FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Aug-20] as on 13-Aug-20

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 11,334.85 11,359.30 11,269.95 11,300.45 NA -0.07 % NA NA
27-Aug-20 11,338.20 11,366.70 11,266.85 11,317.35 10,236,450 0.00 % -2.42 %
24-Sep-20 11,343.25 11,374.00 11,281.15 11,327.95 1,032,825 -0.01 % 2.37 % Short Buildup
29-Oct-20 11,356.80 11,381.15 11,295.50 11,338.45 131,700 -0.01 % 3.60 % Short Buildup
Cummulative NA NA NA NA 11,400,975 NA -1.94 % Long Windup
NIFTY Options OI PCR: 1.02   (Weekly expiry :20-Aug-20)   PUT OI: 12,562,575   CALL OI: 12,323,625 
  1.49  (Expiry: 27-Aug-20 )   PUT OI: 27,408,450   CALL OI: 18,383,925 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12000.00 1385175 220.92% 2.05 -38.81% Short Buildup
11300.00 1205925 142.26% 108.00 -14.42% Short Buildup
11500.00 1205175 133.73% 31.00 -28.74% 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
12000.00 1385175 220.92% 2.05 -38.81% Short Buildup
11300.00 1205925 142.26% 108.00 -14.42% Short Buildup
11500.00 1205175 133.73% 31.00 -28.74% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10400.00 1401150 192.45% 3.75 -23.47% Short Buildup
11300.00 1113450 143.18% 97.45 -10.51% Short Buildup
10500.00 1001400 124.55% 4.45 -16.82% 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
10400.00 1401150 192.45% 3.75 -23.47% Short Buildup
11300.00 1113450 143.18% 97.45 -10.51% Short Buildup
10000.00 812700 304.93% 1.80 -38.98% 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
None
None
None
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11500.00 2320575 11.70% 75.50 -12.36% Short Buildup
12000.00 1789050 -1.21% 7.45 -21.16% Long Windup
11300.00 1315950 -0.83% 165.65 -7.28% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11500.00 2320575 11.70% 75.50 -12.36% Short Buildup
11700.00 1051800 26.29% 28.10 -19.37% Short Buildup
11400.00 1114425 23.50% 115.90 -8.70% 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
12100.00 296925 -9.51% 5.70 -16.18% Long Windup
12500.00 608475 -4.68% 2.85 -17.39% Long Windup
12000.00 1789050 -1.21% 7.45 -21.16% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11000.00 3270300 6.75% 56.30 -14.63% Short Buildup
10500.00 2644500 4.94% 10.10 -22.31% Short Buildup
10000.00 2429925 -3.04% 3.40 -23.60% 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
10600.00 1680525 23.93% 13.55 -23.01% Short Buildup
11000.00 3270300 6.75% 56.30 -14.63% Short Buildup
11200.00 1506300 14.44% 108.65 -10.28% 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
10000.00 2429925 -3.04% 3.40 -23.60% Long Windup
10800.00 1196550 -3.67% 27.90 -18.78% Long Windup
11500.00 481500 -5.74% 260.00 -2.71% Long Windup
 
 
NIFTY 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)
Premium /
Discount
Premium /
Discount %
13-Aug-20 11,300.45 11,317.35 10,236,450 11,400,975 0.00 % -2.42 % -1.94 % 0.3447 1.49 10.21 % 16.9 0.15 %
12-Aug-20 11,308.40 11,317.80 10,490,475 11,626,500 -0.23 % 2.27 % 2.28 % 0.3455 1.51 9.77 % Short Buildup 9.4 0.08 %
11-Aug-20 11,322.50 11,344.35 10,257,150 11,367,075 0.45 % -0.55 % -0.12 % 0.3464 1.52 9.76 % Short Covering 21.85 0.19 %
10-Aug-20 11,270.15 11,293.35 10,313,625 11,380,950 0.60 % -0.34 % 0.06 % 0.3472 1.59 9.38 % Long Buildup 23.2 0.21 %
07-Aug-20 11,214.05 11,226.20 10,348,950 11,373,600 0.24 % 1.40 % 1.72 % 0.3480 1.56 9.01 % Long Buildup 12.15 0.11 %
06-Aug-20 11,200.15 11,199.50 10,206,150 11,181,150 0.73 % 2.54 % 2.76 % 0.3488 1.58 8.72 % Long Buildup -0.65 -0.01 %
05-Aug-20 11,101.65 11,118.00 9,953,400 10,880,625 0.14 % -6.28 % -5.49 % 0.3496 1.54 8.52 % Short Covering 16.35 0.15 %
04-Aug-20 11,095.25 11,102.05 10,620,900 11,513,250 1.73 % 4.11 % 4.86 % 0.3504 1.61 7.75 % Long Buildup 6.8 0.06 %
03-Aug-20 10,891.60 10,913.40 10,201,950 10,979,175 -1.64 % -0.57 % -0.68 % 0.3505 1.55 7.08 % Long Windup 21.8 0.2 %
31-Jul-20 11,073.45 11,095.85 10,260,450 11,054,700 0.02 % -1.44 % -23.19 % 0.3507 1.67 7.18 % Short Covering 22.4 0.2 %
30-Jul-20 11,102.15 11,093.40 10,410,225 14,392,575 -1.14 % 35.19 % 0.80 % 0.3516 1.74 - Short Buildup -8.75 -0.08 %
29-Jul-20 11,202.85 11,221.30 7,700,400 14,278,950 -0.74 % 36.03 % 6.97 % 0.3521 2.02 - Short Buildup 18.45 0.16 %
28-Jul-20 11,300.55 11,305.40 5,660,925 13,347,975 1.67 % 26.70 % 1.81 % 0.3529 2.19 - Long Buildup 4.85 0.04 %
27-Jul-20 11,131.80 11,119.85 4,467,900 13,110,225 -0.52 % 32.29 % -2.31 % 0.3530 2.05 - Long Windup -11.95 -0.11 %
24-Jul-20 11,194.15 11,178.20 3,377,250 13,419,600 -0.32 % 14.62 % -1.22 % 0.3539 2.04 - Long Windup -15.95 -0.14 %
23-Jul-20 11,215.45 11,214.45 2,946,600 13,585,125 0.89 % 16.93 % 2.85 % 0.3547 2.07 - Long Buildup -1 -0.01 %
22-Jul-20 11,132.60 11,115.95 2,520,000 13,208,850 -0.52 % 8.09 % -0.59 % 0.3554 1.95 - Long Windup -16.65 -0.15 %
21-Jul-20 11,162.25 11,173.85 2,331,375 13,287,675 1.42 % 22.34 % 2.48 % 0.3563 1.89 - Long Buildup 11.6 0.1 %
20-Jul-20 11,022.20 11,017.10 1,905,675 12,966,300 0.93 % 11.10 % 3.83 % 0.3566 1.94 - Long Buildup -5.1 -0.05 %
17-Jul-20 10,901.70 10,915.20 1,715,250 12,488,025 1.80 % 20.25 % 2.21 % 0.3573 1.82 - Long Buildup 13.5 0.12 %
16-Jul-20 10,739.95 10,722.25 1,426,350 12,217,725 0.81 % 1.83 % 8.69 % 0.3574 1.83 - Long Buildup -17.7 -0.16 %
15-Jul-20 10,618.20 10,636.05 1,400,775 11,240,475 0.09 % -1.07 % -10.82 % 0.3581 1.80 - Short Covering 17.85 0.17 %
14-Jul-20 10,607.35 10,626.65 1,415,925 12,604,125 -1.70 % 0.39 % -4.28 % 0.3590 1.83 - Long Windup 19.3 0.18 %
13-Jul-20 10,802.70 10,810.75 1,410,450 13,168,275 0.31 % -7.01 % -2.01 % 0.3591 1.86 - Short Covering 8.05 0.07 %
10-Jul-20 10,768.05 10,776.90 1,516,725 13,438,575 -0.52 % 1.00 % 0.44 % 0.3599 1.74 - Short Buildup 8.85 0.08 %
09-Jul-20 10,813.45 10,833.40 1,501,725 13,379,775 1.26 % 23.69 % 6.05 % 0.3607 1.74 - Long Buildup 19.95 0.18 %
08-Jul-20 10,705.75 10,698.10 1,214,100 12,617,025 -0.61 % -0.10 % -3.70 % 0.3613 1.78 - Long Windup -7.65 -0.07 %
07-Jul-20 10,799.65 10,763.65 1,215,300 13,101,900 0.10 % 10.49 % 4.58 % 0.3621 1.65 - Long Buildup -36 -0.33 %
06-Jul-20 10,763.65 10,752.75 1,099,875 12,527,625 1.76 % 12.71 % 3.76 % 0.3630 1.60 - Long Buildup -10.9 -0.1 %
03-Jul-20 10,607.35 10,566.70 975,825 12,073,275 0.33 % 3.26 % 2.36 % 0.3632 1.62 - Long Buildup -40.65 -0.38 %
02-Jul-20 10,551.70 10,532.35 945,000 11,795,100 1.29 % 1.72 % 0.48 % 0.3641 1.61 - Long Buildup -19.35 -0.18 %
01-Jul-20 10,430.05 10,397.80 929,025 11,738,175 1.58 % 4.32 % -5.63 % 0.3646 1.14 - Short Covering -32.25 -0.31 %
30-Jun-20 10,302.10 10,236.00 890,550 12,438,525 -0.16 % 3.86 % 1.06 % 0.3648 1.14 - Short Buildup -66.1 -0.64 %
29-Jun-20 10,312.40 10,252.90 857,475 12,307,875 -0.61 % 5.59 % -1.28 % 0.3657 1.18 - Long Windup -59.5 -0.58 %
26-Jun-20 10,383.00 10,315.40 812,100 12,467,550 0.72 % 5.85 % -13.72 % 0.3666 1.16 - Short Covering -67.6 -0.65 %
25-Jun-20 10,288.90 10,241.45 767,250 14,449,800 -0.42 % 9.45 % 7.59 % 0.3674 1.43 - Short Buildup -47.45 -0.46 %
24-Jun-20 10,305.30 10,284.35 701,025 13,430,775 -1.56 % 9.44 % 5.14 % 0.3683 1.49 - Short Buildup -20.95 -0.2 %
23-Jun-20 10,471.00 10,447.30 640,575 12,773,700 1.68 % 8.22 % 7.98 % 0.3685 1.47 - Long Buildup -23.7 -0.23 %
22-Jun-20 10,311.20 10,274.80 591,900 11,829,675 0.55 % 6.36 % 2.82 % 0.3687 1.59 - Long Buildup -36.4 -0.35 %
19-Jun-20 10,244.40 10,218.30 556,500 11,505,000 1.67 % 1.53 % 3.03 % 0.3695 - - Long Buildup -26.1 -0.25 %
18-Jun-20 10,091.65 10,050.70 548,100 11,166,750 2.15 % 2.44 % -2.73 % 0.3698 1.58 - Short Covering -40.95 -0.41 %
17-Jun-20 9,881.15 9,839.25 535,050 11,480,625 -0.51 % 3.65 % 1.04 % 0.3696 1.62 - Short Buildup -41.9 -0.42 %
16-Jun-20 9,914.00 9,889.75 516,225 11,362,575 0.83 % -0.20 % -2.79 % 0.3704 2.19 - Short Covering -24.25 -0.24 %
15-Jun-20 9,813.70 9,808.20 517,275 11,688,375 -1.52 % 5.75 % -4.12 % 0.3712 2.38 - Long Windup -5.5 -0.06 %
12-Jun-20 9,972.90 9,959.10 489,150 12,191,100 0.49 % 2.90 % -1.00 % 0.3716 2.61 - Short Covering -13.8 -0.14 %
11-Jun-20 9,902.00 9,910.85 475,350 12,313,800 -2.19 % 3.12 % 4.25 % 0.3725 3.65 - Short Buildup 8.85 0.09 %
10-Jun-20 10,116.15 10,133.00 460,950 11,811,675 0.91 % 0.62 % 0.06 % 0.3722 4.12 - Long Buildup 16.85 0.17 %
09-Jun-20 10,046.65 10,041.35 458,100 11,804,025 -1.36 % 0.66 % -0.24 % 0.3729 5.33 - Long Windup -5.3 -0.05 %
08-Jun-20 10,167.45 10,179.85 455,100 11,832,750 0.14 % 2.10 % 1.45 % 0.3734 5.57 - Long Buildup 12.4 0.12 %
05-Jun-20 10,142.15 10,165.35 445,725 11,663,700 1.30 % 0.07 % 2.85 % 0.3744 5.48 - Long Buildup 23.2 0.23 %
04-Jun-20 10,029.10 10,034.75 445,425 11,340,675 -0.47 % 1.30 % -3.39 % 0.3749 5.27 - Long Windup 5.65 0.06 %
03-Jun-20 10,061.55 10,082.50 439,725 11,738,700 1.05 % 48.73 % -0.86 % 0.3758 - - Short Covering 20.95 0.21 %
02-Jun-20 9,979.10 9,977.60 295,650 11,841,000 1.71 % 35.88 % 7.63 % 0.3764 5.70 - Long Buildup -1.5 -0.02 %
01-Jun-20 9,826.15 9,809.75 217,575 11,001,375 3.27 % 1161.30 % 5.10 % 0.3766 7.70 - Long Buildup -16.4 -0.17 %
29-May-20 9,580.30 9,499.40 17,250 10,467,825 0.00 % 0.00 % -21.40 % 0.4776 18.85 - -80.9 -0.84 %
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 14-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
11167.39 11217.12 11267.24 11316.97 11367.09 11416.82 11466.94
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
11267.43 11292.39 11300.71 11309.03 11316.97 11325.67 11333.99 11342.31 11367.28
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
11217.12 11255.26 11278.83 11316.97 11355.11 11378.68 11416.82
DeMark Pivot
Support 1 Pivot Point Resistance 1
11242.18 11304.44 11342.03