FnO Contract Details

Expiry:
Symbol:

PVR analysis for the selected expiry [Jun-20] as on 05-Jun-20

PVR Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,085.05 1,282.95 1,085.00 1,242.20 NA 16.19 % NA NA
25-Jun-20 1,064.05 1,200.00 1,051.05 1,173.50 1,522,800 11.26 % 12.00 % Long Buildup
30-Jul-20 1,071.70 1,172.00 1,034.40 1,144.40 78,000 10.68 % 50.00 % Long Buildup
27-Aug-20 1,028.00 1,145.00 1,020.00 1,126.60 23,200 10.02 % 9.43 % Long Buildup
Cummulative NA NA NA NA 1,624,000 NA 13.34 % Long Buildup
PVR Options OI PCR:  0.99   (Expiry : 25-Jun-20 )   PUT OI: 657,200   CALL OI: 660,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 142400 456.25% 60.40 184.91% Long Buildup
1200.00 81200 25.31% 93.85 139.11% Long Buildup
1500.00 70800 293.33% 22.80 289.74% 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
1300.00 142400 456.25% 60.40 184.91% Long Buildup
1500.00 70800 293.33% 22.80 289.74% Long Buildup
1250.00 56400 781.25% 75.20 367.08% 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
1100.00 44000 -29.49% 142.70 107.11% Short Covering
900.00 14000 -36.36% 289.60 58.16% Short Covering
1050.00 17600 -16.98% 173.00 95.48% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1000.00 102000 171.28% 36.75 -40.68% Short Buildup
900.00 90800 18.23% 16.80 -41.46% Short Buildup
800.00 84000 5.53% 6.40 -47.76% 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
1000.00 102000 171.28% 36.75 -40.68% Short Buildup
1100.00 54400 4433.33% 70.45 -49.86% Short Buildup
1050.00 28400 208.70% 52.00 -39.04% 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
700.00 28400 -6.58% 3.10 -38.00% Long Windup
750.00 22000 -5.17% 3.95 -55.62% Long Windup
850.00 38400 -3.03% 10.65 -47.79% Long Windup
 
 
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 %
05-Jun-20 1,242.20 1,173.50 1,522,800 1,624,000 11.26 % 12.00 % 13.34 % 0.6551 0.99 6.23 % Long Buildup 13.50%163.60 -68.7 -5.53 %
04-Jun-20 1,069.15 1,054.70 1,359,600 1,432,800 6.85 % -2.55 % -2.29 % 0.6246 1.19 5.11 % Short Covering 13.76%56.10 -14.45 -1.35 %
03-Jun-20 1,002.90 987.10 1,395,200 1,466,400 2.81 % -4.70 % -3.48 % 0.6201 - 4.86 % Short Covering 10.06%39.20 -15.8 -1.58 %
02-Jun-20 971.30 960.15 1,464,000 1,519,200 2.20 % 1.39 % 1.66 % 0.6201 1.18 3.63 % Long Buildup 9.59%18.63 -11.15 -1.15 %
01-Jun-20 961.30 939.45 1,444,000 1,494,400 8.11 % 2.76 % 3.38 % 0.6215 1.16 3.37 % Long Buildup 9.36%39.56 -21.85 -2.27 %
29-May-20 901.90 869.00 1,405,200 1,445,600 0.63 % -1.10 % -20.34 % 0.9978 1.25 2.79 % Short Covering 10.84%17.84 -32.9 -3.65 %
28-May-20 884.05 863.60 1,420,800 1,814,800 3.72 % 48.93 % 5.63 % 1.0695 1.23 - Long Buildup 13.36%22.54 -20.45 -2.31 %
27-May-20 861.25 832.65 954,000 1,718,000 -0.55 % 30.40 % -8.71 % 1.0973 1.14 - Long Windup 5.21%13.59 -28.6 -3.32 %
26-May-20 851.45 837.25 731,600 1,882,000 2.72 % 81.45 % -2.28 % 1.1305 1.24 - Short Covering 9.09%11.46 -14.2 -1.67 %
22-May-20 849.75 815.10 403,200 1,926,000 -3.45 % 38.08 % -4.86 % 1.1651 1.34 - Long Windup 9.60%- -34.65 -4.08 %
21-May-20 879.60 844.20 292,000 2,024,400 4.11 % 31.06 % 0.52 % 1.1872 1.21 - Long Buildup 5.95%22.77 -35.4 -4.02 %
20-May-20 855.65 810.85 222,800 2,014,000 7.43 % 24.33 % 4.40 % 1.2122 1.29 - Long Buildup 5.61%31.56 -44.8 -5.24 %
19-May-20 804.45 754.80 179,200 1,929,200 7.31 % 6.92 % 11.95 % 1.2059 1.10 - Long Buildup 14.19%92.02 -49.65 -6.17 %
18-May-20 745.85 703.35 167,600 1,723,200 -13.91 % 47.02 % 6.58 % 1.1883 0.20 - Short Buildup 13.76%57.60 -42.5 -5.7 %
15-May-20 853.25 817.00 114,000 1,616,800 -4.73 % 119.23 % 16.15 % 0.9988 0.62 - Short Buildup 12.66%39.84 -36.25 -4.25 %
14-May-20 887.60 857.60 52,000 1,392,000 -3.59 % 15.04 % -4.40 % 0.9996 0.67 - Long Windup 22.04%20.07 -30 -3.38 %
13-May-20 921.20 889.55 45,200 1,456,000 2.24 % 6.60 % 7.18 % 1.0139 0.40 - Long Buildup 14.66%32.71 -31.65 -3.44 %
12-May-20 909.15 870.05 42,400 1,358,400 1.29 % -7.02 % -3.11 % 1.0404 0.50 - Short Covering 15.62%17.44 -39.1 -4.3 %
11-May-20 902.60 859.00 45,600 1,402,000 0.81 % 12.87 % -1.21 % 1.0717 1.00 - Short Covering 12.95%10.90 -43.6 -4.83 %
08-May-20 893.90 852.10 40,400 1,419,200 0.06 % 7.45 % 0.00 % 1.1040 - - 14.34%15.77 -41.8 -4.68 %
07-May-20 912.05 851.55 37,600 1,419,200 1.07 % 56.67 % 6.26 % 1.1229 - - Long Buildup 8.11%22.66 -60.5 -6.63 %
06-May-20 895.30 842.50 24,000 1,335,600 -3.09 % 30.43 % 1.40 % 1.1551 - - Short Buildup 15.12%29.06 -52.8 -5.9 %
05-May-20 913.45 869.40 18,400 1,317,200 -5.30 % 39.39 % 15.87 % 1.1912 - - Short Buildup 14.62%36.99 -44.05 -4.82 %
04-May-20 959.55 918.05 13,200 1,136,800 -4.88 % 3.13 % -11.85 % 1.2167 - - Long Windup 21.20%31.25 -41.5 -4.32 %
30-Apr-20 1,012.85 965.20 12,800 1,289,600 0.02 % 14.29 % -14.30 % 0.9929 - - Short Covering 25.71%42.82 -47.65 -4.7 %
29-Apr-20 1,009.30 965.00 11,200 1,504,800 3.96 % -26.32 % -0.69 % 1.0241 - - Short Covering 17.37%40.76 -44.3 -4.39 %
28-Apr-20 980.55 928.20 15,200 1,515,200 6.89 % -11.63 % -5.02 % 1.0465 - - Short Covering 10.52%9.76 -52.35 -5.34 %
27-Apr-20 964.00 868.35 17,200 1,595,200 -2.96 % 138.89 % 0.76 % 1.0759 - - Short Buildup 6.51%16.59 -95.65 -9.92 %
24-Apr-20 954.60 894.80 7,200 1,583,200 -19.70 % 260.00 % -0.35 % 1.1082 - - Long Windup 13.46%18.73 -59.8 -6.26 %
23-Apr-20 972.85 1,114.30 2,000 1,588,800 0.00 % 0.00 % 8.70 % 1.1385 - - 23.89%39.84 141.45 14.54 %
22-Apr-20 992.15 1,114.30 2,000 1,461,600 0.00 % 0.00 % -1.67 % 1.1721 - - 26.12%41.06 122.15 12.31 %
21-Apr-20 1,028.80 1,114.30 2,000 1,486,400 0.00 % 0.00 % -0.51 % 1.2047 - - 15.93%31.04 85.5 8.31 %
20-Apr-20 1,123.20 1,114.30 2,000 1,494,000 18.75 % 25.00 % 2.89 % 1.1796 - - Long Buildup 20.69%44.06 -8.9 -0.79 %
17-Apr-20 1,227.20 938.35 1,600 1,452,000 0.00 % 0.00 % 0.75 % 1.1739 - - 14.83%40.33 -288.85 -23.54 %
16-Apr-20 1,165.80 938.35 1,600 1,441,200 0.00 % 0.00 % 8.66 % 1.2108 - - 9.16%23.83 -227.45 -19.51 %
15-Apr-20 1,077.95 938.35 1,600 1,326,400 0.00 % 0.00 % 15.14 % 1.2046 - - 20.61%50.38 -139.6 -12.95 %
13-Apr-20 1,004.90 938.35 1,600 1,152,000 0.00 % 0.00 % 8.84 % 1.2284 - - 36.19%55.08 -66.55 -6.62 %
09-Apr-20 1,048.00 938.35 1,600 1,058,400 0.00 % 0.00 % 12.50 % 1.1914 - - 20.78%43.95 -109.65 -10.46 %
08-Apr-20 1,001.50 938.35 1,600 940,800 0.00 % 0.00 % 8.09 % 1.2236 - - 15.27%31.49 -63.15 -6.31 %
07-Apr-20 1,003.50 938.35 1,600 870,400 -6.17 % 100.00 % 5.22 % 1.2436 - - Short Buildup 17.10%31.84 -65.15 -6.49 %
03-Apr-20 1,007.00 1,000.00 800 827,200 -1.71 % 100.00 % 11.54 % 1.2753 - - Short Buildup 16.43%26.27 -7 -0.7 %
01-Apr-20 1,054.00 1,017.35 400 741,600 0.00 % 0.00 % -0.38 % 1.2398 - - 24.83%40.84 -36.65 -3.48 %
 
 
Average Delivery Volume
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
163.60 Crore Rs. 86.30 Crore Rs. 63.42 Crore Rs. 46.38 Crore Rs. 40.68 Crore Rs. 35.52 Crore Rs. More details >>
Average Delivery Percentage
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
13.50 % 12.79 % 11.89 % 11.26 % 10.43 % 11.19 % More details >>
 
 
PVR Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 08-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
934.09 992.57 1083.04 1141.52 1231.99 1290.47 1380.94
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1099.03 1136.26 1148.68 1161.09 1141.52 1185.91 1198.33 1210.74 1247.98
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
992.57 1049.47 1084.62 1141.52 1198.42 1233.57 1290.47
DeMark Pivot
Support 1 Pivot Point Resistance 1
1112.28 1156.14 1261.23
 
 
PVR Result / Events
Date Description Status
23-Jan-20Financial ResultsCompleted
17-Oct-19Financial ResultsCompleted
25-Jul-19Financial ResultsCompleted
10-May-19Financial Results/DividendCompleted
24-Jan-19Financial ResultsCompleted