FnO Contract Details

Expiry:
Symbol:

SIEMENS analysis for the selected expiry [Nov-19] as on 22-Nov-19

SIEMENS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,543.20 1,544.00 1,470.30 1,489.55 NA -3.47 % NA NA
28-Nov-19 1,535.00 1,535.00 1,471.35 1,491.85 2,456,850 -2.88 % -1.93 % Long Windup
26-Dec-19 1,532.00 1,532.00 1,474.00 1,494.05 335,500 -2.80 % 53.27 % Short Buildup
30-Jan-20 1,510.00 1,510.00 1,482.20 1,482.20 11,000 -2.60 % 33.33 % Short Buildup
Cummulative NA NA NA NA 2,803,350 NA 2.60 % Short Buildup
SIEMENS Options OI PCR:  0.40   (Expiry : 28-Nov-19 )   PUT OI: 218,900   CALL OI: 548,900 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 97350 1.14% 3.40 -59.52% Short Buildup
1580.00 63250 11.65% 4.80 -61.60% Short Buildup
1700.00 48400 -6.38% 0.85 -43.33% 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
1500.00 34650 687.50% 22.45 -57.64% Short Buildup
1540.00 31900 132.00% 9.65 -65.66% Short Buildup
1520.00 21450 333.33% 14.75 -62.03% 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
1620.00 46200 -13.40% 2.90 -60.00% Long Windup
1760.00 9350 -34.62% 0.40 -73.33% Long Windup
1700.00 48400 -6.38% 0.85 -43.33% 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 74250 46.74% 30.60 118.57% Long Buildup
1460.00 19250 105.88% 13.65 110.00% Long Buildup
1600.00 13200 4.35% 113.50 59.97% 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
1500.00 74250 46.74% 30.60 118.57% Long Buildup
1400.00 11000 1900.00% 3.40 -12.82% Short Buildup
1440.00 13200 380.00% 8.25 101.22% 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
1520.00 4950 -50.00% 43.35 104.96% Short Covering
1540.00 11550 -8.70% 71.60 131.72% Short Covering
1560.00 6600 -14.29% 73.00 63.31% Short Covering
 
 
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 %
22-Nov-19 1,489.55 1,491.85 2,456,850 2,803,350 -2.88 % -1.93 % 2.60 % 0.3504 0.40 12.36 % Short Buildup 39.98%87.24 2.3 0.15 %
21-Nov-19 1,543.15 1,536.05 2,505,250 2,732,400 -0.50 % 5.37 % 8.83 % 0.3197 0.33 8.31 % Short Buildup 43.31%57.78 -7.1 -0.46 %
20-Nov-19 1,543.20 1,543.75 2,377,650 2,510,750 -2.02 % 1.79 % 3.05 % 0.3288 0.39 5.30 % Short Buildup 36.27%126.90 0.55 0.04 %
19-Nov-19 1,579.00 1,575.60 2,335,850 2,436,500 1.32 % 3.26 % 3.58 % 0.3245 0.58 4.13 % Long Buildup 40.37%54.15 -3.4 -0.22 %
18-Nov-19 1,554.60 1,555.00 2,262,150 2,352,350 -1.17 % 17.31 % 17.60 % 0.3286 0.42 3.83 % Short Buildup 54.88%94.64 0.4 0.03 %
15-Nov-19 1,575.80 1,573.45 1,928,300 2,000,350 -2.46 % 15.44 % 15.20 % 0.3341 0.42 3.60 % Short Buildup 55.38%86.87 -2.35 -0.15 %
14-Nov-19 1,612.50 1,613.10 1,670,350 1,736,350 -1.23 % 6.75 % 6.44 % 0.3218 0.49 3.80 % Short Buildup 55.27%51.93 0.6 0.04 %
13-Nov-19 1,634.55 1,633.25 1,564,750 1,631,300 -2.53 % 3.42 % 3.06 % 0.3264 0.59 4.08 % Short Buildup 59.16%81.52 -1.3 -0.08 %
11-Nov-19 1,675.20 1,675.65 1,513,050 1,582,900 1.97 % 1.14 % 1.37 % 0.3131 0.80 4.41 % Long Buildup 64.17%63.12 0.45 0.03 %
08-Nov-19 1,648.50 1,643.35 1,496,000 1,561,450 -1.13 % 17.80 % 17.17 % 0.3090 0.67 4.19 % Short Buildup 67.45%106.64 -5.15 -0.31 %
07-Nov-19 1,665.05 1,662.10 1,269,950 1,332,650 -1.17 % -0.52 % -0.21 % 0.3137 0.73 4.70 % Long Windup 60.89%65.87 -2.95 -0.18 %
06-Nov-19 1,682.75 1,681.80 1,276,550 1,335,400 0.49 % -2.85 % -2.18 % 0.3195 0.79 4.41 % Short Covering 52.18%51.78 -0.95 -0.06 %
05-Nov-19 1,677.40 1,673.60 1,313,950 1,365,100 -0.27 % 2.05 % 2.60 % 0.3292 0.79 3.75 % Short Buildup 48.24%35.64 -3.8 -0.23 %
04-Nov-19 1,683.45 1,678.10 1,287,550 1,330,450 0.28 % 1.08 % 1.94 % 0.3391 0.81 3.22 % Long Buildup 47.98%42.41 -5.35 -0.32 %
01-Nov-19 1,671.65 1,673.35 1,273,800 1,305,150 0.40 % 3.49 % -5.35 % 0.3481 0.67 2.40 % Short Covering 47.26%35.18 1.7 0.1 %
31-Oct-19 1,656.10 1,666.70 1,230,900 1,378,850 0.43 % 9.06 % -13.64 % 0.3562 0.38 - Short Covering 50.82%38.12 10.6 0.64 %
30-Oct-19 1,651.30 1,659.50 1,128,600 1,596,650 0.74 % 36.35 % -3.27 % 0.3671 0.56 - Short Covering 43.43%22.90 8.2 0.5 %
29-Oct-19 1,640.95 1,647.25 827,750 1,650,550 1.41 % 71.61 % -3.47 % 0.3774 0.45 - Short Covering 43.74%33.87 6.3 0.38 %
27-Oct-19 1,623.80 1,624.35 482,350 1,709,950 0.06 % 0.23 % -0.10 % 0.3860 0.58 - Short Covering 35.70%2.27 0.55 0.03 %
25-Oct-19 1,620.60 1,623.35 481,250 1,711,600 -0.66 % 33.59 % -6.18 % 0.3980 0.75 - Long Windup 46.20%44.41 2.75 0.17 %
24-Oct-19 1,631.20 1,634.15 360,250 1,824,350 -1.80 % 0.61 % -8.12 % 0.4093 0.40 - Long Windup 44.63%41.95 2.95 0.18 %
23-Oct-19 1,673.20 1,664.10 358,050 1,985,500 -0.42 % 97.87 % 8.90 % 0.4039 0.67 - Short Buildup 43.12%56.34 -9.1 -0.54 %
22-Oct-19 1,675.00 1,671.15 180,950 1,823,250 1.44 % 26.54 % 7.21 % 0.4166 0.80 - Long Buildup 48.34%48.00 -3.85 -0.23 %
18-Oct-19 1,648.70 1,647.40 143,000 1,700,600 1.46 % 5.26 % 0.32 % 0.4229 0.80 - Long Buildup 42.85%35.37 -1.3 -0.08 %
17-Oct-19 1,622.55 1,623.70 135,850 1,695,100 0.56 % 21.67 % 7.72 % 0.4293 0.80 - Long Buildup 49.04%68.27 1.15 0.07 %
16-Oct-19 1,611.25 1,614.70 111,650 1,573,550 0.99 % 12.78 % 6.24 % 0.4415 0.80 - Long Buildup 33.68%32.51 3.45 0.21 %
15-Oct-19 1,592.00 1,598.80 99,000 1,481,150 1.08 % 3.45 % -1.75 % 0.4516 0.80 - Short Covering 46.49%35.74 6.8 0.43 %
14-Oct-19 1,573.70 1,581.65 95,700 1,507,550 0.09 % 2.96 % -4.29 % 0.4624 4.00 - Short Covering 41.68%38.06 7.95 0.51 %
11-Oct-19 1,574.25 1,580.25 92,950 1,575,200 0.51 % 1.20 % -0.73 % 0.4770 3.00 - Short Covering 42.75%34.20 6 0.38 %
10-Oct-19 1,572.30 1,572.25 91,850 1,586,750 -0.78 % 8.44 % 1.69 % 0.4919 3.00 - Short Buildup 32.20%40.52 -0.05 -0 %
09-Oct-19 1,588.20 1,584.65 84,700 1,560,350 4.04 % 21.26 % 17.72 % 0.5050 3.00 - Long Buildup 32.29%54.37 -3.55 -0.22 %
07-Oct-19 1,521.40 1,523.15 69,850 1,325,500 -1.11 % 78.87 % 8.22 % 0.4778 - - Short Buildup 35.23%44.58 1.75 0.12 %
04-Oct-19 1,533.40 1,540.20 39,050 1,224,850 -0.24 % 5.97 % -0.36 % 0.4913 - - Long Windup 37.52%42.02 6.8 0.44 %
03-Oct-19 1,525.65 1,543.95 36,850 1,229,250 -0.25 % 3.08 % -1.28 % 0.5061 - - Long Windup 40.90%39.77 18.3 1.2 %
01-Oct-19 1,543.25 1,547.75 35,750 1,245,200 1.24 % 12.07 % 0.04 % 0.5191 - - Long Buildup 27.24%47.54 4.5 0.29 %
30-Sep-19 1,516.05 1,528.80 31,900 1,244,650 0.68 % 26.09 % 4.33 % 0.5284 - - Long Buildup 38.95%48.72 12.75 0.84 %
27-Sep-19 1,509.05 1,518.45 25,300 1,192,950 1.23 % 15.00 % -0.23 % 0.5446 - - Short Covering 30.17%42.67 9.4 0.62 %
26-Sep-19 1,489.80 1,500.00 22,000 1,195,700 3.42 % 17.65 % 3.33 % 0.5583 - - Long Buildup 37.58%60.93 10.2 0.68 %
25-Sep-19 1,442.50 1,450.40 18,700 1,157,200 1.00 % 88.89 % -12.26 % 0.5543 - - Short Covering 48.44%78.97 7.9 0.55 %
24-Sep-19 1,435.30 1,436.00 9,900 1,318,900 7.98 % 200.00 % 5.83 % 0.5712 - - Long Buildup 26.55%30.29 0.7 0.05 %
23-Sep-19 1,445.05 1,329.90 3,300 1,246,300 0.00 % 0.00 % 4.42 % 0.5883 - - 41.00%68.03 -115.15 -7.97 %
20-Sep-19 1,327.75 1,329.90 3,300 1,193,500 5.93 % 20.00 % -2.82 % 0.4513 - - Short Covering 44.52%60.22 2.15 0.16 %
19-Sep-19 1,234.20 1,255.45 2,750 1,228,150 0.00 % 0.00 % -1.24 % 0.3096 - - 32.67%11.53 21.25 1.72 %
18-Sep-19 1,247.50 1,255.45 2,750 1,243,550 0.00 % 0.00 % 1.25 % 0.3050 - - 29.72%12.43 7.95 0.64 %
17-Sep-19 1,243.15 1,255.45 2,750 1,228,150 0.50 % 25.00 % -1.59 % 0.3141 - - Short Covering 32.01%16.81 12.3 0.99 %
16-Sep-19 1,242.50 1,249.25 2,200 1,247,950 -1.07 % 33.33 % 0.27 % 0.3240 - - Short Buildup 16.85%7.39 6.75 0.54 %
13-Sep-19 1,246.30 1,262.75 1,650 1,244,650 3.09 % 50.00 % 4.82 % 0.3339 - - Long Buildup 18.99%9.47 16.45 1.32 %
12-Sep-19 1,229.05 1,224.90 1,100 1,187,450 0.00 % 0.00 % 6.15 % 0.3378 - - 17.95%12.34 -4.15 -0.34 %
11-Sep-19 1,224.75 1,224.90 1,100 1,118,700 0.00 % 0.00 % 2.26 % 0.3480 - - 15.85%13.55 0.15 0.01 %
09-Sep-19 1,219.35 1,224.90 1,100 1,093,950 2.61 % 100.00 % 5.74 % 0.3583 - - Long Buildup 28.70%13.37 5.55 0.46 %
06-Sep-19 1,188.25 1,193.80 550 1,034,550 0.00 % 0.00 % -0.11 % 0.3478 - - 24.12%5.63 5.55 0.47 %
05-Sep-19 1,170.05 1,193.80 550 1,035,650 0.00 % 0.00 % 1.40 % 0.3510 - - 17.18%4.69 23.75 2.03 %
04-Sep-19 1,167.80 1,193.80 550 1,021,350 0.00 % 0.00 % -3.73 % 0.3619 - - 19.72%5.70 26 2.23 %
03-Sep-19 1,157.75 1,193.80 550 1,060,950 0.00 % 0.00 % -1.68 % 0.3710 - - 22.16%10.94 36.05 3.11 %
 
 
Average Delivery Volume
On 22-Nov-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
87.24 Crore Rs. 90.64 Crore Rs. 84.14 Crore Rs. 80.13 Crore Rs. 74.16 Crore Rs. 58.34 Crore Rs. More details >>
Average Delivery Percentage
On 22-Nov-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
39.98 % 38.78 % 41.71 % 45.74 % 49.54 % 48.82 % More details >>
 
 
SIEMENS Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Nov-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1400.15 1435.75 1463.8 1499.4 1527.45 1563.05 1591.1
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1460.03 1475.94 1481.24 1486.55 1499.4 1497.15 1502.46 1507.76 1523.68
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1435.75 1460.06 1475.09 1499.4 1523.71 1538.74 1563.05
DeMark Pivot
Support 1 Pivot Point Resistance 1
1449.78 1492.39 1513.43
 
 
SIEMENS Result / Events
Date Description Status
19-Nov-19Financial Results/DividendCompleted
14-May-19Financial ResultsCompleted
06-Feb-19Financial ResultsCompleted