FnO Contract Details

Expiry:
Symbol:

TATAELXSI analysis for the selected expiry [Oct-19] as on 18-Oct-19

TATAELXSI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 715.20 721.95 702.55 708.30 NA 0.03 % NA NA
31-Oct-19 715.65 722.20 701.65 709.90 1,696,200 -0.06 % 0.78 % Short Buildup
28-Nov-19 715.30 724.20 705.00 713.90 147,600 0.00 % 34.43 %
26-Dec-19 719.95 723.75 715.10 715.10 7,200 -0.67 % 20.00 % Short Buildup
Cummulative NA NA NA NA 1,851,000 NA 2.90 % Long Buildup
TATAELXSI Options OI PCR:  0.47   (Expiry : 31-Oct-19 )   PUT OI: 217,200   CALL OI: 466,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
720.00 70800 7.27% 21.60 -20.44% Short Buildup
800.00 67800 76.56% 5.25 -34.38% Short Buildup
700.00 55200 -20.00% 29.95 1.70% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 67800 76.56% 5.25 -34.38% Short Buildup
730.00 35400 40.48% 17.15 -27.02% Short Buildup
760.00 21000 66.67% 10.15 -29.51% 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
700.00 55200 -20.00% 29.95 1.70% Short Covering
680.00 37200 -10.14% 42.05 2.44% Short Covering
670.00 9000 -16.67% 49.50 5.66% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 25200 133.33% 20.45 -0.97% Short Buildup
620.00 23400 -4.88% 3.70 34.55% Short Covering
660.00 18000 36.36% 7.50 -5.06% 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
700.00 25200 133.33% 20.45 -0.97% Short Buildup
660.00 18000 36.36% 7.50 -5.06% Short Buildup
680.00 17400 38.10% 12.90 1.57% 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
850.00 9000 -34.78% 146.00 3.11% Short Covering
650.00 13800 -14.81% 5.55 -12.60% Long Windup
620.00 23400 -4.88% 3.70 34.55% Short Covering
 
 
TATAELXSI 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 %
18-Oct-19 708.30 709.90 1,696,200 1,851,000 -0.06 % 0.78 % 2.90 % 0.0000 0.47 8.36 % Short Buildup 19.97%17.92 1.6 0.23 %
17-Oct-19 708.10 710.35 1,683,000 1,798,800 5.39 % 2.48 % 2.57 % 0.5388 0.44 6.44 % Long Buildup 17.90%15.98 2.25 0.32 %
16-Oct-19 671.90 674.00 1,642,200 1,753,800 3.11 % -6.14 % -5.37 % 0.4946 0.48 6.36 % Short Covering 14.39%11.84 2.1 0.31 %
15-Oct-19 650.95 653.70 1,749,600 1,853,400 0.87 % -1.49 % -1.37 % 0.4865 0.47 5.60 % Short Covering 15.89%4.57 2.75 0.42 %
14-Oct-19 646.40 648.05 1,776,000 1,879,200 2.27 % -2.12 % -2.58 % 0.5006 0.47 5.49 % Short Covering 13.31%8.87 1.65 0.26 %
11-Oct-19 632.30 633.65 1,814,400 1,929,000 1.98 % -2.14 % -2.10 % 0.5053 0.44 5.94 % Short Covering 12.80%7.79 1.35 0.21 %
10-Oct-19 618.85 621.35 1,854,000 1,970,400 -2.91 % 3.34 % 4.12 % 0.5109 0.48 5.91 % Short Buildup 23.76%16.73 2.5 0.4 %
09-Oct-19 637.75 640.00 1,794,000 1,892,400 -5.99 % 6.29 % 8.72 % 0.5066 0.49 5.20 % Short Buildup 19.90%36.09 2.25 0.35 %
07-Oct-19 680.25 680.80 1,687,800 1,740,600 -0.58 % 0.25 % 0.38 % 0.4254 0.47 3.03 % Short Buildup 28.39%7.86 0.55 0.08 %
04-Oct-19 682.60 684.75 1,683,600 1,734,000 -1.00 % 0.18 % 0.14 % 0.4379 0.47 2.91 % Short Buildup 21.44%8.26 2.15 0.31 %
03-Oct-19 687.30 691.70 1,680,600 1,731,600 1.97 % -3.08 % -2.93 % 0.4503 0.48 2.95 % Short Covering 12.12%6.34 4.4 0.64 %
01-Oct-19 675.05 678.35 1,734,000 1,783,800 -0.13 % -6.14 % -5.89 % 0.4549 0.46 2.79 % Long Windup 34.97%16.05 3.3 0.49 %
30-Sep-19 677.25 679.25 1,847,400 1,895,400 -1.23 % 0.00 % 0.35 % 0.4691 0.44 2.53 % Short Buildup 26.70%12.15 2 0.3 %
27-Sep-19 682.65 687.70 1,847,400 1,888,800 -0.15 % -0.23 % -2.81 % 0.4802 0.42 2.19 % Long Windup 24.04%20.81 5.05 0.74 %
26-Sep-19 685.70 688.70 1,851,600 1,943,400 2.42 % 29.55 % -5.68 % 0.4952 0.46 - Short Covering 26.14%18.74 3 0.44 %
25-Sep-19 667.40 672.45 1,429,200 2,060,400 -2.43 % 40.20 % -1.60 % 0.4958 0.35 - Long Windup 11.52%16.07 5.05 0.76 %
24-Sep-19 685.50 689.20 1,019,400 2,094,000 5.47 % 67.06 % 1.99 % 0.4965 0.38 - Long Buildup 9.25%20.80 3.7 0.54 %
23-Sep-19 649.20 653.45 610,200 2,053,200 0.57 % 74.74 % 1.69 % 0.4420 0.46 - Long Buildup 28.53%13.48 4.25 0.65 %
20-Sep-19 644.20 649.75 349,200 2,019,000 3.44 % 77.98 % -1.92 % 0.4553 0.26 - Short Covering 31.78%19.36 5.55 0.86 %
19-Sep-19 626.50 628.15 196,200 2,058,600 -2.08 % 27.24 % 3.81 % 0.4506 0.50 - Short Buildup 17.01%4.54 1.65 0.26 %
18-Sep-19 638.30 641.50 154,200 1,983,000 0.64 % 7.53 % -1.81 % 0.4488 0.44 - Short Covering 10.87%4.31 3.2 0.5 %
17-Sep-19 634.45 637.45 143,400 2,019,600 -4.29 % 78.36 % 5.12 % 0.4615 0.43 - Short Buildup 18.84%8.18 3 0.47 %
16-Sep-19 661.50 666.05 80,400 1,921,200 2.04 % 12.61 % 1.78 % 0.4243 - - Long Buildup 11.52%7.47 4.55 0.69 %
13-Sep-19 647.40 652.75 71,400 1,887,600 0.40 % 20.20 % 2.34 % 0.4271 - - Long Buildup 11.17%2.36 5.35 0.83 %
12-Sep-19 645.50 650.15 59,400 1,844,400 -0.05 % 8.79 % -0.81 % 0.4401 - - Long Windup 19.02%4.70 4.65 0.72 %
11-Sep-19 644.90 650.45 54,600 1,859,400 1.30 % 9.64 % 0.49 % 0.4539 - - Long Buildup 15.93%4.94 5.55 0.86 %
09-Sep-19 638.15 642.10 49,800 1,850,400 1.25 % -20.95 % -3.14 % 0.4657 - - Short Covering 16.01%4.95 3.95 0.62 %
06-Sep-19 629.70 634.15 63,000 1,910,400 1.86 % -1.87 % -1.58 % 0.4750 - - Short Covering 15.18%7.73 4.45 0.71 %
05-Sep-19 618.70 622.60 64,200 1,941,000 0.91 % 9.18 % -5.30 % 0.4839 - - Short Covering 19.04%6.72 3.9 0.63 %
04-Sep-19 610.25 617.00 58,800 2,049,600 -2.59 % 42.03 % 10.23 % 0.4946 - - Short Buildup 17.57%11.00 6.75 1.11 %
03-Sep-19 627.45 633.40 41,400 1,859,400 -0.54 % 38.00 % -0.93 % 0.4949 - - Long Windup 11.32%4.31 5.95 0.95 %
30-Aug-19 632.25 636.85 30,000 1,876,800 -0.04 % 8.70 % -6.49 % 0.5090 - - Long Windup 10.01%3.61 4.6 0.73 %
29-Aug-19 628.80 637.10 27,600 2,007,000 -2.70 % 130.00 % 5.69 % 0.5231 - - Short Buildup 21.08%10.74 8.3 1.32 %
28-Aug-19 648.60 654.80 12,000 1,899,000 -0.52 % 33.33 % -3.65 % 0.5208 - - Long Windup 14.11%10.59 6.2 0.96 %
27-Aug-19 651.75 658.20 9,000 1,971,000 1.10 % 66.67 % -2.12 % 0.5360 - - Short Covering 19.24%12.06 6.45 0.99 %
26-Aug-19 647.20 651.05 5,400 2,013,600 -0.27 % 12.50 % -9.52 % 0.5509 - - Long Windup 11.23%9.31 3.85 0.59 %
23-Aug-19 649.25 652.80 4,800 2,225,400 5.10 % -11.11 % -9.38 % 0.5674 - - Short Covering 15.10%17.10 3.55 0.55 %
22-Aug-19 606.75 621.15 5,400 2,455,800 0.04 % 12.50 % 6.59 % 0.4765 - - Long Buildup 15.67%9.81 14.4 2.37 %
21-Aug-19 633.55 620.90 4,800 2,304,000 0.00 % 0.00 % -6.09 % 0.4438 - - 18.72%11.55 -12.65 -2 %
20-Aug-19 619.45 620.90 4,800 2,453,400 0.00 % 0.00 % 2.61 % 0.4470 - - 20.05%7.28 1.45 0.23 %
19-Aug-19 629.50 620.90 4,800 2,391,000 0.00 % 0.00 % -1.02 % 0.4537 - - 16.25%5.99 -8.6 -1.37 %
16-Aug-19 623.45 620.90 4,800 2,415,600 -4.12 % 14.29 % -1.25 % 0.4654 - - Long Windup 19.65%10.88 -2.55 -0.41 %
14-Aug-19 612.85 647.60 4,200 2,446,200 0.00 % 0.00 % -5.65 % 0.4729 - - 10.75%4.91 34.75 5.67 %
13-Aug-19 610.85 647.60 4,200 2,592,600 0.00 % 0.00 % 3.72 % 0.4874 - - 14.14%7.08 36.75 6.02 %
09-Aug-19 631.50 647.60 4,200 2,499,600 0.00 % 0.00 % -1.79 % 0.4742 - - 17.80%6.24 16.1 2.55 %
08-Aug-19 631.45 647.60 4,200 2,545,200 0.00 % 0.00 % -0.73 % 0.4891 - - 17.11%6.78 16.15 2.56 %
07-Aug-19 619.00 647.60 4,200 2,563,800 0.00 % 0.00 % 4.19 % 0.4950 - - 16.66%10.53 28.6 4.62 %
06-Aug-19 626.50 647.60 4,200 2,460,600 0.00 % 0.00 % -5.11 % 0.5071 - - 28.24%15.75 21.1 3.37 %
05-Aug-19 604.50 647.60 4,200 2,593,200 0.00 % 0.00 % 1.96 % 0.4938 - - 30.36%13.37 43.1 7.13 %
02-Aug-19 622.05 647.60 4,200 2,543,400 0.00 % 0.00 % -7.10 % 0.4902 - - 11.64%6.66 25.55 4.11 %
01-Aug-19 615.00 647.60 4,200 2,737,800 0.00 % 0.00 % 3.47 % 0.5027 - - 17.23%9.47 32.6 5.3 %
31-Jul-19 636.85 647.60 4,200 2,646,000 0.00 % 0.00 % 1.17 % 0.4901 - - 16.15%10.33 10.75 1.69 %
30-Jul-19 619.20 647.60 4,200 2,615,400 0.11 % 16.67 % 3.84 % 0.4867 - - Long Buildup 14.10%6.76 28.4 4.59 %
29-Jul-19 638.45 646.90 3,600 2,518,800 0.00 % 0.00 % 2.27 % 0.4799 - - 15.04%6.02 8.45 1.32 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
17.92 Crore Rs. 15.25 Crore Rs. 11.84 Crore Rs. 14.97 Crore Rs. 13.11 Crore Rs. 13.74 Crore Rs. More details >>
Average Delivery Percentage
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
19.97 % 17.46 % 16.50 % 17.92 % 19.37 % 18.34 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside Candle-
SPOTInside Candle-
 
 
TATAELXSI Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 22-Oct-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
679.75 690.7 700.3 711.25 720.85 731.8 741.4
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
699.63 704.76 706.48 708.19 711.25 711.61 713.33 715.04 720.18
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
690.7 698.55 703.4 711.25 719.1 723.95 731.8
DeMark Pivot
Support 1 Pivot Point Resistance 1
695.5 708.85 716.05
 
 
TATAELXSI Result / Events
Date Description Status
21-Oct-19Financial ResultsUpcoming
17-Jul-19Financial ResultsCompleted
24-Apr-19Financial Results/DividendCompleted
08-Jan-19Financial ResultsCompleted