FnO Contract Details

Expiry:
Symbol:

NBCC analysis for the selected expiry [Sep-19] as on 20-Sep-19

NBCC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 33.65 37.85 33.55 37.50 NA 10.29 % NA NA
26-Sep-19 33.85 38.00 33.45 37.60 26,035,500 10.91 % -12.34 % Short Covering
31-Oct-19 33.85 37.95 33.45 37.75 7,182,500 11.03 % 9.17 % Long Buildup
28-Nov-19 34.35 38.10 34.35 37.65 306,000 10.25 % -10.00 % Short Covering
Cummulative NA NA NA NA 33,524,000 NA -8.45 % Short Covering
NBCC Options OI PCR:  0.87   (Expiry : 26-Sep-19 )   PUT OI: 5,508,000   CALL OI: 6,366,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
40.00 1895500 -21.75% 0.55 266.67% Short Covering
38.00 697000 -18.81% 1.15 283.33% Short Covering
45.00 603500 0.00% 0.10 100.00% 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
41.00 238000 27.27% 0.40 300.00% Long Buildup
50.00 382500 2.27% 0.05 0.00% Long Buildup
47.00 170000 5.26% 0.05 0.00% 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
40.00 1895500 -21.75% 0.55 266.67% Short Covering
35.00 348500 -43.06% 2.60 205.88% Short Covering
38.00 697000 -18.81% 1.15 283.33% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
30.00 2014500 -24.52% 0.10 -50.00% Long Windup
35.00 773500 -14.15% 0.40 -79.49% Long Windup
34.00 467500 -15.38% 0.20 -84.00% 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
38.00 102000 9.09% 1.70 -54.67% 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
30.00 2014500 -24.52% 0.10 -50.00% Long Windup
35.00 773500 -14.15% 0.40 -79.49% Long Windup
34.00 467500 -15.38% 0.20 -84.00% Long Windup
 
 
NBCC 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 %
20-Sep-19 37.50 37.60 26,035,500 33,524,000 10.91 % -12.34 % -8.45 % 0.9350 0.87 22.34 % Short Covering 18.39%22.73 0.1 0.27 %
19-Sep-19 34.00 33.90 29,699,000 36,618,000 -5.17 % 1.75 % 5.56 % 0.8469 0.85 18.90 % Short Buildup 11.33%6.40 -0.1 -0.29 %
18-Sep-19 35.70 35.75 29,189,000 34,688,500 0.42 % -2.66 % -0.68 % 0.8244 0.90 15.85 % Short Covering 10.79%5.75 0.05 0.14 %
17-Sep-19 35.95 35.60 29,988,000 34,926,500 -5.44 % -0.51 % 4.77 % 0.8500 0.89 14.14 % Short Buildup 19.08%11.75 -0.35 -0.97 %
16-Sep-19 37.65 37.65 30,141,000 33,337,000 -0.13 % 0.00 % 1.55 % 0.8341 1.02 9.59 % Short Buildup 17.13%8.91 0 0 %
13-Sep-19 37.55 37.70 30,141,000 32,827,000 -0.92 % 0.97 % 1.60 % 0.8602 1.11 8.18 % Short Buildup 12.21%8.39 0.15 0.4 %
12-Sep-19 38.00 38.05 29,852,000 32,308,500 2.28 % -6.45 % -5.54 % 0.8861 1.03 7.60 % Short Covering 23.54%18.36 0.05 0.13 %
11-Sep-19 37.90 37.20 31,909,000 34,204,000 0.40 % -2.01 % -0.64 % 0.9075 1.04 6.71 % Short Covering 20.59%13.16 -0.7 -1.85 %
09-Sep-19 37.50 37.05 32,563,500 34,425,000 4.81 % 2.71 % 2.74 % 0.9358 1.09 5.41 % Long Buildup 13.01%9.42 -0.45 -1.2 %
06-Sep-19 35.75 35.35 31,705,000 33,507,000 3.06 % -3.82 % -3.22 % 0.9382 1.05 5.38 % Short Covering 16.67%7.43 -0.4 -1.12 %
05-Sep-19 34.80 34.30 32,963,000 34,620,500 4.10 % -5.02 % -4.50 % 0.9566 1.03 4.79 % Short Covering 9.25%8.22 -0.5 -1.44 %
04-Sep-19 33.40 32.95 34,705,500 36,252,500 -0.45 % 4.69 % 4.71 % 0.9675 0.99 4.27 % Short Buildup 14.47%6.83 -0.45 -1.35 %
03-Sep-19 33.70 33.10 33,150,000 34,620,500 -4.75 % 2.44 % 2.59 % 0.9976 1.13 4.25 % Short Buildup 14.25%5.09 -0.6 -1.78 %
30-Aug-19 35.35 34.75 32,359,500 33,745,000 -4.14 % 2.48 % -7.85 % 1.0018 1.12 4.11 % Long Windup 16.90%13.47 -0.6 -1.7 %
29-Aug-19 36.65 36.25 31,577,500 36,618,000 2.40 % 10.72 % -9.27 % 1.0170 0.74 - Short Covering 30.00%31.21 -0.4 -1.09 %
28-Aug-19 35.95 35.40 28,543,000 40,358,000 -2.21 % 21.62 % -10.09 % 1.0448 0.77 - Long Windup 17.20%12.54 -0.55 -1.53 %
27-Aug-19 36.85 36.20 23,468,500 44,888,500 10.70 % 7.43 % -11.57 % 1.0710 0.64 - Short Covering 17.63%25.53 -0.65 -1.76 %
26-Aug-19 33.10 32.70 21,845,000 50,762,000 4.31 % 61.64 % 17.26 % 0.9757 0.50 - Long Buildup 14.32%9.41 -0.4 -1.21 %
23-Aug-19 31.95 31.35 13,515,000 43,290,500 8.67 % 51.72 % -0.84 % 0.9918 0.49 - Short Covering 11.19%9.65 -0.6 -1.88 %
22-Aug-19 29.25 28.85 8,908,000 43,656,000 -3.83 % 12.93 % -1.31 % 0.9299 0.33 - Long Windup 17.94%8.67 -0.4 -1.37 %
21-Aug-19 30.40 30.00 7,888,000 44,234,000 -5.51 % 8.54 % 0.35 % 0.9409 0.28 - Short Buildup 16.51%8.85 -0.4 -1.32 %
20-Aug-19 32.20 31.75 7,267,500 44,081,000 -2.61 % 12.20 % 0.56 % 0.9318 0.40 - Short Buildup 21.13%11.22 -0.45 -1.4 %
19-Aug-19 33.15 32.60 6,477,000 43,834,500 -2.83 % 21.92 % 0.90 % 0.9508 0.45 - Short Buildup 19.78%8.89 -0.55 -1.66 %
16-Aug-19 33.90 33.55 5,312,500 43,443,500 -3.45 % 11.61 % -2.63 % 0.9739 0.45 - Long Windup 21.30%7.96 -0.35 -1.03 %
14-Aug-19 35.10 34.75 4,760,000 44,616,500 2.36 % 5.46 % -3.64 % 0.9904 0.49 - Short Covering 17.29%8.34 -0.35 -1 %
13-Aug-19 34.40 33.95 4,513,500 46,299,500 -1.02 % 0.57 % -3.35 % 1.0155 0.48 - Long Windup 25.36%16.61 -0.45 -1.31 %
09-Aug-19 34.65 34.30 4,488,000 47,906,000 -13.16 % 41.18 % 7.99 % 1.0468 0.38 - Short Buildup 21.00%39.27 -0.35 -1.01 %
08-Aug-19 39.75 39.50 3,179,000 44,361,500 4.22 % 0.81 % -2.25 % 0.8523 0.65 - Short Covering 25.99%15.49 -0.25 -0.63 %
07-Aug-19 38.00 37.90 3,153,500 45,381,500 -2.94 % 4.21 % 2.93 % 0.8518 0.67 - Short Buildup 28.05%16.83 -0.1 -0.26 %
06-Aug-19 38.95 39.05 3,026,000 44,089,500 2.63 % 8.87 % 5.58 % 0.8705 0.67 - Long Buildup 33.01%37.04 0.1 0.26 %
05-Aug-19 38.20 38.05 2,779,500 41,760,500 -11.10 % 9.73 % 13.12 % 0.8929 0.67 - Short Buildup 34.59%40.75 -0.15 -0.39 %
02-Aug-19 42.85 42.80 2,533,000 36,915,500 -1.95 % -1.65 % -0.91 % 0.7353 0.76 - Long Windup 23.52%12.88 -0.05 -0.12 %
01-Aug-19 43.90 43.65 2,575,500 37,255,500 2.34 % 1.00 % 1.93 % 0.7507 0.76 - Long Buildup 25.60%14.65 -0.25 -0.57 %
31-Jul-19 42.75 42.65 2,550,000 36,550,000 2.65 % 2.74 % 1.27 % 0.7663 0.80 - Long Buildup 26.17%15.87 -0.1 -0.23 %
30-Jul-19 41.65 41.55 2,482,000 36,091,000 -12.25 % 30.94 % 3.43 % 0.7795 0.74 - Short Buildup 35.17%37.72 -0.1 -0.24 %
29-Jul-19 47.35 47.35 1,895,500 34,892,500 -3.27 % 3.24 % -1.63 % 0.5092 5.50 - Long Windup 32.33%13.26 0 0 %
26-Jul-19 48.85 48.95 1,836,000 35,470,500 1.35 % 10.77 % -4.09 % 0.5048 10.00 - Short Covering 17.16%7.89 0.1 0.2 %
25-Jul-19 48.00 48.30 1,657,500 36,983,500 -1.83 % 21.88 % -2.84 % 0.5111 - - Long Windup 31.39%22.28 0.3 0.62 %
24-Jul-19 49.25 49.20 1,360,000 38,063,000 -2.67 % 25.98 % -0.84 % 0.5111 - - Long Windup 17.23%6.97 -0.05 -0.1 %
23-Jul-19 50.45 50.55 1,079,500 38,386,000 -0.59 % 19.81 % -1.42 % 0.5142 - - Long Windup 20.75%13.31 0.1 0.2 %
22-Jul-19 50.75 50.85 901,000 38,938,500 -1.07 % 16.48 % 1.71 % 0.5296 - - Short Buildup 27.58%14.48 0.1 0.2 %
19-Jul-19 51.20 51.40 773,500 38,284,000 -0.87 % 13.75 % 1.19 % 0.5446 - - Short Buildup 17.60%10.21 0.2 0.39 %
18-Jul-19 52.10 51.85 680,000 37,833,500 -4.51 % 12.68 % 4.17 % 0.5573 - - Short Buildup 29.20%12.51 -0.25 -0.48 %
17-Jul-19 54.15 54.30 603,500 36,320,500 -0.55 % 12.70 % 2.94 % 0.5417 - - Short Buildup 16.07%5.14 0.15 0.28 %
16-Jul-19 54.60 54.60 535,500 35,283,500 1.39 % 3.28 % 2.37 % 0.5573 - - Long Buildup 22.82%9.23 0 0 %
15-Jul-19 54.00 53.85 518,500 34,467,500 -2.62 % 8.93 % 6.10 % 0.5723 - - Short Buildup 25.06%9.24 -0.15 -0.28 %
12-Jul-19 55.85 55.30 476,000 32,487,000 0.36 % 3.70 % 2.94 % 0.5674 - - Long Buildup 58.36%39.58 -0.55 -0.98 %
11-Jul-19 55.35 55.10 459,000 31,560,500 1.94 % 5.88 % -4.40 % 0.5837 - - Short Covering 18.77%7.04 -0.25 -0.45 %
10-Jul-19 54.85 54.05 433,500 33,014,000 -3.14 % 2.00 % 1.57 % 0.6004 - - Short Buildup 22.43%6.39 -0.8 -1.46 %
09-Jul-19 56.45 55.80 425,000 32,504,000 3.33 % 92.31 % -1.85 % 0.6035 - - Short Covering 36.48%29.89 -0.65 -1.15 %
08-Jul-19 54.05 54.00 221,000 33,116,000 -6.49 % 44.44 % 3.18 % 0.5961 - - Short Buildup 26.16%18.53 -0.05 -0.09 %
05-Jul-19 57.60 57.75 153,000 32,096,000 -6.17 % 38.46 % 7.12 % 0.5251 - - Short Buildup 24.17%15.97 0.15 0.26 %
04-Jul-19 61.30 61.55 110,500 29,962,500 1.48 % 18.18 % 1.26 % 0.4456 - - Long Buildup 20.20%10.36 0.25 0.41 %
03-Jul-19 60.35 60.65 93,500 29,588,500 1.76 % 175.00 % 1.28 % 0.4552 - - Long Buildup 29.29%6.28 0.3 0.5 %
02-Jul-19 60.25 59.60 34,000 29,214,500 0.00 % 0.00 % 2.94 % 0.4692 - - 17.50%5.73 -0.65 -1.08 %
01-Jul-19 60.40 59.60 34,000 28,381,500 -1.41 % 300.00 % 3.31 % 0.4838 - - Short Buildup 16.25%8.01 -0.8 -1.32 %
28-Jun-19 59.60 60.45 8,500 27,472,000 0.00 % 0.00 % -1.85 % 0.4954 - - 21.69%6.82 0.85 1.43 %
 
 
Average Delivery Volume
On 20-Sep-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
22.73 Crore Rs. 11.63 Crore Rs. 11.11 Crore Rs. 11.93 Crore Rs. 10.19 Crore Rs. 11.99 Crore Rs. More details >>
Average Delivery Percentage
On 20-Sep-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
18.39 % 14.82 % 15.92 % 17.03 % 15.54 % 16.65 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBullish Engulfing-
FUTURE-
SPOTBullish Engulfing-
SPOT-
 
 
NBCC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 23-Sep-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
30.15 31.8 34.7 36.35 39.25 40.9 43.8
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
35.33 36.46 36.84 37.22 36.35 37.98 38.36 38.74 39.88
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
31.8 33.54 34.61 36.35 38.09 39.16 40.9
DeMark Pivot
Support 1 Pivot Point Resistance 1
35.53 36.76 40.08
 
 
NBCC Result / Events
Date Description Status
29-May-19Financial Results/DividendCompleted
13-Feb-19Financial ResultsCompleted