FnO Contract Details

Expiry:
Symbol:

RELIANCE analysis for the selected expiry [Jan-20] as on 23-Jan-20

RELIANCE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,536.50 1,541.95 1,520.70 1,526.85 NA -0.42 % NA NA
30-Jan-20 1,537.10 1,544.95 1,523.30 1,529.30 50,979,000 -0.54 % -1.35 % Long Windup
27-Feb-20 1,545.35 1,552.00 1,530.90 1,536.40 2,757,000 -0.54 % 27.94 % Short Buildup
26-Mar-20 1,553.05 1,557.95 1,539.00 1,542.60 92,500 -0.61 % 25.85 % Short Buildup
Cummulative NA NA NA NA 53,828,500 NA -0.14 % Long Windup
RELIANCE Options OI PCR:  0.38   (Expiry : 30-Jan-20 )   PUT OI: 6,203,500   CALL OI: 16,426,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 3823500 -7.86% 2.90 -43.69% Long Windup
1580.00 2906500 -3.18% 4.85 -40.85% Long Windup
1560.00 2108000 5.72% 8.45 -36.70% 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
1540.00 1750500 19.33% 14.75 -30.26% Short Buildup
1560.00 2108000 5.72% 8.45 -36.70% Short Buildup
1520.00 528000 12.10% 24.15 -23.70% 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
1600.00 3823500 -7.86% 2.90 -43.69% Long Windup
1640.00 855000 -11.81% 1.20 -44.19% Long Windup
1580.00 2906500 -3.18% 4.85 -40.85% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 1263500 2.85% 7.75 -2.52% Short Buildup
1480.00 993000 3.33% 3.80 -13.64% Short Buildup
1520.00 897000 -3.60% 14.90 7.19% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 1263500 2.85% 7.75 -2.52% Short Buildup
1480.00 993000 3.33% 3.80 -13.64% Short Buildup
1460.00 460500 1.66% 1.95 -23.53% 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
1540.00 719500 -13.37% 25.00 9.17% Short Covering
1560.00 412000 -18.98% 38.80 9.60% Short Covering
1520.00 897000 -3.60% 14.90 7.19% 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 %
23-Jan-20 1,526.85 1,529.30 50,979,000 53,828,500 -0.54 % -1.35 % -0.14 % 0.2757 0.38 5.29 % Long Windup 45.99%361.04 2.45 0.16 %
22-Jan-20 1,533.35 1,537.55 51,676,500 53,905,000 0.05 % -1.79 % -1.20 % 0.2836 0.39 4.13 % Short Covering 43.31%313.39 4.2 0.27 %
21-Jan-20 1,533.90 1,536.80 52,621,000 54,562,000 0.03 % -1.76 % -1.35 % 0.2925 0.39 3.56 % Short Covering 38.48%510.60 2.9 0.19 %
20-Jan-20 1,532.35 1,536.35 53,562,000 55,311,000 -2.97 % 0.20 % 0.99 % 0.3017 0.41 3.16 % Short Buildup 35.22%802.93 4 0.26 %
17-Jan-20 1,581.00 1,583.30 53,456,500 54,767,000 2.66 % -1.77 % -1.49 % 0.2721 0.59 2.39 % Short Covering 41.22%877.75 2.3 0.15 %
16-Jan-20 1,537.90 1,542.25 54,417,000 55,595,000 0.74 % 0.30 % 0.28 % 0.2470 0.49 2.12 % Long Buildup 43.46%392.57 4.35 0.28 %
15-Jan-20 1,523.85 1,530.85 54,254,500 55,438,500 -0.36 % 1.37 % 1.40 % 0.2508 0.53 2.14 % Short Buildup 55.18%608.03 7 0.46 %
14-Jan-20 1,529.40 1,536.40 53,520,000 54,675,000 -0.75 % 1.39 % 1.72 % 0.2581 0.56 2.11 % Short Buildup 52.50%580.57 7 0.46 %
13-Jan-20 1,543.70 1,547.95 52,787,500 53,748,000 -0.23 % -0.43 % -0.33 % 0.2624 0.68 1.79 % Long Windup 60.19%776.56 4.25 0.28 %
10-Jan-20 1,547.65 1,551.50 53,015,000 53,928,000 -0.15 % -0.77 % -0.52 % 0.2704 0.77 1.69 % Long Windup 44.64%394.10 3.85 0.25 %
09-Jan-20 1,548.00 1,553.80 53,429,000 54,212,500 2.12 % -0.60 % -0.82 % 0.2789 0.82 1.45 % Short Covering 38.79%411.31 5.8 0.37 %
08-Jan-20 1,513.15 1,521.60 53,751,000 54,659,500 -0.75 % -0.37 % -0.05 % 0.2658 0.71 1.66 % Long Windup 39.03%433.32 8.45 0.56 %
07-Jan-20 1,524.60 1,533.15 53,952,500 54,688,000 1.49 % 0.13 % 0.15 % 0.2717 0.70 1.34 % Long Buildup 39.99%464.99 8.55 0.56 %
06-Jan-20 1,501.50 1,510.65 53,883,000 54,606,500 -2.01 % 1.84 % 1.86 % 0.2704 0.69 1.32 % Short Buildup 57.08%960.76 9.15 0.61 %
03-Jan-20 1,537.15 1,541.65 52,909,000 53,608,500 -0.06 % -1.41 % -1.31 % 0.2549 0.71 1.30 % Long Windup 55.13%812.97 4.5 0.29 %
02-Jan-20 1,535.30 1,542.55 53,667,500 54,317,500 1.46 % -1.87 % -1.73 % 0.2628 0.67 1.20 % Short Covering 41.82%519.90 7.25 0.47 %
01-Jan-20 1,509.60 1,520.40 54,689,000 55,271,500 -0.37 % 0.76 % 0.80 % 0.2585 0.60 1.05 % Short Buildup 23.79%229.96 10.8 0.72 %
31-Dec-19 1,514.05 1,526.00 54,279,000 54,834,500 -1.89 % 1.49 % 1.77 % 0.2663 0.59 1.01 % Short Buildup 49.70%763.83 11.95 0.79 %
30-Dec-19 1,544.20 1,555.40 53,483,500 53,881,000 0.20 % -0.74 % -0.69 % 0.2582 0.62 0.74 % Short Covering 38.85%469.67 11.2 0.73 %
27-Dec-19 1,542.35 1,552.25 53,881,000 54,254,500 1.54 % 0.34 % -0.78 % 0.2661 0.66 0.69 % Short Covering 32.93%410.40 9.9 0.64 %
26-Dec-19 1,515.40 1,528.65 53,697,500 54,683,500 -1.98 % 21.88 % 5.25 % 0.2604 0.63 - Short Buildup 42.55%877.27 13.25 0.87 %
24-Dec-19 1,546.45 1,559.60 44,057,000 51,955,000 -1.50 % 41.45 % 2.80 % 0.2501 0.57 - Short Buildup 49.68%633.92 13.15 0.85 %
23-Dec-19 1,571.40 1,583.35 31,146,500 50,540,500 -1.71 % 50.06 % 1.19 % 0.2462 0.66 - Short Buildup 41.54%749.22 11.95 0.76 %
20-Dec-19 1,599.10 1,610.90 20,756,000 49,946,500 -0.50 % 20.73 % 0.08 % 0.2395 0.68 - Short Buildup 50.15%779.85 11.8 0.74 %
19-Dec-19 1,609.95 1,619.00 17,192,500 49,906,000 1.95 % 19.44 % -1.48 % 0.2454 0.73 - Short Covering 43.60%658.06 9.05 0.56 %
18-Dec-19 1,575.85 1,588.00 14,394,000 50,656,000 0.64 % 8.87 % -1.24 % 0.2328 0.82 - Short Covering 52.49%557.47 12.15 0.77 %
17-Dec-19 1,562.70 1,577.95 13,221,500 51,292,000 -0.17 % 72.40 % 3.29 % 0.2367 0.78 - Short Buildup 56.70%823.32 15.25 0.98 %
16-Dec-19 1,566.60 1,580.70 7,669,000 49,657,500 -0.98 % 7.30 % 0.79 % 0.2438 0.78 - Short Buildup 42.95%365.86 14.1 0.9 %
13-Dec-19 1,582.90 1,596.40 7,147,000 49,266,500 0.98 % 2.11 % 0.43 % 0.2464 0.76 - Long Buildup 43.91%402.55 13.5 0.85 %
12-Dec-19 1,568.20 1,580.85 6,999,500 49,056,000 0.38 % 91.64 % -0.41 % 0.2501 0.79 - Short Covering 53.16%393.59 12.65 0.81 %
11-Dec-19 1,562.40 1,574.90 3,652,500 49,260,000 -0.09 % 249.52 % 0.61 % 0.2574 0.77 - Short Buildup 46.04%406.64 12.5 0.8 %
10-Dec-19 1,561.95 1,576.25 1,045,000 48,960,500 -0.48 % 20.60 % -0.03 % 0.2655 0.63 - Long Windup 47.17%342.63 14.3 0.92 %
09-Dec-19 1,572.60 1,583.85 866,500 48,977,000 0.98 % 5.86 % -2.10 % 0.2719 0.62 - Short Covering 43.79%398.04 11.25 0.72 %
06-Dec-19 1,554.90 1,568.55 818,500 50,029,500 0.18 % 10.01 % -0.15 % 0.2750 0.57 - Short Covering 31.51%293.11 13.65 0.88 %
05-Dec-19 1,550.85 1,565.80 744,000 50,102,500 -0.22 % 8.61 % 1.06 % 0.2834 0.56 - Short Buildup 39.47%558.14 14.95 0.96 %
04-Dec-19 1,552.70 1,569.25 685,000 49,575,000 -1.50 % 21.78 % 2.12 % 0.2922 0.58 - Short Buildup 48.03%715.60 16.55 1.07 %
03-Dec-19 1,578.90 1,593.10 562,500 48,543,500 -0.55 % 14.56 % -0.56 % 0.2904 0.48 - Long Windup 52.77%494.81 14.2 0.9 %
02-Dec-19 1,586.50 1,601.95 491,000 48,814,500 2.29 % 21.84 % -1.71 % 0.2986 0.44 - Short Covering 48.99%1,109.43 15.45 0.97 %
29-Nov-19 1,551.15 1,566.15 403,000 49,661,500 -1.71 % 65.50 % -2.03 % 0.2881 0.42 - Long Windup 60.97%802.49 15 0.97 %
28-Nov-19 1,580.30 1,593.35 243,500 50,693,000 0.68 % 26.49 % -0.57 % 0.2833 0.37 - Short Covering 42.34%420.54 13.05 0.83 %
27-Nov-19 1,569.85 1,582.55 192,500 50,983,000 0.34 % 13.57 % -0.42 % 0.2905 0.30 - Short Covering 45.07%311.90 12.7 0.81 %
26-Nov-19 1,560.25 1,577.15 169,500 51,196,000 0.14 % 7.96 % 1.87 % 0.2982 0.28 - Long Buildup 74.18%1,869.42 16.9 1.08 %
25-Nov-19 1,561.55 1,574.90 157,000 50,254,500 1.11 % 3.63 % 2.13 % 0.3075 0.21 - Long Buildup 47.95%518.49 13.35 0.85 %
22-Nov-19 1,546.50 1,557.65 151,500 49,204,500 0.47 % -1.30 % -1.25 % 0.3137 0.23 - Short Covering 41.77%660.10 11.15 0.72 %
21-Nov-19 1,537.60 1,550.40 153,500 49,828,000 -0.56 % -1.92 % -1.10 % 0.3224 0.25 - Long Windup 43.01%450.45 12.8 0.83 %
20-Nov-19 1,547.65 1,559.20 156,500 50,383,000 2.05 % 24.21 % -2.60 % 0.3310 0.23 - Short Covering 43.83%1,350.21 11.55 0.75 %
19-Nov-19 1,509.75 1,527.90 126,000 51,730,000 3.65 % 90.91 % 3.34 % 0.3198 0.37 - Long Buildup 35.79%745.40 18.15 1.2 %
18-Nov-19 1,459.20 1,474.15 66,000 50,059,500 -0.81 % 14.78 % -0.44 % 0.2859 0.37 - Long Windup 49.42%464.10 14.95 1.02 %
15-Nov-19 1,470.85 1,486.20 57,500 50,279,500 0.00 % 0.00 % 0.51 % 0.2924 0.39 - 45.18%476.76 15.35 1.04 %
13-Nov-19 1,472.30 1,485.00 52,000 50,137,500 0.00 % 0.00 % 0.94 % 0.3083 0.94 - 43.12%732.14 12.7 0.86 %
 
 
Average Delivery Volume
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
361.04 Crore Rs. 395.01 Crore Rs. 573.14 Crore Rs. 555.86 Crore Rs. 532.86 Crore Rs. 570.09 Crore Rs. More details >>
Average Delivery Percentage
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
45.99 % 41.80 % 39.54 % 42.96 % 43.67 % 43.89 % More details >>
 
 
RELIANCE Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Jan-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1498.44 1510.87 1520.09 1532.52 1541.74 1554.17 1563.39
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1518.48 1523.89 1525.69 1527.5 1532.52 1531.1 1532.91 1534.71 1540.13
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1510.87 1519.14 1524.25 1532.52 1540.79 1545.9 1554.17
DeMark Pivot
Support 1 Pivot Point Resistance 1
1515.48 1530.21 1537.13
 
 
RELIANCE Result / Events
Date Description Status
17-Jan-20Financial ResultsCompleted
19-Jul-19Financial ResultsCompleted
18-Apr-19Financial Results/DividendCompleted
17-Jan-19Financial ResultsCompleted