FnO Contract Details

Expiry:
Symbol:

TATACHEM analysis for the selected expiry [Jan-21] as on 15-Jan-21

TATACHEM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 539.80 539.95 521.20 533.90 NA -0.38 % NA NA
28-Jan-21 539.60 539.65 521.80 534.50 9,098,000 -0.59 % -4.95 % Long Windup
25-Feb-21 541.90 541.90 524.35 536.45 568,000 -0.56 % 5.58 % Short Buildup
25-Mar-21 539.90 539.90 527.95 539.00 90,000 -0.17 % 7.14 % Short Buildup
Cummulative NA NA NA NA 9,756,000 NA -4.30 % Long Windup
TATACHEM Options OI PCR:  0.39   (Expiry : 28-Jan-21 )   PUT OI: 3,124,000   CALL OI: 8,070,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 1384000 5.65% 5.40 -14.96% Short Buildup
550.00 1292000 0.94% 15.95 -10.39% Short Buildup
540.00 868000 13.02% 19.75 -9.61% 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
540.00 868000 13.02% 19.75 -9.61% Short Buildup
600.00 1384000 5.65% 5.40 -14.96% Short Buildup
580.00 726000 7.72% 7.90 -15.05% 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
520.00 266000 -22.67% 29.70 -9.04% Long Windup
500.00 394000 -10.45% 41.30 -10.12% Long Windup
555.00 128000 -9.86% 14.50 -9.09% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 378000 11.83% 1.95 -7.14% Short Buildup
500.00 340000 8.97% 8.75 2.34% Long Buildup
480.00 302000 5.59% 4.75 -1.04% 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
450.00 378000 11.83% 1.95 -7.14% Short Buildup
520.00 278000 12.10% 15.55 5.78% Long Buildup
500.00 340000 8.97% 8.75 2.34% 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
540.00 94000 -37.33% 25.15 4.57% Short Covering
510.00 180000 -9.09% 11.60 3.57% Short Covering
400.00 120000 -7.69% 0.20 -33.33% Long Windup
 
 
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 %
15-Jan-21 533.90 534.50 9,098,000 9,756,000 -0.59 % -4.95 % -4.30 % 0.4430 0.39 6.74 % Long Windup 16.36%59.07 0.6 0.11 %
14-Jan-21 535.95 537.65 9,572,000 10,194,000 -1.11 % -3.91 % -3.19 % 0.4441 0.39 6.10 % Long Windup 14.54%44.67 1.7 0.32 %
13-Jan-21 541.95 543.70 9,962,000 10,530,000 3.40 % 6.57 % 6.84 % 0.4449 0.39 5.39 % Long Buildup 11.18%100.99 1.75 0.32 %
12-Jan-21 523.00 525.80 9,348,000 9,856,000 4.65 % 12.79 % 13.73 % 0.4434 0.39 5.15 % Long Buildup 16.46%137.17 2.8 0.54 %
11-Jan-21 500.30 502.45 8,288,000 8,666,000 0.02 % -3.49 % -2.80 % 0.4404 0.37 4.36 % Short Covering 19.23%26.79 2.15 0.43 %
08-Jan-21 500.00 502.35 8,588,000 8,916,000 0.20 % 5.43 % 5.69 % 0.4416 0.38 3.68 % Long Buildup 19.67%40.88 2.35 0.47 %
07-Jan-21 498.45 501.35 8,146,000 8,436,000 1.49 % 19.09 % 19.02 % 0.4426 0.36 3.44 % Long Buildup 37.87%124.74 2.9 0.58 %
06-Jan-21 491.05 494.00 6,840,000 7,088,000 0.99 % 11.91 % 12.51 % 0.4433 0.35 3.50 % Long Buildup 21.47%80.02 2.95 0.6 %
05-Jan-21 486.55 489.15 6,112,000 6,300,000 -0.48 % -1.89 % -1.44 % 0.4442 0.42 2.98 % Long Windup 31.47%26.40 2.6 0.53 %
04-Jan-21 489.25 491.50 6,230,000 6,392,000 1.81 % -6.48 % -6.08 % 0.4453 0.45 2.53 % Short Covering 18.69%29.32 2.25 0.46 %
01-Jan-21 479.95 482.75 6,662,000 6,806,000 0.69 % 0.79 % -7.95 % 0.4456 0.40 2.12 % Short Covering 25.57%18.43 2.8 0.58 %
31-Dec-20 477.40 479.45 6,610,000 7,394,000 -0.64 % 16.70 % -8.24 % 0.4467 0.35 - Long Windup 18.23%15.95 2.05 0.43 %
30-Dec-20 479.70 482.55 5,664,000 8,058,000 -0.63 % 22.17 % -1.27 % 0.4478 0.29 - Long Windup 14.79%20.17 2.85 0.59 %
29-Dec-20 482.80 485.60 4,636,000 8,162,000 0.76 % 65.93 % 3.53 % 0.4488 0.26 - Long Buildup 10.35%53.08 2.8 0.58 %
28-Dec-20 478.25 481.95 2,794,000 7,884,000 0.50 % 80.72 % 1.13 % 0.4497 0.41 - Long Buildup 22.68%25.66 3.7 0.77 %
24-Dec-20 476.20 479.55 1,546,000 7,796,000 0.39 % 51.57 % -3.47 % 0.4508 0.52 - Short Covering 14.65%22.50 3.35 0.7 %
23-Dec-20 474.05 477.70 1,020,000 8,076,000 -0.01 % 27.82 % 3.14 % 0.4519 0.54 - Short Buildup 22.70%30.23 3.65 0.77 %
22-Dec-20 475.80 477.75 798,000 7,830,000 2.80 % 26.67 % -0.03 % 0.4530 0.72 - Short Covering 11.91%43.29 1.95 0.41 %
21-Dec-20 460.80 464.75 630,000 7,832,000 -5.83 % 16.24 % 2.46 % 0.4521 0.94 - Short Buildup 18.59%49.24 3.95 0.86 %
18-Dec-20 489.85 493.50 542,000 7,644,000 -0.87 % 9.72 % -0.62 % 0.4456 1.22 - Long Windup 16.17%24.72 3.65 0.75 %
17-Dec-20 493.80 497.85 494,000 7,692,000 -0.78 % 5.56 % 1.80 % 0.4466 1.18 - Short Buildup 18.92%26.90 4.05 0.82 %
16-Dec-20 498.20 501.75 468,000 7,556,000 -1.01 % -1.27 % 3.71 % 0.4475 1.11 - Short Buildup 22.50%45.78 3.55 0.71 %
15-Dec-20 503.65 506.85 474,000 7,286,000 -1.23 % -4.44 % 6.65 % 0.4484 1.18 - Short Buildup 32.44%62.41 3.2 0.64 %
14-Dec-20 509.50 513.15 496,000 6,832,000 0.21 % -7.46 % 4.40 % 0.4493 1.16 - Long Buildup 20.39%35.17 3.65 0.72 %
11-Dec-20 508.15 512.05 536,000 6,544,000 -0.48 % -3.94 % 2.44 % 0.4504 1.20 - Short Buildup 21.05%53.83 3.9 0.77 %
10-Dec-20 511.10 514.50 558,000 6,388,000 0.18 % -1.76 % -0.50 % 0.4515 1.18 - Short Covering 23.12%65.99 3.4 0.67 %
09-Dec-20 510.65 513.60 568,000 6,420,000 0.40 % -14.20 % -12.34 % 0.4526 1.18 - Short Covering 14.31%46.13 2.95 0.58 %
08-Dec-20 510.45 511.55 662,000 7,324,000 0.50 % 10.33 % -4.01 % 0.4537 1.26 - Short Covering 7.80%68.59 1.1 0.22 %
07-Dec-20 509.05 509.00 600,000 7,630,000 4.56 % 18.11 % 24.92 % 0.4548 1.40 - Long Buildup 9.45%150.33 -0.05 -0.01 %
04-Dec-20 490.90 486.80 508,000 6,108,000 7.40 % 11.89 % 6.00 % 0.4533 2.24 - Long Buildup 15.05%175.67 -4.1 -0.84 %
03-Dec-20 455.40 453.25 454,000 5,762,000 6.17 % 47.40 % 29.95 % 0.4429 1.00 - Long Buildup 12.61%137.23 -2.15 -0.47 %
02-Dec-20 427.35 426.90 308,000 4,434,000 4.49 % 156.67 % 17.12 % 0.4356 1.00 - Long Buildup 20.01%104.11 -0.45 -0.11 %
01-Dec-20 404.95 408.55 120,000 3,786,000 4.36 % 17.65 % 7.56 % 0.4306 - - Long Buildup 33.99%71.04 3.6 0.89 %
27-Nov-20 392.10 391.50 102,000 3,520,000 2.13 % 8.51 % -22.19 % 0.4295 - - Short Covering 37.51%89.95 -0.6 -0.15 %
26-Nov-20 383.30 383.35 94,000 4,524,000 3.12 % 11.90 % -5.32 % 0.4294 - - Short Covering 23.37%43.73 0.05 0.01 %
25-Nov-20 368.05 371.75 84,000 4,778,000 0.20 % 23.53 % -10.42 % 0.4270 - - Short Covering 15.04%23.32 3.7 1.01 %
24-Nov-20 367.40 371.00 68,000 5,334,000 2.83 % -2.86 % 0.79 % 0.4281 - - Long Buildup 18.31%35.71 3.6 0.98 %
23-Nov-20 358.45 360.80 70,000 5,292,000 0.42 % 2.94 % -3.68 % 0.4278 - - Short Covering 21.30%22.67 2.35 0.66 %
20-Nov-20 356.35 359.30 68,000 5,494,000 0.76 % 61.90 % -2.90 % 0.4288 - - Short Covering 11.41%37.68 2.95 0.83 %
19-Nov-20 353.05 356.60 42,000 5,658,000 7.80 % 5.00 % 16.76 % 0.4297 - - Long Buildup 14.67%70.54 3.55 1.01 %
18-Nov-20 327.40 330.80 40,000 4,846,000 1.55 % 25.00 % 1.76 % 0.4185 - - Long Buildup 25.92%23.55 3.4 1.04 %
17-Nov-20 322.10 325.75 32,000 4,762,000 -0.38 % 14.29 % 2.67 % 0.4190 - - Short Buildup 32.51%15.79 3.65 1.13 %
14-Nov-20 324.35 327.00 28,000 4,638,000 0.00 % 0.00 % -0.47 % 0.4199 - - 45.49%3.68 2.65 0.82 %
13-Nov-20 324.50 327.00 28,000 4,660,000 -0.32 % 16.67 % 1.08 % 0.4210 - - Short Buildup 21.49%8.84 2.5 0.77 %
12-Nov-20 325.25 328.05 24,000 4,610,000 2.20 % 9.09 % 2.35 % 0.4220 - - Long Buildup 28.24%17.07 2.8 0.86 %
11-Nov-20 318.05 321.00 22,000 4,504,000 1.23 % -8.33 % 2.60 % 0.4220 - - Long Buildup 29.29%15.75 2.95 0.93 %
10-Nov-20 314.65 317.10 24,000 4,390,000 2.79 % 9.09 % 0.00 % 0.4228 - - 40.85%11.21 2.45 0.78 %
09-Nov-20 317.70 308.50 22,000 4,390,000 0.00 % 0.00 % -0.09 % 0.4237 - - 33.44%10.08 -9.2 -2.9 %
06-Nov-20 317.60 308.50 22,000 4,394,000 0.00 % 0.00 % -3.43 % 0.4247 - - 20.54%8.21 -9.1 -2.87 %
05-Nov-20 313.25 308.50 22,000 4,550,000 0.00 % 0.00 % -0.96 % 0.4254 - - 21.31%6.79 -4.75 -1.52 %
04-Nov-20 306.00 308.50 22,000 4,594,000 -2.37 % 450.00 % -0.86 % 0.4253 - - Long Windup 25.03%10.34 2.5 0.82 %
03-Nov-20 310.15 316.00 4,000 4,634,000 0.00 % 0.00 % -0.73 % 0.4260 - - 22.22%10.48 5.85 1.89 %
02-Nov-20 313.50 316.00 4,000 4,668,000 -2.30 % 100.00 % 12.05 % 0.4268 - - Short Buildup 43.45%38.88 2.5 0.8 %
30-Oct-20 322.35 323.45 2,000 4,166,000 0.00 % 0.00 % 1.81 % 0.4262 - - 27.16%41.93 1.1 0.34 %
 
 
Average Delivery Volume
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
59.07 Crore Rs. 68.25 Crore Rs. 73.74 Crore Rs. 76.79 Crore Rs. 55.74 Crore Rs. 47.63 Crore Rs. More details >>
Average Delivery Percentage
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
16.36 % 13.04 % 14.54 % 17.98 % 18.35 % 17.25 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREHammer / Hanging Man-
SPOTHammer / Hanging Man-
 
 
TATACHEM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 18-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
506.46 514.13 524.31 531.98 542.16 549.83 560.01
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
525.58 530.04 531.53 533.01 531.98 535.99 537.48 538.96 543.43
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
514.13 520.95 525.16 531.98 538.8 543.01 549.83
DeMark Pivot
Support 1 Pivot Point Resistance 1
519.23 529.44 537.08
 
 
TATACHEM Result / Events
Date Description Status
31-Jul-20Financial ResultsCompleted
03-Feb-20Financial ResultsCompleted
30-Oct-19Financial ResultsCompleted
08-Aug-19Financial ResultsCompleted
03-May-19Financial Results/DividendCompleted
05-Feb-19Financial ResultsCompleted