FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Oct-20] as on 23-Oct-20

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 11,957.90 11,974.55 11,908.75 11,930.35 NA 0.28 % NA NA
29-Oct-20 11,934.00 11,979.85 11,907.75 11,934.35 10,387,350 0.30 % 0.21 % Long Buildup
26-Nov-20 11,935.45 11,996.75 11,933.25 11,958.65 2,607,225 0.30 % 12.17 % Long Buildup
31-Dec-20 11,980.00 12,004.90 11,948.05 11,969.45 261,600 0.29 % 2.83 % Long Buildup
Cummulative NA NA NA NA 13,256,175 NA 2.41 % Long Buildup
NIFTY Options OI PCR:  1.11   (Expiry : 29-Oct-20 )   PUT OI: 41,746,500   CALL OI: 37,529,925 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12500.00 4592175 28.12% 2.60 -28.77% Short Buildup
12000.00 3782550 23.08% 70.50 -0.63% Short Buildup
12200.00 3187425 28.09% 16.60 -16.37% 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
12500.00 4592175 28.12% 2.60 -28.77% Short Buildup
12000.00 3782550 23.08% 70.50 -0.63% Short Buildup
12200.00 3187425 28.09% 16.60 -16.37% 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
9500.00 640650 -7.57% 2436.50 1.51% Short Covering
11500.00 679050 -5.36% 446.25 5.87% Short Covering
11600.00 588525 -4.83% 352.95 6.01% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10500.00 3767925 -5.68% 2.10 -28.81% Long Windup
11000.00 3272775 15.09% 3.65 -32.41% Short Buildup
11500.00 2991450 5.12% 11.60 -48.90% 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
11800.00 2616300 39.95% 50.40 -35.22% Short Buildup
11900.00 2422125 40.87% 84.25 -27.90% Short Buildup
11200.00 2091450 29.21% 4.75 -44.12% 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
10500.00 3767925 -5.68% 2.10 -28.81% Long Windup
9500.00 699525 -8.42% 1.00 -13.04% Long Windup
11400.00 1451775 -3.87% 7.95 -49.04% 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 %
23-Oct-20 11,930.35 11,934.35 10,387,350 13,256,175 0.30 % 0.21 % 2.41 % 0.3185 1.11 21.64 % Long Buildup 4 0.03 %
22-Oct-20 11,896.45 11,898.65 10,365,150 12,943,800 -0.24 % -3.52 % -1.36 % 0.3193 1.24 19.92 % Long Windup 2.2 0.02 %
21-Oct-20 11,937.65 11,927.45 10,743,825 13,121,925 0.27 % -0.75 % 1.80 % 0.3201 1.39 18.12 % Long Buildup -10.2 -0.09 %
20-Oct-20 11,896.80 11,895.90 10,825,350 12,889,725 0.05 % 3.38 % 4.06 % 0.3209 1.40 16.02 % Long Buildup -0.9 -0.01 %
19-Oct-20 11,873.05 11,889.40 10,471,050 12,386,400 1.06 % -0.44 % 0.27 % 0.3217 1.37 15.46 % Long Buildup 16.35 0.14 %
16-Oct-20 11,762.45 11,765.15 10,517,850 12,352,725 0.68 % -7.70 % -6.66 % 0.3222 1.35 14.85 % Short Covering 2.7 0.02 %
15-Oct-20 11,680.35 11,685.55 11,395,200 13,234,575 -2.48 % 0.66 % 1.00 % 0.3229 1.33 13.90 % Short Buildup 5.2 0.04 %
14-Oct-20 11,971.05 11,982.25 11,320,875 13,103,325 0.30 % -1.65 % -0.91 % 0.3219 1.54 13.60 % Short Covering 11.2 0.09 %
13-Oct-20 11,934.50 11,946.10 11,511,150 13,223,250 0.06 % 1.48 % 1.48 % 0.3227 1.50 12.95 % Long Buildup 11.6 0.1 %
12-Oct-20 11,930.95 11,938.35 11,343,825 13,030,800 0.07 % -0.81 % -0.41 % 0.3235 1.47 12.95 % Short Covering 7.4 0.06 %
09-Oct-20 11,914.20 11,929.80 11,436,450 13,084,950 0.83 % 3.37 % 4.09 % 0.3243 1.51 12.60 % Long Buildup 15.6 0.13 %
08-Oct-20 11,834.60 11,831.80 11,063,700 12,570,975 0.69 % 6.46 % 7.30 % 0.3249 1.50 11.99 % Long Buildup -2.8 -0.02 %
07-Oct-20 11,738.85 11,750.90 10,392,000 11,716,050 0.70 % 3.62 % 3.47 % 0.3256 1.51 11.30 % Long Buildup 12.05 0.1 %
06-Oct-20 11,662.40 11,669.65 10,029,300 11,323,500 1.32 % 6.42 % 9.11 % 0.3263 1.44 11.43 % Long Buildup 7.25 0.06 %
05-Oct-20 11,503.35 11,517.65 9,424,350 10,378,200 0.72 % 1.22 % 1.84 % 0.3266 1.41 9.19 % Long Buildup 14.3 0.12 %
01-Oct-20 11,416.95 11,435.55 9,310,650 10,191,075 1.59 % 3.14 % 4.20 % 0.3273 1.34 8.64 % Long Buildup 18.6 0.16 %
30-Sep-20 11,247.55 11,256.85 9,027,225 9,780,450 0.20 % 4.50 % 5.01 % 0.3274 1.35 7.70 % Long Buildup 9.3 0.08 %
29-Sep-20 11,222.40 11,234.70 8,638,575 9,314,250 -0.03 % 1.11 % 1.80 % 0.3282 1.31 7.25 % Short Buildup 12.3 0.11 %
28-Sep-20 11,227.55 11,238.00 8,543,775 9,149,850 1.77 % 9.31 % 9.86 % 0.3291 1.32 6.62 % Long Buildup 10.45 0.09 %
25-Sep-20 11,050.25 11,042.20 7,815,825 8,328,975 1.90 % -2.85 % -29.92 % 0.3290 1.28 6.16 % Short Covering -8.05 -0.07 %
24-Sep-20 10,805.55 10,836.20 8,045,475 11,885,325 -2.93 % 41.90 % 8.72 % 0.3289 1.22 - Short Buildup 30.65 0.28 %
23-Sep-20 11,131.85 11,163.45 5,669,625 10,932,375 -0.16 % 44.82 % 1.16 % 0.3272 1.39 - Short Buildup 31.6 0.28 %
22-Sep-20 11,153.65 11,181.15 3,914,850 10,807,500 -0.81 % 51.02 % -1.59 % 0.3280 1.47 - Long Windup 27.5 0.25 %
21-Sep-20 11,250.55 11,272.55 2,592,300 10,981,575 -2.28 % 55.64 % -6.20 % 0.3287 1.53 - Long Windup 22 0.2 %
18-Sep-20 11,504.95 11,535.85 1,665,600 11,707,650 -0.03 % 29.24 % -10.36 % 0.3280 1.64 - Long Windup 30.9 0.27 %
17-Sep-20 11,516.10 11,539.75 1,288,725 13,060,800 -0.77 % 18.29 % 0.24 % 0.3289 1.67 - Short Buildup 23.65 0.21 %
16-Sep-20 11,604.55 11,629.60 1,089,450 13,030,125 0.77 % 18.73 % 5.64 % 0.3295 1.65 - Long Buildup 25.05 0.22 %
15-Sep-20 11,521.80 11,540.20 917,550 12,334,950 0.65 % 7.99 % 1.95 % 0.3302 1.75 - Long Buildup 18.4 0.16 %
14-Sep-20 11,440.05 11,465.50 849,675 12,099,150 -0.11 % 11.55 % 4.69 % 0.3309 1.64 - Short Buildup 25.45 0.22 %
11-Sep-20 11,464.45 11,477.95 761,700 11,557,050 0.12 % 7.11 % 7.04 % 0.3317 1.66 - Long Buildup 13.5 0.12 %
10-Sep-20 11,449.25 11,464.30 711,150 10,797,375 1.26 % 5.11 % 1.53 % 0.3325 1.75 - Long Buildup 15.05 0.13 %
09-Sep-20 11,278.00 11,321.20 676,575 10,634,775 -0.11 % 11.22 % -5.22 % 0.3329 1.81 - Long Windup 43.2 0.38 %
08-Sep-20 11,317.35 11,333.65 608,325 11,221,050 -0.42 % -0.89 % -1.76 % 0.3337 1.93 - Long Windup 16.3 0.14 %
07-Sep-20 11,355.05 11,381.00 613,800 11,421,525 0.10 % 2.89 % 0.07 % 0.3345 2.05 - Long Buildup 25.95 0.23 %
04-Sep-20 11,333.85 11,370.00 596,550 11,413,950 -1.63 % 6.97 % 0.26 % 0.3354 2.30 - Short Buildup 36.15 0.32 %
03-Sep-20 11,527.45 11,558.25 557,700 11,384,475 -0.17 % 0.49 % 1.77 % 0.3354 2.42 - Short Buildup 30.8 0.27 %
02-Sep-20 11,535.00 11,578.00 555,000 11,186,400 0.46 % 2.27 % 4.26 % 0.3363 2.13 - Long Buildup 43 0.37 %
01-Sep-20 11,470.25 11,525.55 542,700 10,729,800 0.83 % 1.20 % -8.94 % 0.3371 2.21 - Short Covering 55.3 0.48 %
31-Aug-20 11,387.50 11,430.50 536,250 11,782,950 -2.21 % 9.81 % -7.39 % 0.3377 2.40 - Long Windup 43 0.38 %
28-Aug-20 11,647.60 11,689.05 488,325 12,723,225 0.86 % 10.86 % -16.39 % 0.3370 2.74 - Short Covering 41.45 0.36 %
27-Aug-20 11,559.25 11,589.20 440,475 15,216,975 0.06 % 9.08 % 12.25 % 0.3377 1.80 - Long Buildup 29.95 0.26 %
26-Aug-20 11,549.60 11,582.45 403,800 13,556,700 0.78 % 50.81 % 14.82 % 0.3385 1.78 - Long Buildup 32.85 0.28 %
25-Aug-20 11,472.25 11,492.90 267,750 11,806,875 0.04 % 8.48 % 0.97 % 0.3392 1.74 - Long Buildup 20.65 0.18 %
24-Aug-20 11,466.45 11,488.60 246,825 11,693,925 0.75 % 25.66 % -1.46 % 0.3401 1.67 - Short Covering 22.15 0.19 %
21-Aug-20 11,371.60 11,403.35 196,425 11,867,475 0.66 % 2.15 % 2.17 % 0.3407 1.65 - Long Buildup 31.75 0.28 %
20-Aug-20 11,312.20 11,328.75 192,300 11,615,475 -0.96 % 10.37 % 0.30 % 0.3415 1.67 - Short Buildup 16.55 0.15 %
19-Aug-20 11,408.40 11,438.45 174,225 11,581,125 0.17 % 3.94 % -2.86 % 0.3421 1.77 - Short Covering 30.05 0.26 %
18-Aug-20 11,385.35 11,419.60 167,625 11,922,000 1.14 % 9.40 % 4.82 % 0.3429 1.77 - Long Buildup 34.25 0.3 %
17-Aug-20 11,247.10 11,291.05 153,225 11,373,900 0.70 % 3.81 % 0.39 % 0.3434 1.85 - Long Buildup 43.95 0.39 %
14-Aug-20 11,178.40 11,212.30 147,600 11,329,725 -1.11 % 12.07 % -0.62 % 0.3441 2.38 - Long Windup 33.9 0.3 %
13-Aug-20 11,300.45 11,338.45 131,700 11,400,975 -0.01 % 3.60 % -1.94 % 0.3447 2.33 - Long Windup 38 0.34 %
12-Aug-20 11,308.40 11,339.20 127,125 11,626,500 -0.21 % 2.73 % 2.28 % 0.3455 2.13 - Short Buildup 30.8 0.27 %
11-Aug-20 11,322.50 11,362.90 123,750 11,367,075 0.46 % 4.43 % -0.12 % 0.3464 2.30 - Short Covering 40.4 0.36 %
10-Aug-20 11,270.15 11,310.85 118,500 11,380,950 0.60 % 9.72 % 0.06 % 0.3472 1.56 - Long Buildup 40.7 0.36 %
07-Aug-20 11,214.05 11,243.55 108,000 11,373,600 0.24 % 6.43 % 1.72 % 0.3480 1.44 - Long Buildup 29.5 0.26 %
06-Aug-20 11,200.15 11,216.80 101,475 11,181,150 0.74 % 17.65 % 2.76 % 0.3488 1.42 - Long Buildup 16.65 0.15 %
05-Aug-20 11,101.65 11,134.20 86,250 10,880,625 0.14 % 34.98 % -5.49 % 0.3496 1.22 - Short Covering 32.55 0.29 %
04-Aug-20 11,095.25 11,119.00 63,900 11,513,250 1.77 % 114.61 % 4.86 % 0.3504 1.22 - Long Buildup 23.75 0.21 %
03-Aug-20 10,891.60 10,925.65 29,775 10,979,175 -1.60 % 140.61 % -0.68 % 0.3505 1.75 - Long Windup 34.05 0.31 %
31-Jul-20 11,073.45 11,103.75 12,375 11,054,700 0.00 % 0.00 % -23.19 % 0.3507 3.76 - 30.3 0.27 %
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREDoji-
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Oct-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
11829.35 11868.55 11901.45 11940.65 11973.55 12012.75 12045.65
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
11898.3 11916.33 11922.33 11928.34 11940.65 11940.36 11946.37 11952.38 11970.4
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
11868.55 11896.09 11913.11 11940.65 11968.19 11985.21 12012.75
DeMark Pivot
Support 1 Pivot Point Resistance 1
11921.05 11950.45 11993.15