FnO Contract Details

Expiry:
Symbol:

RELIANCE analysis for the selected expiry [Apr-20] as on 08-Apr-20

RELIANCE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,180.00 1,229.00 1,160.00 1,192.15 NA -1.16 % NA NA
30-Apr-20 1,224.85 1,231.80 1,170.15 1,193.80 39,839,000 -1.47 % 0.26 % Short Buildup
28-May-20 1,238.45 1,238.45 1,175.00 1,198.75 840,000 -1.47 % 48.41 % Short Buildup
25-Jun-20 1,243.20 1,243.20 1,185.20 1,198.50 23,000 -1.76 % 6.98 % Short Buildup
Cummulative NA NA NA NA 40,702,000 NA 0.94 % Short Buildup
RELIANCE Options OI PCR:  0.96   (Expiry : 30-Apr-20 )   PUT OI: 4,735,000   CALL OI: 4,944,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 688000 1.62% 31.00 -13.77% Short Buildup
1200.00 645500 18.44% 72.10 -12.66% Short Buildup
1600.00 513000 -0.29% 1.35 8.00% 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
1200.00 645500 18.44% 72.10 -12.66% Short Buildup
1700.00 157000 139.69% 0.60 -40.00% Short Buildup
1340.00 97000 70.18% 21.30 -12.53% 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
1240.00 148000 -25.44% 53.35 -11.89% Long Windup
1100.00 411500 -8.66% 137.35 -9.64% Long Windup
1140.00 82500 -17.50% 109.95 -10.21% 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 714000 4.23% 43.80 4.53% Long Buildup
1000.00 667500 -6.77% 24.35 0.41% Short Covering
900.00 506500 -7.06% 13.05 -3.33% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1180.00 137500 56.25% 69.80 7.14% Long Buildup
1220.00 49000 164.86% 87.45 9.93% Long Buildup
1100.00 714000 4.23% 43.80 4.53% 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
1000.00 667500 -6.77% 24.35 0.41% Short Covering
1060.00 190000 -18.63% 35.15 6.35% Short Covering
900.00 506500 -7.06% 13.05 -3.33% Long Windup
 
 
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 %
08-Apr-20 1,192.15 1,193.80 39,839,000 40,702,000 -1.47 % 0.26 % 0.94 % 1.1925 0.96 2.12 % Short Buildup 33.09%899.52 1.65 0.14 %
07-Apr-20 1,206.10 1,211.60 39,734,500 40,322,000 12.14 % -0.25 % 0.01 % 1.2279 1.01 1.46 % Long Buildup 36.91%1,106.77 5.5 0.46 %
03-Apr-20 1,077.45 1,080.45 39,834,500 40,319,000 -0.30 % 2.65 % 2.57 % 1.1394 - 1.20 % Short Buildup 34.22%697.28 3 0.28 %
01-Apr-20 1,080.45 1,083.70 38,804,500 39,310,500 -3.06 % 2.80 % 2.77 % 1.1751 0.83 1.29 % Short Buildup 40.87%839.68 3.25 0.3 %
31-Mar-20 1,113.75 1,117.95 37,748,500 38,249,500 7.86 % 4.75 % 5.19 % 1.2027 0.85 1.31 % Long Buildup 39.82%897.96 4.2 0.38 %
30-Mar-20 1,030.45 1,036.50 36,038,000 36,361,000 -3.37 % 6.69 % 6.63 % 1.1855 0.76 0.89 % Short Buildup 36.96%526.36 6.05 0.59 %
27-Mar-20 1,065.60 1,072.65 33,778,500 34,100,500 -0.40 % 6.43 % 0.92 % 1.2115 0.82 0.94 % Short Buildup 46.49%943.49 7.05 0.66 %
26-Mar-20 1,066.20 1,076.95 31,737,000 33,788,000 -1.44 % 9.34 % 1.61 % 1.2473 0.84 - Short Buildup 38.37%855.62 10.75 1.01 %
25-Mar-20 1,082.25 1,092.65 29,025,000 33,251,000 14.82 % 33.64 % -5.45 % 1.2839 0.76 - Short Covering 50.61%1,831.18 10.4 0.96 %
24-Mar-20 943.40 951.65 21,719,500 35,167,000 7.29 % 70.60 % -7.77 % 1.1524 0.45 - Short Covering 40.08%791.00 8.25 0.87 %
23-Mar-20 884.05 887.00 12,731,500 38,128,000 -13.26 % 45.73 % -2.84 % 1.1385 0.40 - Long Windup 52.49%862.82 2.95 0.33 %
20-Mar-20 1,017.95 1,022.65 8,736,500 39,244,500 11.45 % 14.19 % 0.14 % 0.9478 0.40 - Long Buildup 43.76%1,290.45 4.7 0.46 %
19-Mar-20 917.70 917.55 7,651,000 39,188,500 -5.39 % 21.91 % 5.34 % 0.8395 0.29 - Short Buildup 46.39%1,195.17 -0.15 -0.02 %
18-Mar-20 968.50 969.80 6,276,000 37,201,500 -3.95 % 24.90 % 2.04 % 0.8259 0.29 - Short Buildup 42.79%847.55 1.3 0.13 %
17-Mar-20 1,008.00 1,009.70 5,025,000 36,456,500 -1.04 % 17.30 % 0.20 % 0.8296 0.28 - Short Buildup 51.00%1,068.13 1.7 0.17 %
16-Mar-20 1,015.70 1,020.35 4,284,000 36,382,000 -8.25 % 34.84 % 3.10 % 0.8549 0.32 - Short Buildup 50.12%895.77 4.65 0.46 %
13-Mar-20 1,105.30 1,112.05 3,177,000 35,287,500 4.26 % 2.22 % 0.09 % 0.7816 0.32 - Long Buildup 43.53%1,612.40 6.75 0.61 %
12-Mar-20 1,063.00 1,066.60 3,108,000 35,256,500 -8.02 % 4.17 % -7.09 % 0.7837 0.33 - Long Windup 51.93%1,412.42 3.6 0.34 %
11-Mar-20 1,153.55 1,159.60 2,983,500 37,948,000 3.37 % 1.05 % -4.79 % 0.7054 0.31 - Short Covering 45.61%1,433.21 6.05 0.52 %
09-Mar-20 1,114.15 1,121.75 2,952,500 39,856,500 -11.96 % 18.67 % 5.75 % 0.7079 0.25 - Short Buildup 47.61%2,138.62 7.6 0.68 %
06-Mar-20 1,271.00 1,274.20 2,488,000 37,689,500 -3.46 % 3.39 % 0.53 % 0.3783 0.20 - Short Buildup 62.47%1,224.58 3.2 0.25 %
05-Mar-20 1,311.15 1,319.90 2,406,500 37,490,500 -2.10 % 15.20 % 4.27 % 0.3506 0.22 - Short Buildup 49.78%910.37 8.75 0.67 %
04-Mar-20 1,339.70 1,348.15 2,089,000 35,954,000 -0.22 % 12.83 % 1.30 % 0.3478 0.32 - Short Buildup 41.15%557.05 8.45 0.63 %
03-Mar-20 1,342.85 1,351.15 1,851,500 35,491,500 2.14 % 4.49 % 1.14 % 0.3585 0.38 - Long Buildup 47.98%807.01 8.3 0.62 %
02-Mar-20 1,316.15 1,322.90 1,772,000 35,091,500 -0.63 % 1.46 % -3.01 % 0.3566 0.37 - Long Windup 53.45%948.73 6.75 0.51 %
28-Feb-20 1,328.65 1,331.30 1,746,500 36,181,000 -4.42 % 12.90 % -9.54 % 0.3665 0.34 - Long Windup 55.32%1,321.21 2.65 0.2 %
27-Feb-20 1,386.25 1,392.85 1,547,000 39,996,000 -0.57 % 283.87 % -2.65 % 0.2980 0.45 - Long Windup 53.27%845.84 6.6 0.48 %
26-Feb-20 1,392.00 1,400.85 403,000 41,085,000 -2.01 % 49.26 % -1.53 % 0.3067 0.48 - Long Windup 60.68%1,133.80 8.85 0.64 %
25-Feb-20 1,416.40 1,429.60 270,000 41,721,500 -1.68 % 43.62 % -2.33 % 0.3050 0.37 - Long Windup 65.67%1,179.75 13.2 0.93 %
24-Feb-20 1,444.95 1,454.10 188,000 42,717,500 -2.81 % 70.14 % -0.35 % 0.2995 0.42 - Long Windup 62.41%881.04 9.15 0.63 %
20-Feb-20 1,485.95 1,496.20 110,500 42,869,500 -1.17 % 6.76 % -0.59 % 0.2780 0.23 - Long Windup 60.72%696.78 10.25 0.69 %
19-Feb-20 1,503.80 1,513.85 103,500 43,124,000 2.20 % 17.61 % -2.34 % 0.2808 0.82 - Short Covering 38.11%369.01 10.05 0.67 %
18-Feb-20 1,467.40 1,481.20 88,000 44,157,500 -0.64 % 11.39 % 0.04 % 0.2650 0.75 - Short Buildup 48.52%362.17 13.8 0.94 %
17-Feb-20 1,478.25 1,490.70 79,000 44,139,000 -0.67 % 12.86 % 0.87 % 0.2716 - - Short Buildup 37.20%330.55 12.45 0.84 %
14-Feb-20 1,487.60 1,500.75 70,000 43,758,000 1.18 % 14.75 % 2.21 % 0.2781 0.57 - Long Buildup 32.40%467.76 13.15 0.88 %
13-Feb-20 1,474.15 1,483.30 61,000 42,811,000 0.17 % -8.27 % 1.66 % 0.2823 0.33 - Long Buildup 47.88%437.74 9.15 0.62 %
12-Feb-20 1,470.30 1,480.80 66,500 42,110,500 1.30 % -4.32 % 0.11 % 0.2909 0.33 - Long Buildup 49.52%450.46 10.5 0.71 %
11-Feb-20 1,452.75 1,461.85 69,500 42,063,000 0.70 % -3.47 % -2.17 % 0.2944 0.33 - Short Covering 43.43%403.80 9.1 0.63 %
10-Feb-20 1,435.60 1,451.65 72,000 42,996,000 0.36 % -6.49 % 1.37 % 0.2991 0.40 - Long Buildup 44.73%444.53 16.05 1.12 %
07-Feb-20 1,433.65 1,446.50 77,000 42,417,000 -1.23 % 31.62 % 1.87 % 0.3085 0.50 - Short Buildup 44.68%357.52 12.85 0.9 %
06-Feb-20 1,457.80 1,464.55 58,500 41,637,000 0.74 % 4.46 % 0.88 % 0.3091 0.50 - Long Buildup 40.51%419.53 6.75 0.46 %
05-Feb-20 1,448.50 1,453.75 56,000 41,275,500 1.39 % 8.74 % -0.64 % 0.3171 0.50 - Short Covering 44.69%546.71 5.25 0.36 %
04-Feb-20 1,426.40 1,433.85 51,500 41,543,000 2.93 % 11.96 % -2.45 % 0.3192 0.50 - Short Covering 45.66%755.86 7.45 0.52 %
03-Feb-20 1,385.50 1,393.00 46,000 42,585,500 0.31 % 19.48 % 3.09 % 0.3044 1.00 - Long Buildup 49.60%964.81 7.5 0.54 %
01-Feb-20 1,383.35 1,388.65 38,500 41,310,500 -2.89 % 133.33 % 1.00 % 0.3125 - - Short Buildup 29.61%451.51 5.3 0.38 %
31-Jan-20 1,411.65 1,429.95 16,500 40,903,500 0.00 % 0.00 % -25.03 % 0.2974 - - 55.93%1,254.30 18.3 1.3 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
899.52 Crore Rs. 901.19 Crore Rs. 888.24 Crore Rs. 845.84 Crore Rs. 979.79 Crore Rs. 1,112.86 Crore Rs. More details >>
Average Delivery Percentage
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
33.09 % 34.84 % 36.87 % 38.22 % 42.05 % 44.66 % More details >>
 
 
RELIANCE Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 09-Apr-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1103.71 1136.93 1165.36 1198.58 1227.01 1260.23 1288.66
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1162.98 1178.39 1183.53 1188.66 1198.58 1198.94 1204.08 1209.21 1224.63
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1136.93 1160.48 1175.03 1198.58 1222.13 1236.68 1260.23
DeMark Pivot
Support 1 Pivot Point Resistance 1
1151.15 1191.48 1212.8
 
 
RELIANCE Result / Events
Date Description Status
17-Jan-20Financial ResultsCompleted
19-Jul-19Financial ResultsCompleted
18-Apr-19Financial Results/DividendCompleted
17-Jan-19Financial ResultsCompleted