FnO Contract Details

Expiry:
Symbol:

NESTLEIND analysis for the selected expiry [Oct-20] as on 24-Sep-20

NESTLEIND Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 15,348.00 15,438.30 15,175.00 15,258.85 NA -0.70 % NA NA
24-Sep-20 15,268.15 15,409.75 15,202.60 15,268.35 12,350 -0.53 % -87.97 % Long Windup
29-Oct-20 15,105.00 15,578.00 15,105.00 15,325.45 422,450 -0.56 % 24.93 % Short Buildup
26-Nov-20 15,500.00 15,520.00 15,350.00 15,391.15 4,350 -0.70 % 19.18 % Short Buildup
Cummulative NA NA NA NA 439,150 NA -1.19 % Long Windup
NESTLEIND Options OI PCR:  1.02   (Expiry : 29-Oct-20 )   PUT OI: 23,300   CALL OI: 22,950 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
16000.00 6300 27.27% 219.95 -15.04% Short Buildup
17000.00 6250 7.76% 68.45 -9.58% Short Buildup
18000.00 3450 27.78% 36.35 21.17% 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
15500.00 1850 362.50% 383.10 -5.41% Short Buildup
16000.00 6300 27.27% 219.95 -15.04% Short Buildup
18000.00 3450 27.78% 36.35 21.17% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
15000.00 11000 6.80% 332.55 11.82% Long Buildup
16000.00 4650 24.00% 839.40 1.13% Long Buildup
15500.00 3950 25.40% 561.15 11.78% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
16000.00 4650 24.00% 839.40 1.13% Long Buildup
15500.00 3950 25.40% 561.15 11.78% Long Buildup
16500.00 1000 233.33% 1200.00 6.64% Long 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
None
None
None
 
 
NESTLEIND 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 %
24-Sep-20 15,258.85 15,325.45 422,450 439,150 -0.56 % 24.93 % -1.19 % 0.3961 1.02 - Long Windup 42.55%72.24 66.6 0.44 %
23-Sep-20 15,366.05 15,411.30 338,150 444,450 0.77 % 40.49 % -1.84 % 0.3970 1.06 - Short Covering 39.64%80.05 45.25 0.29 %
22-Sep-20 15,199.25 15,293.55 240,700 452,800 -1.37 % 112.63 % 0.41 % 0.3977 1.10 - Short Buildup 43.25%70.41 94.3 0.62 %
21-Sep-20 15,430.75 15,505.60 113,200 450,950 -4.05 % 256.54 % 4.04 % 0.3982 1.14 - Short Buildup 46.05%196.96 74.85 0.49 %
18-Sep-20 16,087.05 16,159.50 31,750 433,450 -0.23 % 79.89 % -3.68 % 0.3952 2.02 - Long Windup 70.94%225.21 72.45 0.45 %
17-Sep-20 16,121.35 16,197.40 17,650 450,000 -0.68 % 27.90 % -0.27 % 0.3962 3.93 - Long Windup 54.54%88.53 76.05 0.47 %
16-Sep-20 16,197.80 16,308.10 13,800 451,200 0.95 % 16.95 % -1.32 % 0.3971 7.20 - Short Covering 53.47%107.62 110.3 0.68 %
15-Sep-20 16,040.95 16,154.50 11,800 457,250 -0.21 % 16.26 % 3.32 % 0.3979 7.05 - Short Buildup 37.96%57.83 113.55 0.71 %
14-Sep-20 16,083.30 16,188.35 10,150 442,550 -1.52 % 42.96 % 1.34 % 0.3989 7.00 - Short Buildup 48.06%79.55 105.05 0.65 %
11-Sep-20 16,325.35 16,438.90 7,100 436,700 -0.32 % 2.16 % 2.73 % 0.3993 7.64 - Short Buildup 46.73%61.97 113.55 0.7 %
10-Sep-20 16,420.70 16,492.00 6,950 425,100 1.06 % -5.44 % -1.87 % 0.4003 7.14 - Short Covering 42.98%54.49 71.3 0.43 %
09-Sep-20 16,312.50 16,318.25 7,350 433,200 0.51 % 2.80 % -3.90 % 0.4012 7.14 - Short Covering 43.96%97.38 5.75 0.04 %
08-Sep-20 16,126.50 16,235.00 7,150 450,800 -1.43 % 2.88 % 1.46 % 0.4019 7.36 - Short Buildup 51.52%87.61 108.5 0.67 %
07-Sep-20 16,403.50 16,470.50 6,950 444,300 0.86 % -0.71 % -1.45 % 0.4022 7.21 - Short Covering 31.23%53.69 67 0.41 %
04-Sep-20 16,232.60 16,329.30 7,000 450,850 -1.09 % 0.00 % -3.89 % 0.4030 7.92 - Long Windup 37.58%60.35 96.7 0.6 %
03-Sep-20 16,393.75 16,509.55 7,000 469,100 2.23 % -2.78 % 1.25 % 0.4038 17.17 - Long Buildup 48.38%106.19 115.8 0.71 %
02-Sep-20 15,992.55 16,149.75 7,200 463,300 -1.06 % 9.92 % 5.39 % 0.4034 19.20 - Short Buildup 59.17%100.49 157.2 0.98 %
01-Sep-20 16,196.90 16,322.45 6,550 439,600 1.57 % -5.76 % 0.72 % 0.4041 - - Long Buildup 47.01%134.74 125.55 0.78 %
31-Aug-20 15,949.55 16,070.30 6,950 436,450 -1.05 % 1.46 % -0.98 % 0.4045 - - Long Windup 50.81%179.35 120.75 0.76 %
28-Aug-20 16,101.25 16,240.35 6,850 440,750 -0.10 % 12.30 % 2.76 % 0.4054 - - Short Buildup 47.20%112.86 139.1 0.86 %
27-Aug-20 16,113.70 16,256.30 6,100 428,900 -0.44 % 56.41 % 3.25 % 0.4064 - - Short Buildup 53.02%109.06 142.6 0.88 %
26-Aug-20 16,190.05 16,328.90 3,900 415,400 -0.77 % 39.29 % 1.47 % 0.4073 - - Short Buildup 52.73%99.47 138.85 0.86 %
25-Aug-20 16,288.20 16,455.35 2,800 409,400 -0.87 % 43.59 % 3.32 % 0.4083 - - Short Buildup 52.68%93.42 167.15 1.03 %
24-Aug-20 16,478.80 16,600.20 1,950 396,250 -0.60 % 0.00 % -0.18 % 0.4090 - - Long Windup 44.66%54.51 121.4 0.74 %
21-Aug-20 16,561.95 16,700.00 1,950 396,950 2.04 % 18.18 % -6.81 % 0.4100 - - Short Covering 46.31%110.56 138.05 0.83 %
20-Aug-20 16,211.95 16,366.60 1,650 425,950 -0.76 % 17.86 % 4.07 % 0.4100 - - Short Buildup 52.99%84.27 154.65 0.95 %
19-Aug-20 16,345.75 16,492.50 1,400 409,300 -0.08 % 100.00 % 4.25 % 0.4109 - - Short Buildup 61.24%125.14 146.75 0.9 %
18-Aug-20 16,554.60 16,505.00 700 392,600 -0.32 % 40.00 % -1.57 % 0.4115 - - Long Windup 53.32%92.16 -49.6 -0.3 %
17-Aug-20 16,422.90 16,557.60 500 398,850 0.05 % 25.00 % -3.51 % 0.4124 - - Short Covering 41.01%42.15 134.7 0.82 %
14-Aug-20 16,354.70 16,549.20 400 413,350 -0.58 % 33.33 % 0.80 % 0.4134 - - Short Buildup 46.13%44.84 194.5 1.19 %
13-Aug-20 16,474.20 16,646.05 300 410,050 0.23 % -14.29 % 0.54 % 0.4143 - - Long Buildup 60.21%65.77 171.85 1.04 %
12-Aug-20 16,540.85 16,608.25 350 407,850 -2.25 % 75.00 % 1.42 % 0.4153 - - Short Buildup 48.59%66.03 67.4 0.41 %
11-Aug-20 16,622.80 16,990.00 200 402,150 0.00 % 0.00 % 0.32 % 0.4163 - - 32.67%20.57 367.2 2.21 %
10-Aug-20 16,665.75 16,990.00 200 400,850 0.38 % 300.00 % 0.58 % 0.4174 - - Long Buildup 43.99%47.03 324.25 1.95 %
07-Aug-20 16,788.60 16,925.00 50 398,550 0.00 % 0.00 % -1.88 % 0.4183 - - 44.47%66.04 136.4 0.81 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
72.24 Crore Rs. 74.23 Crore Rs. 128.98 Crore Rs. 112.36 Crore Rs. 98.45 Crore Rs. 101.74 Crore Rs. More details >>
Average Delivery Percentage
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
42.55 % 41.67 % 50.15 % 49.88 % 48.91 % 48.33 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREDoji-
SPOTBearish Harami-
 
 
NESTLEIND Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Sep-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
14621.3 14863.15 15094.3 15336.15 15567.3 15809.15 16040.3
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
15088.95 15207.2 15246.62 15286.03 15336.15 15364.87 15404.28 15443.7 15561.95
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
14863.15 15043.84 15155.46 15336.15 15516.84 15628.46 15809.15
DeMark Pivot
Support 1 Pivot Point Resistance 1
15215.23 15396.61 15688.23