FnO Contract Details

Expiry:
Symbol:

NTPC analysis for the selected expiry [Aug-20] as on 13-Aug-20

NTPC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 87.40 87.50 86.50 87.25 NA -1.63 % NA NA
27-Aug-20 87.25 87.70 86.45 87.45 55,170,300 1.22 % -3.86 % Short Covering
24-Sep-20 87.40 87.75 86.70 87.55 4,064,100 1.16 % 0.28 % Long Buildup
29-Oct-20 87.95 87.95 87.00 87.40 148,200 1.27 % 13.04 % Long Buildup
Cummulative NA NA NA NA 59,382,600 NA -3.55 % Long Windup
NTPC Options OI PCR:  0.60   (Expiry : 27-Aug-20 )   PUT OI: 12,123,900   CALL OI: 20,052,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
90.00 5204100 -11.53% 1.70 13.33% Short Covering
95.00 4275000 -0.27% 0.75 7.14% Short Covering
100.00 3414300 0.17% 0.40 14.29% 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
80.00 324900 35.71% 7.90 11.27% Long Buildup
96.00 62700 10.00% 0.65 8.33% Long Buildup
100.00 3414300 0.17% 0.40 14.29% 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
90.00 5204100 -11.53% 1.70 13.33% Short Covering
85.00 1094400 -14.67% 3.90 16.42% Short Covering
87.00 746700 -9.66% 2.85 21.28% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
80.00 2109000 -11.06% 0.35 -36.36% Long Windup
85.00 1801200 2.60% 1.50 -25.00% Short Buildup
75.00 1447800 0.00% 0.20 33.33% 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
84.00 319200 16.67% 1.15 -28.13% Short Buildup
85.00 1801200 2.60% 1.50 -25.00% Short Buildup
87.00 427500 5.63% 2.35 -20.34% 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
80.00 2109000 -11.06% 0.35 -36.36% Long Windup
90.00 980400 -7.53% 4.15 -17.82% Long Windup
83.00 706800 -8.82% 0.90 -28.00% Long Windup
 
 
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 %
13-Aug-20 87.25 87.45 55,170,300 59,382,600 1.22 % -3.86 % -3.55 % 0.3775 0.60 7.09 % Short Covering 36.56%43.78 0.2 0.23 %
12-Aug-20 88.70 86.40 57,387,600 61,571,400 0.58 % -2.71 % -2.38 % 0.3781 0.59 6.80 % Short Covering 42.86%56.28 -2.3 -2.59 %
11-Aug-20 88.25 85.90 58,983,600 63,070,500 -0.12 % -1.76 % -1.40 % 0.3789 0.61 6.48 % Long Windup 34.27%33.82 -2.35 -2.66 %
10-Aug-20 88.20 86.00 60,038,100 63,965,400 2.81 % -2.39 % -2.48 % 0.3799 0.61 6.14 % Short Covering 31.12%33.53 -2.2 -2.49 %
07-Aug-20 85.80 83.65 61,508,700 65,589,900 -0.36 % 2.67 % 2.71 % 0.3790 0.65 6.22 % Short Buildup 47.21%41.89 -2.15 -2.51 %
06-Aug-20 86.15 83.95 59,907,000 63,857,100 0.12 % 1.06 % 1.04 % 0.3799 0.66 6.19 % Long Buildup 43.99%46.28 -2.2 -2.55 %
05-Aug-20 85.90 83.85 59,280,000 63,201,600 0.54 % 0.60 % 0.58 % 0.3809 0.67 6.20 % Long Buildup 39.65%32.29 -2.05 -2.39 %
04-Aug-20 85.60 83.40 58,926,600 62,836,800 -2.85 % 10.57 % 9.89 % 0.3817 0.69 6.22 % Short Buildup 50.18%84.29 -2.2 -2.57 %
03-Aug-20 85.60 85.85 53,295,000 57,182,400 -1.60 % 1.06 % 1.33 % 0.3807 0.78 6.80 % Short Buildup 53.90%65.32 0.25 0.29 %
31-Jul-20 87.00 87.25 52,736,400 56,430,000 0.58 % 0.37 % -20.35 % 0.3810 0.82 6.55 % Short Covering 33.07%22.75 0.25 0.29 %
30-Jul-20 86.60 86.75 52,542,600 70,845,300 -1.87 % 20.54 % -10.49 % 0.3819 0.78 - Long Windup 41.86%38.68 0.15 0.17 %
29-Jul-20 88.15 88.40 43,587,900 79,144,500 -0.11 % 21.34 % 0.14 % 0.3820 0.85 - Short Buildup 36.62%34.64 0.25 0.28 %
28-Jul-20 88.55 88.50 35,921,400 79,036,200 0.68 % 35.41 % -5.07 % 0.3829 0.86 - Short Covering 35.10%43.17 -0.05 -0.06 %
27-Jul-20 87.65 87.90 26,527,800 83,254,200 -1.73 % 42.41 % -0.21 % 0.3836 0.86 - Long Windup 41.07%36.25 0.25 0.29 %
24-Jul-20 89.40 89.45 18,627,600 83,430,900 -1.43 % 34.93 % 6.75 % 0.3838 0.86 - Short Buildup 32.42%32.91 0.05 0.06 %
23-Jul-20 90.55 90.75 13,805,400 78,152,700 0.39 % 19.19 % 2.44 % 0.3843 1.06 - Long Buildup 32.41%32.76 0.2 0.22 %
22-Jul-20 90.35 90.40 11,582,400 76,288,800 1.80 % 15.06 % -3.66 % 0.3852 1.07 - Short Covering 31.82%90.04 0.05 0.06 %
21-Jul-20 88.35 88.80 10,066,200 79,190,100 1.31 % 77.67 % 4.27 % 0.3852 1.36 - Long Buildup 46.17%82.08 0.45 0.51 %
20-Jul-20 87.15 87.65 5,665,800 75,946,800 -1.07 % 23.33 % 3.13 % 0.3857 1.49 - Short Buildup 45.04%48.48 0.5 0.57 %
17-Jul-20 88.30 88.60 4,594,200 73,644,000 1.66 % 15.47 % 2.32 % 0.3863 1.38 - Long Buildup 37.12%40.12 0.3 0.34 %
16-Jul-20 86.75 87.15 3,978,600 71,973,900 -1.19 % 10.62 % 1.45 % 0.3864 1.46 - Short Buildup 32.82%28.91 0.4 0.46 %
15-Jul-20 88.05 88.20 3,596,700 70,947,900 0.34 % 1.94 % -0.42 % 0.3870 1.79 - Short Covering 42.03%42.87 0.15 0.17 %
14-Jul-20 87.65 87.90 3,528,300 71,250,000 -2.12 % 15.27 % 0.47 % 0.3879 1.84 - Short Buildup 45.48%56.77 0.25 0.29 %
13-Jul-20 89.90 89.80 3,060,900 70,919,400 -0.55 % 12.82 % -2.22 % 0.3874 2.61 - Long Windup 31.39%49.42 -0.1 -0.11 %
10-Jul-20 90.40 90.30 2,713,200 72,526,800 -0.99 % 15.82 % 3.59 % 0.3883 3.24 - Short Buildup 40.73%44.96 -0.1 -0.11 %
09-Jul-20 91.20 91.20 2,342,700 70,013,100 0.16 % 19.48 % 3.19 % 0.3890 3.29 - Long Buildup 42.94%46.64 0 0 %
08-Jul-20 91.00 91.05 1,960,800 67,847,100 -1.30 % 32.31 % 3.89 % 0.3900 8.32 - Short Buildup 56.22%134.33 0.05 0.05 %
07-Jul-20 92.55 92.25 1,482,000 65,304,900 -1.65 % 34.72 % 1.89 % 0.3905 1.86 - Short Buildup 52.95%92.07 -0.3 -0.32 %
06-Jul-20 95.20 93.80 1,100,100 64,096,500 0.64 % 7.82 % -0.76 % 0.3895 0.43 - Short Covering 38.16%42.98 -1.4 -1.47 %
03-Jul-20 94.50 93.20 1,020,300 64,586,700 1.30 % 1.13 % 3.08 % 0.3904 0.43 - Long Buildup 35.69%51.51 -1.3 -1.38 %
02-Jul-20 93.40 92.00 1,008,900 62,654,400 -0.16 % 30.15 % 3.16 % 0.3911 0.50 - Short Buildup 50.74%67.93 -1.4 -1.5 %
01-Jul-20 93.60 92.15 775,200 60,733,500 -2.07 % 47.83 % -0.25 % 0.3920 0.60 - Long Windup 41.56%84.18 -1.45 -1.55 %
30-Jun-20 95.80 94.10 524,400 60,887,400 0.37 % 0.00 % -0.15 % 0.3921 0.67 - Short Covering 37.94%67.24 -1.7 -1.77 %
29-Jun-20 94.90 93.75 524,400 60,978,600 -2.80 % 48.39 % 1.88 % 0.3930 1.00 - Short Buildup 45.84%78.90 -1.15 -1.21 %
26-Jun-20 97.00 96.45 353,400 59,855,700 1.37 % 6.90 % -3.16 % 0.3928 1.00 - Short Covering 50.46%76.22 -0.55 -0.57 %
25-Jun-20 96.10 95.15 330,600 61,811,100 -1.65 % 34.88 % 5.87 % 0.3935 1.00 - Short Buildup 52.05%346.50 -0.95 -0.99 %
24-Jun-20 97.05 96.75 245,100 58,384,500 -2.67 % 95.45 % -1.30 % 0.3942 - - Long Windup 40.90%95.48 -0.3 -0.31 %
23-Jun-20 100.75 99.40 125,400 59,153,700 5.91 % 22.22 % 1.49 % 0.3922 - - Long Buildup 36.33%74.42 -1.35 -1.34 %
22-Jun-20 95.30 93.85 102,600 58,286,400 1.02 % 5.88 % 4.39 % 0.3869 - - Long Buildup 44.12%79.33 -1.45 -1.52 %
19-Jun-20 93.00 92.90 96,900 55,836,300 0.00 % 13.33 % 2.79 % 0.3864 - - 51.17%65.84 -0.1 -0.11 %
18-Jun-20 92.70 92.90 85,500 54,319,800 0.11 % -6.25 % 0.27 % 0.3873 - - Long Buildup 34.02%52.10 0.2 0.22 %
17-Jun-20 91.50 92.80 91,200 54,172,200 0.00 % 0.00 % 1.90 % 0.3877 - - 33.31%52.05 1.3 1.42 %
16-Jun-20 92.80 92.80 91,200 53,160,900 -0.64 % 14.29 % 1.35 % 0.3881 - - Short Buildup 39.41%32.03 0 0 %
15-Jun-20 93.20 93.40 79,800 52,454,700 -2.10 % 40.00 % 2.82 % 0.3891 - - Short Buildup 31.49%32.22 0.2 0.21 %
12-Jun-20 96.90 95.40 57,000 51,017,400 -2.75 % 11.11 % 0.46 % 0.3870 - - Short Buildup 34.57%36.60 -1.5 -1.55 %
11-Jun-20 98.05 98.10 51,300 50,785,500 -0.71 % 0.00 % 1.37 % 0.3875 - - Short Buildup 36.60%36.82 0.05 0.05 %
10-Jun-20 98.15 98.80 51,300 50,097,600 1.07 % 50.00 % 2.77 % 0.3884 - - Long Buildup 39.16%46.53 0.65 0.66 %
09-Jun-20 98.00 97.75 34,200 48,747,900 3.77 % 50.00 % 0.43 % 0.3893 - - Long Buildup 56.70%79.08 -0.25 -0.26 %
08-Jun-20 98.55 94.20 22,800 48,541,500 0.00 % 0.00 % 0.62 % 0.3901 - - 33.96%47.43 -4.35 -4.41 %
05-Jun-20 97.95 94.20 22,800 48,243,000 0.00 % 0.00 % -0.22 % 0.3909 - - 46.35%53.32 -3.75 -3.83 %
04-Jun-20 95.15 94.20 22,800 48,347,700 -2.18 % 33.33 % 0.69 % 0.3901 - - Short Buildup 29.02%35.42 -0.95 -1 %
03-Jun-20 94.70 96.30 17,100 48,016,800 -2.33 % 200.00 % 3.93 % 0.3910 - - Short Buildup 61.80%135.80 1.6 1.69 %
02-Jun-20 96.75 98.60 5,700 46,200,900 0.00 % 0.00 % 2.24 % 0.3910 - - 53.96%94.87 1.85 1.91 %
01-Jun-20 97.90 98.60 5,700 45,187,800 0.00 % 0.00 % -3.00 % 0.3919 - - 46.88%46.38 0.7 0.72 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
43.78 Crore Rs. 44.63 Crore Rs. 41.86 Crore Rs. 46.52 Crore Rs. 44.36 Crore Rs. 46.11 Crore Rs. More details >>
Average Delivery Percentage
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
36.56 % 38.27 % 38.35 % 41.38 % 41.24 % 39.51 % More details >>
 
 
NTPC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 14-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
85.45 85.95 86.7 87.2 87.95 88.45 89.2
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
86.83 87.14 87.24 87.35 87.2 87.55 87.66 87.76 88.08
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
85.95 86.43 86.72 87.2 87.68 87.97 88.45
DeMark Pivot
Support 1 Pivot Point Resistance 1
86.95 87.33 88.2
 
 
NTPC Result / Events
Date Description Status
27-Jun-20Financial Results/DividendCompleted
07-Feb-20Financial Results/DividendCompleted
25-May-19Financial Results/DividendCompleted
30-Jan-19Financial Results/Dividend/BonusCompleted