FnO Contract Details

Expiry:
Symbol:

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

PEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 932.20 985.00 932.20 967.70 NA 1.03 % NA NA
25-Jun-20 912.20 971.10 912.20 959.30 4,520,670 2.98 % -2.20 % Short Covering
30-Jul-20 923.20 937.15 902.20 932.60 19,250 2.64 % 34.62 % Long Buildup
Cummulative NA NA NA NA 4,539,920 NA -3.13 % Short Covering
PEL Options OI PCR:  0.95   (Expiry : 25-Jun-20 )   PUT OI: 115,257   CALL OI: 121,128 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1000.00 56547 31.65% 48.55 38.71% Long Buildup
900.00 19158 6.90% 102.55 31.81% Long Buildup
1100.00 15759 18.60% 21.30 49.47% 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
1000.00 56547 31.65% 48.55 38.71% Long Buildup
1050.00 8034 225.00% 32.15 39.78% Long Buildup
950.00 15759 37.84% 67.10 28.67% 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
1000.00 28119 26.39% 86.45 -23.33% Short Buildup
900.00 25956 115.38% 36.15 -23.81% Short Buildup
850.00 22557 14.06% 21.85 -23.73% 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
900.00 25956 115.38% 36.15 -23.81% Short Buildup
1000.00 28119 26.39% 86.45 -23.33% Short Buildup
950.00 8343 107.69% 57.45 -19.42% 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
 
 
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 %
29-May-20 967.70 959.30 4,520,670 4,539,920 2.98 % -2.20 % -3.13 % 0.7418 0.95 0.42 % Short Covering 31.05%67.26 -8.4 -0.87 %
28-May-20 957.80 931.55 4,622,331 4,686,689 -0.78 % 17.36 % 2.27 % 0.7635 0.92 - Short Buildup 22.79%47.83 -26.25 -2.74 %
27-May-20 957.50 938.90 3,938,514 4,582,581 5.72 % 39.04 % -1.47 % 0.7875 1.39 - Short Covering 15.80%29.35 -18.6 -1.94 %
26-May-20 906.25 888.10 2,832,603 4,650,938 -3.90 % 160.57 % -2.50 % 0.7675 1.44 - Long Windup 20.82%28.37 -18.15 -2 %
22-May-20 953.30 924.10 1,087,062 4,770,039 1.53 % 132.52 % -2.68 % 0.7653 1.49 - Short Covering 11.11%- -29.2 -3.06 %
21-May-20 933.10 910.15 467,517 4,901,605 0.85 % 166.84 % 9.34 % 0.7893 2.04 - Long Buildup 15.93%34.65 -22.95 -2.46 %
20-May-20 914.05 902.45 175,203 4,483,046 4.89 % 66.76 % 6.67 % 0.8134 3.62 - Long Buildup 14.00%27.41 -11.6 -1.27 %
19-May-20 880.10 860.40 105,060 4,202,783 1.21 % 23.64 % 4.25 % 0.8110 6.55 - Long Buildup 12.86%15.80 -19.7 -2.24 %
18-May-20 872.60 850.10 84,975 4,031,319 -3.11 % 83.33 % 4.03 % 0.8348 - - Short Buildup 16.51%27.48 -22.5 -2.58 %
15-May-20 888.50 877.40 46,350 3,875,274 2.50 % 4.90 % -0.72 % 0.8486 - - Short Covering 10.75%17.10 -11.1 -1.25 %
14-May-20 874.40 856.00 44,187 3,903,393 -1.92 % 12.60 % 2.07 % 0.8736 - - Short Buildup 11.85%18.61 -18.4 -2.1 %
13-May-20 887.05 872.80 39,243 3,824,289 -1.05 % 9.48 % 4.83 % 0.8950 - - Short Buildup 13.39%26.90 -14.25 -1.61 %
12-May-20 897.95 882.10 35,844 3,648,227 -3.62 % 136.73 % 9.25 % 0.9220 - - Short Buildup 6.30%47.54 -15.85 -1.77 %
11-May-20 931.60 915.25 15,141 3,339,295 3.62 % 6.52 % 1.25 % 0.9302 - - Long Buildup 14.11%32.31 -16.35 -1.76 %
08-May-20 885.80 883.25 14,214 3,298,198 -2.81 % -2.13 % -0.76 % 0.9362 - - Long Windup 20.63%29.09 -2.55 -0.29 %
07-May-20 912.95 908.80 14,523 3,323,536 -1.34 % 6.82 % -0.88 % 0.9522 - - Long Windup 9.33%13.05 -4.15 -0.45 %
06-May-20 918.80 921.10 13,596 3,352,891 2.33 % 33.33 % 3.67 % 0.9813 - - Long Buildup 6.16%20.73 2.3 0.25 %
05-May-20 910.70 900.15 10,197 3,234,303 0.31 % -2.94 % 7.11 % 1.0100 - - Long Buildup 15.16%31.30 -10.55 -1.16 %
04-May-20 904.65 897.35 10,506 3,019,548 -7.94 % 54.55 % 2.57 % 1.0417 - - Short Buildup 23.30%38.50 -7.3 -0.81 %
30-Apr-20 988.75 974.75 6,798 2,943,843 2.41 % 4.76 % -4.30 % 0.9797 - - Short Covering 14.03%26.88 -14 -1.42 %
29-Apr-20 954.60 951.85 6,489 3,076,095 1.16 % 10.53 % -10.27 % 0.9948 - - Short Covering 16.04%25.08 -2.75 -0.29 %
28-Apr-20 933.95 940.90 5,871 3,428,355 2.34 % 11.76 % -0.24 % 1.0225 - - Short Covering 19.46%44.49 6.95 0.74 %
27-Apr-20 912.25 919.40 5,253 3,436,698 7.55 % 6.25 % 2.74 % 1.0476 - - Long Buildup 17.24%45.04 7.15 0.78 %
24-Apr-20 864.45 854.85 4,944 3,344,925 5.98 % 220.00 % 4.13 % 1.0433 - - Long Buildup 15.38%33.45 -9.6 -1.11 %
23-Apr-20 854.05 806.60 1,545 3,212,364 0.00 % 0.00 % 1.07 % 1.0753 - - 11.10%16.74 -47.45 -5.56 %
22-Apr-20 839.85 806.60 1,545 3,178,374 -1.74 % -28.57 % -2.18 % 1.1073 - - Long Windup 11.32%15.21 -33.25 -3.96 %
21-Apr-20 829.70 820.90 2,163 3,249,135 -12.20 % -12.50 % 3.01 % 1.1386 - - Short Buildup 18.93%28.96 -8.8 -1.06 %
20-Apr-20 876.85 935.00 2,472 3,154,272 0.00 % 0.00 % 4.03 % 1.1424 - - 13.14%26.29 58.15 6.63 %
17-Apr-20 892.65 935.00 2,472 3,032,217 3.32 % 14.29 % 2.51 % 1.1720 - - Long Buildup 14.44%41.51 42.35 4.74 %
16-Apr-20 895.45 904.95 2,163 2,958,057 -5.44 % -12.50 % 2.01 % 1.2088 - - Short Buildup 27.13%63.39 9.5 1.06 %
15-Apr-20 932.50 957.00 2,472 2,899,656 3.39 % 33.33 % 3.89 % 1.2350 - - Long Buildup 10.00%21.65 24.5 2.63 %
13-Apr-20 919.40 925.65 1,854 2,791,197 -0.37 % 100.00 % 2.96 % 1.2728 - - Short Buildup 11.91%11.33 6.25 0.68 %
09-Apr-20 958.40 929.10 927 2,710,857 0.00 % 0.00 % -0.98 % 1.2981 - - 12.60%17.19 -29.3 -3.06 %
08-Apr-20 935.05 929.10 927 2,737,740 -2.19 % 50.00 % 2.29 % 1.3342 - - Short Buildup 12.10%25.07 -5.95 -0.64 %
07-Apr-20 912.05 949.90 618 2,676,558 0.00 % 0.00 % 1.67 % 1.3724 - - 22.74%62.30 37.85 4.15 %
03-Apr-20 912.10 949.90 618 2,632,680 0.00 % 0.00 % 2.27 % 1.4133 - - 22.20%49.04 37.8 4.14 %
01-Apr-20 936.50 949.90 618 2,574,279 0.00 % 0.00 % 1.52 % 1.4464 - - 16.87%33.20 13.4 1.43 %
31-Mar-20 939.50 949.90 618 2,535,654 9.82 % 0.00 % -3.22 % 1.4918 - - Short Covering 14.79%50.03 10.4 1.11 %
30-Mar-20 854.70 865.00 618 2,620,011 0.00 % 0.00 % -3.12 % 1.4662 - - 11.78%23.26 10.3 1.21 %
27-Mar-20 849.05 865.00 618 2,704,368 0.00 % 0.00 % -6.68 % 1.5116 - - 12.97%60.74 15.95 1.88 %
 
 
Average Delivery Volume
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
67.26 Crore Rs. 48.15 Crore Rs. 34.56 Crore Rs. 31.33 Crore Rs. 29.87 Crore Rs. 28.82 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 >>
31.05 % 23.56 % 20.35 % 18.21 % 13.89 % 13.88 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBullish Engulfing-
SPOTBullish Engulfing-
 
 
PEL 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
865.06 888.63 923.96 947.53 982.86 1006.43 1041.76
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
929.85 944.58 949.48 954.39 947.53 964.21 969.12 974.03 988.75
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
888.63 911.13 925.03 947.53 970.03 983.93 1006.43
DeMark Pivot
Support 1 Pivot Point Resistance 1
935.75 953.43 994.65
 
 
PEL Result / Events
Date Description Status
04-Feb-20Financial ResultsCompleted
25-Oct-19Fund RaisingCompleted
21-Oct-19Financial ResultsCompleted
30-Jul-19Financial ResultsCompleted
28-Jan-19Financial ResultsCompleted