FnO Contract Details

Expiry:
Symbol:

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

PEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,462.00 1,483.30 1,455.65 1,467.35 NA 0.34 % NA NA
27-Aug-20 1,463.20 1,487.40 1,463.20 1,473.20 2,939,750 0.44 % -0.54 % Short Covering
24-Sep-20 1,482.00 1,482.00 1,469.75 1,476.35 23,650 1.40 % -2.27 % Short Covering
29-Oct-20 1,475.70 1,475.70 1,475.70 1,475.70 4,950 -1.48 % 0.00 %
Cummulative NA NA NA NA 2,968,350 NA -0.55 % Short Covering
PEL Options OI PCR:  0.62   (Expiry : 27-Aug-20 )   PUT OI: 540,650   CALL OI: 865,700 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 210650 -1.29% 52.50 -1.96% Long Windup
1600.00 206250 -5.06% 24.40 -4.31% Long Windup
1700.00 88550 3.87% 11.35 -1.73% 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
1520.00 73150 22.02% 44.80 -4.88% Short Buildup
1700.00 88550 3.87% 11.35 -1.73% Short Buildup
1540.00 53900 5.38% 38.00 -5.59% 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
1600.00 206250 -5.06% 24.40 -4.31% Long Windup
1500.00 210650 -1.29% 52.50 -1.96% Long Windup
1400.00 58300 -1.85% 100.00 -2.49% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 102850 -2.09% 31.60 -14.82% Long Windup
1200.00 101750 -4.15% 3.00 5.26% Short Covering
1500.00 95150 -0.57% 82.35 -4.24% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1380.00 19800 2.86% 25.25 -16.80% Short Buildup
None
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1200.00 101750 -4.15% 3.00 5.26% Short Covering
1460.00 21450 -13.33% 56.45 -11.80% Long Windup
1400.00 102850 -2.09% 31.60 -14.82% Long Windup
 
 
PEL 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 1,467.35 1,473.20 2,939,750 2,968,350 0.44 % -0.54 % -0.55 % 0.7565 0.62 0.96 % Short Covering 12.58%12.50 5.85 0.4 %
12-Aug-20 1,462.35 1,466.70 2,955,700 2,984,850 -0.82 % -1.09 % -1.04 % 0.7584 0.65 0.98 % Long Windup 13.90%16.72 4.35 0.3 %
11-Aug-20 1,473.75 1,478.80 2,988,150 3,016,200 -0.19 % -0.17 % -0.09 % 0.7603 0.66 0.93 % Long Windup 11.75%18.99 5.05 0.34 %
10-Aug-20 1,473.95 1,481.65 2,993,100 3,018,950 0.69 % -0.82 % -0.67 % 0.7622 0.74 0.86 % Short Covering 10.71%23.64 7.7 0.52 %
07-Aug-20 1,464.20 1,471.45 3,017,850 3,039,300 -0.04 % -1.74 % -1.74 % 0.7640 0.76 0.71 % Long Windup 9.15%23.65 7.25 0.5 %
06-Aug-20 1,463.95 1,472.00 3,071,200 3,093,200 2.11 % 0.13 % 0.16 % 0.7659 0.78 0.71 % Long Buildup 10.08%19.77 8.05 0.55 %
05-Aug-20 1,432.85 1,441.65 3,067,350 3,088,250 -2.15 % -0.77 % -0.90 % 0.7673 0.70 0.68 % Long Windup 14.86%46.86 8.8 0.61 %
04-Aug-20 1,466.10 1,473.35 3,091,000 3,116,300 0.51 % -1.46 % -1.39 % 0.7686 0.80 0.81 % Short Covering 11.23%23.03 7.25 0.49 %
03-Aug-20 1,460.75 1,465.90 3,136,650 3,160,300 -1.02 % -2.63 % -2.56 % 0.7705 0.82 0.75 % Long Windup 5.45%16.37 5.15 0.35 %
31-Jul-20 1,473.40 1,480.95 3,221,350 3,243,350 8.03 % 0.77 % -1.45 % 0.7724 0.89 0.68 % Short Covering 9.42%73.21 7.55 0.51 %
30-Jul-20 1,370.15 1,370.85 3,196,600 3,291,200 -4.26 % 17.34 % -0.13 % 0.7680 0.70 - Long Windup 10.70%30.03 0.7 0.05 %
29-Jul-20 1,423.55 1,431.90 2,724,150 3,295,600 -2.95 % 45.29 % -0.58 % 0.7682 0.93 - Long Windup 25.44%54.20 8.35 0.59 %
28-Jul-20 1,469.15 1,475.35 1,874,950 3,314,850 1.45 % 30.76 % -3.01 % 0.7689 0.90 - Short Covering 7.67%16.34 6.2 0.42 %
27-Jul-20 1,454.40 1,454.20 1,433,850 3,417,700 -2.55 % 174.13 % 1.25 % 0.7707 0.55 - Short Buildup 9.16%11.03 -0.2 -0.01 %
24-Jul-20 1,492.00 1,492.20 523,050 3,375,350 -0.63 % 33.19 % -2.76 % 0.7719 - - Long Windup 6.58%13.51 0.2 0.01 %
23-Jul-20 1,498.70 1,501.70 392,700 3,471,050 0.85 % 227.52 % 2.97 % 0.7738 - - Long Buildup 10.22%19.80 3 0.2 %
22-Jul-20 1,490.25 1,489.05 119,900 3,370,950 -4.18 % 40.65 % -2.84 % 0.7757 - - Long Windup 9.98%27.86 -1.2 -0.08 %
21-Jul-20 1,558.40 1,554.05 85,250 3,469,400 10.33 % 82.35 % 3.14 % 0.7753 - - Long Buildup 16.01%123.14 -4.35 -0.28 %
20-Jul-20 1,406.35 1,408.60 46,750 3,363,800 1.82 % -2.30 % -0.68 % 0.7647 - - Short Covering 10.05%17.04 2.25 0.16 %
17-Jul-20 1,377.95 1,383.40 47,850 3,386,900 0.48 % 16.00 % -1.12 % 0.7661 - - Short Covering 13.03%16.19 5.45 0.4 %
16-Jul-20 1,372.95 1,376.80 41,250 3,425,400 -0.07 % 4.17 % 0.48 % 0.7680 - - Short Buildup 9.93%10.91 3.85 0.28 %
15-Jul-20 1,390.20 1,377.75 39,600 3,408,900 -0.42 % -8.86 % -2.30 % 0.7700 - - Long Windup 18.00%30.94 -12.45 -0.9 %
14-Jul-20 1,390.20 1,383.50 43,450 3,489,200 -2.23 % 12.86 % -1.48 % 0.7719 - - Long Windup 12.89%27.03 -6.7 -0.48 %
13-Jul-20 1,431.35 1,415.00 38,500 3,541,450 -1.19 % -5.41 % -0.53 % 0.7728 - - Long Windup 15.57%31.64 -16.35 -1.14 %
10-Jul-20 1,448.85 1,432.00 40,700 3,560,150 -0.15 % 4.23 % 0.08 % 0.7746 - - Short Buildup 7.68%9.67 -16.85 -1.16 %
09-Jul-20 1,446.40 1,434.20 39,050 3,557,400 0.82 % 4.41 % 0.05 % 0.7765 - - Long Buildup 11.46%14.40 -12.2 -0.84 %
08-Jul-20 1,433.65 1,422.50 37,400 3,555,750 1.19 % -2.86 % -1.36 % 0.7784 - - Short Covering 10.58%25.41 -11.15 -0.78 %
07-Jul-20 1,417.75 1,405.75 38,500 3,604,700 0.18 % -12.50 % -2.05 % 0.7802 - - Short Covering 14.29%26.11 -12 -0.85 %
06-Jul-20 1,413.25 1,403.20 44,000 3,680,050 0.52 % 2.56 % 0.97 % 0.7821 - - Long Buildup 10.95%15.71 -10.05 -0.71 %
03-Jul-20 1,411.05 1,396.00 42,900 3,644,850 1.44 % -2.50 % -1.09 % 0.7841 - - Short Covering 11.72%27.45 -15.05 -1.07 %
02-Jul-20 1,390.05 1,376.20 44,000 3,685,000 1.50 % 12.68 % 0.83 % 0.7858 - - Long Buildup 10.29%25.73 -13.85 -1 %
01-Jul-20 1,377.95 1,355.80 39,050 3,654,750 1.33 % 0.00 % -2.47 % 0.7877 - - Short Covering 9.07%17.09 -22.15 -1.61 %
30-Jun-20 1,363.80 1,337.95 39,050 3,747,150 -1.69 % 18.33 % 1.40 % 0.7895 - - Short Buildup 8.91%32.98 -25.85 -1.9 %
29-Jun-20 1,387.00 1,360.95 33,000 3,695,450 2.30 % 93.55 % -1.96 % 0.7912 - - Short Covering 7.22%55.36 -26.05 -1.88 %
26-Jun-20 1,343.10 1,330.35 17,050 3,769,150 0.08 % 19.23 % -9.43 % 0.7920 - - Short Covering 8.46%35.26 -12.75 -0.95 %
25-Jun-20 1,342.45 1,329.25 14,300 4,161,586 8.07 % 116.67 % 8.68 % 0.7939 - - Long Buildup 11.22%76.42 -13.2 -0.98 %
24-Jun-20 1,240.40 1,229.95 6,600 3,829,211 -0.59 % 0.00 % -5.68 % 0.7887 - - Long Windup 8.55%24.45 -10.45 -0.84 %
23-Jun-20 1,267.50 1,237.30 6,600 4,059,739 7.04 % -7.69 % 5.74 % 0.7901 - - Long Buildup 6.63%42.22 -30.2 -2.38 %
22-Jun-20 1,207.95 1,155.90 7,150 3,839,371 1.07 % 18.18 % -6.29 % 0.7894 - - Short Covering 8.83%32.62 -52.05 -4.31 %
19-Jun-20 1,163.00 1,143.70 6,050 4,097,242 11.80 % 450.00 % 3.90 % 0.7898 - - Long Buildup 14.15%93.55 -19.3 -1.66 %
18-Jun-20 1,039.85 1,023.00 1,100 3,943,474 -1.16 % 0.00 % 3.10 % 0.7771 - - Short Buildup 7.99%12.15 -16.85 -1.62 %
17-Jun-20 1,051.30 1,035.00 1,100 3,825,019 0.00 % 0.00 % -0.50 % 0.7789 - - 11.27%15.20 -16.3 -1.55 %
16-Jun-20 1,043.25 1,035.00 1,100 3,844,420 2.42 % 0.00 % -0.80 % 0.7808 - - Short Covering 7.98%8.90 -8.25 -0.79 %
15-Jun-20 1,036.05 1,010.50 1,100 3,875,617 -0.82 % 100.00 % 0.32 % 0.7827 - - Short Buildup 8.18%14.94 -25.55 -2.47 %
12-Jun-20 1,064.40 1,018.90 550 3,863,307 0.00 % 0.00 % -0.92 % 0.7838 - - 9.72%19.07 -45.5 -4.27 %
11-Jun-20 1,026.05 1,018.90 550 3,898,990 0.00 % 0.00 % -0.76 % 0.7842 - - 10.11%14.21 -7.15 -0.7 %
10-Jun-20 1,044.30 1,018.90 550 3,928,926 0.00 % 0.00 % 2.39 % 0.7858 - - 24.50%64.41 -25.4 -2.43 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
12.50 Crore Rs. 16.07 Crore Rs. 19.10 Crore Rs. 23.15 Crore Rs. 28.87 Crore Rs. 29.27 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 >>
12.58 % 12.65 % 11.10 % 11.76 % 11.20 % 11.51 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREPiercing Line-
 
 
PEL 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
1437.6 1450.4 1461.8 1474.6 1486 1498.8 1510.2
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1461.1 1467.15 1469.17 1471.18 1474.6 1475.22 1477.23 1479.25 1485.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1450.4 1459.64 1465.36 1474.6 1483.84 1489.56 1498.8
DeMark Pivot
Support 1 Pivot Point Resistance 1
1468.2 1477.8 1492.4
 
 
PEL Result / Events
Date Description Status
30-Jul-20Financial ResultsCompleted
04-Feb-20Financial ResultsCompleted
25-Oct-19Fund RaisingCompleted
21-Oct-19Financial ResultsCompleted
30-Jul-19Financial ResultsCompleted
28-Jan-19Financial ResultsCompleted