FnO Contract Details

Expiry:
Symbol:

NTPC analysis for the selected expiry [Jun-20] as on 29-May-20

NTPC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 94.70 98.85 94.30 97.85 NA 2.25 % NA NA
25-Jun-20 94.25 97.55 94.05 96.80 46,339,200 1.79 % 0.52 % Long Buildup
30-Jul-20 95.20 97.10 95.20 96.75 245,100 2.33 % 514.29 % Long Buildup
Cummulative NA NA NA NA 46,584,300 NA -0.45 % Short Covering
NTPC Options OI PCR:  0.60   (Expiry : 25-Jun-20 )   PUT OI: 1,310,400   CALL OI: 2,184,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 614400 12.28% 2.90 23.40% Long Buildup
110.00 408000 150.00% 0.65 8.33% Long Buildup
105.00 259200 54.29% 1.40 21.74% 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
110.00 408000 150.00% 0.65 8.33% Long Buildup
105.00 259200 54.29% 1.40 21.74% Long Buildup
120.00 86400 350.00% 0.30 50.00% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
80.00 240000 51.52% 0.40 -20.00% Short Buildup
90.00 230400 128.57% 1.75 -23.91% Short Buildup
95.00 192000 135.29% 3.50 -20.45% 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
90.00 230400 128.57% 1.75 -23.91% Short Buildup
95.00 192000 135.29% 3.50 -20.45% Short Buildup
97.50 120000 733.33% 4.80 -21.95% 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
None
None
None
 
 
NTPC 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 %
29-May-20 97.85 96.80 46,339,200 46,584,300 1.79 % 0.52 % -0.45 % 0.5278 0.60 0.53 % Short Covering 61.44%119.61 -1.05 -1.07 %
28-May-20 95.70 95.10 46,099,200 46,796,700 0.48 % 36.42 % -3.15 % 0.5337 0.46 - Short Covering 43.78%50.93 -0.6 -0.63 %
27-May-20 94.70 94.65 33,792,000 48,319,500 1.72 % 86.54 % -2.54 % 0.5481 0.43 - Short Covering 34.64%38.33 -0.05 -0.05 %
26-May-20 93.00 93.05 18,115,200 49,577,100 2.48 % 99.47 % -1.13 % 0.5585 0.39 - Short Covering 44.99%51.67 0.05 0.05 %
22-May-20 90.95 90.80 9,081,600 50,141,700 0.50 % 167.23 % 4.48 % 0.5659 0.42 - Long Buildup 29.15%- -0.15 -0.16 %
21-May-20 90.25 90.35 3,398,400 47,991,300 -2.80 % 11.32 % -0.14 % 0.5825 0.53 - Long Windup 46.97%85.40 0.1 0.11 %
20-May-20 92.90 92.95 3,052,800 48,058,500 1.70 % 52.15 % -0.04 % 0.5844 0.46 - Short Covering 39.12%36.80 0.05 0.05 %
19-May-20 91.05 91.40 2,006,400 48,077,700 2.24 % 40.74 % 1.20 % 0.5949 0.40 - Long Buildup 41.45%46.28 0.35 0.38 %
18-May-20 88.90 89.40 1,425,600 47,506,500 -2.19 % 67.80 % 1.38 % 0.6031 0.39 - Short Buildup 48.15%48.66 0.5 0.56 %
15-May-20 90.85 91.40 849,600 46,858,500 1.84 % 0.57 % 0.21 % 0.6141 0.06 - Long Buildup 41.00%63.05 0.55 0.61 %
14-May-20 89.35 89.75 844,800 46,762,500 -4.11 % 7.98 % 12.16 % 0.6283 0.07 - Short Buildup 40.64%142.03 0.4 0.45 %
13-May-20 93.05 93.60 782,400 41,693,700 1.52 % 15.60 % 4.15 % 0.6196 0.08 - Long Buildup 49.59%87.86 0.55 0.59 %
12-May-20 91.65 92.20 676,800 40,032,900 5.86 % 42.42 % 2.33 % 0.6342 0.08 - Long Buildup 36.72%60.99 0.55 0.6 %
11-May-20 86.65 87.10 475,200 39,121,800 -0.29 % -2.94 % -2.35 % 0.5921 0.08 - Long Windup 39.03%41.41 0.45 0.52 %
08-May-20 87.00 87.35 489,600 40,062,600 -3.91 % 25.93 % -0.08 % 0.6104 0.20 - Long Windup 49.17%120.53 0.35 0.4 %
07-May-20 90.45 90.90 388,800 40,095,300 -4.21 % 35.00 % 1.13 % 0.6011 - - Short Buildup 47.25%36.11 0.45 0.5 %
06-May-20 94.70 94.90 288,000 39,648,000 1.77 % 39.53 % 1.37 % 0.5839 - - Long Buildup 43.49%42.15 0.2 0.21 %
05-May-20 92.60 93.25 206,400 39,110,400 1.86 % 30.30 % 1.49 % 0.5955 - - Long Buildup 38.82%38.21 0.65 0.7 %
04-May-20 91.45 91.55 158,400 38,534,400 -3.88 % 57.14 % -8.64 % 0.6095 - - Long Windup 50.21%47.32 0.1 0.11 %
30-Apr-20 95.05 95.25 100,800 42,177,600 5.25 % 5.00 % -2.08 % 0.5942 - - Short Covering 42.47%61.16 0.2 0.21 %
29-Apr-20 90.20 90.50 96,000 43,075,200 -0.66 % 5.26 % 1.23 % 0.5568 - - Short Buildup 58.40%113.53 0.3 0.33 %
28-Apr-20 90.35 91.10 91,200 42,552,000 -2.25 % 72.73 % -5.49 % 0.5742 - - Long Windup 48.74%87.26 0.75 0.83 %
27-Apr-20 92.35 93.20 52,800 45,024,000 -3.42 % 22.22 % 11.57 % 0.5828 - - Short Buildup 56.57%118.46 0.85 0.92 %
24-Apr-20 93.40 96.50 43,200 40,353,600 0.00 % 0.00 % -3.04 % 0.5986 - - 44.26%41.95 3.1 3.32 %
23-Apr-20 95.20 96.50 43,200 41,620,800 0.00 % 28.57 % 0.77 % 0.6105 - - 58.19%77.99 1.3 1.37 %
22-Apr-20 97.60 96.50 33,600 41,304,000 -0.77 % 16.67 % 4.51 % 0.6181 - - Short Buildup 46.90%47.35 -1.1 -1.13 %
21-Apr-20 97.30 97.25 28,800 39,523,200 0.00 % 0.00 % -0.06 % 0.6374 - - 53.94%79.18 -0.05 -0.05 %
20-Apr-20 98.90 97.25 28,800 39,547,200 0.26 % 0.00 % 1.50 % 0.6526 - - Long Buildup 45.79%79.88 -1.65 -1.67 %
17-Apr-20 95.50 97.00 28,800 38,961,600 6.01 % 100.00 % -1.34 % 0.6549 - - Short Covering 44.07%71.42 1.5 1.57 %
16-Apr-20 95.10 91.50 14,400 39,489,600 0.00 % 0.00 % -6.36 % 0.6745 - - 47.73%94.75 -3.6 -3.79 %
15-Apr-20 89.90 91.50 14,400 42,172,800 6.46 % -25.00 % -6.82 % 0.6429 - - Short Covering 49.63%107.66 1.6 1.78 %
13-Apr-20 88.65 85.95 19,200 45,259,200 0.00 % 0.00 % -3.53 % 0.6578 - - 68.53%202.11 -2.7 -3.05 %
09-Apr-20 87.10 85.95 19,200 46,915,200 0.00 % 0.00 % 0.61 % 0.6747 - - 27.96%22.70 -1.15 -1.32 %
08-Apr-20 85.20 85.95 19,200 46,632,000 4.95 % 0.00 % -0.59 % 0.6869 - - Short Covering 53.47%173.44 0.75 0.88 %
07-Apr-20 81.55 81.90 19,200 46,910,400 2.38 % 33.33 % 9.87 % 0.6863 - - Long Buildup 64.42%250.50 0.35 0.43 %
03-Apr-20 79.55 80.00 14,400 42,696,000 -2.44 % 200.00 % 4.62 % 0.6967 - - Short Buildup 49.35%71.92 0.45 0.57 %
01-Apr-20 81.00 82.00 4,800 40,809,600 0.00 % 0.00 % -0.75 % 0.7153 - - 61.85%71.92 1 1.23 %
 
 
Average Delivery Volume
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
119.61 Crore Rs. 69.62 Crore Rs. 52.11 Crore Rs. 53.63 Crore Rs. 63.97 Crore Rs. 63.43 Crore Rs. More details >>
Average Delivery Percentage
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
61.44 % 49.37 % 45.65 % 44.81 % 43.65 % 45.00 % More details >>
 
 
NTPC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 01-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
91.21 92.63 94.71 96.13 98.21 99.63 101.71
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
95.05 95.93 96.22 96.51 96.13 97.09 97.38 97.68 98.55
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
92.63 93.97 94.79 96.13 97.47 98.29 99.63
DeMark Pivot
Support 1 Pivot Point Resistance 1
95.43 96.49 98.93
 
 
NTPC Result / Events
Date Description Status
07-Feb-20Financial Results/DividendCompleted
25-May-19Financial Results/DividendCompleted
30-Jan-19Financial Results/Dividend/BonusCompleted