FnO Contract Details

Expiry:
Symbol:

RELIANCE analysis for the selected expiry [Dec-20] as on 04-Dec-20

RELIANCE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,969.00 1,969.00 1,940.00 1,946.75 NA -0.88 % NA NA
31-Dec-20 1,976.05 1,980.25 1,947.00 1,955.65 34,206,175 -1.06 % 1.93 % Short Buildup
28-Jan-21 1,984.05 1,984.05 1,955.00 1,962.65 1,042,500 -1.03 % 17.86 % Short Buildup
25-Feb-21 1,985.00 1,985.00 1,962.90 1,972.10 47,750 -0.85 % 46.92 % Short Buildup
Cummulative NA NA NA NA 35,296,425 NA 2.38 % Short Buildup
RELIANCE Options OI PCR:  0.57   (Expiry : 31-Dec-20 )   PUT OI: 11,295,840   CALL OI: 19,714,695 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2000.00 5409055 15.46% 56.70 -12.43% Short Buildup
2100.00 3070905 16.29% 26.00 -14.89% Short Buildup
2200.00 2355320 11.63% 12.35 -13.03% 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
2000.00 5409055 15.46% 56.70 -12.43% Short Buildup
2100.00 3070905 16.29% 26.00 -14.89% Short Buildup
1950.00 1535705 35.04% 78.45 -11.16% 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
1800.00 245935 -4.32% 175.95 -9.16% Long Windup
1700.00 68680 -1.45% 263.00 -6.37% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1800.00 1812950 15.25% 20.40 28.30% Long Buildup
1900.00 1624080 13.80% 48.80 20.94% Long Buildup
1850.00 1185740 6.97% 31.80 25.94% 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
1800.00 1812950 15.25% 20.40 28.30% Long Buildup
1700.00 1154935 22.17% 8.40 43.59% Long Buildup
1950.00 1088780 23.77% 71.45 18.29% 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
2000.00 1014040 -0.64% 99.85 14.57% Short Covering
2150.00 97970 -3.00% 210.90 11.94% Short Covering
2300.00 118170 -2.09% 349.25 6.77% Short Covering
 
 
RELIANCE 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 %
04-Dec-20 1,946.75 1,955.65 34,206,175 35,296,425 -1.06 % 1.93 % 2.38 % 0.4859 0.57 3.09 % Short Buildup 44.26%734.16 8.9 0.46 %
03-Dec-20 1,964.05 1,976.70 33,557,250 34,474,250 0.41 % -3.66 % -3.37 % 0.4870 0.59 2.66 % Short Covering 47.97%1,208.12 12.65 0.64 %
02-Dec-20 1,958.15 1,968.60 34,830,860 35,675,860 0.32 % 1.00 % 1.02 % 0.4882 0.59 2.37 % Long Buildup 37.94%760.75 10.45 0.53 %
01-Dec-20 1,954.90 1,962.25 34,484,935 35,314,185 1.03 % 0.19 % 0.24 % 0.4894 0.59 2.35 % Long Buildup 33.72%600.93 7.35 0.38 %
27-Nov-20 1,929.80 1,942.30 34,419,285 35,228,535 -0.86 % -2.24 % -5.95 % 0.4903 0.61 2.30 % Long Windup 57.17%2,410.19 12.5 0.65 %
26-Nov-20 1,952.60 1,959.20 35,209,610 37,457,540 0.17 % 30.13 % 2.17 % 0.4913 0.64 - Long Buildup 28.57%665.15 6.6 0.34 %
25-Nov-20 1,947.80 1,955.85 27,057,900 36,661,040 -0.94 % 43.15 % 0.16 % 0.4925 0.65 - Short Buildup 20.19%592.22 8.05 0.41 %
24-Nov-20 1,964.05 1,974.45 18,902,150 36,603,735 0.61 % 56.88 % -1.25 % 0.4936 0.67 - Short Covering 22.51%631.21 10.4 0.53 %
23-Nov-20 1,950.70 1,962.40 12,048,795 37,066,630 2.89 % 63.04 % -4.20 % 0.4948 0.67 - Short Covering 24.61%1,004.41 11.7 0.6 %
20-Nov-20 1,899.50 1,907.20 7,390,170 38,692,510 -3.85 % 102.52 % 5.67 % 0.4947 0.70 - Short Buildup 29.30%1,476.32 7.7 0.41 %
19-Nov-20 1,973.15 1,983.65 3,649,130 36,617,010 -0.83 % 30.10 % 0.88 % 0.4933 0.67 - Short Buildup 27.84%704.60 10.5 0.53 %
18-Nov-20 1,987.20 2,000.30 2,804,770 36,298,730 -0.22 % 16.71 % 0.03 % 0.4944 0.74 - Short Buildup 25.67%715.73 13.1 0.66 %
17-Nov-20 1,993.25 2,004.80 2,403,295 36,287,840 -0.44 % 14.65 % 2.63 % 0.4956 0.72 - Short Buildup 27.09%1,160.03 11.55 0.58 %
14-Nov-20 2,002.30 2,013.70 2,096,255 35,359,100 0.06 % 0.24 % -0.77 % 0.4968 0.77 - Short Covering 25.77%124.44 11.4 0.57 %
13-Nov-20 1,996.40 2,012.55 2,091,205 35,633,345 0.86 % 10.72 % 2.98 % 0.4981 0.77 - Long Buildup 25.21%1,054.30 16.15 0.81 %
12-Nov-20 1,980.00 1,995.45 1,888,700 34,600,660 -0.89 % 20.22 % 5.22 % 0.4992 0.81 - Short Buildup 36.51%1,335.88 15.45 0.78 %
11-Nov-20 1,997.20 2,013.45 1,571,055 32,884,605 -3.93 % 20.44 % 3.79 % 0.5003 0.81 - Short Buildup 34.62%1,810.10 16.25 0.81 %
10-Nov-20 2,084.55 2,095.85 1,304,415 31,683,300 1.73 % -3.19 % -9.00 % 0.4982 0.76 - Short Covering 37.89%1,346.30 11.3 0.54 %
09-Nov-20 2,050.70 2,060.25 1,347,340 34,818,380 1.00 % 2.97 % -3.02 % 0.4990 0.82 - Short Covering 37.84%1,283.42 9.55 0.47 %
06-Nov-20 2,029.15 2,039.85 1,308,455 35,903,520 3.75 % 2.17 % -6.63 % 0.5000 0.77 - Short Covering 27.52%1,718.43 10.7 0.53 %
05-Nov-20 1,955.00 1,966.10 1,280,680 38,454,540 2.04 % 5.40 % -6.38 % 0.4987 0.74 - Short Covering 30.59%1,026.92 11.1 0.57 %
04-Nov-20 1,913.20 1,926.80 1,215,030 41,072,975 3.22 % -2.20 % -0.92 % 0.4991 0.76 - Short Covering 18.01%1,275.31 13.6 0.71 %
03-Nov-20 1,850.40 1,866.75 1,242,300 41,456,045 -1.24 % 14.47 % 1.36 % 0.4983 0.82 - Short Buildup 27.03%2,047.40 16.35 0.88 %
02-Nov-20 1,877.45 1,890.15 1,085,245 40,899,285 -8.62 % 55.16 % 10.27 % 0.4992 0.86 - Short Buildup 27.47%2,365.00 12.7 0.68 %
30-Oct-20 2,054.50 2,068.45 699,425 37,089,145 1.38 % 15.42 % -6.21 % 0.4853 0.96 - Short Covering 24.72%797.31 13.95 0.68 %
29-Oct-20 2,026.90 2,040.25 606,000 39,546,550 0.53 % 22.57 % 0.59 % 0.4862 1.25 - Long Buildup 23.65%678.22 13.35 0.66 %
28-Oct-20 2,011.45 2,029.55 494,395 39,313,240 -1.19 % 25.67 % 4.81 % 0.4873 1.34 - Short Buildup 34.92%969.93 18.1 0.9 %
27-Oct-20 2,034.50 2,053.95 393,395 37,507,865 0.17 % 10.81 % 3.73 % 0.4883 1.59 - Long Buildup 30.89%1,057.90 19.45 0.96 %
26-Oct-20 2,029.10 2,050.45 355,015 36,159,515 -3.93 % 60.14 % 4.62 % 0.4895 1.34 - Short Buildup 36.72%1,283.36 21.35 1.05 %
23-Oct-20 2,113.05 2,134.40 221,695 34,562,200 0.20 % 8.40 % 1.19 % 0.4877 0.22 - Long Buildup 32.86%750.45 21.35 1.01 %
22-Oct-20 2,106.95 2,130.10 204,525 34,154,160 -0.69 % 11.26 % 4.87 % 0.4889 0.26 - Short Buildup 41.06%1,229.68 23.15 1.1 %
21-Oct-20 2,124.60 2,144.95 183,820 32,568,460 -1.56 % 29.54 % 1.03 % 0.4900 0.16 - Short Buildup 25.28%844.74 20.35 0.96 %
20-Oct-20 2,155.90 2,178.85 141,905 32,235,665 -1.02 % 13.77 % 3.30 % 0.4908 0.10 - Short Buildup 24.85%456.91 22.95 1.06 %
19-Oct-20 2,176.20 2,201.40 124,735 31,206,475 0.19 % 10.76 % 0.96 % 0.4919 0.13 - Long Buildup 26.20%821.06 25.2 1.16 %
16-Oct-20 2,175.80 2,197.30 112,615 30,909,535 -1.47 % 38.51 % 1.48 % 0.4931 0.09 - Short Buildup 21.15%458.38 21.5 0.99 %
15-Oct-20 2,206.50 2,230.00 81,305 30,460,085 -3.26 % 26.77 % 1.31 % 0.4940 0.11 - Short Buildup 33.53%684.11 23.5 1.07 %
14-Oct-20 2,287.50 2,305.20 64,135 30,067,195 0.23 % 0.00 % -3.02 % 0.4928 - - Short Covering 35.44%1,000.52 17.7 0.77 %
13-Oct-20 2,280.70 2,299.95 64,135 31,003,465 2.02 % -4.51 % -2.05 % 0.4940 - - Short Covering 32.34%786.83 19.25 0.84 %
12-Oct-20 2,237.05 2,254.45 67,165 31,653,905 -0.42 % 0.76 % -1.37 % 0.4945 - - Long Windup 28.46%418.04 17.4 0.78 %
09-Oct-20 2,233.45 2,264.05 66,660 32,093,255 0.09 % 21.10 % -0.73 % 0.4958 - - Short Covering 33.98%649.50 30.6 1.37 %
08-Oct-20 2,239.25 2,262.00 55,045 32,328,585 -1.01 % 1.87 % -0.65 % 0.4970 - - Long Windup 28.39%618.37 22.75 1.02 %
07-Oct-20 2,257.50 2,285.15 54,035 32,540,685 2.03 % -2.73 % -5.16 % 0.4981 - - Short Covering 12.91%714.98 27.65 1.22 %
06-Oct-20 2,210.35 2,239.65 55,550 34,310,205 -0.02 % 18.28 % 2.06 % 0.4986 - - Short Buildup 30.19%567.05 29.3 1.33 %
05-Oct-20 2,212.20 2,240.05 46,965 33,617,850 -0.62 % 25.68 % 1.71 % 0.4998 - - Short Buildup 19.14%369.72 27.85 1.26 %
01-Oct-20 2,225.25 2,254.10 37,370 33,052,755 -0.16 % 17.46 % 2.07 % 0.5010 - - Short Buildup 24.57%524.37 28.85 1.3 %
30-Sep-20 2,234.35 2,257.60 31,815 32,383,125 -0.71 % 40.00 % 0.17 % 0.5022 - - Short Buildup 24.60%620.65 23.25 1.04 %
29-Sep-20 2,245.05 2,273.75 22,725 32,328,080 1.28 % 18.42 % 1.11 % 0.5035 - - Long Buildup 19.30%516.69 28.7 1.28 %
28-Sep-20 2,216.25 2,245.00 19,190 31,972,055 0.78 % 35.71 % 0.72 % 0.5044 - - Long Buildup 17.74%356.90 28.75 1.3 %
25-Sep-20 2,201.70 2,227.65 14,140 31,743,290 0.00 % 0.00 % -3.52 % 0.5056 - - 21.33%615.10 25.95 1.18 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
734.16 Crore Rs. 901.01 Crore Rs. 1,142.83 Crore Rs. 950.34 Crore Rs. 974.14 Crore Rs. 1,064.93 Crore Rs. More details >>
Average Delivery Percentage
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
44.26 % 43.72 % 46.96 % 37.60 % 32.54 % 32.39 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTURE-
SPOT-
 
 
RELIANCE Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 07-Dec-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1908.44 1927.72 1941.69 1960.97 1974.94 1994.22 2008.19
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1939.03 1947.34 1950.11 1952.88 1960.97 1958.42 1961.19 1963.96 1972.28
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1927.72 1940.42 1948.27 1960.97 1973.67 1981.52 1994.22
DeMark Pivot
Support 1 Pivot Point Resistance 1
1934.7 1957.48 1967.95
 
 
RELIANCE Result / Events
Date Description Status
30-Oct-20Financial ResultsCompleted
17-Jan-20Financial ResultsCompleted
19-Jul-19Financial ResultsCompleted
18-Apr-19Financial Results/DividendCompleted
17-Jan-19Financial ResultsCompleted