FnO Contract Details

Expiry:
Symbol:

NCC analysis for the selected expiry [Oct-19] as on 18-Oct-19

NCC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 50.70 54.40 50.30 53.35 NA 5.23 % NA NA
31-Oct-19 50.55 54.60 50.45 53.55 40,384,000 5.00 % 1.04 % Long Buildup
28-Nov-19 51.75 54.75 50.75 53.75 2,152,000 4.88 % 14.47 % Long Buildup
26-Dec-19 51.50 54.75 51.50 54.75 136,000 6.31 % 0.00 %
Cummulative NA NA NA NA 42,672,000 NA 1.64 % Long Buildup
NCC Options OI PCR:  0.41   (Expiry : 31-Oct-19 )   PUT OI: 7,560,000   CALL OI: 18,632,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
55.00 3592000 32.84% 2.35 95.83% Long Buildup
60.00 2824000 -2.49% 1.10 100.00% Short Covering
65.00 2216000 -2.12% 0.55 120.00% 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
55.00 3592000 32.84% 2.35 95.83% Long Buildup
54.00 248000 55.00% 2.75 83.33% Long Buildup
56.00 272000 30.77% 1.85 68.18% 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
50.00 712000 -47.65% 4.85 59.02% Short Covering
70.00 2048000 -14.38% 0.30 100.00% Short Covering
51.00 368000 -39.47% 4.45 71.15% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
50.00 792000 7.61% 1.50 -31.82% Short Buildup
40.00 728000 -8.08% 0.20 -33.33% Long Windup
45.00 720000 0.00% 0.55 -26.67% 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
54.00 168000 200.00% 3.30 -45.00% Short Buildup
52.50 328000 32.26% 2.45 -31.94% Short Buildup
55.00 456000 21.28% 3.85 -27.36% 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
40.00 728000 -8.08% 0.20 -33.33% Long Windup
47.00 144000 -28.00% 0.85 -26.09% Long Windup
48.00 160000 -25.93% 1.05 -27.59% Long Windup
 
 
NCC 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 %
18-Oct-19 53.35 53.55 40,384,000 42,672,000 5.00 % 1.04 % 1.64 % 0.0000 0.41 5.36 % Long Buildup 13.71%19.90 0.2 0.37 %
17-Oct-19 50.70 51.00 39,968,000 41,984,000 4.83 % -0.66 % -0.30 % 1.0191 0.37 4.80 % Short Covering 18.01%16.23 0.3 0.59 %
16-Oct-19 48.55 48.65 40,232,000 42,112,000 -1.82 % -0.61 % -0.34 % 1.0261 0.34 4.46 % Long Windup 7.26%7.02 0.1 0.21 %
15-Oct-19 49.30 49.55 40,480,000 42,256,000 2.69 % 0.34 % 0.71 % 1.0547 0.36 4.20 % Long Buildup 8.48%9.03 0.25 0.51 %
14-Oct-19 48.10 48.25 40,344,000 41,960,000 -1.53 % 2.44 % 2.40 % 1.0802 0.35 3.85 % Short Buildup 14.14%9.42 0.15 0.31 %
11-Oct-19 48.95 49.00 39,384,000 40,976,000 -1.01 % 1.23 % 1.43 % 1.1117 0.36 3.89 % Short Buildup 12.08%12.52 0.05 0.1 %
10-Oct-19 49.55 49.50 38,904,000 40,400,000 -5.71 % -2.39 % -2.26 % 1.1445 0.37 3.70 % Long Windup 7.42%9.62 -0.05 -0.1 %
09-Oct-19 52.20 52.50 39,856,000 41,336,000 11.58 % -3.30 % -3.15 % 1.1458 0.40 3.58 % Short Covering 11.94%19.83 0.3 0.57 %
07-Oct-19 47.10 47.05 41,216,000 42,680,000 -8.55 % -7.42 % -6.68 % 1.0568 0.29 3.43 % Long Windup 21.79%28.29 -0.05 -0.11 %
04-Oct-19 51.30 51.45 44,520,000 45,736,000 -3.11 % 1.09 % 1.22 % 1.0010 0.29 2.66 % Short Buildup 12.08%9.26 0.15 0.29 %
03-Oct-19 52.85 53.10 44,040,000 45,184,000 0.00 % -0.11 % 0.02 % 1.0218 0.32 2.53 % 9.87%7.54 0.25 0.47 %
01-Oct-19 52.85 53.10 44,088,000 45,176,000 -4.07 % -1.18 % -0.79 % 1.0539 0.36 2.41 % Long Windup 8.53%9.12 0.25 0.47 %
30-Sep-19 55.05 55.35 44,616,000 45,536,000 -5.63 % -2.57 % -2.28 % 1.0684 0.41 2.02 % Long Windup 10.64%12.50 0.3 0.54 %
27-Sep-19 58.35 58.65 45,792,000 46,600,000 -5.78 % -1.50 % -7.07 % 1.0659 0.50 1.73 % Long Windup 14.18%13.73 0.3 0.51 %
26-Sep-19 61.75 62.25 46,488,000 50,144,000 0.57 % 27.85 % 6.74 % 1.0652 0.61 - Long Buildup 10.53%13.60 0.5 0.81 %
25-Sep-19 61.45 61.90 36,360,000 46,976,000 -5.21 % 33.72 % -2.62 % 1.0987 0.63 - Long Windup 14.70%20.81 0.45 0.73 %
24-Sep-19 64.75 65.30 27,192,000 48,240,000 -4.81 % 67.93 % -0.05 % 1.1048 0.73 - Long Windup 13.82%20.86 0.55 0.85 %
23-Sep-19 68.10 68.60 16,192,000 48,264,000 12.74 % 114.41 % -2.44 % 1.1149 0.88 - Short Covering 10.29%30.77 0.5 0.73 %
20-Sep-19 60.60 60.85 7,552,000 49,472,000 17.02 % 43.25 % -7.60 % 0.9983 0.83 - Short Covering 26.08%67.36 0.25 0.41 %
19-Sep-19 51.65 52.00 5,272,000 53,544,000 -4.06 % 32.33 % 2.51 % 0.6790 0.40 - Short Buildup 13.51%12.79 0.35 0.68 %
18-Sep-19 53.80 54.20 3,984,000 52,232,000 0.09 % 39.50 % 6.02 % 0.6747 0.47 - Long Buildup 20.97%21.42 0.4 0.74 %
17-Sep-19 53.80 54.15 2,856,000 49,264,000 -7.04 % 63.76 % 4.66 % 0.6959 0.44 - Short Buildup 22.38%19.79 0.35 0.65 %
16-Sep-19 57.85 58.25 1,744,000 47,072,000 -1.60 % 19.78 % 4.22 % 0.6197 0.73 - Short Buildup 23.50%21.21 0.4 0.69 %
13-Sep-19 58.85 59.20 1,456,000 45,168,000 -2.15 % 22.97 % 2.17 % 0.6338 0.54 - Short Buildup 15.26%15.56 0.35 0.59 %
12-Sep-19 60.10 60.50 1,184,000 44,208,000 2.02 % 8.82 % 0.36 % 0.6458 0.58 - Long Buildup 15.62%19.26 0.4 0.67 %
11-Sep-19 58.85 59.30 1,088,000 44,048,000 0.76 % 14.29 % 7.86 % 0.6597 0.28 - Long Buildup 26.99%27.37 0.45 0.76 %
09-Sep-19 58.35 58.85 952,000 40,840,000 2.62 % 10.19 % 4.40 % 0.6792 0.13 - Long Buildup 16.98%12.24 0.5 0.86 %
06-Sep-19 56.95 57.35 864,000 39,120,000 1.50 % 13.68 % 2.24 % 0.6901 0.08 - Long Buildup 15.23%10.51 0.4 0.7 %
05-Sep-19 56.00 56.50 760,000 38,264,000 2.08 % 6.74 % -1.14 % 0.7066 0.08 - Short Covering 5.74%7.09 0.5 0.89 %
04-Sep-19 54.85 55.35 712,000 38,704,000 1.84 % 5.95 % 0.92 % 0.7214 0.09 - Long Buildup 3.80%2.53 0.5 0.91 %
03-Sep-19 54.05 54.35 672,000 38,352,000 -1.98 % 3.70 % -0.93 % 0.7407 - - Long Windup 5.19%3.69 0.3 0.56 %
30-Aug-19 54.90 55.45 648,000 38,712,000 -2.12 % 15.71 % -3.55 % 0.7602 - - Long Windup 20.66%16.64 0.55 1 %
29-Aug-19 56.10 56.65 560,000 40,136,000 -4.95 % 37.25 % -2.01 % 0.7774 - - Long Windup 20.71%12.91 0.55 0.98 %
28-Aug-19 59.25 59.60 408,000 40,960,000 -0.58 % 45.71 % -0.83 % 0.7614 - - Long Windup 8.41%7.00 0.35 0.59 %
27-Aug-19 59.90 59.95 280,000 41,304,000 6.86 % -2.78 % -10.05 % 0.7829 - - Short Covering 15.56%18.83 0.05 0.08 %
26-Aug-19 55.75 56.10 288,000 45,920,000 3.13 % 0.00 % -0.09 % 0.7313 - - Short Covering 9.89%9.82 0.35 0.63 %
23-Aug-19 53.90 54.40 288,000 45,960,000 4.72 % 9.09 % -1.25 % 0.7384 - - Short Covering 9.45%14.24 0.5 0.93 %
22-Aug-19 51.85 51.95 264,000 46,544,000 -6.56 % 13.79 % 3.54 % 0.7333 - - Short Buildup 14.41%11.85 0.1 0.19 %
21-Aug-19 54.85 55.60 232,000 44,952,000 -5.36 % 11.54 % 0.97 % 0.7011 - - Short Buildup 13.91%10.34 0.75 1.37 %
20-Aug-19 58.10 58.75 208,000 44,520,000 -6.08 % 8.33 % 3.50 % 0.6676 - - Short Buildup 14.20%11.02 0.65 1.12 %
19-Aug-19 61.15 62.55 192,000 43,016,000 -1.18 % 33.33 % 9.67 % 0.6428 - - Short Buildup 21.54%16.32 1.4 2.29 %
16-Aug-19 62.40 63.30 144,000 39,224,000 -2.99 % 20.00 % 4.72 % 0.6557 - - Short Buildup 25.73%16.50 0.9 1.44 %
14-Aug-19 64.60 65.25 120,000 37,456,000 1.08 % 0.00 % 0.26 % 0.6554 - - Long Buildup 18.92%26.96 0.65 1.01 %
13-Aug-19 63.80 64.55 120,000 37,360,000 -7.12 % 400.00 % 2.26 % 0.6751 - - Short Buildup 15.85%13.10 0.75 1.18 %
09-Aug-19 68.60 69.50 24,000 36,536,000 -2.46 % 50.00 % 3.89 % 0.6106 - - Short Buildup 7.73%7.54 0.9 1.31 %
08-Aug-19 70.95 71.25 16,000 35,168,000 0.49 % 100.00 % -2.55 % 0.6066 - - Short Covering 12.68%8.32 0.3 0.42 %
07-Aug-19 73.15 70.90 8,000 36,088,000 0.00 % 0.00 % -3.86 % 0.6239 - - 19.83%13.27 -2.25 -3.08 %
06-Aug-19 76.05 70.90 8,000 37,536,000 0.00 % 0.00 % -0.99 % 0.6124 - - 19.09%15.16 -5.15 -6.77 %
05-Aug-19 71.95 70.90 8,000 37,912,000 0.00 % 0.00 % 0.32 % 0.5732 - - 6.15%2.60 -1.05 -1.46 %
02-Aug-19 72.75 70.90 8,000 37,792,000 0.00 % 0.00 % -4.47 % 0.5899 - - 17.11%11.26 -1.85 -2.54 %
01-Aug-19 71.70 70.90 8,000 39,560,000 -4.51 % 0.00 % 0.02 % 0.6042 - - Short Buildup 11.04%4.43 -0.8 -1.12 %
31-Jul-19 73.15 74.25 8,000 39,552,000 0.00 % 0.00 % -2.06 % 0.6168 - - 20.04%14.24 1.1 1.5 %
30-Jul-19 69.25 74.25 8,000 40,384,000 0.00 % 0.00 % 5.85 % 0.5809 - - 32.18%26.47 5 7.22 %
29-Jul-19 73.30 74.25 8,000 38,152,000 0.00 % 0.00 % 0.17 % 0.5263 - - 10.34%3.85 0.95 1.3 %
26-Jul-19 75.25 74.25 8,000 38,088,000 0.00 % 0.00 % -3.95 % 0.5152 - - 21.82%11.65 -1 -1.33 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
19.90 Crore Rs. 14.38 Crore Rs. 12.32 Crore Rs. 12.95 Crore Rs. 13.10 Crore Rs. 17.70 Crore Rs. More details >>
Average Delivery Percentage
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
13.71 % 12.91 % 12.12 % 11.40 % 12.12 % 13.78 % More details >>
 
 
NCC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 22-Oct-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
46.99 48.72 51.14 52.87 55.29 57.02 59.44
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
51.48 52.51 52.86 53.2 52.87 53.9 54.24 54.59 55.63
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
48.72 50.31 51.28 52.87 54.46 55.43 57.02
DeMark Pivot
Support 1 Pivot Point Resistance 1
52 53.3 56.15
 
 
NCC Result / Events
Date Description Status
05-Nov-19Financial ResultsUpcoming
09-Aug-19Financial ResultsCompleted
24-May-19Financial Results/DividendCompleted
12-Feb-19Financial ResultsCompleted