FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Jun-20] as on 29-May-20

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 9,422.20 9,598.85 9,376.90 9,580.30 NA 0.95 % NA NA
25-Jun-20 9,398.70 9,509.00 9,361.05 9,494.10 9,894,075 0.70 % 3.41 % Long Buildup
30-Jul-20 9,370.75 9,500.00 9,359.85 9,486.20 556,500 0.69 % 9.09 % Long Buildup
27-Aug-20 9,391.05 9,513.10 9,370.15 9,499.40 17,250 0.00 % 0.00 %
Cummulative NA NA NA NA 10,467,825 NA -21.40 % Short Covering
NIFTY Options OI PCR: 1.48   (Weekly expiry :04-Jun-20)   PUT OI: 14,281,350   CALL OI: 9,677,025 
  1.42  (Expiry: 25-Jun-20 )   PUT OI: 20,651,275   CALL OI: 14,558,475 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
9500.00 1521375 52.58% 125.75 34.49% Long Buildup
9700.00 1319325 86.29% 47.45 51.36% Long Buildup
10000.00 1112475 84.86% 7.00 40.00% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
9700.00 1319325 86.29% 47.45 51.36% Long Buildup
9500.00 1521375 52.58% 125.75 34.49% Long Buildup
10000.00 1112475 84.86% 7.00 40.00% 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
9300.00 314400 -34.42% 251.00 23.28% Short Covering
9400.00 683400 -4.50% 183.10 28.00% Short Covering
9000.00 129600 -17.36% 503.40 14.45% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
9200.00 2006850 122.65% 41.20 -35.07% Short Buildup
9000.00 1891950 80.02% 18.80 -37.44% Short Buildup
9400.00 1526550 78.70% 95.25 -27.29% 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
9200.00 2006850 122.65% 41.20 -35.07% Short Buildup
9000.00 1891950 80.02% 18.80 -37.44% Short Buildup
9500.00 1099125 202.91% 136.85 -24.43% 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
8200.00 58800 -32.18% 1.60 -11.11% Long Windup
None
None
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10000.00 1950300 7.21% 80.00 23.46% Long Buildup
9500.00 1454325 -0.93% 277.35 17.20% Short Covering
10500.00 1322175 10.40% 14.50 18.37% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
9600.00 521400 37.12% 225.80 20.14% Long Buildup
10000.00 1950300 7.21% 80.00 23.46% Long Buildup
10500.00 1322175 10.40% 14.50 18.37% 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
9300.00 346350 -22.94% 396.90 13.58% Short Covering
9400.00 506475 -7.23% 336.20 15.83% Short Covering
9000.00 569250 -3.67% 614.65 10.03% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
9000.00 2467525 11.22% 122.80 -8.36% Short Buildup
8500.00 1616475 7.24% 49.95 -10.80% Short Buildup
9600.00 1572750 2.89% 332.10 -7.66% 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
9000.00 2467525 11.22% 122.80 -8.36% Short Buildup
9500.00 1403325 15.20% 285.75 -7.99% Short Buildup
9400.00 794100 27.61% 244.35 -7.81% 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
8300.00 430875 -4.84% 34.85 -10.87% Long Windup
7800.00 115050 -6.69% 18.00 -13.88% Long Windup
11000.00 289125 -0.80% 1497.45 -4.33% 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 %
29-May-20 9,580.30 9,494.10 9,894,075 10,467,825 0.70 % 3.41 % -21.40 % 0.4776 1.42 5.48 % Short Covering -86.2 -0.9 %
28-May-20 9,490.10 9,427.95 9,567,975 13,318,275 1.37 % 30.35 % 3.94 % 0.4926 1.38 - Long Buildup -62.15 -0.65 %
27-May-20 9,314.95 9,300.45 7,339,950 12,813,975 3.02 % 76.27 % 20.21 % 0.4995 1.34 - Long Buildup -14.5 -0.16 %
26-May-20 9,029.05 9,028.20 4,164,150 10,659,900 0.02 % 79.61 % 6.83 % 0.4944 1.26 - Long Buildup -0.85 -0.01 %
22-May-20 9,039.25 9,026.55 2,318,400 9,978,525 -0.54 % 16.15 % 1.82 % 0.5099 1.31 - Short Buildup -12.7 -0.14 %
21-May-20 9,106.25 9,075.60 1,996,125 9,799,725 0.07 % 8.16 % -0.91 % 0.5253 1.30 - Short Covering -30.65 -0.34 %
20-May-20 9,066.55 9,069.60 1,845,600 9,890,100 2.14 % 25.00 % 2.89 % 0.5418 1.32 - Long Buildup 3.05 0.03 %
19-May-20 8,879.10 8,879.95 1,476,525 9,612,750 0.60 % 5.71 % 1.46 % 0.5502 1.32 - Long Buildup 0.85 0.01 %
18-May-20 8,823.25 8,826.85 1,396,800 9,474,150 -3.41 % 45.11 % 7.85 % 0.5666 1.33 - Short Buildup 3.6 0.04 %
15-May-20 9,136.85 9,138.55 962,550 8,784,900 -0.14 % 6.92 % 3.33 % 0.5599 1.41 - Short Buildup 1.7 0.02 %
14-May-20 9,142.75 9,151.30 900,225 8,502,150 -2.67 % 6.54 % 1.52 % 0.5775 1.47 - Short Buildup 8.55 0.09 %
13-May-20 9,383.55 9,402.60 844,950 8,375,250 1.91 % 15.36 % 2.23 % 0.5813 1.51 - Long Buildup 19.05 0.2 %
12-May-20 9,196.55 9,226.05 732,450 8,192,250 -0.06 % 11.14 % 0.61 % 0.5921 1.53 - Short Buildup 29.5 0.32 %
11-May-20 9,239.20 9,231.20 659,025 8,142,525 -0.15 % 11.65 % -6.04 % 0.6107 1.57 - Long Windup -8 -0.09 %
08-May-20 9,251.50 9,245.45 590,250 8,666,400 0.27 % -0.52 % 0.73 % 0.6298 1.57 - Long Buildup -6.05 -0.07 %
07-May-20 9,199.05 9,220.50 593,325 8,603,175 -0.80 % -0.77 % 1.70 % 0.6494 1.61 - Short Buildup 21.45 0.23 %
06-May-20 9,270.90 9,295.05 597,900 8,459,475 0.82 % 14.66 % -4.94 % 0.6686 1.65 - Short Covering 24.15 0.26 %
05-May-20 9,205.60 9,219.90 521,475 8,898,975 -0.97 % -1.99 % -5.90 % 0.6886 1.64 - Long Windup 14.3 0.16 %
04-May-20 9,293.50 9,310.45 532,050 9,456,900 -5.36 % 17.90 % -29.84 % 0.7091 1.62 - Long Windup 16.95 0.18 %
30-Apr-20 9,859.90 9,837.45 451,275 13,478,550 2.71 % 9.62 % 15.04 % 0.6716 1.60 - Long Buildup -22.45 -0.23 %
29-Apr-20 9,553.35 9,577.45 411,675 11,716,875 1.70 % 8.39 % 4.85 % 0.6753 1.51 - Long Buildup 24.1 0.25 %
28-Apr-20 9,380.90 9,417.65 379,800 11,174,475 1.16 % 10.93 % 2.69 % 0.6922 1.46 - Long Buildup 36.75 0.39 %
27-Apr-20 9,282.30 9,309.65 342,375 10,881,675 1.63 % 1.40 % -7.06 % 0.7120 1.42 - Short Covering 27.35 0.29 %
24-Apr-20 9,154.40 9,160.25 337,650 11,708,175 -1.69 % 7.52 % -1.69 % 0.7298 1.41 - Long Windup 5.85 0.06 %
23-Apr-20 9,313.90 9,317.95 314,025 11,909,700 1.16 % 9.15 % -0.91 % 0.7481 1.40 - Short Covering 4.05 0.04 %
22-Apr-20 9,187.30 9,211.35 287,700 12,018,975 2.34 % 5.67 % 1.54 % 0.7695 1.39 - Long Buildup 24.05 0.26 %
21-Apr-20 8,981.45 9,000.80 272,250 11,836,725 -3.06 % 4.37 % 1.57 % 0.7853 1.39 - Short Buildup 19.35 0.22 %
20-Apr-20 9,261.85 9,285.00 260,850 11,654,325 -0.56 % 16.17 % 0.89 % 0.7954 1.39 - Short Buildup 23.15 0.25 %
17-Apr-20 9,266.75 9,337.20 224,550 11,551,050 3.07 % 5.98 % 2.05 % 0.8200 1.40 - Long Buildup 70.45 0.76 %
16-Apr-20 8,992.80 9,058.80 211,875 11,318,625 1.21 % -5.01 % 2.26 % 0.8332 1.37 - Long Buildup 66 0.73 %
15-Apr-20 8,925.30 8,950.45 223,050 11,068,425 -0.80 % 36.74 % -3.91 % 0.8575 1.38 - Long Windup 25.15 0.28 %
13-Apr-20 8,993.85 9,022.25 163,125 11,519,400 -0.79 % -0.28 % -2.42 % 0.8834 1.38 - Long Windup 28.4 0.32 %
09-Apr-20 9,111.90 9,093.85 163,575 11,804,775 3.77 % 13.18 % 8.83 % 0.9102 1.38 - Long Buildup -18.05 -0.2 %
08-Apr-20 8,748.75 8,763.25 144,525 10,847,325 -1.41 % 4.73 % -1.09 % 0.9210 1.38 - Long Windup 14.5 0.17 %
07-Apr-20 8,792.20 8,888.15 138,000 10,966,875 9.54 % 29.03 % 0.30 % 0.9475 1.38 - Long Buildup 95.95 1.09 %
03-Apr-20 8,083.80 8,113.75 106,950 10,933,875 -2.01 % 12.02 % -0.69 % 0.8671 - - Long Windup 29.95 0.37 %
01-Apr-20 8,253.80 8,280.25 95,475 11,009,925 -4.18 % 14.17 % -6.06 % 0.8885 1.41 - Long Windup 26.45 0.32 %
31-Mar-20 8,597.75 8,641.45 83,625 11,720,700 3.78 % 53.16 % -2.05 % 0.8925 1.41 - Short Covering 43.7 0.51 %
30-Mar-20 8,281.10 8,326.85 54,600 11,965,800 -4.33 % 131.11 % 6.18 % 0.9009 1.42 - Short Buildup 45.75 0.55 %
27-Mar-20 8,660.25 8,703.60 23,625 11,269,725 0.00 % 0.00 % -39.52 % 0.9062 1.41 - 43.35 0.5 %
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 01-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
9252.49 9306.77 9400.44 9454.72 9548.39 9602.67 9696.34
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
9420.13 9457.11 9469.44 9481.77 9454.72 9506.43 9518.76 9531.09 9568.08
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
9306.77 9363.29 9398.2 9454.72 9511.24 9546.15 9602.67
DeMark Pivot
Support 1 Pivot Point Resistance 1
9427.58 9468.29 9575.53