FnO Contract Details

Expiry:
Symbol:

TATACHEM analysis for the selected expiry [Jul-20] as on 02-Jul-20

TATACHEM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 309.45 312.50 308.00 309.30 NA 0.31 % NA NA
30-Jul-20 310.40 314.00 307.60 310.75 1,690,000 0.62 % 5.49 % Long Buildup
27-Aug-20 310.50 313.00 309.15 310.00 38,000 0.42 % -5.00 % Short Covering
Cummulative NA NA NA NA 1,728,000 NA 5.24 % Long Buildup
TATACHEM Options OI PCR:  0.58   (Expiry : 30-Jul-20 )   PUT OI: 364,000   CALL OI: 626,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
350.00 156000 16.42% 1.55 -20.51% Short Buildup
320.00 114000 -1.72% 7.75 -2.52% Long Windup
340.00 100000 13.64% 2.90 -9.38% 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
350.00 156000 16.42% 1.55 -20.51% Short Buildup
330.00 92000 21.05% 4.75 -5.00% Short Buildup
340.00 100000 13.64% 2.90 -9.38% 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
300.00 48000 -4.00% 18.10 3.43% Short Covering
320.00 114000 -1.72% 7.75 -2.52% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
290.00 80000 2.56% 4.05 -15.63% Short Buildup
300.00 78000 0.00% 7.25 -13.69% Short Buildup
270.00 58000 0.00% 2.15 0.00% 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
295.00 10000 150.00% 5.75 -71.88% Short Buildup
290.00 80000 2.56% 4.05 -15.63% Short Buildup
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
285.00 54000 -3.57% 3.10 -20.51% Long Windup
320.00 8000 -20.00% 18.20 6.43% Short Covering
None
 
 
TATACHEM 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 %
02-Jul-20 309.30 310.75 1,690,000 1,728,000 0.62 % 5.49 % 5.24 % 0.4561 0.58 2.20 % Long Buildup 33.48%8.63 1.45 0.47 %
01-Jul-20 308.35 308.85 1,602,000 1,642,000 0.23 % -0.87 % -0.85 % 0.4572 0.64 2.44 % Short Covering 44.79%11.27 0.5 0.16 %
30-Jun-20 310.05 308.15 1,616,000 1,656,000 -1.04 % 2.80 % 2.99 % 0.4583 0.63 2.42 % Short Buildup 31.85%4.80 -1.9 -0.61 %
29-Jun-20 312.05 311.40 1,572,000 1,608,000 -1.14 % 1.03 % 1.26 % 0.4594 0.60 2.24 % Short Buildup 23.44%4.52 -0.65 -0.21 %
26-Jun-20 315.20 315.00 1,556,000 1,588,000 -0.44 % 10.83 % 2.56 % 0.4603 0.59 2.02 % Short Buildup 27.09%9.97 -0.2 -0.06 %
25-Jun-20 317.30 316.40 1,404,000 1,548,400 0.99 % 5.88 % -13.32 % 0.4614 0.65 - Short Covering 43.05%15.95 -0.9 -0.28 %
24-Jun-20 313.25 313.30 1,326,000 1,786,400 0.84 % 7.80 % -9.26 % 0.4622 0.81 - Short Covering 32.88%17.71 0.05 0.02 %
23-Jun-20 311.80 310.70 1,230,000 1,968,800 -0.13 % 150.00 % 9.02 % 0.4633 1.31 - Short Buildup 32.46%15.17 -1.1 -0.35 %
22-Jun-20 310.75 311.10 492,000 1,805,900 2.18 % 115.79 % -9.15 % 0.4645 1.58 - Short Covering 24.51%13.23 0.35 0.11 %
19-Jun-20 314.25 304.45 228,000 1,987,800 0.15 % 18.75 % -0.70 % 0.4645 - - Short Covering 30.31%12.23 -9.8 -3.12 %
18-Jun-20 314.20 304.00 192,000 2,001,800 0.56 % 23.08 % -6.12 % 0.4656 2.50 - Short Covering 25.73%16.06 -10.2 -3.25 %
17-Jun-20 313.50 302.30 156,000 2,132,300 2.16 % 2.63 % -1.45 % 0.4668 2.50 - Short Covering 19.73%9.85 -11.2 -3.57 %
16-Jun-20 305.60 295.90 152,000 2,163,600 -0.39 % 1.33 % -0.61 % 0.4667 2.67 - Long Windup 21.32%8.52 -9.7 -3.17 %
15-Jun-20 307.05 297.05 150,000 2,176,900 -1.26 % 11.94 % 4.12 % 0.4678 2.33 - Short Buildup 33.60%9.80 -10 -3.26 %
12-Jun-20 311.75 300.85 134,000 2,090,700 2.03 % -6.94 % -4.60 % 0.4685 - - Short Covering 19.34%11.95 -10.9 -3.5 %
11-Jun-20 306.50 294.85 144,000 2,191,600 -1.98 % 10.77 % 1.52 % 0.4691 - - Short Buildup 25.30%14.27 -11.65 -3.8 %
10-Jun-20 311.50 300.80 130,000 2,158,800 0.27 % -1.52 % 1.14 % 0.4698 - - Long Buildup 38.37%16.73 -10.7 -3.43 %
09-Jun-20 312.65 300.00 132,000 2,134,500 -1.59 % 13.79 % 5.46 % 0.4709 - - Short Buildup 32.75%11.26 -12.65 -4.05 %
08-Jun-20 315.55 304.85 116,000 2,024,000 -0.73 % 13.73 % 0.97 % 0.4720 - - Short Buildup 29.56%16.67 -10.7 -3.39 %
05-Jun-20 318.35 307.10 102,000 2,004,600 1.02 % 18.60 % 3.23 % 0.4730 - - Long Buildup 26.43%13.16 -11.25 -3.53 %
04-Jun-20 315.50 304.00 86,000 1,941,800 -0.02 % 2.38 % -6.81 % 0.4740 - - Long Windup 23.07%8.40 -11.5 -3.65 %
03-Jun-20 313.85 304.05 84,000 2,083,800 0.35 % 13.51 % 6.78 % 0.4752 - - Long Buildup 32.73%22.71 -9.8 -3.12 %
02-Jun-20 315.50 303.00 74,000 1,951,400 2.18 % 8.82 % -2.93 % 0.4763 - - Short Covering 33.76%19.67 -12.5 -3.96 %
01-Jun-20 308.45 296.55 68,000 2,010,200 1.66 % 25.93 % -1.43 % 0.4765 - - Short Covering 41.65%25.74 -11.9 -3.86 %
29-May-20 306.45 291.70 54,000 2,039,400 0.28 % 17.39 % -13.05 % 0.5609 - - Short Covering 29.42%14.81 -14.75 -4.81 %
28-May-20 304.10 290.90 46,000 2,345,500 2.97 % 21.05 % -4.44 % 0.5770 - - Short Covering 25.73%19.34 -13.2 -4.34 %
27-May-20 310.00 282.50 38,000 2,454,500 0.00 % 0.00 % 6.65 % 0.5878 - - 26.43%18.70 -27.5 -8.87 %
26-May-20 299.50 282.50 38,000 2,301,500 1.25 % 11.76 % -0.14 % 0.5831 - - Short Covering 22.58%8.69 -17 -5.68 %
22-May-20 295.00 279.00 34,000 2,304,700 0.76 % 466.67 % 18.30 % 0.5969 - - Long Buildup 23.26%- -16 -5.42 %
21-May-20 283.40 276.90 6,000 1,948,200 0.00 % 0.00 % -1.29 % 0.5874 - - 37.00%10.85 -6.5 -2.29 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
8.63 Crore Rs. 8.23 Crore Rs. 7.84 Crore Rs. 11.00 Crore Rs. 11.38 Crore Rs. 11.91 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
33.48 % 37.43 % 32.15 % 33.89 % 29.20 % 28.61 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTDoji-
SPOTInside CandleExplosive Move Predictor
 
 
TATACHEM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
301.16 304.38 307.56 310.78 313.96 317.18 320.36
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
307.55 309.15 309.68 310.22 310.78 311.28 311.82 312.35 313.95
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
304.38 306.82 308.34 310.78 313.22 314.74 317.18
DeMark Pivot
Support 1 Pivot Point Resistance 1
309.18 311.59 315.58
 
 
TATACHEM Result / Events
Date Description Status
03-Feb-20Financial ResultsCompleted
30-Oct-19Financial ResultsCompleted
08-Aug-19Financial ResultsCompleted
03-May-19Financial Results/DividendCompleted
05-Feb-19Financial ResultsCompleted