FnO Contract Details

Expiry:
Symbol:

TATACHEM analysis for the selected expiry [Apr-21] as on 19-Apr-21

TATACHEM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 731.00 740.00 718.20 732.20 NA -2.78 % NA NA
29-Apr-21 730.00 741.40 719.80 733.00 9,218,000 -2.90 % -0.04 % Long Windup
27-May-21 732.15 744.80 724.65 736.25 782,000 -3.07 % 1.30 % Short Buildup
24-Jun-21 725.15 741.20 725.15 737.50 68,000 -2.96 % 6.25 % Short Buildup
Cummulative NA NA NA NA 10,068,000 NA 0.10 % Short Buildup
TATACHEM Options OI PCR:  0.47   (Expiry : 29-Apr-21 )   PUT OI: 4,780,000   CALL OI: 10,072,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 1348000 13.09% 4.85 -51.74% Short Buildup
900.00 1106000 -7.21% 1.15 -37.84% Long Windup
850.00 1052000 0.00% 2.10 -47.50% 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
750.00 610000 54.82% 15.30 -42.91% Short Buildup
800.00 1348000 13.09% 4.85 -51.74% Short Buildup
740.00 212000 135.56% 19.00 -40.16% 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
900.00 1106000 -7.21% 1.15 -37.84% Long Windup
820.00 646000 -6.92% 3.15 -52.99% Long Windup
830.00 374000 -9.22% 2.70 -50.00% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 924000 4.29% 9.05 54.70% Long Buildup
750.00 454000 -8.10% 32.20 46.03% Short Covering
720.00 426000 1.43% 15.85 52.40% 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
710.00 146000 40.38% 12.15 51.88% Long Buildup
700.00 924000 4.29% 9.05 54.70% Long Buildup
650.00 256000 13.27% 2.25 55.17% 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
750.00 454000 -8.10% 32.20 46.03% Short Covering
730.00 232000 -11.45% 20.25 49.45% Short Covering
770.00 144000 -16.28% 46.50 51.47% Short Covering
 
 
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 %
19-Apr-21 732.20 733.00 9,218,000 10,068,000 -2.90 % -0.04 % 0.10 % 0.4819 0.47 8.44 % Short Buildup 11.51%34.68 0.8 0.11 %
16-Apr-21 753.10 754.90 9,222,000 10,058,000 0.40 % -1.28 % -0.87 % 0.4816 0.51 8.31 % Short Covering 10.37%39.41 1.8 0.24 %
15-Apr-21 748.95 751.90 9,342,000 10,146,000 -1.10 % -1.68 % -1.55 % 0.4827 0.54 7.92 % Long Windup 12.41%41.60 2.95 0.39 %
13-Apr-21 759.15 760.25 9,502,000 10,306,000 1.24 % -1.80 % -1.02 % 0.4836 0.56 7.80 % Short Covering 7.59%31.57 1.1 0.14 %
12-Apr-21 750.30 750.95 9,676,000 10,412,000 -7.01 % -5.75 % -3.72 % 0.4846 0.57 7.07 % Long Windup 16.03%73.52 0.65 0.09 %
09-Apr-21 805.25 807.60 10,266,000 10,814,000 -1.97 % -2.77 % -2.08 % 0.4763 0.62 5.07 % Long Windup 17.53%60.76 2.35 0.29 %
08-Apr-21 819.45 823.85 10,558,000 11,044,000 0.94 % -0.90 % -0.29 % 0.4769 0.65 4.40 % Short Covering 13.08%52.55 4.4 0.54 %
07-Apr-21 812.00 816.15 10,654,000 11,076,000 0.25 % -1.42 % 0.25 % 0.4779 0.62 3.81 % Long Buildup 11.18%66.44 4.15 0.51 %
06-Apr-21 809.10 814.15 10,808,000 11,048,000 6.33 % 10.26 % 10.77 % 0.4791 0.66 2.17 % Long Buildup 13.29%137.02 5.05 0.62 %
05-Apr-21 761.75 765.65 9,802,000 9,974,000 -2.53 % -1.94 % -1.64 % 0.4733 0.58 1.72 % Long Windup 13.99%56.08 3.9 0.51 %
01-Apr-21 779.10 785.50 9,996,000 10,140,000 3.77 % 9.82 % 9.55 % 0.4735 0.62 1.42 % Long Buildup 20.35%115.69 6.4 0.82 %
31-Mar-21 751.80 756.95 9,102,000 9,256,000 -0.17 % 0.02 % 3.70 % 0.0000 0.66 1.66 % Short Buildup 10.92%29.21 5.15 0.69 %
30-Mar-21 752.25 758.25 8,784,000 8,926,000 0.99 % 1.10 % 1.18 % 0.4734 0.66 1.59 % Long Buildup 19.68%61.60 6 0.8 %
26-Mar-21 744.15 750.85 8,688,000 8,822,000 1.81 % 0.58 % -5.36 % 0.4744 0.65 1.52 % Short Covering 8.29%33.50 6.7 0.9 %
25-Mar-21 731.05 737.50 8,638,000 9,322,000 -0.84 % 21.80 % -0.45 % 0.4749 0.69 - Long Windup 7.53%38.90 6.45 0.88 %
24-Mar-21 737.65 743.75 7,092,000 9,364,000 -3.88 % 31.97 % -1.06 % 0.4760 0.81 - Long Windup 12.49%35.46 6.1 0.83 %
23-Mar-21 766.15 773.75 5,374,000 9,464,000 0.40 % 31.97 % -0.69 % 0.4744 1.08 - Short Covering 13.70%45.89 7.6 0.99 %
22-Mar-21 763.75 770.70 4,072,000 9,530,000 1.92 % 103.40 % 2.50 % 0.4756 1.00 - Long Buildup 8.69%61.34 6.95 0.91 %
19-Mar-21 752.05 756.20 2,002,000 9,298,000 4.72 % 41.99 % -7.90 % 0.4763 1.09 - Short Covering 35.84%486.70 4.15 0.55 %
18-Mar-21 715.15 722.10 1,410,000 10,096,000 -2.25 % 51.94 % 1.86 % 0.4726 1.21 - Short Buildup 14.86%92.39 6.95 0.97 %
17-Mar-21 733.05 738.75 928,000 9,912,000 -5.82 % 38.51 % 0.38 % 0.4726 1.24 - Short Buildup 15.23%64.61 5.7 0.78 %
16-Mar-21 777.20 784.40 670,000 9,874,000 -0.46 % 17.54 % 2.15 % 0.4671 1.36 - Short Buildup 16.78%53.71 7.2 0.93 %
15-Mar-21 782.25 788.00 570,000 9,666,000 -0.59 % 33.18 % -2.78 % 0.4682 1.30 - Long Windup 14.39%63.85 5.75 0.74 %
12-Mar-21 783.85 792.70 428,000 9,942,000 2.25 % 23.70 % 4.32 % 0.4694 1.61 - Long Buildup 17.09%119.51 8.85 1.13 %
10-Mar-21 767.00 775.25 346,000 9,530,000 0.41 % 11.61 % 0.57 % 0.4696 1.74 - Long Buildup 22.40%49.28 8.25 1.08 %
09-Mar-21 762.80 772.05 310,000 9,476,000 -0.55 % 1.97 % -2.41 % 0.4708 1.70 - Long Windup 13.91%42.03 9.25 1.21 %
08-Mar-21 768.50 776.35 304,000 9,710,000 2.82 % 10.14 % -2.71 % 0.4718 1.55 - Short Covering 10.74%58.83 7.85 1.02 %
05-Mar-21 748.55 755.05 276,000 9,980,000 -3.09 % -9.80 % -2.48 % 0.4717 1.52 - Long Windup 15.85%83.13 6.5 0.87 %
04-Mar-21 772.30 779.10 306,000 10,234,000 -0.78 % 3.38 % 3.88 % 0.4710 1.65 - Short Buildup 13.85%108.10 6.8 0.88 %
03-Mar-21 776.45 785.25 296,000 9,852,000 5.84 % 11.28 % 1.80 % 0.4721 2.45 - Long Buildup 13.68%135.28 8.8 1.13 %
02-Mar-21 733.65 741.95 266,000 9,678,000 -1.42 % 3.91 % 4.13 % 0.4670 3.40 - Short Buildup 22.04%126.19 8.3 1.13 %
01-Mar-21 743.45 752.65 256,000 9,294,000 1.02 % 33.33 % -4.74 % 0.4678 2.67 - Short Covering 10.62%68.78 9.2 1.24 %
26-Feb-21 739.50 745.05 192,000 9,756,000 0.60 % 39.13 % -0.35 % 0.4689 4.00 - Short Covering 9.24%187.72 5.55 0.75 %
25-Feb-21 732.60 740.60 138,000 9,790,000 9.71 % 64.29 % -1.71 % 0.4699 2.00 - Short Covering 8.10%146.95 8 1.09 %
24-Feb-21 672.30 675.05 84,000 9,960,000 2.17 % 7.69 % -2.10 % 0.4564 3.00 - Short Covering 17.74%76.05 2.75 0.41 %
23-Feb-21 654.00 660.70 78,000 10,174,000 2.97 % 11.43 % -6.26 % 0.4560 4.00 - Short Covering 12.43%110.80 6.7 1.02 %
22-Feb-21 637.15 641.65 70,000 10,854,000 2.48 % 59.09 % 3.91 % 0.4558 4.00 - Long Buildup 10.01%102.19 4.5 0.71 %
19-Feb-21 618.60 626.15 44,000 10,446,000 5.02 % 15.79 % 7.51 % 0.4552 4.00 - Long Buildup 7.99%110.53 7.55 1.22 %
18-Feb-21 591.10 596.20 38,000 9,716,000 1.74 % 5.56 % 1.02 % 0.4522 4.00 - Long Buildup 17.84%82.39 5.1 0.86 %
17-Feb-21 580.35 586.00 36,000 9,618,000 0.14 % 5.88 % -1.90 % 0.4526 4.00 - Short Covering 15.98%56.07 5.65 0.97 %
16-Feb-21 583.70 585.20 34,000 9,804,000 0.58 % 6.25 % 3.27 % 0.4537 4.00 - Long Buildup 12.88%68.47 1.5 0.26 %
15-Feb-21 568.65 581.80 32,000 9,494,000 3.60 % -15.79 % 10.42 % 0.4534 3.00 - Long Buildup 20.00%69.81 13.15 2.31 %
12-Feb-21 560.95 561.60 38,000 8,598,000 -1.87 % 5.56 % -3.26 % 0.4542 3.00 - Long Windup 13.47%22.59 0.65 0.12 %
11-Feb-21 563.10 572.30 36,000 8,888,000 1.29 % 5.88 % 1.16 % 0.4553 3.00 - Long Buildup 14.73%62.96 9.2 1.63 %
10-Feb-21 561.05 565.00 34,000 8,786,000 -1.44 % 112.50 % -1.85 % 0.4564 2.00 - Long Windup 16.50%72.43 3.95 0.7 %
09-Feb-21 571.95 573.25 16,000 8,952,000 5.74 % -11.11 % 32.31 % 0.4569 2.00 - Long Buildup 16.13%178.11 1.3 0.23 %
08-Feb-21 535.75 542.15 18,000 6,766,000 2.25 % 12.50 % 1.05 % 0.4494 2.00 - Long Buildup 31.10%46.31 6.4 1.19 %
05-Feb-21 525.00 530.20 16,000 6,696,000 -0.71 % 0.00 % -1.82 % 0.4497 2.00 - Long Windup 24.54%33.45 5.2 0.99 %
04-Feb-21 529.70 534.00 16,000 6,820,000 1.91 % 300.00 % -2.54 % 0.4506 2.00 - Short Covering 17.24%39.95 4.3 0.81 %
03-Feb-21 517.60 524.00 4,000 6,998,000 7.69 % 0.00 % -4.16 % 0.4507 - - Short Covering 13.59%25.03 6.4 1.24 %
02-Feb-21 519.60 486.60 4,000 7,302,000 0.00 % 0.00 % -0.16 % 0.4518 - - 16.02%40.88 -33 -6.35 %
01-Feb-21 494.05 486.60 4,000 7,314,000 -0.14 % 100.00 % -3.46 % 0.4477 - - Long Windup 16.29%35.07 -7.45 -1.51 %
29-Jan-21 475.30 487.30 2,000 7,576,000 0.00 % 0.00 % -11.31 % 0.4458 - - 17.29%46.01 12 2.52 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
34.68 Crore Rs. 38.56 Crore Rs. 44.15 Crore Rs. 50.07 Crore Rs. 61.55 Crore Rs. 79.00 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
11.51 % 11.38 % 11.69 % 12.36 % 13.75 % 15.88 % More details >>
 
 
TATACHEM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
699.8 709.8 721.4 731.4 743 753 764.6
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
722.2 727.6 729.4 731.2 731.4 734.8 736.6 738.4 743.8
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
709.8 718.05 723.15 731.4 739.65 744.75 753
DeMark Pivot
Support 1 Pivot Point Resistance 1
726.4 733.9 748
 
 
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