FnO Contract Details

Expiry:
Symbol:

PEL analysis for the selected expiry [Nov-20] as on 25-Nov-20

PEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,449.65 1,451.25 1,384.50 1,388.55 NA -2.59 % NA NA
26-Nov-20 1,447.20 1,453.90 1,381.05 1,386.45 483,450 -2.97 % -63.30 % Long Windup
31-Dec-20 1,458.10 1,459.50 1,387.90 1,393.15 2,557,500 -2.83 % 28.49 % Short Buildup
28-Jan-21 1,449.25 1,449.25 1,397.50 1,397.50 6,600 -3.75 % 9.09 % Short Buildup
Cummulative NA NA NA NA 3,047,550 NA -8.03 % Long Windup
PEL Options OI PCR:  0.61   (Expiry : 26-Nov-20 )   PUT OI: 344,300   CALL OI: 560,450 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 143000 -35.96% 1.25 -89.41% Long Windup
1400.00 58850 -34.36% 12.05 -73.66% Long Windup
1440.00 51150 -33.09% 3.80 -86.92% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 143000 -35.96% 1.25 -89.41% Long Windup
1450.00 34100 -55.71% 2.45 -90.58% Long Windup
1460.00 36300 -49.62% 2.55 -87.62% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 75350 -17.47% 1.50 -23.08% Long Windup
1200.00 72050 -6.43% 0.60 -7.69% Long Windup
1400.00 46200 -37.78% 25.65 78.13% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
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
1400.00 46200 -37.78% 25.65 78.13% Short Covering
1300.00 75350 -17.47% 1.50 -23.08% Long Windup
1320.00 17050 -26.19% 1.95 -2.50% 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 %
25-Nov-20 1,388.55 1,386.45 483,450 3,047,550 -2.97 % -63.30 % -8.03 % 0.6840 0.61 84.14 % Long Windup 17.61%32.72 -2.1 -0.15 %
24-Nov-20 1,425.45 1,428.85 1,317,250 3,313,750 2.44 % -40.04 % 6.66 % 0.6848 0.50 60.25 % Long Buildup 17.11%35.09 3.4 0.24 %
23-Nov-20 1,392.90 1,394.80 2,196,700 3,106,950 -0.06 % -23.37 % 3.37 % 0.6858 0.57 29.30 % Short Buildup 19.98%25.55 1.9 0.14 %
20-Nov-20 1,395.45 1,395.60 2,866,600 3,005,750 -0.02 % -2.82 % -1.67 % 0.6875 0.59 4.63 % Long Windup 18.40%24.55 0.15 0.01 %
19-Nov-20 1,393.05 1,395.85 2,949,650 3,056,900 -2.96 % -0.02 % 1.00 % 0.6892 0.52 3.51 % Short Buildup 13.44%23.73 2.8 0.2 %
18-Nov-20 1,436.30 1,438.40 2,950,200 3,026,650 1.74 % -2.22 % -1.89 % 0.6897 0.52 2.53 % Short Covering 15.24%23.60 2.1 0.15 %
17-Nov-20 1,411.00 1,413.85 3,017,300 3,084,950 -2.98 % -5.12 % -4.67 % 0.6910 0.48 2.19 % Long Windup 13.23%22.39 2.85 0.2 %
14-Nov-20 1,455.50 1,457.35 3,180,100 3,236,200 -1.22 % -1.35 % -1.18 % 0.6915 0.47 1.73 % Long Windup 29.29%9.11 1.85 0.13 %
13-Nov-20 1,469.70 1,475.30 3,223,550 3,274,700 4.72 % 5.49 % 5.94 % 0.6931 0.46 1.56 % Long Buildup 14.83%44.01 5.6 0.38 %
12-Nov-20 1,403.55 1,408.80 3,055,800 3,091,000 0.63 % 0.34 % 0.55 % 0.6920 0.77 1.14 % Long Buildup 8.35%10.71 5.25 0.37 %
11-Nov-20 1,395.40 1,400.00 3,045,350 3,073,950 0.98 % 0.27 % 0.32 % 0.6937 0.69 0.93 % Long Buildup 12.67%16.37 4.6 0.33 %
10-Nov-20 1,381.75 1,386.35 3,037,100 3,064,050 0.01 % -2.39 % -2.38 % 0.6954 0.66 0.88 % Short Covering 17.07%41.69 4.6 0.33 %
09-Nov-20 1,382.45 1,386.20 3,111,350 3,138,850 2.77 % 3.63 % 3.67 % 0.6971 0.60 0.88 % Long Buildup 19.75%30.50 3.75 0.27 %
06-Nov-20 1,346.25 1,348.85 3,002,450 3,027,750 0.37 % 1.37 % 1.62 % 0.6979 0.56 0.84 % Long Buildup 15.75%26.13 2.6 0.19 %
05-Nov-20 1,335.05 1,343.85 2,961,750 2,979,350 2.56 % 6.07 % 6.28 % 0.6996 0.59 0.59 % Long Buildup 32.19%44.06 8.8 0.66 %
04-Nov-20 1,303.00 1,310.30 2,792,350 2,803,350 0.34 % 1.87 % 1.88 % 0.7006 0.61 0.39 % Long Buildup 20.57%18.26 7.3 0.56 %
03-Nov-20 1,299.55 1,305.80 2,741,200 2,751,650 0.32 % 2.01 % 1.96 % 0.7023 0.62 0.38 % Long Buildup 18.24%22.75 6.25 0.48 %
02-Nov-20 1,296.80 1,301.65 2,687,300 2,698,850 2.80 % 0.87 % 0.88 % 0.7041 0.55 0.43 % Long Buildup 17.22%26.13 4.85 0.37 %
30-Oct-20 1,262.25 1,266.15 2,664,200 2,675,200 3.82 % -4.12 % -7.60 % 0.7049 0.69 0.41 % Short Covering 13.88%30.94 3.9 0.31 %
29-Oct-20 1,215.35 1,219.55 2,778,600 2,895,200 -5.05 % 9.92 % -2.88 % 0.7048 0.62 - Long Windup 13.83%39.54 4.2 0.35 %
28-Oct-20 1,283.95 1,284.45 2,527,800 2,981,000 -1.57 % 51.58 % 0.33 % 0.7026 0.60 - Short Buildup 13.00%19.24 0.5 0.04 %
27-Oct-20 1,298.80 1,304.95 1,667,600 2,971,100 -0.02 % 93.49 % 1.47 % 0.7042 0.57 - Short Buildup 10.65%14.33 6.15 0.47 %
26-Oct-20 1,300.75 1,305.20 861,850 2,928,200 -2.04 % 197.34 % 1.70 % 0.7060 0.74 - Short Buildup 11.55%11.86 4.45 0.34 %
23-Oct-20 1,327.15 1,332.40 289,850 2,879,250 0.45 % 173.06 % -1.10 % 0.7072 1.50 - Short Covering 8.05%6.03 5.25 0.4 %
22-Oct-20 1,320.70 1,326.40 106,150 2,911,150 0.07 % 22.93 % -0.36 % 0.7090 1.33 - Short Covering 7.10%7.09 5.7 0.43 %
21-Oct-20 1,316.75 1,325.45 86,350 2,921,600 0.34 % 18.05 % -3.91 % 0.7108 1.33 - Short Covering 7.65%12.78 8.7 0.66 %
20-Oct-20 1,318.00 1,321.00 73,150 3,040,400 -0.57 % 9.02 % -0.77 % 0.7125 1.33 - Long Windup 16.54%31.99 3 0.23 %
19-Oct-20 1,324.10 1,328.60 67,100 3,064,050 2.52 % 19.61 % -2.19 % 0.7143 1.33 - Short Covering 18.90%32.92 4.5 0.34 %
16-Oct-20 1,291.35 1,295.95 56,100 3,132,800 2.84 % 2.00 % -2.95 % 0.7153 2.00 - Short Covering 15.26%20.42 4.6 0.36 %
15-Oct-20 1,251.45 1,260.20 55,000 3,227,950 -3.50 % 12.36 % -0.24 % 0.7158 2.00 - Long Windup 19.51%24.91 8.75 0.7 %
14-Oct-20 1,299.65 1,305.90 48,950 3,235,650 1.73 % 5.95 % -2.03 % 0.7158 2.00 - Short Covering 10.51%14.85 6.25 0.48 %
13-Oct-20 1,277.90 1,283.65 46,200 3,302,750 -3.01 % 6.33 % 3.71 % 0.7172 1.50 - Short Buildup 17.59%29.36 5.75 0.45 %
12-Oct-20 1,314.40 1,323.55 43,450 3,184,500 -0.39 % 5.33 % -1.81 % 0.7180 1.50 - Long Windup 9.87%13.12 9.15 0.7 %
09-Oct-20 1,319.80 1,328.70 41,250 3,243,350 0.44 % 36.36 % 1.71 % 0.7198 1.50 - Long Buildup 9.95%25.87 8.9 0.67 %
08-Oct-20 1,317.80 1,322.85 30,250 3,188,900 -0.46 % -6.78 % -1.24 % 0.7216 1.50 - Long Windup 8.37%8.93 5.05 0.38 %
07-Oct-20 1,319.40 1,328.90 32,450 3,229,050 -2.37 % 20.41 % -1.81 % 0.7234 1.50 - Long Windup 16.02%21.59 9.5 0.72 %
06-Oct-20 1,349.55 1,361.15 26,950 3,288,450 2.29 % 6.52 % 2.91 % 0.7246 3.00 - Long Buildup 13.45%18.14 11.6 0.86 %
05-Oct-20 1,320.50 1,330.70 25,300 3,195,500 2.60 % 4.55 % -1.96 % 0.7258 3.00 - Short Covering 14.21%20.49 10.2 0.77 %
01-Oct-20 1,297.20 1,297.00 24,200 3,259,300 3.03 % 4.76 % 2.33 % 0.7272 - - Long Buildup 10.06%26.74 -0.2 -0.02 %
30-Sep-20 1,253.50 1,258.80 23,100 3,185,050 -0.40 % -2.33 % 0.99 % 0.7276 - - Short Buildup 7.04%11.33 5.3 0.42 %
29-Sep-20 1,252.50 1,263.80 23,650 3,153,700 -1.92 % 30.30 % 1.41 % 0.7294 - - Short Buildup 9.81%18.04 11.3 0.9 %
28-Sep-20 1,283.30 1,288.55 18,150 3,109,700 3.62 % 17.86 % 1.89 % 0.7305 - - Long Buildup 11.27%15.54 5.25 0.41 %
25-Sep-20 1,246.35 1,243.50 15,400 3,051,950 4.18 % 40.00 % -1.37 % 0.7312 - - Short Covering 12.61%18.20 -2.85 -0.23 %
24-Sep-20 1,193.75 1,193.55 11,000 3,094,300 -4.83 % 25.00 % -4.43 % 0.7307 - - Long Windup 14.95%22.71 -0.2 -0.02 %
23-Sep-20 1,237.50 1,254.15 8,800 3,237,850 -3.20 % 14.29 % -0.20 % 0.7309 - - Long Windup 9.21%13.61 16.65 1.35 %
22-Sep-20 1,245.85 1,295.65 7,700 3,244,450 0.00 % 0.00 % 4.35 % 0.7327 - - 6.94%14.71 49.8 4 %
21-Sep-20 1,274.30 1,295.65 7,700 3,109,150 -5.83 % 27.27 % -6.17 % 0.7339 - - Long Windup 15.69%24.02 21.35 1.68 %
18-Sep-20 1,351.90 1,375.80 6,050 3,313,750 -1.16 % 10.00 % 2.92 % 0.7314 - - Short Buildup 16.18%51.93 23.9 1.77 %
17-Sep-20 1,377.20 1,391.95 5,500 3,219,700 2.27 % 11.11 % -2.51 % 0.7328 - - Short Covering 19.19%36.14 14.75 1.07 %
16-Sep-20 1,360.50 1,361.05 4,950 3,302,750 0.08 % 12.50 % -1.99 % 0.7345 - - Short Covering 9.50%17.28 0.55 0.04 %
15-Sep-20 1,347.45 1,360.00 4,400 3,369,850 1.10 % 0.00 % 0.54 % 0.7362 - - Long Buildup 15.34%37.07 12.55 0.93 %
14-Sep-20 1,322.80 1,345.25 4,400 3,351,700 -1.19 % 14.29 % 0.36 % 0.7376 - - Short Buildup 15.87%26.87 22.45 1.7 %
11-Sep-20 1,333.40 1,361.40 3,850 3,339,600 1.30 % 16.67 % 2.14 % 0.7394 - - Long Buildup 10.95%30.31 28 2.1 %
10-Sep-20 1,314.50 1,343.90 3,300 3,269,750 1.48 % 20.00 % 0.05 % 0.7410 - - Long Buildup 10.13%29.38 29.4 2.24 %
09-Sep-20 1,295.85 1,324.35 2,750 3,268,100 0.00 % 0.00 % -0.17 % 0.7426 - - 4.63%11.32 28.5 2.2 %
08-Sep-20 1,301.40 1,324.35 2,750 3,273,600 -1.72 % 66.67 % -3.41 % 0.7444 - - Long Windup 5.04%30.24 22.95 1.76 %
07-Sep-20 1,268.45 1,347.55 1,650 3,389,100 0.00 % 0.00 % 2.97 % 0.7455 - - 12.11%33.41 79.1 6.24 %
04-Sep-20 1,292.40 1,347.55 1,650 3,291,200 0.00 % 0.00 % 1.05 % 0.7469 - - 19.13%54.26 55.15 4.27 %
03-Sep-20 1,349.70 1,347.55 1,650 3,257,100 0.00 % 0.00 % -0.72 % 0.7465 - - 18.59%34.59 -2.15 -0.16 %
02-Sep-20 1,354.60 1,347.55 1,650 3,280,750 -0.92 % 0.00 % 3.97 % 0.7484 - - Short Buildup 8.79%17.02 -7.05 -0.52 %
01-Sep-20 1,355.90 1,360.00 1,650 3,155,350 -5.89 % 200.00 % -1.19 % 0.7502 - - Long Windup 5.05%23.34 4.1 0.3 %
31-Aug-20 1,367.30 1,445.05 550 3,193,300 0.00 % 0.00 % -1.04 % 0.7520 - - 20.02%91.04 77.75 5.69 %
 
 
Average Delivery Volume
On 25-Nov-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
32.72 Crore Rs. 31.12 Crore Rs. 28.33 Crore Rs. 24.59 Crore Rs. 26.16 Crore Rs. 27.00 Crore Rs. More details >>
Average Delivery Percentage
On 25-Nov-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
17.61 % 18.01 % 17.09 % 16.61 % 15.92 % 16.37 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Engulfing-
SPOTBearish Engulfing-
 
 
PEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Nov-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1287.51 1334.28 1360.36 1407.13 1433.21 1479.98 1506.06
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1350.03 1368.24 1374.31 1380.38 1407.13 1392.52 1398.59 1404.66 1422.88
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1334.28 1362.11 1379.3 1407.13 1434.96 1452.15 1479.98
DeMark Pivot
Support 1 Pivot Point Resistance 1
1347.33 1400.61 1420.18
 
 
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