FnO Contract Details

Expiry:
Symbol:

MCDOWELL-N analysis for the selected expiry [Apr-20] as on 08-Apr-20

MCDOWELL-N Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 515.00 539.80 505.00 521.60 NA 2.17 % NA NA
30-Apr-20 513.95 539.50 505.25 522.95 10,323,750 2.23 % -5.65 % Short Covering
28-May-20 530.20 535.00 522.95 528.00 30,000 4.05 % 0.00 %
Cummulative NA NA NA NA 10,353,750 NA -5.64 % Short Covering
MCDOWELL-N Options OI PCR:  0.53   (Expiry : 30-Apr-20 )   PUT OI: 195,000   CALL OI: 365,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 128750 5.10% 7.00 1.45% Long Buildup
500.00 75000 -15.49% 44.35 16.71% Short Covering
550.00 58750 123.81% 20.25 18.42% 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
550.00 58750 123.81% 20.25 18.42% Long Buildup
540.00 12500 400.00% 23.25 92.15% Long Buildup
570.00 11250 800.00% 12.55 30.73% 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
500.00 75000 -15.49% 44.35 16.71% Short Covering
520.00 17500 -22.22% 29.95 35.52% Short Covering
480.00 7500 -14.29% 64.95 34.19% 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 43750 34.62% 21.65 -22.68% Short Buildup
450.00 28750 4.55% 8.45 -18.75% Short Buildup
400.00 26250 10.53% 2.90 -18.31% 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 43750 34.62% 21.65 -22.68% Short Buildup
480.00 11250 125.00% 10.85 -66.09% Short Buildup
400.00 26250 10.53% 2.90 -18.31% 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
 
 
MCDOWELL-N 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 %
08-Apr-20 521.60 522.95 10,323,750 10,353,750 2.23 % -5.65 % -5.64 % 0.9076 0.53 0.29 % Short Covering 39.58%62.55 1.35 0.26 %
07-Apr-20 510.50 511.55 10,942,500 10,972,500 9.35 % -0.73 % -0.71 % 0.9303 0.54 0.27 % Short Covering 44.76%82.19 1.05 0.21 %
03-Apr-20 465.80 467.80 11,022,500 11,051,250 0.73 % -0.36 % -0.37 % 0.8515 - 0.26 % Short Covering 43.41%57.19 2 0.43 %
01-Apr-20 462.85 464.40 11,062,500 11,092,500 -4.49 % 0.85 % 0.91 % 0.8778 0.74 0.27 % Short Buildup 45.38%50.21 1.55 0.33 %
31-Mar-20 484.60 486.25 10,968,750 10,992,500 3.34 % 1.96 % 1.89 % 0.8778 0.81 0.22 % Long Buildup 46.08%41.25 1.65 0.34 %
30-Mar-20 467.30 470.55 10,757,500 10,788,750 -0.40 % 3.41 % 3.51 % 0.8883 0.96 0.29 % Short Buildup 40.75%40.79 3.25 0.7 %
27-Mar-20 470.40 472.45 10,402,500 10,422,500 -4.17 % -0.14 % -9.02 % 0.9157 1.19 0.19 % Long Windup 34.52%22.09 2.05 0.44 %
26-Mar-20 490.65 493.00 10,417,500 11,456,250 4.32 % 15.05 % -5.55 % 0.9226 5.71 - Short Covering 36.18%52.61 2.35 0.48 %
25-Mar-20 465.55 472.60 9,055,000 12,130,000 3.90 % 79.48 % -4.38 % 0.9176 10.00 - Short Covering 60.26%149.18 7.05 1.51 %
24-Mar-20 451.70 454.85 5,045,000 12,685,000 1.35 % 68.52 % -4.67 % 0.9352 2.00 - Short Covering 58.62%58.20 3.15 0.7 %
23-Mar-20 448.10 448.80 2,993,750 13,306,250 -13.14 % 154.52 % -7.49 % 0.9638 1.00 - Long Windup 56.66%39.32 0.7 0.16 %
20-Mar-20 517.15 516.70 1,176,250 14,383,750 3.07 % 125.66 % 3.24 % 0.7134 62.00 - Long Buildup 33.90%31.06 -0.45 -0.09 %
19-Mar-20 499.45 501.30 521,250 13,932,500 -0.98 % 9.16 % -0.70 % 0.7162 63.00 - Long Windup 20.85%17.99 1.85 0.37 %
18-Mar-20 505.10 506.25 477,500 14,031,250 -3.32 % 3.80 % -0.16 % 0.7366 14.00 - Long Windup 37.27%39.71 1.15 0.23 %
17-Mar-20 525.20 523.65 460,000 14,053,750 -0.51 % 41.00 % -1.10 % 0.7362 14.00 - Long Windup 45.04%53.08 -1.55 -0.3 %
16-Mar-20 524.75 526.35 326,250 14,210,000 -7.01 % 65.19 % -1.20 % 0.7593 14.00 - Long Windup 44.11%51.18 1.6 0.3 %
13-Mar-20 564.90 566.05 197,500 14,382,500 4.13 % -5.39 % -7.72 % 0.6974 14.00 - Short Covering 47.94%83.72 1.15 0.2 %
12-Mar-20 543.35 543.60 208,750 15,586,250 -11.46 % 0.00 % -1.17 % 0.6944 14.00 - Long Windup 40.79%63.36 0.25 0.05 %
11-Mar-20 608.20 613.95 208,750 15,771,250 -1.37 % -1.76 % 1.01 % 0.4661 - - Short Buildup 38.49%34.44 5.75 0.95 %
09-Mar-20 619.85 622.45 212,500 15,613,750 -4.33 % -1.73 % 0.43 % 0.4720 - - Short Buildup 33.69%27.92 2.6 0.42 %
06-Mar-20 645.10 650.65 216,250 15,547,500 -2.16 % 8.13 % 2.84 % 0.4470 - - Short Buildup 41.88%42.91 5.55 0.86 %
05-Mar-20 662.15 665.00 200,000 15,118,750 -0.52 % 13.48 % 1.42 % 0.4435 - - Short Buildup 26.36%24.05 2.85 0.43 %
04-Mar-20 664.70 668.45 176,250 14,907,500 -0.74 % 4.44 % -0.23 % 0.4571 - - Long Windup 24.35%26.36 3.75 0.56 %
03-Mar-20 667.45 673.45 168,750 14,942,500 2.01 % 22.73 % 0.78 % 0.4710 - - Long Buildup 38.58%54.93 6 0.9 %
02-Mar-20 657.45 660.15 137,500 14,827,500 -3.63 % 0.92 % -1.76 % 0.4803 - - Long Windup 36.75%55.83 2.7 0.41 %
28-Feb-20 686.35 685.05 136,250 15,093,750 -1.96 % 240.63 % -0.76 % 0.4496 - - Long Windup 40.82%118.97 -1.3 -0.19 %
27-Feb-20 686.40 698.75 40,000 15,208,750 0.68 % 128.57 % 6.76 % 0.4637 - - Long Buildup 44.89%86.29 12.35 1.8 %
26-Feb-20 687.95 694.00 17,500 14,246,250 -2.18 % 55.56 % 4.41 % 0.4781 - - Short Buildup 45.56%59.98 6.05 0.88 %
25-Feb-20 703.30 709.50 11,250 13,645,000 -0.03 % 28.57 % 1.93 % 0.4815 - - Short Buildup 41.19%60.56 6.2 0.88 %
24-Feb-20 702.85 709.70 8,750 13,386,250 -0.07 % 16.67 % 0.00 % 0.4966 - - 46.04%59.93 6.85 0.97 %
20-Feb-20 723.15 710.20 7,500 13,386,250 0.00 % 0.00 % 1.48 % 0.4934 - - 17.28%24.31 -12.95 -1.79 %
19-Feb-20 730.10 710.20 7,500 13,191,250 0.00 % 0.00 % 1.04 % 0.5068 - - 17.63%34.69 -19.9 -2.73 %
18-Feb-20 722.10 710.20 7,500 13,055,000 0.00 % 0.00 % 2.08 % 0.5201 - - 22.54%36.91 -11.9 -1.65 %
17-Feb-20 700.20 710.20 7,500 12,788,750 4.36 % 20.00 % 0.15 % 0.5154 - - Long Buildup 19.80%17.68 10 1.43 %
14-Feb-20 703.55 680.55 6,250 12,770,000 0.00 % 0.00 % -1.50 % 0.5311 - - 20.51%21.31 -23 -3.27 %
13-Feb-20 710.40 680.55 6,250 12,965,000 0.00 % 0.00 % -3.86 % 0.5458 - - 22.40%75.89 -29.85 -4.2 %
12-Feb-20 692.35 680.55 6,250 13,485,000 0.00 % 0.00 % 0.28 % 0.5490 - - 25.11%43.40 -11.8 -1.7 %
11-Feb-20 671.25 680.55 6,250 13,447,500 0.00 % 0.00 % 0.80 % 0.5462 - - 41.19%69.65 9.3 1.39 %
10-Feb-20 687.90 680.55 6,250 13,341,250 0.00 % 0.00 % 0.80 % 0.5508 - - 19.54%35.01 -7.35 -1.07 %
07-Feb-20 676.65 680.55 6,250 13,235,000 2.15 % 0.00 % -0.11 % 0.5625 - - Short Covering 15.94%74.59 3.9 0.58 %
06-Feb-20 654.20 666.20 6,250 13,250,000 4.34 % 150.00 % 0.52 % 0.5570 - - Long Buildup 38.23%52.96 12 1.83 %
05-Feb-20 652.75 638.50 2,500 13,181,250 0.00 % 0.00 % -2.74 % 0.5744 - - 42.64%95.34 -14.25 -2.18 %
04-Feb-20 644.55 638.50 2,500 13,552,500 0.00 % 0.00 % 1.02 % 0.5893 - - 45.13%102.48 -6.05 -0.94 %
03-Feb-20 621.70 638.50 2,500 13,416,250 0.00 % 0.00 % 3.88 % 0.5823 - - 50.10%73.03 16.8 2.7 %
01-Feb-20 622.85 638.50 2,500 12,915,000 0.00 % 0.00 % -1.45 % 0.6006 - - 22.93%45.12 15.65 2.51 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
62.55 Crore Rs. 67.31 Crore Rs. 58.68 Crore Rs. 51.11 Crore Rs. 54.20 Crore Rs. 52.43 Crore Rs. More details >>
Average Delivery Percentage
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
39.58 % 42.70 % 43.62 % 41.61 % 44.98 % 43.97 % More details >>
 
 
MCDOWELL-N Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 09-Apr-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
471.39 488.32 505.64 522.57 539.89 556.82 574.14
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
505.83 514.39 517.24 520.1 522.57 525.8 528.66 531.51 540.08
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
488.32 501.4 509.49 522.57 535.65 543.74 556.82
DeMark Pivot
Support 1 Pivot Point Resistance 1
514.1 526.8 548.35
 
 
MCDOWELL-N Result / Events
Date Description Status
27-Jan-20Financial ResultsCompleted
24-Oct-19Financial ResultsCompleted
22-Jul-19Financial ResultsCompleted
29-May-19Financial ResultsCompleted
23-Jan-19Financial ResultsCompleted