FnO Contract Details

Expiry:
Symbol:

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

NCC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 27.30 31.05 27.25 30.35 NA 12.41 % NA NA
25-Jun-20 27.50 31.20 27.35 30.60 33,687,000 12.92 % 16.82 % Long Buildup
30-Jul-20 27.95 31.20 27.95 30.90 756,000 13.19 % -7.69 % Short Covering
Cummulative NA NA NA NA 34,443,000 NA 16.15 % Long Buildup
NCC Options OI PCR:  0.82   (Expiry : 25-Jun-20 )   PUT OI: 8,955,000   CALL OI: 10,953,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
30.00 3204000 -18.72% 2.45 188.24% Short Covering
34.00 1935000 172.15% 1.10 266.67% Long Buildup
32.00 1044000 146.81% 1.70 325.00% 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
34.00 1935000 172.15% 1.10 266.67% Long Buildup
33.00 945000 356.52% 1.35 200.00% Long Buildup
32.00 1044000 146.81% 1.70 325.00% 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
30.00 3204000 -18.72% 2.45 188.24% Short Covering
29.00 603000 -48.06% 3.00 172.73% Short Covering
27.00 459000 -37.04% 3.95 107.89% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
20.00 1386000 0.65% 0.15 -25.00% Short Buildup
26.00 1350000 275.00% 0.55 -59.26% Short Buildup
27.00 1170000 145.28% 0.70 -60.00% 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
26.00 1350000 275.00% 0.55 -59.26% Short Buildup
27.00 1170000 145.28% 0.70 -60.00% Short Buildup
30.00 432000 4700.00% 1.80 -78.18% 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
19.00 162000 -18.18% 0.10 0.00%
21.00 189000 -4.55% 0.15 -50.00% Long Windup
None
 
 
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 %
05-Jun-20 30.35 30.60 33,687,000 34,443,000 12.92 % 16.82 % 16.15 % 0.8887 0.82 2.19 % Long Buildup 21.87%41.73 0.25 0.82 %
04-Jun-20 27.00 27.10 28,836,000 29,655,000 3.24 % 3.92 % 4.04 % 0.8767 0.53 2.76 % Long Buildup 20.53%16.85 0.1 0.37 %
03-Jun-20 26.25 26.25 27,747,000 28,503,000 -3.85 % -10.35 % -9.75 % 0.8781 - 2.65 % Long Windup 29.57%25.67 0 0 %
02-Jun-20 27.15 27.30 30,951,000 31,581,000 6.02 % 0.41 % 0.60 % 0.8791 0.58 1.99 % Long Buildup 19.93%26.88 0.15 0.55 %
01-Jun-20 25.60 25.75 30,825,000 31,392,000 11.71 % 13.04 % 13.46 % 0.8777 0.57 1.81 % Long Buildup 26.05%41.66 0.15 0.59 %
29-May-20 22.95 23.05 27,270,000 27,669,000 -2.12 % 11.85 % 6.30 % 0.9351 0.55 1.44 % Short Buildup 32.79%35.97 0.1 0.44 %
28-May-20 23.50 23.55 24,381,000 26,028,000 9.79 % 54.89 % 8.87 % 0.9604 0.43 - Long Buildup 18.78%18.51 0.05 0.21 %
27-May-20 21.35 21.45 15,741,000 23,907,000 0.23 % 31.21 % 0.94 % 0.8816 0.22 - Long Buildup 30.54%8.38 0.1 0.47 %
26-May-20 21.40 21.40 11,997,000 23,685,000 1.66 % 85.40 % -3.32 % 0.9093 0.19 - Short Covering 20.71%7.09 0 0 %
22-May-20 20.95 21.05 6,471,000 24,498,000 -3.22 % 87.24 % 9.64 % 0.9334 0.19 - Short Buildup 20.58%- 0.1 0.48 %
21-May-20 21.65 21.75 3,456,000 22,344,000 -0.46 % 90.10 % 6.70 % 0.9514 0.29 - Short Buildup 24.06%7.56 0.1 0.46 %
20-May-20 21.75 21.85 1,818,000 20,940,000 0.92 % 31.17 % 4.01 % 0.9807 0.40 - Long Buildup 22.68%6.29 0.1 0.46 %
19-May-20 21.60 21.65 1,386,000 20,133,000 -2.26 % 24.19 % 4.05 % 1.0106 0.54 - Short Buildup 19.41%8.01 0.05 0.23 %
18-May-20 22.10 22.15 1,116,000 19,350,000 -7.71 % 5.98 % -8.32 % 1.0376 0.23 - Long Windup 20.68%10.12 0.05 0.23 %
15-May-20 23.90 24.00 1,053,000 21,105,000 -1.03 % 10.38 % -1.35 % 1.0012 0.67 - Long Windup 22.87%8.54 0.1 0.42 %
14-May-20 24.20 24.25 954,000 21,393,000 -0.21 % 1.92 % 4.30 % 1.0309 0.67 - Short Buildup 17.68%9.31 0.05 0.21 %
13-May-20 24.15 24.30 936,000 20,511,000 3.62 % 14.29 % 25.96 % 1.0633 0.67 - Long Buildup 28.21%33.25 0.15 0.62 %
12-May-20 23.35 23.45 819,000 16,284,000 -0.64 % 26.39 % 5.73 % 1.0815 - - Short Buildup 10.24%6.93 0.1 0.43 %
11-May-20 23.50 23.60 648,000 15,402,000 0.43 % 7.46 % 6.01 % 1.1147 - - Long Buildup 19.65%5.90 0.1 0.43 %
08-May-20 23.45 23.50 603,000 14,529,000 0.00 % -5.63 % -6.76 % 1.1496 - - 17.42%6.61 0.05 0.21 %
07-May-20 23.25 23.50 639,000 15,582,000 -1.26 % 0.00 % -0.35 % 1.1850 - - Long Windup 18.40%6.15 0.25 1.08 %
06-May-20 23.35 23.80 639,000 15,636,000 0.21 % 1.43 % 2.48 % 1.2220 - - Long Buildup 14.68%5.64 0.45 1.93 %
05-May-20 23.55 23.75 630,000 15,258,000 -2.66 % -5.41 % -0.57 % 1.2604 - - Long Windup 20.52%8.41 0.2 0.85 %
04-May-20 24.30 24.40 666,000 15,345,000 -7.05 % 0.00 % -6.93 % 1.2900 - - Long Windup 20.62%9.56 0.1 0.41 %
30-Apr-20 26.00 26.25 666,000 16,488,000 1.55 % 21.31 % 4.45 % 1.2939 - - Long Buildup 19.66%15.43 0.25 0.96 %
29-Apr-20 25.70 25.85 549,000 15,786,000 1.57 % 1.67 % -0.51 % 1.3334 - - Short Covering 21.82%8.98 0.15 0.58 %
28-Apr-20 25.30 25.45 540,000 15,867,000 -0.59 % 39.53 % -8.22 % 1.3737 - - Long Windup 17.88%6.42 0.15 0.59 %
27-Apr-20 25.30 25.60 387,000 17,289,000 3.02 % 16.22 % 0.26 % 1.4168 - - Long Buildup 17.24%8.72 0.3 1.19 %
24-Apr-20 24.60 24.85 333,000 17,244,000 -6.58 % 37.04 % -7.62 % 1.4509 - - Long Windup 17.99%10.25 0.25 1.02 %
23-Apr-20 26.05 26.60 243,000 18,666,000 -0.56 % 3.85 % 0.00 % 1.4669 - - 19.34%10.94 0.55 2.11 %
22-Apr-20 26.65 26.75 234,000 18,666,000 3.88 % -13.33 % 10.61 % 1.5068 - - Long Buildup 11.70%11.01 0.1 0.38 %
21-Apr-20 25.75 25.75 270,000 16,875,000 -9.97 % 15.38 % 2.35 % 1.5421 - - Short Buildup 17.97%16.53 0 0 %
20-Apr-20 28.55 28.60 234,000 16,488,000 0.70 % 18.18 % -5.08 % 1.5133 - - Short Covering 16.37%15.13 0.05 0.18 %
17-Apr-20 28.25 28.40 198,000 17,370,000 6.97 % 15.79 % -3.74 % 1.5608 - - Short Covering 14.46%17.54 0.15 0.53 %
16-Apr-20 26.90 26.55 171,000 18,045,000 4.53 % 5.56 % -9.44 % 1.5884 - - Short Covering 14.29%16.86 -0.35 -1.3 %
15-Apr-20 25.40 25.40 162,000 19,926,000 4.96 % -30.77 % -17.14 % 1.6164 - - Short Covering 17.60%30.72 0 0 %
13-Apr-20 23.95 24.20 234,000 24,048,000 16.07 % 0.00 % 19.82 % 1.6464 - - Long Buildup 15.63%21.63 0.25 1.04 %
09-Apr-20 20.15 20.85 234,000 20,070,000 15.83 % 62.50 % 10.18 % 1.4630 - - Long Buildup 20.12%17.35 0.7 3.47 %
08-Apr-20 18.10 18.00 144,000 18,216,000 4.65 % 6.67 % 6.41 % 1.4188 - - Long Buildup 15.23%11.50 -0.1 -0.55 %
07-Apr-20 17.20 17.20 135,000 17,118,000 0.88 % 650.00 % 5.37 % 1.4429 - - Long Buildup 20.35%10.88 0 0 %
03-Apr-20 16.95 17.05 18,000 16,245,000 -5.28 % 100.00 % 2.38 % 1.4839 - - Short Buildup 32.85%13.34 0.1 0.59 %
01-Apr-20 18.70 18.00 9,000 15,867,000 0.00 % 0.00 % -5.22 % 1.4510 - - 16.15%6.58 -0.7 -3.74 %
31-Mar-20 18.75 18.00 9,000 16,740,000 0.00 % 0.00 % 3.28 % 1.4963 - - 24.53%16.32 -0.75 -4 %
 
 
Average Delivery Volume
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
41.73 Crore Rs. 28.08 Crore Rs. 30.56 Crore Rs. 26.96 Crore Rs. 18.82 Crore Rs. 15.78 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 >>
21.87 % 23.56 % 23.46 % 24.46 % 23.87 % 22.80 % More details >>
 
 
NCC 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
24.39 25.87 28.24 29.72 32.09 33.57 35.94
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
28.68 29.64 29.96 30.28 29.72 30.92 31.24 31.56 32.53
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
25.87 27.34 28.25 29.72 31.19 32.1 33.57
DeMark Pivot
Support 1 Pivot Point Resistance 1
28.98 30.09 32.83
 
 
NCC Result / Events
Date Description Status
07-Feb-20Financial ResultsCompleted
05-Nov-19Financial ResultsCompleted
09-Aug-19Financial ResultsCompleted
24-May-19Financial Results/DividendCompleted
12-Feb-19Financial ResultsCompleted