FnO Contract Details

Expiry:
Symbol:

RELIANCE analysis for the selected expiry [May-21] as on 10-May-21

RELIANCE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,939.00 1,946.80 1,920.95 1,926.20 NA -0.29 % NA NA
27-May-21 1,942.30 1,956.50 1,931.20 1,936.70 30,201,250 -0.09 % 0.70 % Short Buildup
24-Jun-21 1,944.45 1,963.30 1,938.15 1,942.70 911,250 -0.15 % 20.06 % Short Buildup
29-Jul-21 1,957.80 1,970.10 1,946.90 1,950.10 130,250 -0.17 % 16.04 % Short Buildup
Cummulative NA NA NA NA 31,242,750 NA 1.23 % Short Buildup
RELIANCE Options OI PCR:  0.39   (Expiry : 27-May-21 )   PUT OI: 7,244,000   CALL OI: 18,676,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2000.00 3375250 7.47% 24.15 -11.05% Short Buildup
2100.00 2937000 -3.21% 8.85 -18.81% Long Windup
2200.00 2157000 -3.88% 4.35 -21.62% 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
2000.00 3375250 7.47% 24.15 -11.05% Short Buildup
1940.00 852250 31.83% 45.15 -8.32% Short Buildup
1960.00 1117250 20.10% 36.70 -9.72% 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
2100.00 2937000 -3.21% 8.85 -18.81% Long Windup
2200.00 2157000 -3.88% 4.35 -21.62% Long Windup
1900.00 476250 -6.89% 66.50 -5.67% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1900.00 1355000 6.07% 28.95 -8.10% Short Buildup
1800.00 987750 -1.42% 7.75 -16.22% Long Windup
2000.00 700000 -0.78% 86.80 -1.25% 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
1900.00 1355000 6.07% 28.95 -8.10% Short Buildup
1360.00 34750 768.75% 1.00 100.00% Long Buildup
1920.00 384250 4.27% 37.55 -5.65% 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
1820.00 184000 -14.02% 9.70 -15.28% Long Windup
1860.00 354500 -7.50% 16.70 -12.34% Long Windup
1700.00 332500 -5.54% 3.20 -22.89% 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 %
10-May-21 1,926.20 1,936.70 30,201,250 31,242,750 -0.09 % 0.70 % 1.23 % 0.4278 0.39 3.33 % Short Buildup 46.58%577.22 10.5 0.55 %
07-May-21 1,931.75 1,938.45 29,991,000 30,862,250 -0.03 % -1.67 % -1.48 % 0.4289 0.40 2.82 % Long Windup 42.64%467.18 6.7 0.35 %
06-May-21 1,931.00 1,939.00 30,499,750 31,326,500 0.55 % 1.85 % 1.91 % 0.4300 0.41 2.64 % Long Buildup 41.94%546.63 8 0.41 %
05-May-21 1,920.10 1,928.30 29,945,000 30,739,750 0.02 % -0.43 % -0.04 % 0.4310 0.40 2.59 % Short Covering 30.81%338.40 8.2 0.43 %
04-May-21 1,916.60 1,928.00 30,073,500 30,753,250 -2.00 % 3.23 % 3.71 % 0.4321 - 2.21 % Short Buildup 43.98%850.03 11.4 0.59 %
03-May-21 1,959.05 1,967.25 29,132,000 29,652,500 -1.91 % 4.22 % 4.47 % 0.4321 0.40 1.76 % Short Buildup 34.84%744.56 8.2 0.42 %
30-Apr-21 1,994.50 2,005.60 27,952,000 28,383,250 -1.17 % 5.66 % -4.79 % 0.4325 0.49 1.52 % Long Windup 42.65%778.35 11.1 0.56 %
29-Apr-21 2,024.05 2,029.25 26,455,000 29,811,750 1.25 % 22.61 % 2.37 % 0.4331 0.59 - Long Buildup 35.27%573.64 5.2 0.26 %
28-Apr-21 1,997.30 2,004.25 21,576,500 29,121,750 0.44 % 27.18 % 1.15 % 0.4339 0.66 - Long Buildup 49.63%783.25 6.95 0.35 %
27-Apr-21 1,988.65 1,995.45 16,964,750 28,791,500 2.61 % 67.34 % -0.16 % 0.4349 0.69 - Short Covering 40.88%750.15 6.8 0.34 %
26-Apr-21 1,937.85 1,944.70 10,137,750 28,838,500 1.72 % 73.15 % -3.88 % 0.4346 0.70 - Short Covering 44.45%828.76 6.85 0.35 %
23-Apr-21 1,904.35 1,911.75 5,855,000 30,003,250 -0.16 % 88.76 % -1.92 % 0.4350 0.67 - Long Windup 47.43%493.09 7.4 0.39 %
22-Apr-21 1,906.40 1,914.90 3,101,750 30,590,500 0.21 % 47.74 % 0.75 % 0.4361 0.66 - Long Buildup 47.18%601.48 8.5 0.45 %
20-Apr-21 1,901.15 1,910.90 2,099,500 30,361,500 -0.16 % 17.97 % -1.14 % 0.4372 0.66 - Long Windup 58.14%877.59 9.75 0.51 %
19-Apr-21 1,901.70 1,914.05 1,779,750 30,712,750 -1.69 % 10.66 % -0.54 % 0.4383 0.71 - Long Windup 45.57%739.11 12.35 0.65 %
16-Apr-21 1,932.10 1,947.05 1,608,250 30,878,500 -0.55 % 12.80 % 0.68 % 0.4389 0.71 - Short Buildup 49.59%692.38 14.95 0.77 %
15-Apr-21 1,944.30 1,957.75 1,425,750 30,669,000 0.47 % 24.90 % 1.48 % 0.4399 0.77 - Long Buildup 49.26%871.79 13.45 0.69 %
13-Apr-21 1,931.80 1,948.60 1,141,500 30,221,750 1.10 % 13.33 % -0.43 % 0.4409 0.86 - Short Covering 55.37%958.27 16.8 0.87 %
12-Apr-21 1,911.15 1,927.35 1,007,250 30,351,000 -3.67 % 21.76 % -0.21 % 0.4418 0.93 - Long Windup 45.95%847.13 16.2 0.85 %
09-Apr-21 1,982.05 2,000.70 827,250 30,414,250 -1.16 % 17.55 % 3.33 % 0.4401 1.06 - Short Buildup 43.33%556.42 18.65 0.94 %
08-Apr-21 2,005.35 2,024.15 703,750 29,435,000 -0.10 % 7.20 % 1.58 % 0.4410 1.06 - Short Buildup 37.13%528.15 18.8 0.94 %
07-Apr-21 2,002.85 2,026.15 656,500 28,976,250 1.03 % 0.04 % -0.12 % 0.4421 1.10 - Short Covering 36.60%820.93 23.3 1.16 %
06-Apr-21 1,984.30 2,005.50 656,250 29,010,500 -0.19 % 8.16 % 2.57 % 0.4430 1.37 - Short Buildup 33.04%423.92 21.2 1.07 %
05-Apr-21 1,992.60 2,009.25 606,750 28,284,750 -1.79 % 13.62 % -0.27 % 0.4441 1.48 - Long Windup 32.17%440.00 16.65 0.84 %
01-Apr-21 2,021.85 2,045.95 534,000 28,362,000 1.02 % 0.28 % 0.40 % 0.4447 1.47 - Long Buildup 35.03%383.20 24.1 1.19 %
31-Mar-21 2,003.10 2,025.30 532,500 28,250,250 -1.19 % 3.66 % 4.86 % 0.0000 1.65 - Short Buildup 38.73%581.84 22.2 1.11 %
30-Mar-21 2,029.30 2,049.70 485,500 26,941,000 1.59 % 28.18 % -0.76 % 0.4465 1.79 - Short Covering 40.30%771.58 20.4 1.01 %
26-Mar-21 1,994.65 2,017.55 378,750 27,146,750 -0.02 % 22.47 % 0.77 % 0.4470 2.65 - Short Buildup 34.64%643.58 22.9 1.15 %
25-Mar-21 1,991.45 2,017.90 309,250 26,938,500 -2.70 % 23.33 % 0.45 % 0.4481 2.84 - Short Buildup 40.13%811.49 26.45 1.33 %
24-Mar-21 2,047.30 2,073.95 250,750 26,818,750 -1.81 % 23.83 % -0.09 % 0.4476 3.19 - Long Windup 38.26%608.14 26.65 1.3 %
23-Mar-21 2,087.50 2,112.10 202,500 26,844,000 1.06 % 6.30 % -0.87 % 0.4480 3.16 - Short Covering 26.77%449.25 24.6 1.18 %
22-Mar-21 2,062.40 2,090.00 190,500 27,080,500 -0.66 % 18.32 % 0.31 % 0.4488 4.22 - Short Buildup 33.45%591.24 27.6 1.34 %
19-Mar-21 2,082.00 2,103.90 161,000 26,997,500 3.23 % 8.42 % -0.21 % 0.4498 4.70 - Short Covering 48.40%1,943.46 21.9 1.05 %
18-Mar-21 2,009.10 2,038.10 148,500 27,055,500 -2.28 % 23.24 % 1.74 % 0.4483 5.48 - Short Buildup 44.06%843.48 29 1.44 %
17-Mar-21 2,055.35 2,085.70 120,500 26,593,500 -2.12 % 14.22 % -0.61 % 0.4484 6.78 - Long Windup 47.14%859.00 30.35 1.48 %
16-Mar-21 2,100.60 2,130.95 105,500 26,755,750 -0.44 % 4.71 % -0.58 % 0.4485 8.39 - Long Windup 37.90%509.76 30.35 1.44 %
15-Mar-21 2,108.90 2,140.35 100,750 26,912,500 -1.39 % 16.14 % 0.01 % 0.4496 8.99 - Short Buildup 40.02%650.32 31.45 1.49 %
12-Mar-21 2,137.60 2,170.60 86,750 26,908,750 -1.87 % 32.44 % -0.11 % 0.4504 7.94 - Long Windup 36.24%602.87 33 1.54 %
10-Mar-21 2,181.95 2,212.00 65,500 26,938,250 -0.39 % 3.15 % -0.28 % 0.4506 2.52 - Long Windup 27.49%318.89 30.05 1.38 %
09-Mar-21 2,191.05 2,220.75 63,500 27,013,000 0.31 % 2.83 % -1.61 % 0.4517 2.33 - Short Covering 29.27%448.60 29.7 1.36 %
08-Mar-21 2,191.10 2,213.90 61,750 27,455,750 0.30 % 34.24 % 1.01 % 0.4529 2.24 - Long Buildup 26.54%523.52 22.8 1.04 %
05-Mar-21 2,178.70 2,207.25 46,000 27,181,000 0.34 % 1.10 % -0.30 % 0.4539 1.85 - Short Covering 33.10%849.02 28.55 1.31 %
04-Mar-21 2,175.85 2,199.70 45,500 27,263,000 -1.39 % 68.52 % 2.32 % 0.4551 1.60 - Short Buildup 38.50%828.69 23.85 1.1 %
03-Mar-21 2,202.10 2,230.60 27,000 26,644,500 4.30 % 9.09 % -6.18 % 0.4559 1.30 - Short Covering 43.31%1,405.09 28.5 1.29 %
02-Mar-21 2,106.00 2,138.70 24,750 28,398,500 0.41 % 62.30 % -0.16 % 0.4531 1.86 - Short Covering 36.78%613.03 32.7 1.55 %
01-Mar-21 2,101.70 2,129.90 15,250 28,443,250 0.93 % 90.63 % -0.81 % 0.4542 1.55 - Short Covering 36.40%624.27 28.2 1.34 %
26-Feb-21 2,085.80 2,110.30 8,000 28,675,500 0.00 % 0.00 % 2.54 % 0.4552 1.13 - 42.38%1,528.94 24.5 1.17 %
 
 
Average Delivery Volume
On 10-May-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
577.22 Crore Rs. 530.35 Crore Rs. 555.89 Crore Rs. 609.50 Crore Rs. 640.98 Crore Rs. 685.88 Crore Rs. More details >>
Average Delivery Percentage
On 10-May-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
46.58 % 43.74 % 41.67 % 39.81 % 42.00 % 44.47 % More details >>
 
 
RELIANCE Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 11-May-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1901.14 1916.17 1926.44 1941.47 1951.74 1966.77 1977.04
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1924.05 1930.38 1932.48 1934.59 1941.47 1938.81 1940.92 1943.03 1949.35
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1916.17 1925.83 1931.81 1941.47 1951.13 1957.11 1966.77
DeMark Pivot
Support 1 Pivot Point Resistance 1
1921.3 1938.9 1946.6
 
 
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