FnO Contract Details

Expiry:
Symbol:

MCDOWELL-N analysis for the selected expiry [Jun-20] as on 05-Jun-20

MCDOWELL-N Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 583.00 595.00 577.05 586.05 NA 1.33 % NA NA
25-Jun-20 584.80 597.00 577.30 587.65 10,747,500 1.32 % 4.45 % Long Buildup
30-Jul-20 580.05 597.40 580.00 589.35 135,000 1.32 % -2.70 % Short Covering
Cummulative NA NA NA NA 10,882,500 NA 4.34 % Long Buildup
MCDOWELL-N Options OI PCR:  0.54   (Expiry : 25-Jun-20 )   PUT OI: 1,258,750   CALL OI: 2,316,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 665000 7.69% 22.40 13.42% Long Buildup
700.00 308750 4.22% 2.85 11.76% Long Buildup
620.00 260000 -5.45% 15.45 13.60% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 665000 7.69% 22.40 13.42% Long Buildup
610.00 100000 42.86% 18.60 12.05% Long Buildup
700.00 308750 4.22% 2.85 11.76% 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
580.00 192500 -16.30% 31.55 12.28% Short Covering
660.00 132500 -21.48% 6.85 25.69% Short Covering
620.00 260000 -5.45% 15.45 13.60% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
560.00 270000 1.41% 15.25 -18.01% Short Buildup
550.00 185000 2.78% 11.65 -21.28% Short Buildup
540.00 183750 5.76% 9.35 -18.34% 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
580.00 147500 18.00% 23.80 -15.75% Short Buildup
520.00 122500 10.11% 5.00 -24.81% Short Buildup
540.00 183750 5.76% 9.35 -18.34% 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
480.00 22500 -5.26% 1.50 -11.76% Long Windup
570.00 62500 -1.96% 18.80 -17.54% Long Windup
600.00 25000 -4.76% 34.90 -11.31% 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 %
05-Jun-20 586.05 587.65 10,747,500 10,882,500 1.32 % 4.45 % 4.34 % 0.5132 0.54 1.24 % Long Buildup 24.63%66.28 1.6 0.27 %
04-Jun-20 578.35 580.00 10,290,000 10,430,000 0.93 % 0.35 % 0.57 % 0.5142 0.51 1.34 % Long Buildup 23.02%35.30 1.65 0.29 %
03-Jun-20 572.45 574.65 10,253,750 10,371,250 0.15 % -2.73 % -2.40 % 0.5153 - 1.13 % Short Covering 23.50%60.71 2.2 0.38 %
02-Jun-20 573.45 573.80 10,541,250 10,626,250 -2.91 % 6.94 % 6.96 % 0.5166 0.56 0.80 % Short Buildup 27.70%63.25 0.35 0.06 %
01-Jun-20 589.30 591.00 9,857,500 9,935,000 0.14 % -1.84 % -1.60 % 0.5166 0.57 0.78 % Short Covering 15.83%43.07 1.7 0.29 %
29-May-20 594.10 590.15 10,042,500 10,096,250 4.82 % 4.36 % 2.15 % 0.6596 0.59 0.53 % Long Buildup 28.28%153.24 -3.95 -0.66 %
28-May-20 563.60 563.00 9,622,500 9,883,750 -2.65 % 22.40 % 2.62 % 0.6310 0.69 - Short Buildup 13.13%43.87 -0.6 -0.11 %
27-May-20 578.20 578.35 7,861,250 9,631,250 -0.94 % 56.36 % -5.65 % 0.6390 0.69 - Long Windup 11.04%19.07 0.15 0.03 %
26-May-20 583.00 583.85 5,027,500 10,207,500 -0.93 % 174.54 % -3.55 % 0.6578 0.76 - Long Windup 20.58%43.75 0.85 0.15 %
22-May-20 589.25 589.35 1,831,250 10,583,750 -3.16 % 135.91 % 0.02 % 0.6766 0.77 - Short Buildup 14.41%- 0.1 0.02 %
21-May-20 609.95 608.60 776,250 10,581,250 5.78 % 89.33 % 0.83 % 0.6776 0.99 - Long Buildup 19.69%108.13 -1.35 -0.22 %
20-May-20 575.15 575.35 410,000 10,493,750 3.69 % 5.81 % -1.59 % 0.6387 1.70 - Short Covering 13.05%49.85 0.2 0.03 %
19-May-20 555.10 554.90 387,500 10,663,750 2.14 % 7.27 % -0.70 % 0.6361 2.55 - Short Covering 14.28%36.97 -0.2 -0.04 %
18-May-20 542.60 543.30 361,250 10,738,750 0.62 % 21.94 % -4.87 % 0.6469 2.62 - Short Covering 10.80%70.90 0.7 0.13 %
15-May-20 540.85 539.95 296,250 11,288,750 -0.17 % 3.49 % -2.89 % 0.6670 0.70 - Long Windup 16.09%73.62 -0.9 -0.17 %
14-May-20 539.80 540.85 286,250 11,625,000 5.16 % 57.93 % -0.48 % 0.6879 1.30 - Short Covering 16.48%134.67 1.05 0.19 %
13-May-20 510.20 514.30 181,250 11,681,250 1.15 % 18.85 % 6.12 % 0.6552 4.33 - Long Buildup 24.81%75.01 4.1 0.8 %
12-May-20 505.50 508.45 152,500 11,007,500 2.36 % 24.49 % -0.62 % 0.6743 - - Short Covering 24.28%38.41 2.95 0.58 %
11-May-20 493.20 496.75 122,500 11,076,250 -1.67 % 24.05 % -2.37 % 0.6853 14.00 - Long Windup 35.44%66.02 3.55 0.72 %
08-May-20 501.35 505.20 98,750 11,345,000 -0.26 % 0.00 % -0.75 % 0.7024 14.00 - Long Windup 22.99%52.29 3.85 0.77 %
07-May-20 504.75 506.50 98,750 11,431,250 2.73 % -1.25 % -4.51 % 0.7237 10.00 - Short Covering 19.55%76.35 1.75 0.35 %
06-May-20 493.85 493.05 100,000 11,971,250 -1.07 % 37.93 % -1.62 % 0.7390 10.00 - Long Windup 18.09%74.21 -0.8 -0.16 %
05-May-20 494.90 498.40 72,500 12,168,750 -8.30 % 1.75 % 4.71 % 0.7621 7.00 - Short Buildup 24.22%148.85 3.5 0.71 %
04-May-20 541.85 543.50 71,250 11,621,250 0.99 % 147.83 % 7.12 % 0.6534 - - Long Buildup 19.34%127.24 1.65 0.3 %
30-Apr-20 536.65 538.15 28,750 10,848,750 0.68 % 4.55 % -4.04 % 0.6723 - - Short Covering 37.89%62.01 1.5 0.28 %
29-Apr-20 532.30 534.50 27,500 11,305,000 1.32 % -4.35 % -3.25 % 0.6923 - - Short Covering 29.54%35.52 2.2 0.41 %
28-Apr-20 522.90 527.55 28,750 11,685,000 -0.27 % 35.29 % 0.17 % 0.7089 - - Short Buildup 43.80%49.28 4.65 0.89 %
27-Apr-20 522.05 529.00 21,250 11,665,000 2.43 % 30.77 % 0.76 % 0.7311 - - Long Buildup 32.27%20.47 6.95 1.33 %
24-Apr-20 519.50 516.45 16,250 11,577,500 -3.11 % 550.00 % 1.78 % 0.7537 - - Short Buildup 37.42%28.04 -3.05 -0.59 %
23-Apr-20 529.55 533.05 2,500 11,375,000 0.39 % 100.00 % 0.12 % 0.7719 - - Long Buildup 35.50%46.26 3.5 0.66 %
22-Apr-20 540.75 531.00 1,250 11,361,250 0.00 % 0.00 % 5.10 % 0.7897 - - 33.02%46.07 -9.75 -1.8 %
 
 
Average Delivery Volume
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
66.28 Crore Rs. 54.10 Crore Rs. 53.72 Crore Rs. 60.60 Crore Rs. 55.65 Crore Rs. 62.42 Crore Rs. More details >>
Average Delivery Percentage
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
24.63 % 23.83 % 22.77 % 21.68 % 19.40 % 19.01 % More details >>
 
 
MCDOWELL-N Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 08-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
557.94 567.62 577.64 587.32 597.34 607.02 617.04
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
577.8 582.73 584.37 586.01 587.32 589.29 590.93 592.58 597.5
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
567.62 575.15 579.79 587.32 594.85 599.49 607.02
DeMark Pivot
Support 1 Pivot Point Resistance 1
582.48 589.74 602.18
 
 
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