FnO Contract Details

Expiry:
Symbol:

NESTLEIND analysis for the selected expiry [Jan-21] as on 15-Jan-21

NESTLEIND Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 18,110.05 18,249.00 17,800.00 17,834.00 NA -1.65 % NA NA
28-Jan-21 18,193.85 18,264.00 17,840.05 17,896.30 327,400 -1.51 % 2.52 % Short Buildup
25-Feb-21 18,314.00 18,325.00 17,933.25 17,967.10 11,200 -1.50 % 38.27 % Short Buildup
25-Mar-21 17,975.00 17,975.00 17,975.00 17,975.00 850 -1.52 % 6.25 % Short Buildup
Cummulative NA NA NA NA 339,450 NA 3.41 % Short Buildup
NESTLEIND Options OI PCR:  0.38   (Expiry : 28-Jan-21 )   PUT OI: 40,750   CALL OI: 106,950 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
19000.00 34500 1.62% 116.10 -20.89% Short Buildup
18500.00 21950 11.99% 209.75 -24.93% Short Buildup
20000.00 18000 7.78% 51.45 -5.94% Short Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
18500.00 21950 11.99% 209.75 -24.93% Short Buildup
18000.00 3850 75.00% 393.40 -21.13% Short Buildup
20000.00 18000 7.78% 51.45 -5.94% Short Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
18400.00 1150 -8.00% 246.05 -25.08% Long Windup
18100.00 650 -7.14% 358.85 -19.17% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
17000.00 11900 13.33% 133.00 64.71% Long Buildup
16000.00 10100 16.76% 50.45 24.57% Long Buildup
17500.00 9150 10.91% 248.85 60.08% 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 10100 16.76% 50.45 24.57% Long Buildup
17000.00 11900 13.33% 133.00 64.71% Long Buildup
17500.00 9150 10.91% 248.85 60.08% 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
18250.00 450 -10.00% 528.60 10.47% Short Covering
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 %
15-Jan-21 17,834.00 17,896.30 327,400 339,450 -1.51 % 2.52 % 3.41 % 0.3686 0.38 3.55 % Short Buildup 37.99%65.31 62.3 0.35 %
14-Jan-21 18,132.60 18,170.70 319,350 328,250 0.39 % -2.22 % -2.15 % 0.3688 0.37 2.71 % Short Covering 44.26%46.94 38.1 0.21 %
13-Jan-21 18,019.30 18,100.80 326,600 335,450 0.05 % -1.98 % -1.64 % 0.3696 0.38 2.64 % Short Covering 23.68%46.67 81.5 0.45 %
12-Jan-21 17,999.10 18,092.15 333,200 341,050 -1.74 % 14.05 % 14.52 % 0.3706 0.39 2.30 % Short Buildup 57.79%147.26 93.05 0.52 %
11-Jan-21 18,391.45 18,411.85 292,150 297,800 0.27 % 0.97 % 1.03 % 0.3704 0.48 1.90 % Long Buildup 37.22%78.43 20.4 0.11 %
08-Jan-21 18,306.25 18,361.85 289,350 294,750 0.79 % -1.80 % -1.59 % 0.3712 0.48 1.83 % Short Covering 43.31%120.23 55.6 0.3 %
07-Jan-21 18,127.30 18,218.40 294,650 299,500 -1.77 % 4.30 % 4.67 % 0.3719 0.49 1.62 % Short Buildup 43.42%94.93 91.1 0.5 %
06-Jan-21 18,515.25 18,545.95 282,500 286,150 -0.42 % -0.72 % -0.68 % 0.3718 0.58 1.28 % Long Windup 38.09%40.69 30.7 0.17 %
05-Jan-21 18,558.25 18,624.90 284,550 288,100 0.82 % -0.14 % -0.10 % 0.3727 0.56 1.23 % Short Covering 32.58%50.59 66.65 0.36 %
04-Jan-21 18,377.95 18,474.20 284,950 288,400 -0.23 % 1.90 % 2.12 % 0.3734 0.67 1.20 % Short Buildup 28.07%32.00 96.25 0.52 %
01-Jan-21 18,450.70 18,516.50 279,650 282,400 0.31 % -1.57 % -3.45 % 0.3743 0.67 0.97 % Short Covering 19.07%17.70 65.8 0.36 %
31-Dec-20 18,390.25 18,459.00 284,100 292,500 -0.10 % 15.11 % 0.00 % 0.3752 0.67 - 37.30%58.62 68.75 0.37 %
30-Dec-20 18,379.25 18,477.40 246,800 292,500 0.47 % 20.66 % -6.46 % 0.3761 0.66 - Short Covering 34.82%59.94 98.15 0.53 %
29-Dec-20 18,262.65 18,391.20 204,550 312,700 -1.79 % 105.58 % 2.63 % 0.3770 0.65 - Short Buildup 46.51%168.77 128.55 0.7 %
28-Dec-20 18,597.35 18,726.85 99,500 304,700 0.16 % 222.53 % -1.87 % 0.3771 0.57 - Short Covering 28.97%35.22 129.5 0.7 %
24-Dec-20 18,566.35 18,697.60 30,850 310,500 -0.50 % 114.98 % 2.56 % 0.3781 0.66 - Short Buildup 30.70%71.49 131.25 0.71 %
23-Dec-20 18,732.70 18,791.65 14,350 302,750 0.65 % 40.69 % -0.92 % 0.3788 1.04 - Short Covering 25.43%48.99 58.95 0.31 %
22-Dec-20 18,553.55 18,670.00 10,200 305,550 2.23 % 10.27 % -2.94 % 0.3795 1.73 - Short Covering 29.99%73.89 116.45 0.63 %
21-Dec-20 18,192.60 18,262.15 9,250 314,800 -0.84 % 7.56 % -9.28 % 0.3796 1.88 - Long Windup 26.92%69.66 69.55 0.38 %
18-Dec-20 18,362.75 18,417.40 8,600 347,000 -0.14 % 23.74 % 1.46 % 0.3803 2.12 - Short Buildup 42.49%194.88 54.65 0.3 %
17-Dec-20 18,305.35 18,443.90 6,950 342,000 0.02 % 2.96 % -1.26 % 0.3812 2.26 - Short Covering 37.64%67.59 138.55 0.76 %
16-Dec-20 18,323.45 18,440.85 6,750 346,350 0.53 % 11.57 % 0.07 % 0.3822 2.33 - Long Buildup 24.26%98.50 117.4 0.64 %
15-Dec-20 18,189.90 18,343.45 6,050 346,100 -1.68 % 6.14 % -2.62 % 0.3830 2.52 - Long Windup 43.34%107.03 153.55 0.84 %
14-Dec-20 18,591.80 18,656.60 5,700 355,400 0.87 % 17.53 % 0.88 % 0.3828 2.37 - Long Buildup 22.78%55.37 64.8 0.35 %
11-Dec-20 18,401.10 18,496.10 4,850 352,300 0.13 % -6.73 % 0.74 % 0.3835 2.37 - Long Buildup 27.67%82.98 95 0.52 %
10-Dec-20 18,352.70 18,472.20 5,200 349,700 4.26 % 48.57 % 6.91 % 0.3845 2.42 - Long Buildup 27.33%152.71 119.5 0.65 %
09-Dec-20 17,569.15 17,717.70 3,500 327,100 0.59 % -6.67 % -0.09 % 0.3809 3.55 - Short Covering 53.59%84.27 148.55 0.85 %
08-Dec-20 17,519.45 17,613.70 3,750 327,400 -0.51 % 11.94 % 2.86 % 0.3818 3.67 - Short Buildup 43.77%91.03 94.25 0.54 %
07-Dec-20 17,562.55 17,703.95 3,350 318,300 -1.20 % 17.54 % 5.43 % 0.3828 3.22 - Short Buildup 39.74%87.97 141.4 0.81 %
04-Dec-20 17,828.70 17,918.10 2,850 301,900 1.69 % 0.00 % -0.87 % 0.3832 46.00 - Short Covering 43.25%96.16 89.4 0.5 %
03-Dec-20 17,492.15 17,620.00 2,850 304,550 1.31 % 5.56 % -4.41 % 0.3833 - - Short Covering 45.09%100.38 127.85 0.73 %
02-Dec-20 17,266.45 17,392.10 2,700 318,600 -0.70 % 17.39 % -1.74 % 0.3838 - - Long Windup 45.45%127.10 125.65 0.73 %
01-Dec-20 17,418.15 17,514.85 2,300 324,250 -1.12 % 4.55 % -1.41 % 0.3846 - - Long Windup 42.59%174.38 96.7 0.56 %
27-Nov-20 17,888.95 17,712.65 2,200 328,900 -0.68 % 193.33 % 1.39 % 0.3839 - - Short Buildup 83.99%1,662.95 -176.3 -0.99 %
26-Nov-20 17,741.95 17,834.45 750 324,400 1.99 % 15.38 % 2.14 % 0.3847 - - Long Buildup 37.96%97.92 92.5 0.52 %
25-Nov-20 17,520.20 17,487.00 650 317,600 -1.79 % 30.00 % -2.38 % 0.3853 - - Long Windup 30.40%56.72 -33.2 -0.19 %
24-Nov-20 17,677.60 17,805.95 500 325,350 0.38 % -9.09 % -17.75 % 0.3861 - - Short Covering 51.69%196.01 128.35 0.73 %
23-Nov-20 17,786.40 17,738.20 550 395,550 1.36 % 10.00 % -5.65 % 0.3869 - - Short Covering 51.02%183.89 -48.2 -0.27 %
20-Nov-20 17,460.40 17,499.95 500 419,250 1.87 % 66.67 % -0.13 % 0.3871 - - Short Covering 40.30%178.75 39.55 0.23 %
19-Nov-20 16,934.15 17,177.95 300 419,800 0.77 % 0.00 % -3.24 % 0.3859 - - Short Covering 52.20%159.31 243.8 1.44 %
18-Nov-20 16,872.60 17,046.90 300 433,850 0.00 % 0.00 % -0.80 % 0.3868 - - 56.19%137.13 174.3 1.03 %
17-Nov-20 16,982.85 17,046.90 300 437,350 1.13 % 20.00 % -1.52 % 0.3877 - - Short Covering 46.94%95.26 64.05 0.38 %
14-Nov-20 16,838.15 16,856.05 250 444,100 -0.56 % -28.57 % -0.15 % 0.3885 - - Long Windup 40.40%7.11 17.9 0.11 %
13-Nov-20 16,825.65 16,950.75 350 444,750 0.02 % 40.00 % -1.85 % 0.3894 - - Short Covering 38.76%48.43 125.1 0.74 %
12-Nov-20 16,718.60 16,947.65 250 453,150 1.94 % 25.00 % 1.58 % 0.3903 - - Long Buildup 46.64%115.26 229.05 1.37 %
11-Nov-20 16,697.60 16,625.00 200 446,100 -2.54 % 100.00 % 0.21 % 0.3913 - - Short Buildup 42.88%177.78 -72.6 -0.43 %
10-Nov-20 16,604.75 17,059.00 100 445,150 -0.53 % 100.00 % 5.49 % 0.3922 - - Short Buildup 53.46%257.12 454.25 2.74 %
09-Nov-20 17,332.00 17,150.05 50 422,000 0.00 % 0.00 % -0.05 % 0.3889 - - 48.89%94.42 -181.95 -1.05 %
06-Nov-20 17,006.65 17,150.00 50 422,200 -0.92 % -66.67 % 2.48 % 0.3890 - - Short Buildup 42.66%86.34 143.35 0.84 %
05-Nov-20 17,221.30 17,310.00 150 412,000 0.00 % 0.00 % -0.23 % 0.3896 - - 36.67%64.25 88.7 0.52 %
 
 
Average Delivery Volume
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
65.31 Crore Rs. 52.97 Crore Rs. 76.92 Crore Rs. 80.06 Crore Rs. 66.10 Crore Rs. 75.70 Crore Rs. More details >>
Average Delivery Percentage
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
37.99 % 33.45 % 40.90 % 41.50 % 38.49 % 37.12 % More details >>
 
 
NESTLEIND Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 18-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
17312.29 17576.17 17736.24 18000.12 18160.19 18424.07 18584.14
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
17684.33 17790.31 17825.64 17860.97 18000.12 17931.63 17966.96 18002.29 18108.28
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
17576.17 17738.12 17838.17 18000.12 18162.07 18262.12 18424.07
DeMark Pivot
Support 1 Pivot Point Resistance 1
17656.2 17960.1 18080.15