FnO Contract Details

Expiry:
Symbol:

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

SIEMENS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,102.00 1,153.70 1,096.40 1,149.20 NA 4.99 % NA NA
30-Jul-20 1,101.15 1,156.90 1,100.05 1,152.85 2,663,100 4.85 % 15.31 % Long Buildup
27-Aug-20 1,104.40 1,149.65 1,104.40 1,149.45 7,150 4.40 % 30.00 % Long Buildup
Cummulative NA NA NA NA 2,670,250 NA 15.35 % Long Buildup
SIEMENS Options OI PCR:  0.35   (Expiry : 30-Jul-20 )   PUT OI: 211,200   CALL OI: 610,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1200.00 255200 78.46% 33.80 98.82% Long Buildup
1160.00 69850 176.09% 49.90 90.10% Long Buildup
1180.00 68200 210.00% 40.80 101.98% 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
1200.00 255200 78.46% 33.80 98.82% Long Buildup
1180.00 68200 210.00% 40.80 101.98% Long Buildup
1160.00 69850 176.09% 49.90 90.10% 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
1120.00 19800 -34.55% 70.55 77.04% Short Covering
1020.00 1650 -40.00% 109.95 12.65% Short Covering
1100.00 32450 -3.28% 82.75 67.51% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1100.00 53900 50.77% 29.75 -39.04% Short Buildup
1000.00 44000 9.59% 7.40 -45.99% Short Buildup
1080.00 21450 56.00% 22.95 -41.53% 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
1100.00 53900 50.77% 29.75 -39.04% Short Buildup
1080.00 21450 56.00% 22.95 -41.53% Short Buildup
1040.00 11000 100.00% 13.60 -42.25% 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
1120.00 13200 -11.11% 36.65 -39.52% Long Windup
1200.00 3300 -33.33% 80.00 -34.10% Long Windup
1180.00 1650 -40.00% 67.45 -35.39% 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 %
03-Jul-20 1,149.20 1,152.85 2,663,100 2,670,250 4.85 % 15.31 % 15.35 % 0.4491 0.35 0.27 % Long Buildup 28.88%63.08 3.65 0.32 %
02-Jul-20 1,094.55 1,099.50 2,309,450 2,314,950 0.11 % 0.00 % 0.00 % 0.4456 0.50 0.24 % 40.49%22.48 4.95 0.45 %
01-Jul-20 1,094.95 1,098.25 2,309,450 2,314,950 0.35 % 0.60 % 0.60 % 0.4468 0.48 0.24 % Long Buildup 17.49%9.19 3.3 0.3 %
30-Jun-20 1,096.65 1,094.40 2,295,700 2,301,200 -0.39 % 0.43 % 0.38 % 0.4479 0.49 0.24 % Short Buildup 26.38%15.91 -2.25 -0.21 %
29-Jun-20 1,099.20 1,098.65 2,285,800 2,292,400 -1.70 % -0.74 % -0.64 % 0.4489 0.64 0.29 % Long Windup 26.90%8.54 -0.55 -0.05 %
26-Jun-20 1,116.40 1,117.70 2,302,850 2,307,250 0.68 % 1.18 % -0.36 % 0.4495 0.55 0.19 % Short Covering 28.06%18.10 1.3 0.12 %
25-Jun-20 1,110.10 1,110.15 2,275,900 2,315,500 1.19 % 28.95 % 1.84 % 0.4505 0.48 - Long Buildup 16.97%12.02 0.05 0 %
24-Jun-20 1,094.30 1,097.10 1,764,950 2,273,700 -0.61 % 29.29 % -1.92 % 0.4513 0.71 - Long Windup 26.11%19.37 2.8 0.26 %
23-Jun-20 1,101.30 1,103.85 1,365,100 2,318,250 1.93 % 107.87 % -0.71 % 0.4524 1.03 - Short Covering 29.58%15.86 2.55 0.23 %
22-Jun-20 1,083.85 1,082.95 656,700 2,334,750 1.16 % 253.25 % 1.46 % 0.4529 1.09 - Long Buildup 23.87%13.27 -0.9 -0.08 %
19-Jun-20 1,066.90 1,070.50 185,900 2,301,200 2.62 % 52.94 % 0.43 % 0.4538 - - Long Buildup 41.02%32.91 3.6 0.34 %
18-Jun-20 1,043.20 1,043.15 121,550 2,291,300 1.27 % 99.10 % 0.05 % 0.4537 1.00 - Long Buildup 34.22%17.45 -0.05 -0 %
17-Jun-20 1,027.55 1,030.10 61,050 2,290,200 -0.32 % 79.03 % 1.12 % 0.4545 1.00 - Short Buildup 36.03%18.01 2.55 0.25 %
16-Jun-20 1,032.70 1,033.45 34,100 2,264,900 -1.11 % 55.00 % 1.40 % 0.4556 1.40 - Short Buildup 27.83%19.59 0.75 0.07 %
15-Jun-20 1,048.85 1,045.00 22,000 2,233,550 -2.44 % 8.11 % 0.52 % 0.4565 1.00 - Short Buildup 31.29%13.56 -3.85 -0.37 %
12-Jun-20 1,068.65 1,071.15 20,350 2,222,000 -0.54 % 19.35 % -0.35 % 0.4566 1.50 - Long Windup 23.92%9.28 2.5 0.23 %
11-Jun-20 1,069.00 1,077.00 17,050 2,229,700 -3.07 % 0.00 % 1.20 % 0.4577 0.50 - Short Buildup 28.97%13.35 8 0.75 %
10-Jun-20 1,102.05 1,111.10 17,050 2,203,300 -0.80 % 0.00 % 1.03 % 0.4570 - - Short Buildup 26.52%11.52 9.05 0.82 %
09-Jun-20 1,122.75 1,120.05 17,050 2,180,750 -1.34 % 3.33 % -0.85 % 0.4576 - - Long Windup 29.42%11.59 -2.7 -0.24 %
08-Jun-20 1,130.95 1,135.30 16,500 2,199,450 -1.92 % 3.45 % -3.08 % 0.4586 - - Long Windup 27.29%21.96 4.35 0.38 %
05-Jun-20 1,150.60 1,157.50 15,950 2,269,300 3.36 % 7.41 % 3.10 % 0.4590 - - Long Buildup 19.03%28.68 6.9 0.6 %
04-Jun-20 1,113.40 1,119.90 14,850 2,201,100 -0.97 % 28.57 % 2.46 % 0.4579 - - Short Buildup 59.97%41.26 6.5 0.58 %
03-Jun-20 1,128.25 1,130.90 11,550 2,148,300 1.98 % 23.53 % -1.41 % 0.4588 - - Short Covering 23.30%20.82 2.65 0.23 %
02-Jun-20 1,109.65 1,108.95 9,350 2,179,100 0.15 % 0.00 % 2.78 % 0.4595 - - Long Buildup 34.94%20.79 -0.7 -0.06 %
01-Jun-20 1,125.50 1,107.30 9,350 2,120,250 1.48 % 6.25 % -2.70 % 0.4604 - - Short Covering 27.42%22.52 -18.2 -1.62 %
29-May-20 1,089.20 1,091.15 8,800 2,179,100 2.33 % 700.00 % -9.58 % 0.5635 - - Short Covering 32.15%45.21 1.95 0.18 %
28-May-20 1,071.50 1,066.35 1,100 2,410,100 0.00 % 0.00 % 13.91 % 0.5863 - - 23.62%22.70 -5.15 -0.48 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
63.08 Crore Rs. 31.58 Crore Rs. 23.84 Crore Rs. 21.09 Crore Rs. 20.48 Crore Rs. 18.84 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 >>
28.88 % 29.03 % 28.47 % 26.84 % 29.06 % 27.75 % More details >>
 
 
SIEMENS 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
1059.45 1079.75 1116.3 1136.6 1173.15 1193.45 1230
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1124.43 1138.64 1143.38 1148.11 1136.6 1157.59 1162.33 1167.06 1181.28
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1079.75 1101.47 1114.88 1136.6 1158.32 1171.73 1193.45
DeMark Pivot
Support 1 Pivot Point Resistance 1
1126.45 1141.68 1183.3
 
 
SIEMENS Result / Events
Date Description Status
19-Nov-19Financial Results/DividendCompleted
14-May-19Financial ResultsCompleted
06-Feb-19Financial ResultsCompleted