.00 163800 -8.59% 32.80 80.22% Short Covering
470.00 5600 -20.00% 56.00 4.77% Short Covering
500.00 427000 -0.33% 39.15 78.36% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 646800 255.38% 12.15 -49.48% Short Buildup
450.00 469000 55.81% 2.80 -55.56% Short Buildup
480.00 390600 132.50% 6.90 -53.69% 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
500.00 646800 255.38% 12.15 -49.48% Short Buildup
480.00 390600 132.50% 6.90 -53.69% Short Buildup
520.00 226800 500.00% 19.50 -42.65% 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
550.00 21000 -6.25% 40.00 -16.67% Long Windup
None
None
 
 
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 %
02-Jul-20 529.70 527.55 19,772,200 19,990,600 5.87 % 3.58 % 3.74 % 0.5358 0.83 1.09 % Long Buildup 25.94%226.87 -2.15 -0.41 %
01-Jul-20 498.95 498.30 19,089,000 19,269,600 -1.93 % 2.11 % 2.30 % 0.5310 0.55 0.94 % Short Buildup 34.53%154.90 -0.65 -0.13 %
30-Jun-20 510.70 508.10 18,694,200 18,837,000 0.65 % 5.04 % 5.04 % 0.5314 0.56 0.76 % Long Buildup 45.83%128.43 -2.6 -0.51 %
29-Jun-20 507.45 504.80 17,796,800 17,932,600 1.00 % 1.14 % 1.20 % 0.5326 0.57 0.76 % Long Buildup 27.27%61.72 -2.65 -0.52 %
26-Jun-20 501.40 499.80 17,596,600 17,719,800 -1.26 % 0.75 % -2.69 % 0.5337 0.51 0.70 % Long Windup 42.50%86.92 -1.6 -0.32 %
25-Jun-20 507.25 506.20 17,465,000 18,209,200 -1.47 % 13.32 % 0.49 % 0.5348 0.51 - Short Buildup 39.70%105.73 -1.05 -0.21 %
24-Jun-20 515.35 513.75 15,412,600 18,121,000 -0.28 % 30.11 % -1.40 % 0.5357 0.50 - Long Windup 40.44%157.77 -1.6 -0.31 %
23-Jun-20 516.40 515.20 11,845,400 18,379,000 3.58 % 43.85 % 4.96 % 0.5371 0.55 - Long Buildup 37.04%174.69 -1.2 -0.23 %
22-Jun-20 498.75 497.40 8,234,800 17,510,400 -0.33 % 67.05 % 4.49 % 0.5364 0.51 - Short Buildup 38.86%99.81 -1.35 -0.27 %
19-Jun-20 500.05 499.05 4,929,400 16,758,000 -1.23 % 222.44 % -0.37 % 0.5377 - - Long Windup 47.75%234.25 -1 -0.2 %
18-Jun-20 506.60 505.25 1,528,800 16,820,800 1.86 % 102.22 % -0.36 % 0.5388 1.14 - Short Covering 41.45%149.40 -1.35 -0.27 %
17-Jun-20 497.60 496.00 756,000 16,881,800 -1.86 % 51.26 % -0.77 % 0.5396 1.18 - Long Windup 35.36%163.18 -1.6 -0.32 %
16-Jun-20 506.75 505.40 499,800 17,012,400 -0.30 % 12.62 % -2.92 % 0.5404 0.96 - Long Windup 33.76%114.86 -1.35 -0.27 %
15-Jun-20 508.15 506.90 443,800 17,525,000 0.00 % 29.92 % 2.65 % 0.5417 0.76 - 26.75%239.28 -1.25 -0.25 %
12-Jun-20 508.45 506.90 341,600 17,073,400 8.29 % 42.69 % 16.20 % 0.5431 0.39 - Long Buildup 25.05%233.93 -1.55 -0.3 %
11-Jun-20 474.55 468.10 239,400 14,692,800 0.43 % 1.79 % 3.91 % 0.5363 0.90 - Long Buildup 25.50%52.41 -6.45 -1.36 %
10-Jun-20 472.05 466.10 235,200 14,140,400 -1.38 % 5.66 % -1.67 % 0.5376 0.90 - Long Windup 26.43%60.49 -5.95 -1.26 %
09-Jun-20 478.75 472.60 222,600 14,380,800 1.43 % 4.61 % -1.50 % 0.5387 0.90 - Short Covering 20.24%74.20 -6.15 -1.28 %
08-Jun-20 470.85 465.95 212,800 14,600,200 -2.92 % 2.70 % -0.51 % 0.5395 0.70 - Long Windup 21.82%61.17 -4.9 -1.04 %
05-Jun-20 484.20 479.95 207,200 14,675,600 1.12 % -4.52 % -0.82 % 0.5396 0.20 - Short Covering 23.89%72.47 -4.25 -0.88 %
04-Jun-20 478.45 474.65 217,000 14,796,400 -0.93 % 23.02 % -0.54 % 0.5407 0.22 - Long Windup 18.53%51.68 -3.8 -0.79 %
03-Jun-20 485.10 479.10 176,400 14,877,400 4.80 % 11.50 % -0.13 % 0.5417 - - Short Covering 25.56%122.41 -6 -1.24 %
02-Jun-20 462.85 457.15 158,200 14,896,600 0.38 % 16.49 % -1.13 % 0.5393 0.50 - Short Covering 16.80%66.24 -5.7 -1.23 %
01-Jun-20 461.10 455.40 135,800 15,066,200 6.34 % 24.36 % 5.94 % 0.5407 0.67 - Long Buildup 21.93%97.78 -5.7 -1.24 %
29-May-20 436.35 428.25 109,200 14,221,200 -1.77 % 90.24 % -2.63 % 0.7191 - - Long Windup 36.95%153.78 -8.1 -1.86 %
28-May-20 440.40 435.95 57,400 14,605,400 1.67 % 32.26 % -1.93 % 0.7403 - - Short Covering 20.21%66.33 -4.45 -1.01 %
27-May-20 432.50 428.80 43,400 14,892,400 -0.15 % 24.00 % -6.79 % 0.7586 - - Long Windup 20.72%68.03 -3.7 -0.86 %
26-May-20 429.15 429.45 35,000 15,978,000 1.21 % 38.89 % 0.33 % 0.7815 - - Long Buildup 19.98%50.56 0.3 0.07 %
22-May-20 426.35 424.30 25,200 15,926,200 4.93 % 20.00 % 1.97 % 0.8054 - - Long Buildup 29.79%- -2.05 -0.48 %
21-May-20 408.30 404.35 21,000 15,618,000 0.94 % -6.25 % -1.04 % 0.8041 - - Short Covering 17.24%43.98 -3.95 -0.97 %
20-May-20 405.05 400.60 22,400 15,782,400 5.48 % 14.29 % 6.81 % 0.8285 - - Long Buildup 22.39%96.22 -4.45 -1.1 %
19-May-20 382.90 379.80 19,600 14,775,600 1.28 % 0.00 % -0.22 % 0.8100 - - Short Covering 18.85%42.94 -3.1 -0.81 %
18-May-20 377.20 375.00 19,600 14,808,600 -1.83 % 0.00 % -3.40 % 0.8324 - - Long Windup 26.65%77.59 -2.2 -0.58 %
15-May-20 381.30 382.00 19,600 15,330,600 -3.92 % 27.27 % 5.73 % 0.8569 - - Short Buildup 33.44%181.42 0.7 0.18 %
14-May-20 400.45 397.60 15,400 14,500,400 -2.91 % 37.50 % 2.82 % 0.8518 - - Short Buildup 17.46%33.32 -2.85 -0.71 %
13-May-20 413.05 409.50 11,200 14,102,200 6.64 % 100.00 % 4.98 % 0.8656 - - Long Buildup 33.39%101.55 -3.55 -0.86 %
12-May-20 393.05 384.00 5,600 13,433,600 0.52 % 0.00 % 0.70 % 0.8629 - - Long Buildup 19.03%35.06 -9.05 -2.3 %
11-May-20 390.10 382.00 5,600 13,340,600 0.00 % 0.00 % 1.54 % 0.8890 - - 15.36%45.89 -8.1 -2.08 %
08-May-20 386.70 382.00 5,600 13,138,600 -2.64 % -33.33 % -4.81 % 0.9148 - - Long Windup 29.64%108.27 -4.7 -1.22 %
07-May-20 400.65 392.35 8,400 13,802,400 2.17 % 50.00 % -2.61 % 0.9263 - - Short Covering 31.05%161.36 -8.3 -2.07 %
06-May-20 387.15 384.00 5,600 14,171,600 5.21 % 33.33 % 1.35 % 0.9411 - - Long Buildup 22.89%62.18 -3.15 -0.81 %
05-May-20 368.15 365.00 4,200 13,983,200 3.97 % 50.00 % -3.52 % 0.9401 - - Short Covering 24.03%118.58 -3.15 -0.86 %
04-May-20 357.05 351.05 2,800 14,492,800 0.00 % 0.00 % -3.67 % 0.9578 - - 46.45%118.17 -6 -1.68 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
226.87 Crore Rs. 170.06 Crore Rs. 131.77 Crore Rs. 137.13 Crore Rs. 142.96 Crore Rs. 128.77 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
25.94 % 31.95 % 32.51 % 34.77 % 36.73 % 31.50 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTURE-
SPOT-
 
 
M&M Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
484.11 493.58 510.56 520.03 537.01 546.48 563.46
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
514.33 520.94 523.14 525.35 520.03 529.75 531.96 534.16 540.78
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
493.58 503.68 509.93 520.03 530.13 536.38 546.48
DeMark Pivot
Support 1 Pivot Point Resistance 1
515.3 522.4 541.75
 
 
M&M Result / Events
Date Description Status
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