FnO Contract Details

Expiry:
Symbol:

NAM-INDIA analysis for the selected expiry [Apr-21] as on 16-Apr-21

NAM-INDIA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 332.25 339.15 332.20 337.20 NA 1.35 % NA NA
29-Apr-21 334.20 340.85 334.20 338.75 1,880,000 1.80 % 56.25 % Long Buildup
27-May-21 338.70 340.75 335.45 340.00 92,800 1.95 % 48.72 % Long Buildup
24-Jun-21 338.05 338.05 337.60 337.60 4,800 -0.71 % 200.00 % Short Buildup
Cummulative NA NA NA NA 1,977,600 NA 56.06 % Long Buildup
NAM-INDIA Options OI PCR:  0.28   (Expiry : 29-Apr-21 )   PUT OI: 281,600   CALL OI: 998,400 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
370.00 222400 -2.80% 2.20 0.00%
360.00 212800 -10.74% 3.30 10.00% Short Covering
350.00 204800 0.79% 5.80 12.62% 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
340.00 57600 16.13% 9.45 21.15% Long Buildup
345.00 9600 20.00% 7.70 -69.38% Short Buildup
350.00 204800 0.79% 5.80 12.62% 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
360.00 212800 -10.74% 3.30 10.00% Short Covering
370.00 222400 -2.80% 2.20 0.00% Short Covering
330.00 12800 -27.27% 15.00 20.00% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
320.00 68800 -2.27% 4.00 -33.33% Long Windup
350.00 64000 -2.44% 17.85 -23.06% Long Windup
300.00 60800 0.00% 1.05 0.00% 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
315.00 20800 18.18% 2.60 -51.40% Short Buildup
None
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
330.00 25600 -15.79% 6.30 -40.57% Long Windup
350.00 64000 -2.44% 17.85 -23.06% Long Windup
320.00 68800 -2.27% 4.00 -33.33% Long Windup
 
 
NAM-INDIA 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 %
16-Apr-21 337.20 338.75 1,880,000 1,977,600 1.80 % 56.25 % 56.06 % 0.5906 0.28 4.94 % Long Buildup 61.17%26.43 1.55 0.46 %
15-Apr-21 332.70 332.75 1,203,200 1,267,200 0.64 % -0.92 % -0.75 % 0.5916 0.28 5.05 % Short Covering 22.34%7.90 0.05 0.02 %
13-Apr-21 329.15 330.65 1,214,400 1,276,800 1.16 % 0.40 % 0.38 % 0.5930 0.26 4.89 % Long Buildup 38.25%6.68 1.5 0.46 %
12-Apr-21 326.70 326.85 1,209,600 1,272,000 -7.53 % -6.55 % -5.36 % 0.5943 0.21 4.91 % Long Windup 47.96%14.67 0.15 0.05 %
09-Apr-21 352.65 353.45 1,294,400 1,344,000 -1.97 % -11.39 % -10.35 % 0.5863 0.20 3.69 % Long Windup 39.64%12.65 0.8 0.23 %
08-Apr-21 358.05 360.55 1,460,800 1,499,200 5.32 % 50.16 % 48.73 % 0.5871 0.24 2.56 % Long Buildup 42.16%42.54 2.5 0.7 %
07-Apr-21 340.45 342.35 972,800 1,008,000 1.00 % 15.59 % 14.96 % 0.5844 0.43 3.49 % Long Buildup 58.42%20.33 1.9 0.56 %
06-Apr-21 337.15 338.95 841,600 876,800 0.56 % 0.00 % 0.00 % 0.5857 0.49 4.01 % 71.23%13.74 1.8 0.53 %
05-Apr-21 335.55 337.05 841,600 876,800 -2.88 % -5.23 % -5.19 % 0.5871 0.50 4.01 % Long Windup 44.20%7.92 1.5 0.45 %
01-Apr-21 344.40 347.05 888,000 924,800 1.86 % 17.83 % 18.44 % 0.5873 0.49 3.98 % Long Buildup 52.73%14.12 2.65 0.77 %
31-Mar-21 338.30 340.70 753,600 780,800 0.83 % -1.07 % 1.24 % 0.0000 0.36 3.48 % Long Buildup 49.59%6.56 2.4 0.71 %
30-Mar-21 336.20 337.90 747,200 771,200 1.47 % 3.32 % 4.10 % 0.5896 0.46 3.11 % Long Buildup 47.70%8.02 1.7 0.51 %
26-Mar-21 330.55 333.00 723,200 740,800 1.63 % -0.66 % -13.78 % 0.5907 0.60 2.38 % Short Covering 78.98%21.21 2.45 0.74 %
25-Mar-21 327.20 327.65 728,000 859,200 -1.99 % 8.59 % -28.40 % 0.5918 0.70 - Long Windup 52.21%18.39 0.45 0.14 %
24-Mar-21 335.05 334.30 670,400 1,200,000 -2.01 % 48.58 % -1.32 % 0.5927 0.79 - Long Windup 62.57%12.43 -0.75 -0.22 %
23-Mar-21 339.80 341.15 451,200 1,216,000 1.20 % 27.03 % -8.21 % 0.5937 1.13 - Short Covering 46.51%15.27 1.35 0.4 %
22-Mar-21 336.05 337.10 355,200 1,324,800 2.11 % 113.46 % -4.61 % 0.5949 1.14 - Short Covering 55.59%19.73 1.05 0.31 %
19-Mar-21 326.80 330.15 166,400 1,388,800 1.18 % 65.08 % -5.86 % 0.5955 12.00 - Short Covering 62.03%21.32 3.35 1.03 %
18-Mar-21 323.10 326.30 100,800 1,475,200 -3.07 % 53.66 % -1.50 % 0.5967 11.00 - Long Windup 49.93%11.86 3.2 0.99 %
17-Mar-21 333.65 336.65 65,600 1,497,600 -0.43 % -6.82 % -6.59 % 0.5967 10.00 - Long Windup 45.11%13.02 3 0.9 %
16-Mar-21 334.15 338.10 70,400 1,603,200 -1.47 % 18.92 % 0.80 % 0.5981 - - Short Buildup 46.85%11.59 3.95 1.18 %
15-Mar-21 340.15 343.15 59,200 1,590,400 -1.22 % 15.63 % -8.22 % 0.5992 - - Long Windup 47.19%12.96 3 0.88 %
12-Mar-21 346.60 347.40 51,200 1,732,800 -2.72 % 39.13 % -1.28 % 0.6004 - - Long Windup 62.69%17.33 0.8 0.23 %
10-Mar-21 353.40 357.10 36,800 1,755,200 -0.03 % 35.29 % 1.67 % 0.6010 - - Short Buildup 47.19%14.85 3.7 1.05 %
09-Mar-21 349.90 357.20 27,200 1,726,400 0.34 % 6.25 % 1.03 % 0.6025 - - Long Buildup 44.31%8.29 7.3 2.09 %
08-Mar-21 354.00 356.00 25,600 1,708,800 1.76 % 23.08 % -5.82 % 0.6038 - - Short Covering 26.70%7.18 2 0.56 %
05-Mar-21 352.85 349.85 20,800 1,814,400 -4.69 % 18.18 % -11.34 % 0.6053 - - Long Windup 38.90%11.49 -3 -0.85 %
04-Mar-21 361.25 367.05 17,600 2,046,400 0.29 % 10.00 % 10.93 % 0.6058 - - Long Buildup 22.81%8.44 5.8 1.61 %
03-Mar-21 361.10 366.00 16,000 1,844,800 5.16 % 42.86 % 146.90 % 0.6073 - - Long Buildup 26.92%50.36 4.9 1.36 %
02-Mar-21 345.65 348.05 11,200 747,200 0.00 % 16.67 % 60.48 % 0.6057 - - 31.48%17.14 2.4 0.69 %
01-Mar-21 345.25 348.05 9,600 465,600 5.65 % 20.00 % 92.72 % 0.6072 - - Long Buildup 38.72%13.78 2.8 0.81 %
26-Feb-21 329.80 329.45 8,000 241,600 0.00 % 0.00 % 0.00 % 0.6046 - - 51.26%17.71 -0.35 -0.11 %
 
 
Average Delivery Volume
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
26.43 Crore Rs. 13.67 Crore Rs. 13.67 Crore Rs. 18.12 Crore Rs. 15.60 Crore Rs. 15.54 Crore Rs. More details >>
Average Delivery Percentage
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
61.17 % 42.58 % 43.08 % 46.28 % 48.95 % 50.30 % More details >>
 
 
NAM-INDIA Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 19-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
328.36 331.28 335.01 337.93 341.66 344.58 348.31
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
335.43 337.09 337.64 338.2 337.93 339.3 339.86 340.41 342.08
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
331.28 333.82 335.39 337.93 340.47 342.04 344.58
DeMark Pivot
Support 1 Pivot Point Resistance 1
336.48 338.66 343.13