FnO Contract Details

Expiry:
Symbol:

PVR analysis for the selected expiry [Jan-20] as on 23-Jan-20

PVR Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,909.00 1,953.00 1,887.00 1,899.90 NA -0.96 % NA NA
30-Jan-20 1,918.30 1,952.00 1,886.20 1,899.20 1,246,000 -1.00 % -10.87 % Long Windup
27-Feb-20 1,911.65 1,952.35 1,890.10 1,901.10 68,400 -1.02 % 159.09 % Short Buildup
26-Mar-20 1,927.05 1,956.30 1,895.20 1,912.00 7,200 0.35 % 50.00 % Long Buildup
Cummulative NA NA NA NA 1,321,600 NA -7.53 % Long Windup
PVR Options OI PCR:  0.88   (Expiry : 30-Jan-20 )   PUT OI: 447,600   CALL OI: 508,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1950.00 192400 59.80% 17.00 -45.07% Short Buildup
2000.00 144800 39.23% 7.10 -57.49% Short Buildup
1900.00 88400 79.67% 37.20 -27.49% 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
1950.00 192400 59.80% 17.00 -45.07% Short Buildup
2000.00 144800 39.23% 7.10 -57.49% Short Buildup
1900.00 88400 79.67% 37.20 -27.49% 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
1850.00 7200 -25.00% 68.25 -15.79% Long Windup
1800.00 2800 -30.00% 133.35 -0.07% Long Windup
1700.00 800 -33.33% 215.00 -1.83% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1850.00 136000 193.10% 19.95 14.33% Long Buildup
1900.00 130400 243.16% 39.20 15.29% Long Buildup
1800.00 92800 329.63% 9.55 19.38% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1900.00 130400 243.16% 39.20 15.29% Long Buildup
1850.00 136000 193.10% 19.95 14.33% Long Buildup
1800.00 92800 329.63% 9.55 19.38% Long 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
1950.00 23200 -63.98% 68.85 9.90% Short Covering
None
None
 
 
PVR 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 %
23-Jan-20 1,899.90 1,899.20 1,246,000 1,321,600 -1.00 % -10.87 % -7.53 % 0.2143 0.88 5.72 % Long Windup 6.94%22.40 -0.7 -0.04 %
22-Jan-20 1,918.30 1,918.40 1,398,000 1,429,200 -1.04 % 6.30 % 6.21 % 0.2160 0.63 2.18 % Short Buildup 20.92%9.45 0.1 0.01 %
21-Jan-20 1,937.65 1,938.50 1,315,200 1,345,600 0.81 % 3.82 % 4.12 % 0.2174 0.64 2.26 % Long Buildup 26.45%34.83 0.85 0.04 %
20-Jan-20 1,920.50 1,922.90 1,266,800 1,292,400 0.10 % -2.61 % -2.42 % 0.2201 0.58 1.98 % Short Covering 23.69%13.40 2.4 0.12 %
17-Jan-20 1,913.15 1,920.90 1,300,800 1,324,400 -0.11 % -3.16 % -2.96 % 0.2263 0.55 1.78 % Long Windup 26.92%11.07 7.75 0.41 %
16-Jan-20 1,914.70 1,922.95 1,343,200 1,364,800 -0.49 % 0.66 % 0.65 % 0.2333 0.55 1.58 % Short Buildup 25.21%18.51 8.25 0.43 %
15-Jan-20 1,930.20 1,932.40 1,334,400 1,356,000 2.05 % 4.71 % 4.89 % 0.2375 0.52 1.59 % Long Buildup 25.43%23.99 2.2 0.11 %
14-Jan-20 1,892.65 1,893.50 1,274,400 1,292,800 0.16 % -0.56 % -0.40 % 0.2258 0.48 1.42 % Short Covering 21.99%14.55 0.85 0.04 %
13-Jan-20 1,883.65 1,890.50 1,281,600 1,298,000 -0.92 % -2.61 % -2.46 % 0.2318 0.44 1.26 % Long Windup 22.18%13.27 6.85 0.36 %
10-Jan-20 1,905.70 1,908.00 1,316,000 1,330,800 0.14 % 1.29 % 1.28 % 0.2323 0.47 1.11 % Long Buildup 22.62%14.21 2.3 0.12 %
09-Jan-20 1,901.55 1,905.35 1,299,200 1,314,000 1.71 % -2.32 % -2.17 % 0.2394 0.45 1.13 % Short Covering 18.63%14.51 3.8 0.2 %
08-Jan-20 1,863.60 1,873.35 1,330,000 1,343,200 0.03 % -3.40 % -3.34 % 0.2269 0.32 0.98 % Short Covering 33.40%15.88 9.75 0.52 %
07-Jan-20 1,867.15 1,872.80 1,376,800 1,389,600 0.51 % 2.75 % 2.57 % 0.2338 0.28 0.92 % Long Buildup 27.34%15.95 5.65 0.3 %
06-Jan-20 1,857.00 1,863.30 1,340,000 1,354,800 -1.00 % 2.57 % 2.67 % 0.2397 0.29 1.09 % Short Buildup 13.12%5.20 6.3 0.34 %
03-Jan-20 1,875.15 1,882.20 1,306,400 1,319,600 0.02 % 3.32 % 3.38 % 0.2427 0.27 1.00 % Long Buildup 18.27%8.69 7.05 0.38 %
02-Jan-20 1,879.35 1,881.85 1,264,400 1,276,400 -1.26 % 18.39 % 18.36 % 0.2501 0.27 0.94 % Short Buildup 37.69%47.36 2.5 0.13 %
01-Jan-20 1,900.00 1,905.90 1,068,000 1,078,400 0.09 % 1.37 % 1.35 % 0.2525 0.30 0.96 % Long Buildup 16.19%9.15 5.9 0.31 %
31-Dec-19 1,898.40 1,904.20 1,053,600 1,064,000 -0.30 % -0.42 % -0.34 % 0.2604 0.28 0.98 % Long Windup 19.59%15.29 5.8 0.31 %
30-Dec-19 1,903.50 1,909.85 1,058,000 1,067,600 1.12 % 6.83 % 7.02 % 0.2682 0.26 0.90 % Long Buildup 14.50%27.38 6.35 0.33 %
27-Dec-19 1,883.60 1,888.75 990,400 997,600 3.29 % 15.06 % 5.32 % 0.2720 0.28 0.72 % Long Buildup 16.71%31.22 5.15 0.27 %
26-Dec-19 1,821.40 1,828.55 860,800 947,200 0.53 % 73.41 % -4.94 % 0.2293 0.62 - Short Covering 23.88%12.31 7.15 0.39 %
24-Dec-19 1,808.80 1,818.90 496,400 996,400 -0.69 % 111.05 % -1.42 % 0.2346 1.15 - Long Windup 13.82%4.27 10.1 0.56 %
23-Dec-19 1,826.65 1,831.60 235,200 1,010,800 -0.12 % 90.91 % -5.78 % 0.2384 1.66 - Long Windup 29.31%12.17 4.95 0.27 %
20-Dec-19 1,832.80 1,833.80 123,200 1,072,800 -0.48 % 242.22 % -4.25 % 0.2450 2.46 - Long Windup 33.52%23.53 1 0.05 %
19-Dec-19 1,837.40 1,842.60 36,000 1,120,400 0.72 % 104.55 % 1.05 % 0.2525 4.38 - Long Buildup 17.44%15.61 5.2 0.28 %
18-Dec-19 1,823.45 1,829.35 17,600 1,108,800 1.46 % 29.41 % -2.63 % 0.2586 5.50 - Short Covering 25.08%24.76 5.9 0.32 %
17-Dec-19 1,793.60 1,803.00 13,600 1,138,800 2.47 % 13.33 % 1.46 % 0.2554 15.00 - Long Buildup 33.22%19.62 9.4 0.52 %
16-Dec-19 1,758.65 1,759.60 12,000 1,122,400 0.33 % -9.09 % -6.59 % 0.2413 14.50 - Short Covering 37.35%15.00 0.95 0.05 %
13-Dec-19 1,752.20 1,753.75 13,200 1,201,600 0.77 % -2.94 % -3.59 % 0.2486 14.50 - Short Covering 35.06%13.86 1.55 0.09 %
12-Dec-19 1,731.90 1,740.30 13,600 1,246,400 -0.30 % -2.86 % 0.35 % 0.2498 14.50 - Short Buildup 22.16%6.13 8.4 0.49 %
11-Dec-19 1,736.30 1,745.50 14,000 1,242,000 -0.71 % 2.94 % 0.03 % 0.2575 28.00 - Short Buildup 20.95%9.68 9.2 0.53 %
10-Dec-19 1,751.80 1,758.05 13,600 1,241,600 1.03 % 9.68 % -5.39 % 0.2635 28.00 - Short Covering 58.47%51.04 6.25 0.36 %
09-Dec-19 1,737.15 1,740.15 12,400 1,312,400 -1.24 % 10.71 % -1.68 % 0.2689 27.00 - Long Windup 21.42%11.31 3 0.17 %
06-Dec-19 1,754.40 1,761.95 11,200 1,334,800 -2.60 % 75.00 % -0.48 % 0.2730 22.00 - Long Windup 17.30%12.50 7.55 0.43 %
05-Dec-19 1,802.05 1,809.00 6,400 1,341,200 0.61 % 0.00 % 0.36 % 0.2472 5.00 - Long Buildup 26.51%14.28 6.95 0.39 %
04-Dec-19 1,784.95 1,798.10 6,400 1,336,400 -0.93 % 33.33 % -3.36 % 0.2515 5.00 - Long Windup 24.14%11.37 13.15 0.74 %
03-Dec-19 1,804.25 1,815.00 4,800 1,382,800 -0.82 % 0.00 % 1.86 % 0.2550 - - Short Buildup 22.16%12.75 10.75 0.6 %
02-Dec-19 1,811.50 1,830.00 4,800 1,357,600 -0.54 % 0.00 % -0.26 % 0.2623 - - Long Windup 36.16%42.75 18.5 1.02 %
29-Nov-19 1,811.50 1,840.00 4,800 1,361,200 2.48 % 50.00 % 22.90 % 0.2705 - - Long Buildup 42.07%114.92 28.5 1.57 %
28-Nov-19 1,788.95 1,795.40 3,200 1,107,600 1.94 % 0.00 % -5.49 % 0.2740 - - Short Covering 19.69%5.77 6.45 0.36 %
27-Nov-19 1,773.15 1,761.25 3,200 1,172,000 -0.49 % 33.33 % -3.14 % 0.2800 - - Long Windup 22.48%7.82 -11.9 -0.67 %
26-Nov-19 1,755.05 1,770.00 2,400 1,210,000 -1.87 % 500.00 % 0.57 % 0.2838 - - Short Buildup 20.24%8.91 14.95 0.85 %
25-Nov-19 1,789.95 1,803.75 400 1,203,200 0.00 % 0.00 % -1.51 % 0.2766 - - 25.09%7.80 13.8 0.77 %
22-Nov-19 1,786.55 1,803.75 400 1,221,600 0.14 % -50.00 % -1.17 % 0.2853 - - Short Covering 16.15%19.63 17.2 0.96 %
21-Nov-19 1,797.00 1,801.25 800 1,236,000 0.00 % 0.00 % -1.31 % 0.2938 - - 13.32%13.63 4.25 0.24 %
 
 
Average Delivery Volume
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
22.40 Crore Rs. 22.23 Crore Rs. 18.23 Crore Rs. 18.53 Crore Rs. 17.08 Crore Rs. 18.03 Crore Rs. More details >>
Average Delivery Percentage
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
6.94 % 13.27 % 15.19 % 17.77 % 19.50 % 19.80 % More details >>
 
 
PVR Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Jan-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1807.14 1846.67 1872.94 1912.47 1938.74 1978.27 2004.54
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1866.3 1882.75 1888.23 1893.72 1912.47 1904.68 1910.17 1915.65 1932.1
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1846.67 1871.81 1887.33 1912.47 1937.61 1953.13 1978.27
DeMark Pivot
Support 1 Pivot Point Resistance 1
1859.8 1905.9 1925.6
 
 
PVR Result / Events
Date Description Status
23-Jan-20Financial ResultsScheduled today
17-Oct-19Financial ResultsCompleted
25-Jul-19Financial ResultsCompleted
10-May-19Financial Results/DividendCompleted
24-Jan-19Financial ResultsCompleted