FnO Contract Details

Expiry:
Symbol:

PVR analysis for the selected expiry [Aug-20] as on 14-Aug-20

PVR Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,260.00 1,288.35 1,216.70 1,243.05 NA -0.90 % NA NA
27-Aug-20 1,252.95 1,274.50 1,210.05 1,230.45 1,252,339 -1.21 % -5.87 % Long Windup
24-Sep-20 1,239.45 1,262.70 1,192.00 1,213.55 205,128 -1.54 % -1.37 % Long Windup
29-Oct-20 1,238.15 1,238.15 1,191.00 1,193.25 11,803 -2.19 % -23.68 % Long Windup
Cummulative NA NA NA NA 1,469,270 NA -5.45 % Long Windup
PVR Options OI PCR:  1.00   (Expiry : 27-Aug-20 )   PUT OI: 427,350   CALL OI: 426,536 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 85877 -1.40% 30.95 -19.82% Long Windup
1200.00 61864 -6.75% 71.35 -15.61% Long Windup
1260.00 37444 -8.00% 43.85 -16.00% 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
1400.00 33374 100.00% 12.20 -25.84% Short Buildup
1256.90 10582 44.44% 44.20 -16.37% Short Buildup
1280.00 27676 11.48% 36.95 -19.50% 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
1340.00 17908 -42.11% 20.65 -24.50% Long Windup
1200.00 61864 -6.75% 71.35 -15.61% Long Windup
1240.00 21571 -17.19% 51.55 -16.59% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1100.00 100122 -7.52% 12.35 0.41% Short Covering
1000.00 78551 -2.53% 3.85 -6.10% Long Windup
1200.00 69597 42.50% 41.50 6.68% 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
1200.00 69597 42.50% 41.50 6.68% Long Buildup
1220.00 9361 35.29% 50.00 6.04% Long Buildup
1180.00 4070 66.67% 35.50 4.41% 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
1100.00 100122 -7.52% 12.35 0.41% Short Covering
1000.00 78551 -2.53% 3.85 -6.10% Long Windup
1140.00 11803 -6.45% 20.85 7.47% Short Covering
 
 
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 %
14-Aug-20 1,243.05 1,230.45 1,252,339 1,469,270 -1.21 % -5.87 % -5.45 % 0.6297 1.00 14.76 % Long Windup 11.21%40.76 -12.6 -1.01 %
13-Aug-20 1,254.35 1,245.50 1,330,483 1,553,926 4.39 % -10.44 % -8.81 % 0.6311 0.96 14.38 % Short Covering 13.57%70.02 -8.85 -0.71 %
12-Aug-20 1,195.25 1,193.10 1,485,550 1,704,109 6.71 % -0.27 % 1.92 % 0.6293 0.63 12.83 % Long Buildup 9.58%62.17 -2.15 -0.18 %
11-Aug-20 1,122.40 1,118.05 1,489,620 1,671,956 -0.40 % -2.84 % 0.76 % 0.6252 1.01 10.91 % Short Buildup 29.27%20.83 -4.35 -0.39 %
10-Aug-20 1,126.35 1,122.55 1,533,169 1,659,339 -0.12 % -1.62 % -0.97 % 0.6267 1.01 7.60 % Long Windup 16.37%9.58 -3.8 -0.34 %
07-Aug-20 1,127.85 1,123.85 1,558,403 1,675,619 0.13 % -0.65 % -0.70 % 0.6283 0.96 7.00 % Short Covering 11.05%6.22 -4 -0.35 %
06-Aug-20 1,128.50 1,122.35 1,568,578 1,687,422 -1.03 % -4.20 % -3.76 % 0.6298 0.92 7.04 % Long Windup 8.97%9.08 -6.15 -0.54 %
05-Aug-20 1,139.45 1,134.05 1,637,361 1,753,356 4.21 % 3.77 % 3.98 % 0.6313 0.85 6.62 % Long Buildup 12.15%26.49 -5.4 -0.47 %
04-Aug-20 1,095.15 1,088.25 1,577,939 1,686,201 1.56 % -0.31 % 0.27 % 0.6306 0.73 6.42 % Long Buildup 12.36%14.37 -6.9 -0.63 %
03-Aug-20 1,088.55 1,071.50 1,582,823 1,681,724 0.18 % -2.41 % -2.27 % 0.6321 0.68 5.88 % Short Covering 8.26%7.08 -17.05 -1.57 %
31-Jul-20 1,084.55 1,069.60 1,621,895 1,720,796 1.43 % 0.43 % -1.93 % 0.6337 0.68 5.75 % Short Covering 11.59%12.01 -14.95 -1.38 %
30-Jul-20 1,083.25 1,054.50 1,614,976 1,754,577 -5.51 % 20.39 % -3.23 % 0.6353 0.73 - Long Windup 8.33%28.65 -28.75 -2.65 %
29-Jul-20 1,136.70 1,116.00 1,341,472 1,813,185 2.17 % 23.82 % -2.98 % 0.6335 0.40 - Short Covering 10.64%25.99 -20.7 -1.82 %
28-Jul-20 1,127.60 1,092.35 1,083,434 1,868,944 2.44 % 63.71 % -1.25 % 0.6350 0.32 - Short Covering 8.83%17.56 -35.25 -3.13 %
27-Jul-20 1,129.30 1,066.30 661,782 1,892,550 -0.30 % 65.75 % 6.63 % 0.6366 0.27 - Short Buildup 8.22%44.26 -63 -5.58 %
24-Jul-20 1,102.95 1,069.55 399,267 1,774,927 -1.56 % 14.20 % -3.13 % 0.6374 0.55 - Long Windup 9.33%19.67 -33.4 -3.03 %
23-Jul-20 1,108.65 1,086.50 349,613 1,832,314 -0.23 % 10.27 % 0.40 % 0.6390 1.47 - Short Buildup 11.07%32.11 -22.15 -2 %
22-Jul-20 1,108.05 1,089.05 317,053 1,824,988 6.63 % 28.55 % 9.26 % 0.6406 2.15 - Long Buildup 12.74%57.74 -19 -1.71 %
21-Jul-20 1,040.15 1,021.30 246,642 1,670,328 1.23 % 15.21 % 1.46 % 0.6364 2.33 - Long Buildup 30.43%30.61 -18.85 -1.81 %
20-Jul-20 1,034.10 1,008.90 214,082 1,646,315 0.48 % 28.29 % 0.40 % 0.6380 2.91 - Long Buildup 13.33%13.03 -25.2 -2.44 %
17-Jul-20 1,037.15 1,004.05 166,870 1,639,803 -0.75 % 4.59 % 5.39 % 0.6396 3.20 - Short Buildup 9.63%7.54 -33.1 -3.19 %
16-Jul-20 1,046.80 1,011.65 159,544 1,555,961 2.31 % 9.19 % 0.05 % 0.6411 3.20 - Long Buildup 20.14%15.86 -35.15 -3.36 %
15-Jul-20 1,045.80 988.80 146,113 1,555,147 -0.47 % 6.21 % 4.43 % 0.6427 3.40 - Short Buildup 19.72%17.28 -57 -5.45 %
14-Jul-20 1,026.80 993.45 137,566 1,489,213 -2.86 % 4.64 % 0.72 % 0.6438 2.55 - Short Buildup 8.05%11.13 -33.35 -3.25 %
13-Jul-20 1,051.65 1,022.75 131,461 1,478,631 0.45 % -0.31 % -0.03 % 0.6446 1.78 - Short Covering 17.20%11.09 -28.9 -2.75 %
10-Jul-20 1,047.10 1,018.20 131,868 1,479,038 1.76 % 1.89 % -2.23 % 0.6462 1.78 - Short Covering 7.72%8.46 -28.9 -2.76 %
09-Jul-20 1,042.65 1,000.55 129,426 1,512,819 -2.07 % 8.58 % 2.16 % 0.6478 2.00 - Short Buildup 12.05%9.67 -42.1 -4.04 %
08-Jul-20 1,060.35 1,021.65 119,200 1,480,800 -0.70 % 2.05 % 2.29 % 0.6494 1.88 - Short Buildup 11.33%14.52 -38.7 -3.65 %
07-Jul-20 1,072.50 1,028.90 116,800 1,447,600 2.29 % 4.66 % -2.48 % 0.6509 1.50 - Short Covering 12.39%26.97 -43.6 -4.07 %
06-Jul-20 1,043.80 1,005.90 111,600 1,484,400 0.58 % 7.72 % 1.56 % 0.6515 1.00 - Long Buildup 14.02%15.66 -37.9 -3.63 %
03-Jul-20 1,032.70 1,000.05 103,600 1,461,600 2.13 % 28.86 % 1.36 % 0.6529 1.29 - Long Buildup 13.43%14.23 -32.65 -3.16 %
02-Jul-20 1,015.25 979.15 80,400 1,442,000 4.48 % 21.08 % 9.01 % 0.6542 2.00 - Long Buildup 10.63%10.04 -36.1 -3.56 %
01-Jul-20 1,001.75 937.15 66,400 1,322,800 0.96 % 5.06 % -2.74 % 0.6556 4.00 - Short Covering 5.00%8.13 -64.6 -6.45 %
30-Jun-20 1,001.70 928.25 63,200 1,360,000 -3.83 % 18.80 % 4.26 % 0.6572 - - Short Buildup 8.48%19.85 -73.45 -7.33 %
29-Jun-20 1,023.85 965.20 53,200 1,304,400 -0.01 % 9.92 % 3.13 % 0.6582 - - Short Buildup 6.77%11.69 -58.65 -5.73 %
26-Jun-20 1,026.70 965.25 48,400 1,264,800 -2.96 % 13.08 % -5.78 % 0.6598 - - Long Windup 13.05%29.94 -61.45 -5.99 %
25-Jun-20 1,062.85 994.70 42,800 1,342,400 -1.37 % 24.42 % -3.98 % 0.6598 - - Long Windup 11.55%21.66 -68.15 -6.41 %
24-Jun-20 1,056.25 1,008.55 34,400 1,398,000 -1.89 % 22.86 % -7.69 % 0.6614 - - Long Windup 18.70%61.81 -47.7 -4.52 %
23-Jun-20 1,065.30 1,027.95 28,000 1,514,400 2.51 % 14.75 % -4.85 % 0.6630 - - Short Covering 8.95%18.36 -37.35 -3.51 %
22-Jun-20 1,044.95 1,002.80 24,400 1,591,600 3.85 % 0.00 % -0.62 % 0.6641 - - Short Covering 13.84%33.55 -42.15 -4.03 %
19-Jun-20 1,016.70 965.60 24,400 1,601,600 2.67 % -1.61 % -1.04 % 0.6648 - - Short Covering 12.34%16.34 -51.1 -5.03 %
18-Jun-20 1,006.30 940.50 24,800 1,618,400 2.41 % -1.59 % -0.44 % 0.6663 - - Short Covering 8.49%11.35 -65.8 -6.54 %
17-Jun-20 1,000.40 918.35 25,200 1,625,600 0.04 % -13.70 % -2.75 % 0.6679 - - Short Covering 6.73%19.74 -82.05 -8.2 %
16-Jun-20 989.75 918.00 29,200 1,671,600 -1.82 % 10.61 % 5.58 % 0.6694 - - Short Buildup 15.32%43.30 -71.75 -7.25 %
15-Jun-20 1,010.60 935.00 26,400 1,583,200 0.00 % 0.00 % -1.74 % 0.6705 - - 12.86%37.60 -75.6 -7.48 %
12-Jun-20 1,029.85 935.00 26,400 1,611,200 0.00 % 0.00 % -2.94 % 0.6717 - - 6.23%28.78 -94.85 -9.21 %
11-Jun-20 1,055.05 935.00 26,400 1,660,000 0.00 % 0.00 % -9.21 % 0.6726 - - 3.57%41.09 -120.05 -11.38 %
10-Jun-20 1,004.50 935.00 26,400 1,828,400 -4.79 % 3.13 % -0.26 % 0.6710 - - Long Windup 6.85%56.34 -69.5 -6.92 %
09-Jun-20 1,087.45 982.00 25,600 1,833,200 -8.54 % -1.54 % 2.00 % 0.6641 - - Short Buildup 8.33%70.46 -105.45 -9.7 %
08-Jun-20 1,161.15 1,073.70 26,000 1,797,200 -4.70 % 12.07 % 10.67 % 0.6598 - - Short Buildup 9.95%115.28 -87.45 -7.53 %
05-Jun-20 1,242.20 1,126.60 23,200 1,624,000 10.02 % 9.43 % 13.34 % 0.6551 - - Long Buildup 13.50%163.60 -115.6 -9.31 %
04-Jun-20 1,069.15 1,024.00 21,200 1,432,800 7.65 % -14.52 % -2.29 % 0.6246 - - Short Covering 13.76%56.10 -45.15 -4.22 %
03-Jun-20 1,002.90 951.20 24,800 1,466,400 3.62 % 44.19 % -3.48 % 0.6201 - - Short Covering 10.06%39.20 -51.7 -5.16 %
02-Jun-20 971.30 918.00 17,200 1,519,200 2.43 % 34.38 % 1.66 % 0.6201 - - Long Buildup 9.59%18.63 -53.3 -5.49 %
01-Jun-20 961.30 896.25 12,800 1,494,400 0.00 % 0.00 % 3.38 % 0.6215 - - 9.36%39.56 -65.05 -6.77 %
 
 
Average Delivery Volume
On 14-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
40.76 Crore Rs. 57.65 Crore Rs. 40.67 Crore Rs. 30.64 Crore Rs. 25.63 Crore Rs. 26.47 Crore Rs. More details >>
Average Delivery Percentage
On 14-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
11.21 % 11.28 % 12.31 % 12.08 % 11.35 % 11.37 % More details >>
 
 
PVR Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 17-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1137.71 1173.88 1202.16 1238.33 1266.61 1302.78 1331.06
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1198.23 1214.34 1219.71 1225.08 1238.33 1235.82 1241.19 1246.56 1262.68
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1173.88 1198.5 1213.71 1238.33 1262.95 1278.16 1302.78
DeMark Pivot
Support 1 Pivot Point Resistance 1
1188.03 1231.26 1252.48
 
 
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