FnO Contract Details

Expiry:
Symbol:

NBCC analysis for the selected expiry [Dec-19] as on 12-Dec-19

NBCC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 33.40 34.65 32.90 34.40 NA 3.15 % NA NA
26-Dec-19 33.30 34.70 32.95 34.60 39,168,000 3.13 % -0.65 % Short Covering
30-Jan-20 33.35 34.85 33.35 34.60 1,773,200 2.67 % 8.77 % Long Buildup
Cummulative NA NA NA NA 40,941,200 NA -0.27 % Short Covering
NBCC Options OI PCR:  0.34   (Expiry : 26-Dec-19 )   PUT OI: 3,740,000   CALL OI: 11,135,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
40.00 2873000 -6.63% 0.45 0.00%
45.00 1759500 -1.90% 0.15 0.00%
50.00 1411000 4.40% 0.10 100.00% 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
37.00 790500 34.78% 1.00 33.33% Long Buildup
36.00 773500 9.64% 1.30 30.00% Long Buildup
50.00 1411000 4.40% 0.10 100.00% 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 2873000 -6.63% 0.45 0.00%
35.00 765000 -15.89% 1.55 19.23% Short Covering
34.00 153000 -33.33% 2.00 25.00% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
35.00 680000 -1.23% 2.05 -21.15% Long Windup
30.00 408000 -4.00% 0.30 -40.00% Long Windup
36.00 348500 0.00% 3.40 -6.85% 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
33.00 331500 34.48% 1.00 -35.48% Short Buildup
31.00 93500 37.50% 0.45 -40.00% Short Buildup
38.00 314500 2.78% 5.05 -5.61% 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
32.00 340000 -20.00% 0.70 -36.36% Long Windup
30.00 408000 -4.00% 0.30 -40.00% Long Windup
34.00 323000 -5.00% 1.35 -34.15% 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 %
12-Dec-19 34.40 34.60 39,168,000 40,941,200 3.13 % -0.65 % -0.27 % 0.6690 0.34 4.33 % Short Covering 24.58%11.93 0.2 0.58 %
11-Dec-19 33.35 33.55 39,423,000 41,053,200 2.76 % -0.04 % 0.17 % 0.6738 0.33 3.97 % Long Buildup 15.82%7.14 0.2 0.6 %
10-Dec-19 32.60 32.65 39,440,000 40,984,400 -5.77 % 2.93 % 3.48 % 0.6825 0.36 3.77 % Short Buildup 24.18%12.16 0.05 0.15 %
09-Dec-19 34.50 34.65 38,318,000 39,605,000 0.87 % -1.94 % -1.63 % 0.6428 0.32 3.25 % Short Covering 13.43%7.45 0.15 0.43 %
06-Dec-19 34.35 34.35 39,074,500 40,261,400 -4.18 % -0.80 % -0.49 % 0.6616 0.31 2.95 % Long Windup 24.96%12.91 0 0 %
05-Dec-19 35.85 35.85 39,389,000 40,461,500 -2.32 % -0.39 % 0.05 % 0.6461 0.34 2.65 % Short Buildup 18.02%7.58 0 0 %
04-Dec-19 36.45 36.70 39,542,000 40,442,900 2.09 % 0.13 % 0.16 % 0.6567 0.37 2.23 % Long Buildup 14.15%6.39 0.25 0.69 %
03-Dec-19 35.90 35.95 39,491,000 40,377,600 -4.01 % 0.19 % 0.65 % 0.6699 0.38 2.20 % Short Buildup 19.82%11.22 0.05 0.14 %
02-Dec-19 37.35 37.45 39,414,500 40,115,200 -3.97 % -2.56 % -2.25 % 0.6622 0.39 1.75 % Long Windup 19.21%8.27 0.1 0.27 %
29-Nov-19 38.75 39.00 40,451,500 41,037,800 6.27 % 10.73 % 8.00 % 0.6544 0.44 1.43 % Long Buildup 22.42%28.21 0.25 0.65 %
28-Nov-19 36.45 36.70 36,533,000 37,997,500 2.09 % 22.94 % -14.11 % 0.5979 0.64 - Short Covering 23.09%13.51 0.25 0.69 %
27-Nov-19 35.75 35.95 29,716,000 44,241,100 -1.78 % 37.85 % -0.22 % 0.6095 0.72 - Long Windup 19.77%8.95 0.2 0.56 %
26-Nov-19 36.40 36.60 21,556,000 44,339,600 -3.17 % 41.60 % -0.37 % 0.6226 0.95 - Long Windup 20.49%10.51 0.2 0.55 %
25-Nov-19 37.50 37.80 15,223,500 44,505,700 2.02 % 82.01 % 1.10 % 0.6259 0.62 - Long Buildup 23.69%10.00 0.3 0.8 %
22-Nov-19 36.80 37.05 8,364,000 44,020,800 -1.20 % 34.61 % 3.06 % 0.6391 1.20 - Short Buildup 17.66%8.29 0.25 0.68 %
21-Nov-19 37.30 37.50 6,213,500 42,714,500 -0.40 % 22.04 % 2.45 % 0.6560 1.09 - Short Buildup 27.69%18.85 0.2 0.54 %
20-Nov-19 37.30 37.65 5,091,500 41,694,500 1.07 % 13.88 % 1.57 % 0.6766 0.79 - Long Buildup 17.96%11.00 0.35 0.94 %
19-Nov-19 36.95 37.25 4,471,000 41,051,200 -2.61 % 20.37 % 5.74 % 0.6964 0.77 - Short Buildup 22.12%13.00 0.3 0.81 %
18-Nov-19 38.05 38.25 3,714,500 38,824,200 1.46 % 23.10 % 2.01 % 0.7041 1.26 - Long Buildup 19.24%12.27 0.2 0.53 %
15-Nov-19 37.40 37.70 3,017,500 38,059,200 0.67 % 34.47 % 2.96 % 0.7217 1.50 - Long Buildup 17.23%10.52 0.3 0.8 %
14-Nov-19 37.30 37.45 2,244,000 36,966,500 -5.07 % 16.81 % 2.04 % 0.7440 3.23 - Short Buildup 24.58%14.79 0.15 0.4 %
13-Nov-19 39.15 39.45 1,921,000 36,225,900 -4.71 % 14.72 % 2.57 % 0.7310 4.80 - Short Buildup 29.28%14.43 0.3 0.77 %
11-Nov-19 40.90 41.40 1,674,500 35,317,500 1.22 % 6.49 % 1.89 % 0.7238 10.75 - Long Buildup 16.83%8.87 0.5 1.22 %
08-Nov-19 40.75 40.90 1,572,500 34,663,000 -2.15 % 12.80 % -1.43 % 0.7463 14.33 - Long Windup 14.80%12.35 0.15 0.37 %
07-Nov-19 41.55 41.80 1,394,000 35,164,500 7.73 % 23.31 % 2.48 % 0.7640 21.00 - Long Buildup 21.85%64.54 0.25 0.6 %
06-Nov-19 38.40 38.80 1,130,500 34,314,500 3.47 % 6.40 % 8.99 % 0.6911 21.00 - Long Buildup 16.46%10.15 0.4 1.04 %
05-Nov-19 37.20 37.50 1,062,500 31,484,000 -4.09 % 12.61 % 1.48 % 0.6951 20.00 - Short Buildup 19.99%9.02 0.3 0.81 %
04-Nov-19 38.55 39.10 943,500 31,025,000 2.76 % 8.82 % -3.34 % 0.6989 20.00 - Short Covering 22.04%17.69 0.55 1.43 %
01-Nov-19 37.50 38.05 867,000 32,096,000 -0.13 % 8.51 % -7.13 % 0.7118 20.00 - Long Windup 15.10%6.08 0.55 1.47 %
31-Oct-19 37.50 38.10 799,000 34,561,000 -0.39 % 34.29 % 4.18 % 0.7450 - - Short Buildup 26.47%16.24 0.6 1.6 %
30-Oct-19 37.80 38.25 595,000 33,175,500 5.96 % 6.06 % -3.77 % 0.7667 - - Short Covering 19.68%16.07 0.45 1.19 %
29-Oct-19 35.70 36.10 561,000 34,476,000 4.64 % 13.79 % -3.45 % 0.7388 - - Short Covering 23.01%11.68 0.4 1.12 %
27-Oct-19 34.00 34.50 493,000 35,708,500 2.37 % 11.54 % -0.97 % 0.7248 - - Short Covering 35.08%2.41 0.5 1.47 %
25-Oct-19 33.40 33.70 442,000 36,057,000 -3.30 % 6.12 % 4.15 % 0.7427 - - Short Buildup 19.95%8.12 0.3 0.9 %
24-Oct-19 34.45 34.85 416,500 34,620,500 -3.99 % 6.52 % 0.97 % 0.7527 - - Short Buildup 14.47%7.30 0.4 1.16 %
23-Oct-19 35.95 36.30 391,000 34,289,000 0.14 % 2.22 % 1.28 % 0.7487 - - Long Buildup 8.66%4.76 0.35 0.97 %
22-Oct-19 35.70 36.25 382,500 33,855,500 -3.85 % 36.36 % 3.16 % 0.7720 - - Short Buildup 14.84%9.97 0.55 1.54 %
18-Oct-19 36.90 37.70 280,500 32,818,500 8.33 % 10.00 % 7.91 % 0.7803 - - Long Buildup 17.75%22.98 0.8 2.17 %
17-Oct-19 34.30 34.80 255,000 30,413,000 3.73 % -3.23 % -0.17 % 0.7138 - - Short Covering 19.65%10.63 0.5 1.46 %
16-Oct-19 33.45 33.55 263,500 30,464,000 3.87 % 24.00 % -2.93 % 0.7238 - - Short Covering 11.09%8.04 0.1 0.3 %
15-Oct-19 32.70 32.30 212,500 31,382,000 -1.37 % 0.00 % -0.19 % 0.7396 - - Long Windup 9.25%3.80 -0.4 -1.22 %
14-Oct-19 32.55 32.75 212,500 31,441,500 0.00 % 0.00 % -1.52 % 0.7622 - - 16.60%7.44 0.2 0.61 %
11-Oct-19 32.65 32.75 212,500 31,926,000 -3.53 % 8.70 % 1.46 % 0.7862 - - Short Buildup 11.90%6.60 0.1 0.31 %
10-Oct-19 33.65 33.95 195,500 31,467,000 3.51 % 27.78 % -0.19 % 0.7950 - - Short Covering 8.05%4.00 0.3 0.89 %
09-Oct-19 33.80 32.80 153,000 31,526,500 0.92 % 0.00 % 0.13 % 0.8194 - - Long Buildup 11.41%6.25 -1 -2.96 %
07-Oct-19 32.50 32.50 153,000 31,484,000 -2.99 % 5.88 % 7.30 % 0.8239 - - Short Buildup 14.92%9.28 0 0 %
04-Oct-19 33.10 33.50 144,500 29,342,000 -2.19 % 54.55 % 1.77 % 0.8452 - - Short Buildup 16.59%11.44 0.4 1.21 %
03-Oct-19 34.35 34.25 93,500 28,832,000 -1.86 % 83.33 % 3.01 % 0.8534 - - Short Buildup 10.20%4.34 -0.1 -0.29 %
01-Oct-19 34.70 34.90 51,000 27,990,500 -1.55 % 50.00 % -0.06 % 0.8774 - - Long Windup 7.20%5.73 0.2 0.58 %
30-Sep-19 34.90 35.45 34,000 28,007,500 -5.72 % 33.33 % 3.84 % 0.9043 - - Short Buildup 11.72%7.98 0.55 1.58 %
27-Sep-19 36.50 37.60 25,500 26,970,500 0.00 % 0.00 % -0.19 % 0.9119 - - 14.17%7.35 1.1 3.01 %
 
 
Average Delivery Volume
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
11.93 Crore Rs. 10.41 Crore Rs. 10.32 Crore Rs. 9.60 Crore Rs. 11.25 Crore Rs. 11.66 Crore Rs. More details >>
Average Delivery Percentage
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
24.58 % 21.68 % 20.56 % 19.50 % 20.33 % 20.72 % More details >>
 
 
NBCC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 13-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
31.71 32.33 33.46 34.08 35.21 35.83 36.96
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
33.73 34.16 34.31 34.45 34.08 34.75 34.89 35.04 35.48
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
32.33 33 33.41 34.08 34.75 35.16 35.83
DeMark Pivot
Support 1 Pivot Point Resistance 1
33.78 34.24 35.53
 
 
NBCC Result / Events
Date Description Status
14-Nov-19Financial ResultsCompleted
29-May-19Financial Results/DividendCompleted
13-Feb-19Financial ResultsCompleted