FnO Contract Details

Expiry:
Symbol:

TATACONSUM analysis for the selected expiry [Aug-20] as on 13-Aug-20

TATACONSUM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 520.00 543.00 518.55 539.05 NA 4.15 % NA NA
27-Aug-20 522.45 545.10 520.50 540.90 12,714,300 3.98 % 0.28 % Long Buildup
24-Sep-20 525.15 546.45 523.30 542.35 313,200 3.95 % 17.17 % Long Buildup
29-Oct-20 533.00 545.00 533.00 544.65 51,300 4.26 % 26.67 % Long Buildup
Cummulative NA NA NA NA 13,078,800 NA 0.71 % Long Buildup
TATACONSUM Options OI PCR:  1.11   (Expiry : 27-Aug-20 )   PUT OI: 8,880,300   CALL OI: 8,035,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
550.00 1188000 35.80% 12.10 100.00% Long Buildup
560.00 980100 -11.46% 8.80 100.00% Short Covering
540.00 891000 25.48% 16.45 97.01% 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
600.00 847800 71.58% 2.80 107.41% Long Buildup
550.00 1188000 35.80% 12.10 100.00% Long Buildup
570.00 372600 360.00% 6.45 101.56% 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
530.00 550800 -44.41% 21.60 84.62% Short Covering
520.00 521100 -43.24% 28.30 75.78% Short Covering
560.00 980100 -11.46% 8.80 100.00% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 1093500 5.47% 0.80 -23.81% Short Buildup
500.00 953100 -0.84% 3.50 -53.64% Long Windup
520.00 796500 47.50% 7.45 -52.85% 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
530.00 542700 737.50% 10.75 -50.46% Short Buildup
540.00 383400 7000.00% 15.35 -48.83% Short Buildup
520.00 796500 47.50% 7.45 -52.85% 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
480.00 707400 -15.21% 1.70 -49.25% Long Windup
400.00 467100 -18.40% 0.25 -16.67% Long Windup
470.00 626400 -12.45% 1.15 -45.24% Long Windup
 
 
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 %
13-Aug-20 539.05 540.90 12,714,300 13,078,800 3.98 % 0.28 % 0.71 % 0.5849 1.11 2.79 % Long Buildup 21.19%89.99 1.85 0.34 %
12-Aug-20 517.55 520.20 12,679,200 12,987,000 0.32 % -2.29 % -2.24 % 0.5838 1.02 2.37 % Short Covering 38.24%76.87 2.65 0.51 %
11-Aug-20 515.90 518.55 12,976,200 13,284,000 -0.91 % -5.47 % -5.26 % 0.5852 1.06 2.32 % Long Windup 36.88%89.25 2.65 0.51 %
10-Aug-20 520.30 523.30 13,726,800 14,021,100 0.81 % -3.07 % -2.90 % 0.5866 1.21 2.10 % Short Covering 22.25%79.10 3 0.58 %
07-Aug-20 518.60 519.10 14,161,500 14,439,600 6.87 % 2.78 % 3.54 % 0.5881 1.21 1.93 % Long Buildup 20.86%330.63 0.5 0.1 %
06-Aug-20 484.75 485.75 13,778,100 13,945,500 8.34 % -6.38 % -5.82 % 0.5824 0.96 1.20 % Short Covering 24.93%191.92 1 0.21 %
05-Aug-20 447.60 448.35 14,717,700 14,806,800 -0.49 % -1.93 % -1.95 % 0.5738 0.43 0.60 % Long Windup 26.41%238.50 0.75 0.17 %
04-Aug-20 449.75 450.55 15,006,600 15,101,100 3.67 % 2.93 % 3.08 % 0.5752 0.44 0.63 % Long Buildup 34.14%104.65 0.8 0.18 %
03-Aug-20 434.10 434.60 14,580,000 14,650,200 1.27 % -2.10 % -2.00 % 0.5746 0.40 0.48 % Short Covering 43.53%55.12 0.5 0.12 %
31-Jul-20 428.05 429.15 14,893,200 14,949,900 0.77 % 0.22 % -10.30 % 0.5758 0.33 0.38 % Short Covering 25.61%34.15 1.1 0.26 %
30-Jul-20 424.90 425.85 14,860,800 16,667,100 -0.66 % 4.82 % -2.20 % 0.5771 0.33 - Long Windup 39.50%31.32 0.95 0.22 %
29-Jul-20 427.70 428.70 14,177,700 17,042,400 3.23 % 19.80 % -5.03 % 0.5785 0.33 - Short Covering 41.56%105.56 1 0.23 %
28-Jul-20 413.05 415.30 11,834,100 17,944,200 1.26 % 88.27 % 0.42 % 0.5780 0.28 - Long Buildup 53.20%76.92 2.25 0.54 %
27-Jul-20 408.45 410.15 6,285,600 17,868,600 0.01 % 125.80 % 3.68 % 0.5793 0.32 - Long Buildup 48.40%61.94 1.7 0.42 %
24-Jul-20 408.45 410.10 2,783,700 17,234,100 0.81 % 48.99 % -0.76 % 0.5807 0.13 - Short Covering 35.07%44.76 1.65 0.4 %
23-Jul-20 404.40 406.80 1,868,400 17,366,400 -0.59 % 35.69 % 3.86 % 0.5820 0.18 - Short Buildup 65.45%79.21 2.4 0.59 %
22-Jul-20 407.00 409.20 1,377,000 16,721,100 -0.79 % 32.81 % 1.56 % 0.5834 0.11 - Short Buildup 32.36%34.51 2.2 0.54 %
21-Jul-20 409.45 412.45 1,036,800 16,464,600 -2.75 % 18.89 % 1.75 % 0.5848 0.13 - Short Buildup 60.09%67.72 3 0.73 %
20-Jul-20 423.10 424.10 872,100 16,181,100 -0.22 % 5.56 % -0.66 % 0.5846 0.14 - Long Windup 42.87%30.49 1 0.24 %
17-Jul-20 423.00 425.05 826,200 16,289,100 2.82 % 3.03 % -0.64 % 0.5861 0.14 - Short Covering 46.86%54.32 2.05 0.48 %
16-Jul-20 410.30 413.40 801,900 16,394,400 -0.43 % 4.58 % 2.27 % 0.5861 0.33 - Short Buildup 55.72%46.34 3.1 0.76 %
15-Jul-20 413.05 415.20 766,800 16,029,900 -1.74 % 215.56 % 1.04 % 0.5875 0.50 - Short Buildup 43.57%37.37 2.15 0.52 %
14-Jul-20 419.35 422.55 243,000 15,865,200 -0.73 % -1.10 % 0.41 % 0.5886 0.64 - Short Buildup 59.18%80.22 3.2 0.76 %
13-Jul-20 424.45 425.65 245,700 15,800,400 -1.73 % -1.09 % -0.10 % 0.5899 0.70 - Long Windup 44.43%48.14 1.2 0.28 %
10-Jul-20 430.10 433.15 248,400 15,816,600 -0.63 % 6.98 % 4.93 % 0.5911 0.80 - Short Buildup 49.62%80.36 3.05 0.71 %
09-Jul-20 433.35 435.90 232,200 15,074,100 0.15 % 19.44 % -2.04 % 0.5925 0.80 - Short Covering 25.55%31.09 2.55 0.59 %
08-Jul-20 432.40 435.25 194,400 15,387,300 5.02 % 89.47 % 4.51 % 0.5940 0.80 - Long Buildup 28.46%85.87 2.85 0.66 %
07-Jul-20 412.70 414.45 102,600 14,723,100 1.41 % 5.56 % -0.24 % 0.5921 - - Short Covering 38.02%64.14 1.75 0.42 %
06-Jul-20 405.70 408.70 97,200 14,758,200 2.57 % 0.00 % 3.84 % 0.5931 - - Long Buildup 44.95%74.28 3 0.74 %
03-Jul-20 396.45 398.45 97,200 14,212,800 1.32 % 38.46 % 2.79 % 0.5938 - - Long Buildup 37.57%48.01 2 0.5 %
02-Jul-20 390.80 393.25 70,200 13,826,700 2.24 % 30.00 % 2.63 % 0.5950 - - Long Buildup 53.41%54.42 2.45 0.63 %
01-Jul-20 384.50 384.65 54,000 13,473,000 -0.76 % 33.33 % -0.76 % 0.5961 - - Long Windup 45.85%28.41 0.15 0.04 %
30-Jun-20 387.45 387.60 40,500 13,575,600 -0.09 % 25.00 % 0.34 % 0.5975 - - Short Buildup 50.08%36.12 0.15 0.04 %
29-Jun-20 386.55 387.95 32,400 13,529,700 0.06 % 33.33 % 4.50 % 0.5990 - - Long Buildup 47.16%50.39 1.4 0.36 %
26-Jun-20 385.65 387.70 24,300 12,946,500 0.65 % 12.50 % -0.19 % 0.6005 - - Short Covering 57.81%39.22 2.05 0.53 %
25-Jun-20 384.00 385.20 21,600 12,970,800 -0.96 % 33.33 % -2.54 % 0.6019 - - Long Windup 53.20%40.08 1.2 0.31 %
24-Jun-20 383.10 388.95 16,200 13,308,300 0.00 % 0.00 % -1.77 % 0.6034 - - 53.07%79.08 5.85 1.53 %
23-Jun-20 390.85 388.95 16,200 13,548,600 2.09 % 20.00 % 3.61 % 0.6043 - - Long Buildup 51.19%76.72 -1.9 -0.49 %
22-Jun-20 381.10 381.00 13,500 13,076,100 0.36 % -16.67 % 7.36 % 0.6049 - - Long Buildup 54.89%54.88 -0.1 -0.03 %
19-Jun-20 377.30 379.65 16,200 12,179,700 3.31 % 50.00 % -1.33 % 0.6063 - - Short Covering 72.93%116.91 2.35 0.62 %
18-Jun-20 372.15 367.50 10,800 12,344,400 0.00 % 0.00 % -2.47 % 0.6075 - - 51.56%37.02 -4.65 -1.25 %
17-Jun-20 369.60 367.50 10,800 12,657,600 0.11 % 100.00 % 0.28 % 0.6087 - - Long Buildup 49.14%46.44 -2.1 -0.57 %
16-Jun-20 369.05 367.10 5,400 12,622,500 0.00 % 0.00 % 2.75 % 0.6102 - - 44.92%38.85 -1.95 -0.53 %
08-Jun-20 379.45 374.95 2,700 11,024,100 -0.28 % 0.00 % -1.07 % 0.6182 - - Long Windup 42.23%25.09 -4.5 -1.19 %
05-Jun-20 379.75 376.00 2,700 11,142,900 3.61 % 0.00 % -1.81 % 0.6197 - - Short Covering 49.02%58.46 -3.75 -0.99 %
04-Jun-20 381.50 362.90 2,700 11,348,100 0.00 % 0.00 % 2.16 % 0.6212 - - 37.49%64.88 -18.6 -4.88 %
03-Jun-20 366.65 362.90 2,700 11,107,800 0.00 % 0.00 % 1.43 % 0.6205 - - 51.83%76.53 -3.75 -1.02 %
02-Jun-20 367.45 362.90 2,700 10,951,200 0.00 % 0.00 % -0.32 % 0.6220 - - 53.99%52.35 -4.55 -1.24 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
89.99 Crore Rs. 85.37 Crore Rs. 133.17 Crore Rs. 150.11 Crore Rs. 115.69 Crore Rs. 91.58 Crore Rs. More details >>
Average Delivery Percentage
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
21.19 % 29.69 % 23.74 % 25.22 % 27.64 % 30.89 % More details >>
 
 
TATACONSUM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 14-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
501.3 510.9 525.9 535.5 550.5 560.1 575.1
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
528.6 534.75 536.8 538.85 535.5 542.95 545 547.05 553.2
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
510.9 520.3 526.1 535.5 544.9 550.7 560.1
DeMark Pivot
Support 1 Pivot Point Resistance 1
530.7 537.9 555.3
 
 
TATACONSUM Result / Events
Date Description Status
04-Aug-20Financial ResultsCompleted