FnO Contract Details

Expiry:
Symbol:

RELIANCE analysis for the selected expiry [Oct-20] as on 24-Sep-20

RELIANCE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,207.90 2,226.00 2,176.05 2,181.20 NA -2.22 % NA NA
24-Sep-20 2,208.85 2,226.30 2,174.95 2,181.10 1,844,260 -2.52 % -76.35 % Long Windup
29-Oct-20 2,217.95 2,234.00 2,185.55 2,191.50 30,708,040 -2.44 % 18.79 % Short Buildup
26-Nov-20 2,225.00 2,242.95 2,198.00 2,202.50 350,470 -2.37 % 18.63 % Short Buildup
Cummulative NA NA NA NA 32,902,770 NA -3.07 % Long Windup
RELIANCE Options OI PCR:  0.64   (Expiry : 29-Oct-20 )   PUT OI: 7,141,205   CALL OI: 11,087,275 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2300.00 1943240 10.89% 59.00 -26.75% Short Buildup
2400.00 1822545 11.87% 35.40 -28.84% Short Buildup
2500.00 1522070 18.10% 20.15 -33.28% 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
2200.00 1154935 91.22% 98.05 -22.28% Short Buildup
2500.00 1522070 18.10% 20.15 -33.28% Short Buildup
2400.00 1822545 11.87% 35.40 -28.84% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2200.00 1165540 33.56% 103.60 31.72% Long Buildup
2000.00 1146855 25.54% 28.45 44.05% Long Buildup
2100.00 1114030 21.14% 57.25 36.15% 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
2160.00 431270 216.30% 82.15 34.89% Long Buildup
2200.00 1165540 33.56% 103.60 31.72% Long Buildup
2000.00 1146855 25.54% 28.45 44.05% 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
None
None
None
 
 
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 %
24-Sep-20 2,181.20 2,191.50 30,708,040 32,902,770 -2.44 % 18.79 % -3.07 % 0.5067 0.64 - Long Windup 29.73%892.60 10.3 0.47 %
23-Sep-20 2,230.80 2,246.25 25,849,940 33,944,080 0.83 % 31.83 % -0.36 % 0.5071 0.61 - Short Covering 18.90%836.52 15.45 0.69 %
22-Sep-20 2,211.15 2,227.65 19,608,140 34,066,795 -1.83 % 62.76 % 5.25 % 0.5082 0.72 - Short Buildup 38.23%1,357.34 16.5 0.75 %
21-Sep-20 2,255.85 2,269.20 12,047,280 32,366,460 -2.09 % 85.79 % -0.90 % 0.5088 0.75 - Long Windup 32.52%1,138.49 13.35 0.59 %
18-Sep-20 2,305.70 2,317.70 6,484,200 32,660,370 0.13 % 50.42 % -4.76 % 0.5092 0.78 - Short Covering 41.54%1,461.99 12 0.52 %
17-Sep-20 2,298.75 2,314.65 4,310,680 34,293,540 -1.09 % 30.54 % 2.92 % 0.5104 0.82 - Short Buildup 27.56%755.15 15.9 0.69 %
16-Sep-20 2,324.55 2,340.15 3,302,195 33,319,900 0.39 % 37.09 % 0.98 % 0.5115 0.88 - Long Buildup 22.52%820.30 15.6 0.67 %
15-Sep-20 2,318.85 2,330.95 2,408,850 32,997,710 0.78 % 3.18 % -1.48 % 0.5128 0.97 - Short Covering 19.92%579.39 12.1 0.52 %
14-Sep-20 2,302.55 2,312.95 2,334,615 33,492,105 -0.72 % 20.77 % -2.84 % 0.5140 0.92 - Long Windup 17.60%823.88 10.4 0.45 %
11-Sep-20 2,319.75 2,329.65 1,933,140 34,471,805 0.17 % 5.31 % -3.91 % 0.5152 0.80 - Short Covering 23.42%1,491.13 9.9 0.43 %
10-Sep-20 2,314.00 2,325.70 1,835,675 35,875,705 6.79 % 48.37 % 1.47 % 0.5164 1.00 - Long Buildup 18.80%2,816.64 11.7 0.51 %
09-Sep-20 2,161.35 2,177.90 1,237,250 35,356,565 2.59 % 3.20 % -0.05 % 0.5094 1.15 - Short Covering 22.39%1,235.45 16.55 0.77 %
08-Sep-20 2,107.10 2,123.00 1,198,870 35,374,745 0.74 % 7.81 % -0.15 % 0.5095 1.25 - Short Covering 21.62%576.09 15.9 0.75 %
07-Sep-20 2,082.65 2,107.40 1,112,010 35,428,275 0.72 % 6.53 % 1.22 % 0.5106 1.44 - Long Buildup 25.89%545.54 24.75 1.19 %
04-Sep-20 2,077.25 2,092.25 1,043,835 35,000,540 -1.73 % 15.03 % 0.17 % 0.5118 1.78 - Short Buildup 45.42%1,239.85 15 0.72 %
03-Sep-20 2,112.10 2,129.05 907,485 34,939,435 -0.86 % 1.13 % 1.44 % 0.5126 1.90 - Short Buildup 37.88%686.26 16.95 0.8 %
02-Sep-20 2,128.20 2,147.50 897,385 34,444,030 1.80 % 0.91 % 2.42 % 0.5138 1.90 - Long Buildup 27.15%718.52 19.3 0.91 %
01-Sep-20 2,087.25 2,109.55 889,305 33,630,980 0.53 % 5.45 % -0.94 % 0.5144 1.69 - Short Covering 27.81%1,034.56 22.3 1.07 %
31-Aug-20 2,080.70 2,098.35 843,350 33,951,655 -1.65 % 44.84 % -0.11 % 0.5157 1.86 - Long Windup 25.17%1,500.65 17.65 0.85 %
28-Aug-20 2,116.15 2,133.60 582,265 33,989,530 0.45 % 24.51 % -0.30 % 0.5165 1.37 - Short Covering 22.56%598.62 17.45 0.82 %
27-Aug-20 2,110.60 2,123.95 467,630 34,091,035 -1.32 % 48.16 % -3.60 % 0.5178 1.24 - Long Windup 26.30%719.48 13.35 0.63 %
26-Aug-20 2,137.30 2,152.30 315,625 35,364,140 2.46 % 36.17 % -2.69 % 0.5188 1.22 - Short Covering 24.27%1,433.54 15 0.7 %
25-Aug-20 2,082.10 2,100.70 231,795 36,343,335 -0.70 % 28.57 % 2.67 % 0.5189 1.19 - Short Buildup 22.51%419.43 18.6 0.89 %
24-Aug-20 2,095.75 2,115.45 180,285 35,398,985 0.71 % 17.82 % -0.85 % 0.5201 1.08 - Short Covering 17.86%565.28 19.7 0.94 %
21-Aug-20 2,081.85 2,100.45 153,015 35,702,490 -0.62 % 19.29 % -0.34 % 0.5213 0.87 - Long Windup 19.17%465.63 18.6 0.89 %
20-Aug-20 2,097.05 2,113.60 128,270 35,825,205 -1.77 % 10.43 % 2.14 % 0.5226 0.92 - Short Buildup 22.72%495.66 16.55 0.79 %
19-Aug-20 2,131.55 2,151.65 116,150 35,073,765 0.63 % 1.77 % -1.28 % 0.5234 0.78 - Short Covering 16.01%536.82 20.1 0.94 %
18-Aug-20 2,118.55 2,138.10 114,130 35,527,760 1.26 % -10.32 % -2.81 % 0.5246 0.86 - Short Covering 18.16%542.24 19.55 0.92 %
17-Aug-20 2,091.35 2,111.55 127,260 36,554,930 -1.07 % 0.00 % -2.49 % 0.5257 0.80 - Long Windup 14.79%442.33 20.2 0.97 %
14-Aug-20 2,113.80 2,134.30 127,260 37,490,190 -0.56 % 6.78 % -3.73 % 0.5268 0.81 - Long Windup 15.40%499.30 20.5 0.97 %
13-Aug-20 2,122.05 2,146.25 119,180 38,941,055 -0.15 % 16.26 % -0.68 % 0.5281 0.84 - Long Windup 31.43%764.36 24.2 1.14 %
12-Aug-20 2,127.60 2,149.55 102,515 39,208,705 -0.27 % 9.73 % 1.68 % 0.5294 0.83 - Short Buildup 15.85%471.01 21.95 1.03 %
11-Aug-20 2,133.80 2,155.30 93,425 38,560,285 0.57 % 2.78 % -1.86 % 0.5307 0.72 - Short Covering 19.32%890.77 21.5 1.01 %
10-Aug-20 2,119.85 2,143.15 90,900 39,290,515 -1.21 % 27.66 % 0.85 % 0.5320 0.70 - Short Buildup 23.25%613.32 23.3 1.1 %
07-Aug-20 2,146.45 2,169.35 71,205 38,959,740 0.59 % 18.49 % -0.03 % 0.5330 0.43 - Short Covering 24.34%795.40 22.9 1.07 %
06-Aug-20 2,134.10 2,156.60 60,095 38,970,345 0.39 % 8.18 % -0.73 % 0.5343 0.33 - Short Covering 13.60%660.54 22.5 1.05 %
05-Aug-20 2,126.45 2,148.15 55,550 39,258,700 -1.14 % 10.00 % 0.99 % 0.5356 0.25 - Short Buildup 11.48%839.84 21.7 1.02 %
04-Aug-20 2,150.60 2,172.85 50,500 38,874,900 6.98 % 132.56 % 5.96 % 0.5368 - - Long Buildup 17.08%1,560.00 22.25 1.03 %
03-Aug-20 2,009.00 2,031.10 21,715 36,687,240 -2.87 % 115.00 % -1.77 % 0.5301 - - Long Windup 31.72%1,373.97 22.1 1.1 %
31-Jul-20 2,067.10 2,091.05 10,100 37,347,275 0.00 % 0.00 % 4.45 % 0.5301 - - 26.02%1,860.47 23.95 1.16 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
892.60 Crore Rs. 1,028.82 Crore Rs. 1,137.39 Crore Rs. 980.22 Crore Rs. 1,137.31 Crore Rs. 1,039.45 Crore Rs. More details >>
Average Delivery Percentage
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
29.73 % 28.15 % 31.53 % 28.76 % 24.07 % 25.53 % More details >>
 
 
RELIANCE Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Sep-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2124.91 2155.23 2173.36 2203.68 2221.81 2252.13 2270.26
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2167.28 2179.39 2183.43 2187.46 2203.68 2195.54 2199.58 2203.61 2215.73
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2155.23 2173.74 2185.17 2203.68 2222.19 2233.62 2252.13
DeMark Pivot
Support 1 Pivot Point Resistance 1
2164.3 2199.15 2212.75
 
 
RELIANCE Result / Events
Date Description Status
17-Jan-20Financial ResultsCompleted
19-Jul-19Financial ResultsCompleted
18-Apr-19Financial Results/DividendCompleted
17-Jan-19Financial ResultsCompleted