FnO Contract Details

Expiry:
Symbol:

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

MCDOWELL-N Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 583.90 601.00 583.35 592.00 NA 1.61 % NA NA
27-Aug-20 586.35 603.50 584.45 593.55 15,891,250 1.37 % -2.89 % Short Covering
24-Sep-20 591.00 604.55 591.00 595.15 165,000 1.38 % 5.60 % Long Buildup
29-Oct-20 597.40 597.40 597.40 597.40 3,750 2.12 % 50.00 % Long Buildup
Cummulative NA NA NA NA 16,060,000 NA -2.81 % Short Covering
MCDOWELL-N Options OI PCR:  0.43   (Expiry : 27-Aug-20 )   PUT OI: 1,560,000   CALL OI: 3,630,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 956250 3.38% 17.50 30.11% Long Buildup
610.00 530000 184.56% 14.00 33.33% Long Buildup
620.00 523750 10.26% 10.85 29.17% 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
610.00 530000 184.56% 14.00 33.33% Long Buildup
620.00 523750 10.26% 10.85 29.17% Long Buildup
640.00 213750 23.91% 6.15 21.78% 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
590.00 208750 -14.36% 21.65 26.61% Short Covering
580.00 217500 -7.45% 27.15 25.99% Short Covering
700.00 298750 -2.45% 1.35 -12.90% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
580.00 318750 6.25% 12.95 -18.04% Short Buildup
560.00 232500 0.00% 6.60 -15.92% Short Buildup
600.00 188750 -1.31% 23.95 -13.38% 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
570.00 180000 11.63% 9.35 -18.70% Short Buildup
580.00 318750 6.25% 12.95 -18.04% Short Buildup
550.00 178750 8.33% 4.35 -20.18% 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
700.00 3750 -62.50% 102.00 -0.97% Long Windup
530.00 27500 -8.33% 1.25 -43.18% Long Windup
540.00 137500 -1.79% 2.70 -19.40% Long Windup
 
 
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 %
13-Aug-20 592.00 593.55 15,891,250 16,060,000 1.37 % -2.89 % -2.81 % 0.4762 0.43 1.05 % Short Covering 22.90%36.30 1.55 0.26 %
12-Aug-20 582.60 585.50 16,365,000 16,523,750 -0.10 % -1.41 % -1.35 % 0.4769 0.47 0.96 % Long Windup 21.69%12.56 2.9 0.5 %
11-Aug-20 582.80 586.10 16,598,750 16,750,000 -1.93 % -1.40 % -1.23 % 0.4781 0.50 0.90 % Long Windup 58.27%86.65 3.3 0.57 %
10-Aug-20 594.85 597.65 16,835,000 16,958,750 1.31 % 3.42 % 3.43 % 0.4785 0.48 0.73 % Long Buildup 25.05%24.69 2.8 0.47 %
07-Aug-20 586.90 589.90 16,277,500 16,396,250 1.37 % -2.19 % -2.09 % 0.4793 0.47 0.72 % Short Covering 24.43%25.61 3 0.51 %
06-Aug-20 579.65 581.95 16,641,250 16,746,250 -0.85 % 0.37 % 0.45 % 0.4802 0.49 0.63 % Short Buildup 33.83%33.76 2.3 0.4 %
05-Aug-20 583.95 586.95 16,580,000 16,671,250 1.61 % 0.50 % 0.57 % 0.4813 0.49 0.55 % Long Buildup 23.68%30.30 3 0.51 %
04-Aug-20 575.25 577.65 16,497,500 16,577,500 0.45 % 0.20 % 0.19 % 0.4821 0.52 0.48 % Long Buildup 25.79%17.09 2.4 0.42 %
03-Aug-20 574.00 575.05 16,465,000 16,546,250 -1.46 % 0.41 % 0.42 % 0.4833 0.52 0.49 % Short Buildup 34.44%22.85 1.05 0.18 %
31-Jul-20 581.20 583.55 16,397,500 16,476,250 0.93 % 0.10 % -4.98 % 0.4842 0.52 0.48 % Short Covering 19.97%22.71 2.35 0.4 %
30-Jul-20 575.60 578.15 16,381,250 17,340,000 -0.44 % 21.07 % -3.71 % 0.4853 0.57 - Long Windup 27.06%38.88 2.55 0.44 %
29-Jul-20 577.55 580.70 13,530,000 18,008,750 -1.01 % 48.60 % 0.05 % 0.4865 0.54 - Short Buildup 29.23%35.89 3.15 0.55 %
28-Jul-20 585.25 586.60 9,105,000 18,000,000 -1.09 % 80.39 % -2.23 % 0.4874 0.68 - Long Windup 20.42%63.61 1.35 0.23 %
27-Jul-20 590.80 593.05 5,047,500 18,411,250 -1.15 % 91.65 % 0.55 % 0.4884 0.44 - Short Buildup 18.13%24.37 2.25 0.38 %
24-Jul-20 598.80 599.95 2,633,750 18,311,250 -2.31 % 100.29 % 5.29 % 0.4893 0.46 - Short Buildup 19.96%37.77 1.15 0.19 %
23-Jul-20 611.60 614.15 1,315,000 17,391,250 2.69 % 59.64 % 1.35 % 0.4897 0.61 - Long Buildup 25.48%70.96 2.55 0.42 %
22-Jul-20 595.80 598.05 823,750 17,158,750 0.41 % 26.25 % 1.64 % 0.4897 0.88 - Long Buildup 16.66%33.97 2.25 0.38 %
21-Jul-20 593.30 595.60 652,500 16,882,500 -1.05 % 30.17 % 0.23 % 0.4909 0.95 - Short Buildup 32.81%27.33 2.3 0.39 %
20-Jul-20 600.35 601.95 501,250 16,843,750 -0.88 % 6.08 % -0.68 % 0.4918 1.76 - Long Windup 20.42%18.48 1.6 0.27 %
17-Jul-20 604.75 607.30 472,500 16,958,750 -0.87 % 7.08 % -0.35 % 0.4930 2.14 - Long Windup 18.42%18.98 2.55 0.42 %
16-Jul-20 608.90 612.60 441,250 17,017,500 1.98 % 6.33 % 0.13 % 0.4941 2.14 - Long Buildup 23.01%39.59 3.7 0.61 %
15-Jul-20 598.00 600.70 415,000 16,995,000 -3.42 % 11.41 % 5.40 % 0.4948 4.07 - Short Buildup 40.41%88.49 2.7 0.45 %
14-Jul-20 619.50 622.00 372,500 16,123,750 -1.91 % 4.93 % -1.53 % 0.4937 5.20 - Long Windup 19.20%28.66 2.5 0.4 %
13-Jul-20 629.40 634.10 355,000 16,375,000 -0.66 % 1.07 % -2.38 % 0.4945 10.00 - Long Windup 20.37%36.28 4.7 0.75 %
10-Jul-20 636.10 638.30 351,250 16,773,750 1.75 % 6.44 % 0.73 % 0.4955 9.60 - Long Buildup 20.87%55.21 2.2 0.35 %
09-Jul-20 625.45 627.30 330,000 16,652,500 1.64 % 12.82 % 2.01 % 0.4962 12.00 - Long Buildup 15.78%46.48 1.85 0.3 %
08-Jul-20 612.95 617.15 292,500 16,323,750 3.38 % 239.13 % 2.22 % 0.4967 16.00 - Long Buildup 29.84%172.93 4.2 0.69 %
07-Jul-20 593.70 597.00 86,250 15,970,000 0.77 % 0.00 % 1.07 % 0.4961 2.33 - Long Buildup 41.11%91.82 3.3 0.56 %
06-Jul-20 588.95 592.45 86,250 15,801,250 0.15 % 4.55 % 4.09 % 0.4972 3.50 - Long Buildup 36.78%66.91 3.5 0.59 %
03-Jul-20 588.55 591.55 82,500 15,180,000 -1.01 % 32.00 % 4.94 % 0.4984 3.00 - Short Buildup 37.72%68.50 3 0.51 %
02-Jul-20 594.65 597.60 62,500 14,465,000 -0.69 % -10.71 % 1.58 % 0.4995 - - Short Buildup 34.25%47.92 2.95 0.5 %
01-Jul-20 599.20 601.75 70,000 14,240,000 1.69 % 16.67 % 3.59 % 0.5006 - - Long Buildup 17.21%28.30 2.55 0.43 %
30-Jun-20 592.30 591.75 60,000 13,746,250 0.98 % 26.32 % 6.23 % 0.5017 - - Long Buildup 22.53%62.33 -0.55 -0.09 %
29-Jun-20 584.05 586.00 47,500 12,940,000 -1.02 % 11.76 % -1.06 % 0.5026 - - Long Windup 37.87%43.77 1.95 0.33 %
26-Jun-20 591.45 592.05 42,500 13,078,750 -1.82 % 17.24 % -1.01 % 0.5035 - - Long Windup 43.74%76.40 0.6 0.1 %
25-Jun-20 601.10 603.00 36,250 13,212,500 -1.23 % 61.11 % 1.67 % 0.5043 - - Short Buildup 41.08%81.29 1.9 0.32 %
24-Jun-20 608.00 610.50 22,500 12,995,000 -3.85 % 50.00 % -3.75 % 0.5053 - - Long Windup 23.45%52.05 2.5 0.41 %
23-Jun-20 622.45 634.95 15,000 13,501,250 0.00 % -7.69 % -2.53 % 0.5056 - - 28.54%62.14 12.5 2.01 %
22-Jun-20 635.10 634.95 16,250 13,851,250 9.41 % 550.00 % 3.99 % 0.5061 - - Long Buildup 20.00%40.67 -0.15 -0.02 %
19-Jun-20 618.05 580.35 2,500 13,320,000 -4.14 % 0.00 % 3.92 % 0.5061 - - Short Buildup 30.22%87.79 -37.7 -6.1 %
18-Jun-20 610.00 605.40 2,500 12,817,500 0.00 % 0.00 % 4.27 % 0.5070 - - 19.29%22.99 -4.6 -0.75 %
17-Jun-20 605.55 605.40 2,500 12,292,500 0.00 % 0.00 % 0.42 % 0.5082 - - 12.84%16.57 -0.15 -0.02 %
16-Jun-20 604.80 605.40 2,500 12,241,250 1.71 % 100.00 % -3.45 % 0.5095 - - Short Covering 17.72%42.26 0.6 0.1 %
15-Jun-20 612.70 595.25 1,250 12,678,750 0.00 % 0.00 % 2.13 % 0.5105 - - 13.70%47.33 -17.45 -2.85 %
12-Jun-20 617.45 595.25 1,250 12,413,750 0.00 % 0.00 % 7.00 % 0.5116 - - 15.38%67.49 -22.2 -3.6 %
11-Jun-20 594.30 595.25 1,250 11,601,250 0.00 % 0.00 % 1.37 % 0.5103 - - 12.02%37.41 0.95 0.16 %
04-Jun-20 578.35 584.70 1,250 10,430,000 0.71 % 0.00 % 0.57 % 0.5142 - - Long Buildup 23.02%35.30 6.35 1.1 %
03-Jun-20 572.45 580.55 1,250 10,371,250 0.00 % 0.00 % -2.40 % 0.5153 - - 23.50%60.71 8.1 1.41 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
36.30 Crore Rs. 45.17 Crore Rs. 37.16 Crore Rs. 33.37 Crore Rs. 34.68 Crore Rs. 34.40 Crore Rs. More details >>
Average Delivery Percentage
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
22.90 % 37.21 % 32.76 % 30.99 % 27.85 % 25.17 % More details >>
 
 
MCDOWELL-N 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
565.11 574.78 584.16 593.83 603.21 612.88 622.26
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
584.03 588.79 590.38 591.96 593.83 595.14 596.73 598.31 603.08
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
574.78 582.06 586.55 593.83 601.11 605.6 612.88
DeMark Pivot
Support 1 Pivot Point Resistance 1
589 596.25 608.05
 
 
MCDOWELL-N Result / Events
Date Description Status
27-Jul-20Financial ResultsCompleted
27-Jan-20Financial ResultsCompleted
24-Oct-19Financial ResultsCompleted
22-Jul-19Financial ResultsCompleted
29-May-19Financial ResultsCompleted
23-Jan-19Financial ResultsCompleted