FnO Contract Details

Expiry:
Symbol:

RELIANCE analysis for the selected expiry [Jul-20] as on 03-Jul-20

RELIANCE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,779.80 1,793.00 1,768.00 1,787.90 NA 1.57 % NA NA
30-Jul-20 1,779.70 1,793.35 1,768.20 1,786.70 39,555,640 1.44 % -1.58 % Short Covering
27-Aug-20 1,774.55 1,795.40 1,771.65 1,789.70 524,695 1.44 % 24.73 % Long Buildup
24-Sep-20 1,775.85 1,797.35 1,775.85 1,794.00 35,350 1.48 % 16.67 % Long Buildup
Cummulative NA NA NA NA 40,115,685 NA -1.29 % Short Covering
RELIANCE Options OI PCR:  0.68   (Expiry : 30-Jul-20 )   PUT OI: 9,791,445   CALL OI: 14,300,590 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1800.00 2940615 -0.65% 60.60 15.43% Short Covering
2000.00 2702760 7.36% 11.30 15.31% Long Buildup
1900.00 1854360 3.44% 27.05 14.62% Long 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 2702760 7.36% 11.30 15.31% Long Buildup
1820.00 383295 39.01% 52.10 16.04% Long Buildup
1840.00 428745 22.51% 44.40 15.47% 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
1760.00 476720 -34.94% 80.35 14.70% Short Covering
1740.00 351985 -39.44% 91.95 14.72% Short Covering
1720.00 284820 -14.80% 104.45 14.40% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 1610950 13.73% 11.15 -27.36% Short Buildup
1700.00 1127665 1.18% 31.70 -25.15% Short Buildup
1500.00 1031210 3.29% 4.25 -23.42% 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
1600.00 1610950 13.73% 11.15 -27.36% Short Buildup
1800.00 354005 40.48% 73.75 -18.78% Short Buildup
1740.00 311585 48.67% 45.45 -22.90% 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
1620.00 210585 -17.26% 13.70 -28.08% Long Windup
1300.00 399960 -3.30% 1.35 -10.00% Long Windup
1560.00 467125 -2.73% 6.95 -29.08% 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 %
03-Jul-20 1,787.90 1,786.70 39,555,640 40,115,685 1.44 % -1.58 % -1.29 % 0.5362 0.68 1.40 % Short Covering 25.18%611.59 -1.2 -0.07 %
02-Jul-20 1,760.35 1,761.35 40,189,920 40,640,885 1.43 % 1.71 % 1.88 % 0.5372 0.63 1.11 % Long Buildup 24.38%570.22 1 0.06 %
01-Jul-20 1,737.60 1,736.50 39,514,735 39,889,950 2.25 % -0.67 % -0.68 % 0.5380 0.59 0.94 % Short Covering 23.40%534.06 -1.1 -0.06 %
30-Jun-20 1,704.10 1,698.25 39,779,860 40,161,640 -1.16 % 5.11 % 5.21 % 0.5387 0.58 0.95 % Short Buildup 39.84%948.75 -5.85 -0.34 %
29-Jun-20 1,723.15 1,718.20 37,844,700 38,173,960 -1.18 % 4.22 % 4.19 % 0.5399 0.58 0.86 % Short Buildup 38.98%794.20 -4.95 -0.29 %
26-Jun-20 1,741.65 1,738.70 36,311,520 36,637,750 1.22 % 5.07 % -0.99 % 0.5410 0.61 0.89 % Short Covering 35.33%878.20 -2.95 -0.17 %
25-Jun-20 1,717.90 1,717.70 34,558,160 37,004,885 -0.67 % 25.73 % 5.02 % 0.5421 0.60 - Short Buildup 37.00%1,163.97 -0.2 -0.01 %
24-Jun-20 1,727.85 1,729.25 27,486,140 35,235,365 0.37 % 43.83 % 4.45 % 0.5434 0.66 - Long Buildup 24.48%1,007.21 1.4 0.08 %
23-Jun-20 1,720.90 1,722.90 19,110,715 33,734,000 -1.40 % 121.17 % 0.46 % 0.5447 0.76 - Short Buildup 35.89%1,082.09 2 0.12 %
22-Jun-20 1,746.15 1,747.30 8,640,550 33,578,965 -0.57 % 92.77 % -1.05 % 0.5457 0.84 - Long Windup 26.23%1,272.48 1.15 0.07 %
19-Jun-20 1,759.40 1,757.25 4,482,380 33,936,505 6.42 % 103.67 % 8.35 % 0.5470 - - Long Buildup 32.26%2,771.53 -2.15 -0.12 %
18-Jun-20 1,655.90 1,651.25 2,200,790 31,321,110 2.61 % 43.54 % 2.19 % 0.5422 0.92 - Long Buildup 41.69%1,289.41 -4.65 -0.28 %
17-Jun-20 1,615.35 1,609.30 1,533,180 30,648,450 -0.33 % 5.09 % 8.85 % 0.5425 0.73 - Short Buildup 38.48%1,198.72 -6.05 -0.37 %
16-Jun-20 1,617.70 1,614.55 1,458,945 28,157,285 -0.09 % 2.74 % -0.25 % 0.5439 0.76 - Long Windup 24.44%934.14 -3.15 -0.19 %
15-Jun-20 1,614.55 1,616.00 1,420,060 28,227,985 1.75 % 16.20 % 6.47 % 0.5452 0.74 - Long Buildup 20.96%829.29 1.45 0.09 %
12-Jun-20 1,588.80 1,588.20 1,222,100 26,511,490 3.08 % 19.15 % 6.54 % 0.5462 0.93 - Long Buildup 25.38%717.29 -0.6 -0.04 %
11-Jun-20 1,537.70 1,540.80 1,025,655 24,883,370 -2.00 % 14.04 % 1.55 % 0.5457 0.90 - Short Buildup 32.25%466.54 3.1 0.2 %
10-Jun-20 1,572.15 1,572.20 899,405 24,503,105 2.07 % 2.47 % -1.57 % 0.5463 0.93 - Short Covering 27.56%442.57 0.05 0 %
09-Jun-20 1,537.15 1,540.35 877,690 24,894,480 -2.06 % 18.23 % 2.66 % 0.5468 0.90 - Short Buildup 24.75%454.04 3.2 0.21 %
08-Jun-20 1,569.50 1,572.70 742,350 24,250,100 -0.67 % 1.52 % -1.78 % 0.5475 1.10 - Long Windup 24.72%562.54 3.2 0.2 %
05-Jun-20 1,581.70 1,583.25 731,240 24,690,460 0.10 % 6.31 % -1.70 % 0.5487 1.08 - Short Covering 22.02%531.83 1.55 0.1 %
04-Jun-20 1,579.80 1,581.70 687,810 25,117,185 2.22 % 61.37 % 5.64 % 0.5501 0.98 - Long Buildup 25.87%645.12 1.9 0.12 %
03-Jun-20 1,541.65 1,547.40 426,220 23,775,905 0.76 % 39.74 % 0.54 % 0.5505 - - Long Buildup 44.37%801.24 5.75 0.37 %
02-Jun-20 1,535.70 1,535.70 305,020 23,649,150 1.43 % 2.03 % -2.65 % 0.5519 0.82 - Short Covering 34.45%540.97 0 0 %
01-Jun-20 1,520.35 1,514.10 298,960 24,292,520 3.73 % 14.95 % -4.89 % 0.5531 0.66 - Short Covering 30.98%868.29 -6.25 -0.41 %
29-May-20 1,464.40 1,459.70 260,075 25,540,375 -0.70 % 33.42 % -5.58 % 0.6194 0.58 - Long Windup 55.72%1,507.24 -4.7 -0.32 %
28-May-20 1,472.25 1,470.05 194,930 27,049,315 1.44 % 45.11 % -10.81 % 0.6354 0.55 - Short Covering 45.23%1,233.32 -2.2 -0.15 %
27-May-20 1,445.55 1,449.15 134,330 30,326,260 1.66 % 4.72 % 1.65 % 0.6494 0.45 - Long Buildup 39.64%943.12 3.6 0.25 %
26-May-20 1,424.05 1,425.45 128,270 29,833,885 -0.73 % 11.89 % -1.63 % 0.6659 0.49 - Long Windup 48.52%1,059.20 1.4 0.1 %
22-May-20 1,431.55 1,435.95 114,635 30,328,785 -0.41 % 37.58 % 0.82 % 0.6864 0.48 - Short Buildup 23.39%- 4.4 0.31 %
21-May-20 1,441.25 1,441.90 83,325 30,081,840 0.45 % 5.10 % 2.17 % 0.7072 0.55 - Long Buildup 29.25%761.95 0.65 0.05 %
20-May-20 1,433.70 1,435.40 79,285 29,442,005 1.66 % 16.30 % -1.69 % 0.7290 0.55 - Short Covering 26.00%951.80 1.7 0.12 %
19-May-20 1,408.90 1,411.90 68,175 29,949,530 -2.20 % 6.30 % 1.20 % 0.7471 0.69 - Short Buildup 22.80%627.35 3 0.21 %
18-May-20 1,440.75 1,443.65 64,135 29,594,515 -1.47 % 11.40 % 1.28 % 0.7630 0.20 - Short Buildup 18.62%777.56 2.9 0.2 %
15-May-20 1,459.40 1,465.20 57,570 29,219,300 1.56 % 3.64 % 8.33 % 0.7845 0.25 - Long Buildup 25.97%1,086.99 5.8 0.4 %
14-May-20 1,435.95 1,442.65 55,550 26,972,555 -3.74 % 17.02 % 8.60 % 0.8054 0.33 - Short Buildup 32.55%1,062.68 6.7 0.47 %
13-May-20 1,496.45 1,498.70 47,470 24,836,405 0.92 % -10.43 % 7.13 % 0.8064 0.17 - Long Buildup 20.89%958.27 2.25 0.15 %
12-May-20 1,479.25 1,485.05 53,000 23,182,500 -5.34 % 43.24 % -22.39 % 0.8256 0.25 - Long Windup 40.05%2,727.06 5.8 0.39 %
11-May-20 1,576.80 1,568.90 37,000 29,870,000 0.94 % 37.04 % -11.42 % 0.7938 - - Short Covering 38.22%1,848.54 -7.9 -0.5 %
08-May-20 1,561.80 1,554.35 27,000 33,720,000 2.83 % 22.73 % -7.43 % 0.8174 - - Short Covering 32.29%1,942.68 -7.45 -0.48 %
07-May-20 1,506.95 1,511.50 22,000 36,426,500 3.27 % 2.33 % 3.40 % 0.8275 - - Long Buildup 23.12%796.69 4.55 0.3 %
06-May-20 1,460.75 1,463.65 21,500 35,228,000 -0.08 % 16.22 % -0.09 % 0.8395 - - Long Windup 22.45%607.07 2.9 0.2 %
05-May-20 1,460.65 1,464.80 18,500 35,259,000 1.55 % 76.19 % 0.12 % 0.8659 - - Long Buildup 23.99%719.35 4.15 0.28 %
04-May-20 1,435.20 1,442.50 10,500 35,216,000 0.00 % 0.00 % -15.95 % 0.8899 - - 32.81%1,150.78 7.3 0.51 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
611.59 Crore Rs. 571.96 Crore Rs. 691.77 Crore Rs. 813.53 Crore Rs. 1,086.34 Crore Rs. 907.65 Crore Rs. More details >>
Average Delivery Percentage
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
25.18 % 24.33 % 30.26 % 30.73 % 32.28 % 29.69 % More details >>
 
 
RELIANCE Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1747 1757.6 1772.15 1782.75 1797.3 1807.9 1822.45
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1774.13 1780.41 1782.51 1784.6 1782.75 1788.8 1790.89 1792.99 1799.28
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1757.6 1767.21 1773.14 1782.75 1792.36 1798.29 1807.9
DeMark Pivot
Support 1 Pivot Point Resistance 1
1777.45 1785.4 1802.6
 
 
RELIANCE Result / Events
Date Description Status
17-Jan-20Financial ResultsCompleted
19-Jul-19Financial ResultsCompleted
18-Apr-19Financial Results/DividendCompleted
17-Jan-19Financial ResultsCompleted