FnO Contract Details

Expiry:
Symbol:

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

RAMCOCEM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 830.00 869.00 825.85 858.45 NA 3.26 % NA NA
30-Jan-20 833.85 871.10 829.05 860.15 1,776,000 3.15 % 2.30 % Long Buildup
27-Feb-20 836.00 869.40 831.65 859.35 106,400 2.79 % 343.33 % Long Buildup
26-Mar-20 852.20 865.60 852.20 865.60 2,400 5.56 % 0.00 %
Cummulative NA NA NA NA 1,884,800 NA 6.95 % Long Buildup
RAMCOCEM Options OI PCR:  0.41   (Expiry : 30-Jan-20 )   PUT OI: 38,400   CALL OI: 94,400 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
850.00 19200 -27.27% 24.50 94.44% Short Covering
860.00 16000 66.67% 19.30 150.65% Long Buildup
820.00 11200 -17.65% 36.75 34.12% 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
860.00 16000 66.67% 19.30 150.65% Long Buildup
900.00 8000 233.33% 9.00 185.71% Long Buildup
870.00 4000 25.00% 16.30 117.33% 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
840.00 7200 -62.50% 29.95 76.70% Short Covering
850.00 19200 -27.27% 24.50 94.44% Short Covering
820.00 11200 -17.65% 36.75 34.12% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 7200 50.00% 1.80 -60.00% Short Buildup
850.00 6400 0.00% 18.00 0.00% Short Buildup
770.00 5600 0.00% 2.50 0.00% 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
800.00 7200 50.00% 1.80 -60.00% Short Buildup
820.00 4800 100.00% 3.40 -69.91% Short Buildup
830.00 2400 50.00% 5.00 -81.10% 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
780.00 4000 -37.50% 1.10 -69.44% Long Windup
None
None
 
 
RAMCOCEM 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-20 858.45 860.15 1,776,000 1,884,800 3.15 % 2.30 % 6.95 % 0.2893 0.41 5.77 % Long Buildup 20.35%23.07 1.7 0.2 %
22-Jan-20 831.35 833.85 1,736,000 1,762,400 1.37 % -0.18 % 0.18 % 0.2565 0.24 1.50 % Long Buildup 15.59%8.22 2.5 0.3 %
21-Jan-20 819.60 822.60 1,739,200 1,759,200 -0.03 % 4.17 % 4.42 % 0.2563 0.29 1.14 % Short Buildup 37.96%10.44 3 0.37 %
20-Jan-20 819.25 822.85 1,669,600 1,684,800 -0.05 % 5.03 % 5.09 % 0.2644 0.29 0.90 % Short Buildup 50.80%12.61 3.6 0.44 %
17-Jan-20 819.65 823.30 1,589,600 1,603,200 0.59 % 0.00 % -0.05 % 0.2726 0.29 0.85 % Short Covering 56.09%19.66 3.65 0.45 %
16-Jan-20 814.60 818.50 1,589,600 1,604,000 -1.34 % 7.12 % 7.22 % 0.2774 0.31 0.90 % Short Buildup 26.66%6.54 3.9 0.48 %
15-Jan-20 825.45 829.65 1,484,000 1,496,000 0.25 % 10.22 % 10.26 % 0.2786 0.35 0.80 % Long Buildup 51.18%18.01 4.2 0.51 %
14-Jan-20 823.95 827.55 1,346,400 1,356,800 -0.53 % 13.18 % 13.44 % 0.2872 0.38 0.77 % Short Buildup 34.63%12.76 3.6 0.44 %
13-Jan-20 828.05 831.95 1,189,600 1,196,000 1.35 % 10.23 % 10.41 % 0.2952 0.37 0.54 % Long Buildup 27.06%17.73 3.9 0.47 %
10-Jan-20 817.80 820.85 1,079,200 1,083,200 1.63 % 1.97 % 1.96 % 0.2985 0.44 0.37 % Long Buildup 45.90%22.65 3.05 0.37 %
09-Jan-20 803.00 807.65 1,058,400 1,062,400 -0.11 % 10.16 % 10.12 % 0.2950 0.49 0.38 % Short Buildup 44.15%33.47 4.65 0.58 %
08-Jan-20 806.90 808.55 960,800 964,800 2.23 % -4.83 % -4.74 % 0.3033 0.61 0.41 % Short Covering 26.87%44.19 1.65 0.2 %
07-Jan-20 788.70 790.90 1,009,600 1,012,800 4.85 % -6.59 % -6.64 % 0.2927 0.70 0.32 % Short Covering 27.49%42.56 2.2 0.28 %
06-Jan-20 751.05 754.35 1,080,800 1,084,800 -1.49 % -13.23 % -13.19 % 0.1946 0.27 0.37 % Long Windup 62.07%22.84 3.3 0.44 %
03-Jan-20 761.15 765.75 1,245,600 1,249,600 -1.16 % -1.70 % -1.58 % 0.1872 0.23 0.32 % Long Windup 20.07%4.60 4.6 0.6 %
02-Jan-20 769.10 774.70 1,267,200 1,269,600 2.24 % 24.53 % 24.57 % 0.1895 0.29 0.19 % Long Buildup 45.07%29.52 5.6 0.73 %
01-Jan-20 753.40 757.75 1,017,600 1,019,200 -0.30 % 0.00 % 0.00 % 0.1637 0.42 0.16 % 49.77%3.47 4.35 0.58 %
31-Dec-19 754.65 760.00 1,017,600 1,019,200 -0.15 % -0.55 % -0.55 % 0.1683 0.42 0.16 % Long Windup 36.08%3.65 5.35 0.71 %
30-Dec-19 756.25 761.15 1,023,200 1,024,800 0.64 % 3.40 % 3.39 % 0.1734 0.45 0.16 % Long Buildup 38.56%5.04 4.9 0.65 %
27-Dec-19 750.50 756.30 989,600 991,200 0.17 % 1.14 % -4.62 % 0.1762 0.45 0.16 % Short Covering 59.12%7.45 5.8 0.77 %
26-Dec-19 749.70 755.05 978,400 1,039,200 -0.28 % 32.93 % -9.03 % 0.1992 1.00 - Long Windup 56.88%5.21 5.35 0.71 %
24-Dec-19 751.00 757.20 736,000 1,142,400 0.25 % 39.82 % 1.28 % 0.2045 2.00 - Long Buildup 62.45%14.92 6.2 0.83 %
23-Dec-19 752.00 755.30 526,400 1,128,000 -0.89 % 49.55 % -5.18 % 0.2107 - - Long Windup 46.53%8.12 3.3 0.44 %
20-Dec-19 758.70 762.10 352,000 1,189,600 -0.76 % 117.82 % 15.18 % 0.2118 - - Short Buildup 32.83%6.44 3.4 0.45 %
19-Dec-19 764.70 767.95 161,600 1,032,800 -0.81 % 220.63 % -1.15 % 0.2177 - - Long Windup 33.30%2.17 3.25 0.43 %
18-Dec-19 771.00 774.20 50,400 1,044,800 -0.46 % 10.53 % -1.21 % 0.2188 - - Long Windup 77.67%32.05 3.2 0.42 %
17-Dec-19 771.50 777.75 45,600 1,057,600 0.48 % 78.13 % 0.23 % 0.2255 - - Long Buildup 64.75%11.08 6.25 0.81 %
16-Dec-19 770.90 774.00 25,600 1,055,200 -0.32 % 23.08 % -1.79 % 0.2314 - - Long Windup 67.17%6.58 3.1 0.4 %
13-Dec-19 775.55 776.50 20,800 1,074,400 0.19 % 44.44 % 4.43 % 0.2339 - - Long Buildup 59.13%12.35 0.95 0.12 %
12-Dec-19 775.15 775.00 14,400 1,028,800 0.65 % 0.00 % -1.08 % 0.2404 - - Short Covering 48.37%6.15 -0.15 -0.02 %
11-Dec-19 772.90 770.00 14,400 1,040,000 0.61 % 0.00 % 3.67 % 0.2431 - - Long Buildup 69.65%12.51 -2.9 -0.38 %
10-Dec-19 769.35 765.35 14,400 1,003,200 -2.13 % 28.57 % 3.13 % 0.2505 - - Short Buildup 21.07%1.88 -4 -0.52 %
09-Dec-19 780.85 782.00 11,200 972,800 0.00 % 0.00 % 1.33 % 0.2386 - - 45.74%7.01 1.15 0.15 %
06-Dec-19 783.05 782.00 11,200 960,000 -0.51 % 40.00 % -6.54 % 0.2454 - - Long Windup 38.40%3.30 -1.05 -0.13 %
05-Dec-19 789.00 786.00 8,000 1,027,200 0.00 % 0.00 % -1.91 % 0.2451 - - 40.84%5.16 -3 -0.38 %
04-Dec-19 788.60 786.00 8,000 1,047,200 0.00 % 0.00 % 7.03 % 0.2512 - - 41.33%6.24 -2.6 -0.33 %
03-Dec-19 785.25 786.00 8,000 978,400 -4.06 % 400.00 % 3.56 % 0.2559 - - Short Buildup 54.33%6.95 0.75 0.1 %
02-Dec-19 795.35 819.30 1,600 944,800 0.00 % 0.00 % 0.34 % 0.2494 - - 26.21%2.61 23.95 3.01 %
29-Nov-19 800.70 819.30 1,600 941,600 0.92 % 100.00 % 3.61 % 0.2570 - - Long Buildup 28.96%12.90 18.6 2.32 %
28-Nov-19 804.65 811.80 800 908,800 0.00 % 0.00 % -10.27 % 0.2637 - - 45.56%10.61 7.15 0.89 %
 
 
Average Delivery Volume
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
23.07 Crore Rs. 13.91 Crore Rs. 14.80 Crore Rs. 13.91 Crore Rs. 20.92 Crore Rs. 16.84 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 >>
20.35 % 21.61 % 29.42 % 31.99 % 31.68 % 34.31 % More details >>
 
 
RAMCOCEM 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
793.71 811.38 835.76 853.43 877.81 895.48 919.86
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
839.13 849.64 853.14 856.65 853.43 863.65 867.16 870.66 881.18
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
811.38 827.44 837.37 853.43 869.49 879.42 895.48
DeMark Pivot
Support 1 Pivot Point Resistance 1
844.6 857.85 886.65
 
 
RAMCOCEM Result / Events
Date Description Status
29-Jan-20Financial ResultsUpcoming
30-Oct-19Financial ResultsCompleted
07-Aug-19Financial ResultsCompleted
22-May-19Financial ResultsCompleted
29-Jan-19Financial ResultsCompleted