FnO Contract Details

Expiry:
Symbol:

TATACONSUM analysis for the selected expiry [Jun-20] as on 29-May-20

TATACONSUM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 370.55 382.80 357.35 366.90 NA -1.15 % NA NA
25-Jun-20 366.50 375.20 355.15 362.65 10,575,900 -0.89 % 51.00 % Short Buildup
30-Jul-20 364.90 371.90 355.30 359.20 81,000 -1.72 % 200.00 % Short Buildup
Cummulative NA NA NA NA 10,656,900 NA 36.95 % Short Buildup
TATACONSUM Options OI PCR:  0.33   (Expiry : 25-Jun-20 )   PUT OI: 915,300   CALL OI: 2,783,700 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
380.00 1163700 606.56% 7.95 -11.67% Short Buildup
400.00 691200 187.64% 3.35 -20.24% Short Buildup
370.00 286200 194.44% 11.60 -13.75% 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
380.00 1163700 606.56% 7.95 -11.67% Short Buildup
400.00 691200 187.64% 3.35 -20.24% Short Buildup
370.00 286200 194.44% 11.60 -13.75% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
350.00 240300 345.00% 9.20 19.48% Long Buildup
340.00 175500 132.14% 5.70 11.76% Long Buildup
330.00 151200 300.00% 3.40 13.33% 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
350.00 240300 345.00% 9.20 19.48% Long Buildup
330.00 151200 300.00% 3.40 13.33% Long Buildup
340.00 175500 132.14% 5.70 11.76% 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
None
None
None
 
 
TATACONSUM 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 %
29-May-20 366.90 362.65 10,575,900 10,656,900 -0.89 % 51.00 % 36.95 % 0.5529 0.33 0.76 % Short Buildup 51.30%1,196.25 -4.25 -1.16 %
28-May-20 371.15 365.90 7,003,800 7,781,400 0.88 % 29.12 % -10.77 % 0.5660 0.42 - Short Covering 58.83%74.04 -5.25 -1.41 %
27-May-20 368.55 362.70 5,424,300 8,721,000 -0.79 % 45.05 % -3.75 % 0.5803 0.36 - Long Windup 48.48%60.47 -5.85 -1.59 %
26-May-20 371.95 365.60 3,739,500 9,061,200 2.01 % 117.77 % -6.52 % 0.5968 0.35 - Short Covering 62.54%179.79 -6.35 -1.71 %
22-May-20 362.45 358.40 1,717,200 9,693,000 0.60 % 39.17 % -2.21 % 0.6081 0.54 - Short Covering 48.43%- -4.05 -1.12 %
21-May-20 360.30 356.25 1,233,900 9,911,700 -0.35 % 17.48 % -4.43 % 0.6265 0.66 - Long Windup 64.41%90.12 -4.05 -1.12 %
20-May-20 360.75 357.50 1,050,300 10,370,700 0.89 % 44.61 % 2.10 % 0.6457 1.00 - Long Buildup 48.83%61.47 -3.25 -0.9 %
19-May-20 358.05 354.35 726,300 10,157,400 3.11 % 14.47 % -2.61 % 0.6646 1.53 - Short Covering 44.79%91.35 -3.7 -1.03 %
18-May-20 347.10 343.65 634,500 10,430,100 -2.04 % 59.86 % 2.03 % 0.6671 1.33 - Short Buildup 47.09%68.35 -3.45 -0.99 %
15-May-20 352.20 350.80 396,900 10,222,200 -2.32 % 137.10 % 5.61 % 0.6831 0.60 - Short Buildup 53.47%178.03 -1.4 -0.4 %
14-May-20 362.80 359.15 167,400 9,679,500 1.03 % -6.06 % 7.05 % 0.6900 0.67 - Long Buildup 48.92%90.88 -3.65 -1.01 %
13-May-20 356.35 355.50 178,200 9,042,300 -0.55 % 40.43 % -0.62 % 0.7072 1.00 - Long Windup 53.22%161.91 -0.85 -0.24 %
12-May-20 358.70 357.45 126,900 9,099,000 0.85 % 6.82 % 0.06 % 0.7281 1.00 - Long Buildup 41.59%48.60 -1.25 -0.35 %
11-May-20 355.00 354.45 118,800 9,093,600 2.29 % 2.33 % -0.94 % 0.7492 - - Short Covering 52.55%89.41 -0.55 -0.15 %
08-May-20 348.75 346.50 116,100 9,180,000 2.29 % 7.50 % 3.19 % 0.7645 - - Long Buildup 49.96%56.59 -2.25 -0.65 %
07-May-20 341.30 338.75 108,000 8,896,500 0.46 % 2.56 % 0.80 % 0.7857 - - Long Buildup 59.14%72.77 -2.55 -0.75 %
06-May-20 335.55 337.20 105,300 8,826,300 2.80 % 5.41 % 1.21 % 0.8061 - - Long Buildup 62.20%76.03 1.65 0.49 %
05-May-20 329.50 328.00 99,900 8,721,000 -2.48 % -5.13 % 0.19 % 0.8243 - - Short Buildup 56.86%53.08 -1.5 -0.46 %
04-May-20 334.95 336.35 105,300 8,704,800 -4.92 % 178.57 % -8.75 % 0.8446 - - Long Windup 55.63%63.08 1.4 0.42 %
30-Apr-20 351.60 353.75 37,800 9,539,100 -0.42 % 75.00 % 0.57 % 0.8391 - - Short Buildup 53.61%89.73 2.15 0.61 %
29-Apr-20 354.00 355.25 21,600 9,485,100 1.50 % 60.00 % -8.37 % 0.8649 - - Short Covering 59.39%76.81 1.25 0.35 %
28-Apr-20 342.90 350.00 13,500 10,351,800 -0.91 % 25.00 % 6.47 % 0.8802 - - Short Buildup 53.39%68.96 7.1 2.07 %
27-Apr-20 349.35 353.20 10,800 9,722,700 4.19 % 33.33 % 11.83 % 0.9039 - - Long Buildup 58.00%150.48 3.85 1.1 %
24-Apr-20 326.10 339.00 8,100 8,694,000 0.00 % 0.00 % 5.23 % 0.8741 - - 58.17%103.17 12.9 3.96 %
23-Apr-20 329.95 339.00 8,100 8,262,000 6.72 % 200.00 % 2.27 % 0.9002 - - Long Buildup 37.10%45.88 9.05 2.74 %
22-Apr-20 330.15 317.65 2,700 8,078,400 0.00 % 0.00 % 6.29 % 0.9285 - - 57.44%88.09 -12.5 -3.79 %
 
 
Average Delivery Volume
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
1,196.25 Crore Rs. 443.59 Crore Rs. 302.11 Crore Rs. 219.19 Crore Rs. 177.02 Crore Rs. 137.08 Crore Rs. More details >>
Average Delivery Percentage
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
51.30 % 51.53 % 52.42 % 52.32 % 51.88 % 52.67 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREDark Cloud Cover-
 
 
TATACONSUM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 01-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
333.41 344.28 353.46 364.33 373.51 384.38 393.56
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
352.63 357.64 359.31 360.98 364.33 364.32 365.99 367.66 372.68
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
344.28 351.94 356.67 364.33 371.99 376.72 384.38
DeMark Pivot
Support 1 Pivot Point Resistance 1
348.88 362.04 368.93