FnO Contract Details

Expiry:
Symbol:

PEL analysis for the selected expiry [Oct-19] as on 18-Oct-19

PEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,460.00 1,577.40 1,443.00 1,556.85 NA 5.99 % NA NA
31-Oct-19 1,435.15 1,565.00 1,414.00 1,538.45 6,352,872 6.25 % 0.02 % Long Buildup
28-Nov-19 1,400.55 1,542.00 1,390.00 1,516.15 1,026,498 5.81 % 12.77 % Long Buildup
26-Dec-19 1,402.80 1,520.70 1,400.00 1,520.70 29,596 8.40 % 2.08 % Long Buildup
Cummulative NA NA NA NA 7,408,966 NA 1.62 % Long Buildup
PEL Options OI PCR:  1.09   (Expiry : 31-Oct-19 )   PUT OI: 849,224   CALL OI: 775,838 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 89996 -5.40% 54.50 158.29% Short Covering
1800.00 89392 11.28% 14.45 129.37% Long Buildup
1700.00 81540 -10.89% 29.60 167.87% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1800.00 89392 11.28% 14.45 129.37% Long Buildup
1650.00 41374 14.17% 38.75 157.48% Long Buildup
1550.00 34428 4.59% 74.40 121.76% 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
1400.00 31710 -53.33% 173.20 82.99% Short Covering
1450.00 25368 -33.33% 137.40 101.17% Short Covering
1700.00 81540 -10.89% 29.60 167.87% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 291732 413.83% 35.75 -23.45% Short Buildup
1500.00 104190 100.58% 64.70 -32.46% Short Buildup
1300.00 86070 73.78% 16.30 -18.09% 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
1400.00 291732 413.83% 35.75 -23.45% Short Buildup
1500.00 104190 100.58% 64.70 -32.46% Short Buildup
1300.00 86070 73.78% 16.30 -18.09% 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
1100.00 20234 -16.25% 3.20 -8.57% Long Windup
1000.00 21442 -12.35% 1.40 -33.33% Long Windup
1250.00 30502 -5.61% 11.25 -14.45% 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 %
18-Oct-19 1,556.85 1,538.45 6,352,872 7,408,966 6.25 % 0.02 % 1.62 % 0.0000 1.09 14.25 % Long Buildup 7.29%32.38 -18.4 -1.18 %
17-Oct-19 1,468.85 1,447.95 6,351,664 7,290,884 12.27 % -5.82 % -3.09 % 0.8555 0.57 12.88 % Short Covering 7.72%30.08 -20.9 -1.42 %
16-Oct-19 1,375.70 1,289.75 6,744,264 7,523,424 0.62 % 1.99 % 2.85 % 0.6832 0.46 10.36 % Long Buildup 17.50%25.81 -85.95 -6.25 %
15-Oct-19 1,375.85 1,281.75 6,612,592 7,314,742 -0.14 % -1.07 % -0.25 % 0.7040 0.45 9.60 % Long Windup 16.48%27.56 -94.1 -6.84 %
14-Oct-19 1,376.50 1,283.50 6,684,166 7,332,862 -3.12 % -1.53 % 1.70 % 0.7261 0.46 8.85 % Short Buildup 16.90%35.83 -93 -6.76 %
11-Oct-19 1,365.00 1,324.90 6,788,054 7,209,948 -1.22 % 1.58 % 2.16 % 0.7331 0.49 5.85 % Short Buildup 9.98%32.19 -40.1 -2.94 %
10-Oct-19 1,371.45 1,341.30 6,682,354 7,057,740 -3.59 % 5.51 % 5.94 % 0.7356 0.51 5.32 % Short Buildup 14.28%64.86 -30.15 -2.2 %
09-Oct-19 1,395.00 1,391.30 6,333,544 6,661,818 -0.66 % -0.17 % 0.37 % 0.7533 0.56 4.93 % Short Buildup 14.39%89.04 -3.7 -0.27 %
07-Oct-19 1,482.55 1,400.50 6,344,416 6,637,356 -7.39 % 3.29 % 4.40 % 0.7604 0.62 4.41 % Short Buildup 11.12%40.33 -82.05 -5.53 %
04-Oct-19 1,597.25 1,512.20 6,142,076 6,357,402 -0.25 % 1.32 % 1.58 % 0.6913 0.69 3.39 % Short Buildup 36.70%168.85 -85.05 -5.32 %
03-Oct-19 1,575.15 1,516.00 6,062,348 6,258,346 -5.29 % 3.52 % 3.79 % 0.6804 0.60 3.13 % Short Buildup 30.48%167.93 -59.15 -3.76 %
01-Oct-19 1,668.75 1,600.75 5,856,384 6,030,034 -1.04 % 4.70 % 6.03 % 0.6508 0.62 2.88 % Short Buildup 21.04%87.46 -68 -4.07 %
30-Sep-19 1,632.45 1,617.60 5,593,644 5,687,264 -6.15 % 12.33 % 13.06 % 0.6694 0.50 1.65 % Short Buildup 23.48%119.91 -14.85 -0.91 %
27-Sep-19 1,726.60 1,723.60 4,979,678 5,030,414 -7.55 % 13.12 % 13.14 % 0.6187 0.59 1.01 % Short Buildup 19.44%73.46 -3 -0.17 %
26-Sep-19 1,859.55 1,864.35 4,402,254 4,446,346 1.48 % 4.22 % -5.95 % 0.5063 0.58 - Short Covering 17.48%20.60 4.8 0.26 %
25-Sep-19 1,824.25 1,837.20 4,224,074 4,727,810 -1.09 % 33.58 % 1.79 % 0.5171 0.54 - Short Buildup 13.33%23.56 12.95 0.71 %
24-Sep-19 1,848.85 1,857.50 3,162,242 4,644,760 0.64 % 82.14 % -0.65 % 0.5305 0.70 - Short Covering 10.00%15.11 8.65 0.47 %
23-Sep-19 1,845.70 1,845.75 1,736,198 4,675,262 -0.82 % 159.67 % -3.92 % 0.5466 0.83 - Long Windup 17.02%33.60 0.05 0 %
20-Sep-19 1,848.45 1,860.95 668,628 4,866,126 5.47 % 13.19 % -6.47 % 0.5631 1.25 - Short Covering 20.81%70.70 12.5 0.68 %
19-Sep-19 1,764.15 1,764.50 590,712 5,202,856 -3.44 % 68.04 % 10.49 % 0.5399 2.33 - Short Buildup 9.89%16.85 0.35 0.02 %
18-Sep-19 1,825.15 1,827.30 351,528 4,709,086 -0.12 % 222.44 % 14.00 % 0.5227 2.12 - Short Buildup 9.33%13.01 2.15 0.12 %
17-Sep-19 1,826.40 1,829.45 109,022 4,130,756 -4.16 % 52.32 % 4.25 % 0.5391 1.65 - Short Buildup 14.01%20.58 3.05 0.17 %
16-Sep-19 1,900.30 1,908.95 71,574 3,962,240 -0.38 % 15.05 % 0.47 % 0.5208 2.06 - Short Buildup 11.74%25.60 8.65 0.46 %
13-Sep-19 1,903.50 1,916.15 62,212 3,943,818 -3.03 % 101.96 % 6.47 % 0.5372 11.33 - Short Buildup 10.21%36.39 12.65 0.66 %
12-Sep-19 1,965.00 1,975.95 30,804 3,704,332 -0.47 % 3.03 % 4.95 % 0.5325 1.50 - Short Buildup 10.05%16.00 10.95 0.56 %
11-Sep-19 1,983.05 1,985.20 29,898 3,529,474 4.76 % -7.48 % 3.50 % 0.5485 1.50 - Long Buildup 22.63%63.49 2.15 0.11 %
09-Sep-19 1,892.05 1,895.00 32,314 3,410,184 0.18 % 2.88 % 0.89 % 0.5247 1.50 - Long Buildup 5.96%7.73 2.95 0.16 %
06-Sep-19 1,882.20 1,891.60 31,408 3,379,984 -2.97 % 70.49 % 6.78 % 0.5406 - - Short Buildup 23.91%56.43 9.4 0.5 %
05-Sep-19 1,938.35 1,949.45 18,422 3,165,262 -0.38 % 38.64 % -0.06 % 0.5368 - - Long Windup 16.78%25.19 11.1 0.57 %
04-Sep-19 1,948.80 1,956.90 13,288 3,167,074 -0.91 % 12.82 % 0.78 % 0.5534 - - Short Buildup 8.04%16.06 8.1 0.42 %
03-Sep-19 1,968.50 1,974.85 11,778 3,142,612 -3.38 % 21.88 % -0.48 % 0.5687 - - Long Windup 14.84%28.87 6.35 0.32 %
30-Aug-19 2,030.40 2,044.00 9,664 3,157,712 2.97 % 28.00 % -2.91 % 0.5670 - - Short Covering 17.09%55.82 13.6 0.67 %
29-Aug-19 1,981.60 1,985.00 7,550 3,252,238 1.50 % 25.00 % -1.81 % 0.5691 - - Short Covering 9.47%35.65 3.4 0.17 %
28-Aug-19 1,895.60 1,955.75 6,040 3,312,034 0.00 % 0.00 % -1.06 % 0.5493 - - 18.97%30.41 60.15 3.17 %
27-Aug-19 1,950.00 1,955.75 6,040 3,347,368 3.60 % 5.26 % 1.85 % 0.5506 - - Long Buildup 24.68%68.17 5.75 0.29 %
26-Aug-19 1,881.40 1,887.70 5,738 3,286,666 7.16 % 137.50 % -4.05 % 0.5434 - - Short Covering 16.90%41.77 6.3 0.33 %
23-Aug-19 1,779.95 1,761.65 2,416 3,425,284 -1.24 % 60.00 % -2.25 % 0.4941 - - Long Windup 13.82%21.40 -18.3 -1.03 %
22-Aug-19 1,724.50 1,783.80 1,510 3,504,106 -1.03 % 150.00 % 7.46 % 0.4753 - - Short Buildup 19.35%26.35 59.3 3.44 %
21-Aug-19 1,782.80 1,802.45 604 3,260,996 1.07 % 0.00 % 1.16 % 0.4621 - - Long Buildup 14.87%17.02 19.65 1.1 %
20-Aug-19 1,780.60 1,783.35 604 3,223,548 -2.17 % 100.00 % 0.23 % 0.4766 - - Short Buildup 8.63%12.39 2.75 0.15 %
19-Aug-19 1,796.50 1,823.00 302 3,215,998 0.00 % 0.00 % -1.96 % 0.4905 - - 13.09%18.61 26.5 1.48 %
14-Aug-19 1,765.45 1,800.00 302 3,324,114 0.00 % 0.00 % -2.74 % 0.5198 - - 7.42%12.27 34.55 1.96 %
13-Aug-19 1,723.90 1,800.00 302 3,417,734 0.00 % 0.00 % 0.28 % 0.5225 - - 14.55%25.34 76.1 4.41 %
09-Aug-19 1,770.60 1,800.00 302 3,408,070 0.00 % 0.00 % -1.90 % 0.5213 - - 15.80%38.89 29.4 1.66 %
08-Aug-19 1,727.50 1,800.00 302 3,473,906 0.00 % 0.00 % -0.72 % 0.5248 - - 15.35%30.45 72.5 4.2 %
07-Aug-19 1,673.70 1,800.00 302 3,498,972 0.00 % 0.00 % -0.46 % 0.5153 - - 14.85%33.75 126.3 7.55 %
06-Aug-19 1,718.80 1,800.00 302 3,514,978 0.00 % 0.00 % 2.64 % 0.5132 - - 30.02%50.31 81.2 4.72 %
05-Aug-19 1,729.40 1,800.00 302 3,424,680 0.00 % 0.00 % -0.51 % 0.5285 - - 14.39%29.49 70.6 4.08 %
02-Aug-19 1,748.40 1,800.00 302 3,442,196 0.00 % 0.00 % 2.42 % 0.5426 - - 8.49%24.38 51.6 2.95 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
32.38 Crore Rs. 29.42 Crore Rs. 30.33 Crore Rs. 42.22 Crore Rs. 70.94 Crore Rs. 56.62 Crore Rs. More details >>
Average Delivery Percentage
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
7.29 % 9.13 % 11.37 % 12.38 % 17.89 % 17.48 % More details >>
 
 
PEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 22-Oct-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1295.64 1354.82 1446.64 1505.82 1597.64 1656.82 1748.64
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1462.95 1500.7 1513.28 1525.87 1505.82 1551.03 1563.62 1576.2 1613.95
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1354.82 1412.5 1448.14 1505.82 1563.5 1599.14 1656.82
DeMark Pivot
Support 1 Pivot Point Resistance 1
1476.23 1520.61 1627.23
 
 
PEL Result / Events
Date Description Status
21-Oct-19Financial ResultsUpcoming
30-Jul-19Financial ResultsCompleted
28-Jan-19Financial ResultsCompleted