FnO Contract Details

Expiry:
Symbol:

SIEMENS analysis for the selected expiry [Sep-19] as on 20-Sep-19

SIEMENS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,241.10 1,335.00 1,229.10 1,327.75 NA 7.58 % NA NA
26-Sep-19 1,237.50 1,335.00 1,232.15 1,330.25 1,064,250 7.43 % -7.02 % Short Covering
31-Oct-19 1,242.75 1,337.50 1,239.25 1,333.90 125,950 7.46 % 55.78 % Long Buildup
28-Nov-19 1,329.90 1,329.90 1,329.90 1,329.90 3,300 5.93 % 20.00 % Long Buildup
Cummulative NA NA NA NA 1,193,500 NA -2.82 % Short Covering
SIEMENS Options OI PCR:  1.59   (Expiry : 26-Sep-19 )   PUT OI: 187,550   CALL OI: 117,700 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1260.00 23100 -64.71% 77.60 501.55% Short Covering
1200.00 17050 -6.06% 107.60 121.86% Short Covering
1240.00 13750 -30.56% 77.95 297.70% 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
1360.00 1650 200.00% 6.25 58.23% Long Buildup
1180.00 2750 25.00% 140.70 78.10% Long Buildup
1320.00 12650 4.55% 29.50 1304.76% 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
1260.00 23100 -64.71% 77.60 501.55% Short Covering
1300.00 9900 -68.97% 42.05 978.21% Short Covering
1280.00 11550 -65.00% 60.65 798.52% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 48400 0.00% 230.00 0.00%
1260.00 17050 933.33% 3.80 -88.54% Short Buildup
1240.00 15950 70.59% 2.20 -90.50% 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
1260.00 17050 933.33% 3.80 -88.54% Short Buildup
1280.00 9350 1600.00% 7.40 -84.05% Short Buildup
1240.00 15950 70.59% 2.20 -90.50% 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
1220.00 14850 -38.64% 1.70 -87.45% Long Windup
1180.00 7150 -31.58% 0.35 -92.63% Long Windup
1200.00 9900 -21.74% 1.15 -85.89% Long Windup
 
 
SIEMENS 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 %
20-Sep-19 1,327.75 1,330.25 1,064,250 1,193,500 7.43 % -7.02 % -2.82 % 0.4513 1.59 10.83 % Short Covering 44.52%60.22 2.5 0.19 %
19-Sep-19 1,234.20 1,238.30 1,144,550 1,228,150 -0.89 % -1.37 % -1.24 % 0.3096 0.79 6.81 % Long Windup 32.67%11.53 4.1 0.33 %
18-Sep-19 1,247.50 1,249.45 1,160,500 1,243,550 0.70 % -1.59 % 1.25 % 0.3050 0.77 6.68 % Long Buildup 29.72%12.43 1.95 0.16 %
17-Sep-19 1,243.15 1,240.75 1,179,200 1,228,150 -0.35 % -2.32 % -1.59 % 0.3141 0.80 3.99 % Long Windup 32.01%16.81 -2.4 -0.19 %
16-Sep-19 1,242.50 1,245.10 1,207,250 1,247,950 -0.44 % 0.32 % 0.27 % 0.3240 0.80 3.26 % Short Buildup 16.85%7.39 2.6 0.21 %
13-Sep-19 1,246.30 1,250.55 1,203,400 1,244,650 1.35 % 4.69 % 4.82 % 0.3339 0.78 3.31 % Long Buildup 18.99%9.47 4.25 0.34 %
12-Sep-19 1,229.05 1,233.85 1,149,500 1,187,450 0.45 % 5.88 % 6.15 % 0.3378 0.84 3.20 % Long Buildup 17.95%12.34 4.8 0.39 %
11-Sep-19 1,224.75 1,228.35 1,085,700 1,118,700 0.56 % 1.96 % 2.26 % 0.3480 0.72 2.95 % Long Buildup 15.85%13.55 3.6 0.29 %
09-Sep-19 1,219.35 1,221.55 1,064,800 1,093,950 2.51 % 5.22 % 5.74 % 0.3583 0.95 2.66 % Long Buildup 28.70%13.37 2.2 0.18 %
06-Sep-19 1,188.25 1,191.65 1,012,000 1,034,550 1.35 % -0.22 % -0.11 % 0.3478 1.07 2.18 % Short Covering 24.12%5.63 3.4 0.29 %
05-Sep-19 1,170.05 1,175.80 1,014,200 1,035,650 0.44 % 1.32 % 1.40 % 0.3510 1.11 2.07 % Long Buildup 17.18%4.69 5.75 0.49 %
04-Sep-19 1,167.80 1,170.65 1,001,000 1,021,350 0.63 % -3.91 % -3.73 % 0.3619 1.26 1.99 % Short Covering 19.72%5.70 2.85 0.24 %
03-Sep-19 1,157.75 1,163.30 1,041,700 1,060,950 -3.26 % -2.02 % -1.68 % 0.3710 1.31 1.81 % Long Windup 22.16%10.94 5.55 0.48 %
30-Aug-19 1,202.25 1,202.45 1,063,150 1,079,100 1.73 % 0.89 % -5.58 % 0.3364 1.74 1.48 % Short Covering 31.25%15.93 0.2 0.02 %
29-Aug-19 1,175.95 1,181.95 1,053,800 1,142,900 0.09 % 34.83 % -5.03 % 0.3299 2.62 - Short Covering 24.81%5.85 6 0.51 %
28-Aug-19 1,177.95 1,180.90 781,550 1,203,400 -1.46 % 43.39 % -4.75 % 0.3402 1.97 - Long Windup 20.48%3.39 2.95 0.25 %
27-Aug-19 1,196.80 1,198.40 545,050 1,263,350 1.71 % 100.20 % 0.13 % 0.3423 2.21 - Long Buildup 23.97%18.34 1.6 0.13 %
26-Aug-19 1,172.20 1,178.20 272,250 1,261,700 2.19 % 176.54 % 2.37 % 0.3429 1.74 - Long Buildup 48.93%27.18 6 0.51 %
23-Aug-19 1,147.60 1,152.95 98,450 1,232,550 0.99 % 31.62 % -1.32 % 0.3376 1.50 - Short Covering 18.61%4.88 5.35 0.47 %
22-Aug-19 1,139.25 1,141.60 74,800 1,249,050 -1.08 % 41.67 % -1.60 % 0.3464 3.00 - Long Windup 24.00%6.70 2.35 0.21 %
21-Aug-19 1,151.90 1,154.10 52,800 1,269,400 -1.21 % 29.73 % -1.37 % 0.3552 6.33 - Long Windup 41.75%11.97 2.2 0.19 %
20-Aug-19 1,167.90 1,168.25 40,700 1,287,000 -0.32 % 10.45 % -6.02 % 0.3588 5.00 - Long Windup 10.51%3.12 0.35 0.03 %
19-Aug-19 1,166.95 1,171.95 36,850 1,369,500 0.42 % 15.52 % 0.73 % 0.3701 - - Long Buildup 14.81%5.25 5 0.43 %
16-Aug-19 1,160.10 1,167.00 31,900 1,359,600 0.60 % 9.43 % -2.06 % 0.3814 - - Short Covering 12.56%5.08 6.9 0.59 %
14-Aug-19 1,162.80 1,160.00 29,150 1,388,200 0.84 % 0.00 % -3.85 % 0.3934 - - Short Covering 30.22%15.22 -2.8 -0.24 %
13-Aug-19 1,142.05 1,150.35 29,150 1,443,750 -1.53 % 12.77 % -4.02 % 0.3972 - - Long Windup 40.88%19.62 8.3 0.73 %
09-Aug-19 1,166.55 1,168.25 25,850 1,504,250 0.59 % 34.29 % -0.44 % 0.3926 - - Short Covering 9.66%7.94 1.7 0.15 %
08-Aug-19 1,150.20 1,161.35 19,250 1,510,850 4.58 % 6.06 % 8.11 % 0.4001 - - Long Buildup 16.53%45.13 11.15 0.97 %
07-Aug-19 1,101.45 1,110.50 18,150 1,397,550 -3.01 % 3.13 % 1.56 % 0.3501 - - Short Buildup 40.87%15.56 9.05 0.82 %
06-Aug-19 1,131.15 1,145.00 17,600 1,376,100 1.66 % 10.34 % -0.83 % 0.3373 - - Short Covering 54.79%25.87 13.85 1.22 %
05-Aug-19 1,107.15 1,126.25 15,950 1,387,650 -0.95 % 3.57 % -1.37 % 0.3321 - - Long Windup 15.53%4.61 19.1 1.73 %
02-Aug-19 1,115.05 1,137.05 15,400 1,406,900 0.57 % 3.70 % 7.57 % 0.3408 - - Long Buildup 39.06%17.91 22 1.97 %
01-Aug-19 1,119.50 1,130.55 14,850 1,307,900 -2.30 % 12.50 % 11.17 % 0.3510 - - Short Buildup 30.55%13.39 11.05 0.99 %
31-Jul-19 1,144.75 1,157.20 13,200 1,176,450 0.02 % 14.29 % 10.83 % 0.3457 - - Long Buildup 52.43%29.50 12.45 1.09 %
30-Jul-19 1,154.85 1,157.00 11,550 1,061,500 -1.11 % 40.00 % 2.66 % 0.3541 - - Short Buildup 34.24%12.21 2.15 0.19 %
29-Jul-19 1,167.75 1,170.00 8,250 1,034,000 -2.28 % 7.14 % 3.64 % 0.3612 - - Short Buildup 44.24%13.36 2.25 0.19 %
26-Jul-19 1,186.30 1,197.30 7,700 997,700 0.77 % 7.69 % -6.40 % 0.3647 - - Short Covering 25.31%6.16 11 0.93 %
25-Jul-19 1,171.60 1,188.20 7,150 1,065,900 -0.99 % 8.33 % -7.80 % 0.3713 - - Long Windup 26.31%8.73 16.6 1.42 %
24-Jul-19 1,182.60 1,200.05 6,600 1,156,100 -0.57 % 20.00 % -3.36 % 0.3803 - - Long Windup 33.11%12.88 17.45 1.48 %
23-Jul-19 1,204.70 1,206.90 5,500 1,196,250 1.00 % 25.00 % -4.81 % 0.3819 - - Short Covering 24.44%13.02 2.2 0.18 %
22-Jul-19 1,187.40 1,194.90 4,400 1,256,750 -0.88 % 14.29 % -1.30 % 0.3877 - - Long Windup 38.05%12.16 7.5 0.63 %
19-Jul-19 1,193.95 1,205.50 3,850 1,273,250 -1.59 % 40.00 % -2.24 % 0.3990 - - Long Windup 12.15%3.99 11.55 0.97 %
18-Jul-19 1,205.15 1,225.00 2,750 1,302,400 -1.21 % 25.00 % -1.46 % 0.4091 - - Long Windup 28.64%9.60 19.85 1.65 %
17-Jul-19 1,220.70 1,240.00 2,200 1,321,650 -0.46 % 0.00 % 3.13 % 0.4174 - - Short Buildup 19.32%8.57 19.3 1.58 %
16-Jul-19 1,230.35 1,245.75 2,200 1,281,500 1.06 % 300.00 % -1.98 % 0.4288 - - Short Covering 44.21%25.70 15.4 1.25 %
15-Jul-19 1,216.50 1,232.70 550 1,307,350 0.00 % 0.00 % -0.34 % 0.4389 - - 8.42%4.17 16.2 1.33 %
 
 
Average Delivery Volume
On 20-Sep-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
60.22 Crore Rs. 28.06 Crore Rs. 21.68 Crore Rs. 17.97 Crore Rs. 14.16 Crore Rs. 13.25 Crore Rs. More details >>
Average Delivery Percentage
On 20-Sep-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
44.52 % 39.43 % 34.83 % 27.70 % 26.42 % 27.82 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBullish Engulfing-
SPOT-
 
 
SIEMENS Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 23-Sep-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1160.41 1196.28 1263.26 1299.13 1366.11 1401.98 1468.96
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1278.83 1304.54 1313.11 1321.68 1299.13 1338.82 1347.39 1355.96 1381.68
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1196.28 1235.57 1259.84 1299.13 1338.42 1362.69 1401.98
DeMark Pivot
Support 1 Pivot Point Resistance 1
1281.2 1308.1 1384.05
 
 
SIEMENS Result / Events
Date Description Status
14-May-19Financial ResultsCompleted
06-Feb-19Financial ResultsCompleted