FnO Contract Details

Expiry:
Symbol:

TATAGLOBAL analysis for the selected expiry [Dec-19] as on 12-Dec-19

TATAGLOBAL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 314.60 327.55 314.35 323.55 NA 2.93 % NA NA
26-Dec-19 315.40 327.55 315.35 323.80 9,063,900 2.86 % -0.30 % Short Covering
30-Jan-20 317.70 328.00 317.70 324.85 232,200 3.01 % 82.98 % Long Buildup
27-Feb-20 328.45 328.45 328.45 328.45 18,900 3.94 % 75.00 % Long Buildup
Cummulative NA NA NA NA 9,315,000 NA 0.94 % Long Buildup
TATAGLOBAL Options OI PCR:  0.39   (Expiry : 26-Dec-19 )   PUT OI: 1,017,900   CALL OI: 2,610,900 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
330.00 618300 63.57% 5.30 112.00% Long Buildup
340.00 467100 21.83% 2.50 108.33% Long Buildup
320.00 418500 -22.11% 9.75 80.56% 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
330.00 618300 63.57% 5.30 112.00% Long Buildup
340.00 467100 21.83% 2.50 108.33% Long Buildup
325.00 213300 29.51% 7.35 96.00% 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
320.00 418500 -22.11% 9.75 80.56% Short Covering
310.00 91800 -20.93% 15.95 50.47% Short Covering
315.00 75600 -22.22% 12.50 67.79% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
310.00 221400 26.15% 2.60 -53.15% Short Buildup
300.00 202500 5.63% 1.15 -53.06% Short Buildup
315.00 132300 36.11% 4.05 -48.08% 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
310.00 221400 26.15% 2.60 -53.15% Short Buildup
320.00 116100 59.26% 5.95 -42.79% Short Buildup
315.00 132300 36.11% 4.05 -48.08% 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
290.00 124200 -2.13% 0.45 -52.63% Long Windup
None
None
 
 
TATAGLOBAL 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 %
12-Dec-19 323.55 323.80 9,063,900 9,315,000 2.86 % -0.30 % 0.94 % 0.3494 0.39 2.70 % Long Buildup 26.78%48.24 0.25 0.08 %
11-Dec-19 314.35 314.80 9,090,900 9,228,600 0.38 % 1.81 % 1.91 % 0.3324 0.36 1.49 % Long Buildup 38.59%22.50 0.45 0.14 %
10-Dec-19 312.85 313.60 8,928,900 9,055,800 -0.78 % -0.60 % -0.50 % 0.3421 0.34 1.40 % Long Windup 39.33%15.90 0.75 0.24 %
09-Dec-19 315.45 316.05 8,982,900 9,101,700 0.73 % -1.13 % -0.97 % 0.3506 0.33 1.31 % Short Covering 29.06%10.25 0.6 0.19 %
06-Dec-19 313.75 313.75 9,085,500 9,190,800 -0.98 % -4.94 % -4.86 % 0.3606 0.33 1.15 % Long Windup 35.32%18.76 0 0 %
05-Dec-19 315.60 316.85 9,558,000 9,660,600 -1.05 % 0.97 % 0.99 % 0.3709 0.33 1.06 % Short Buildup 24.17%22.03 1.25 0.4 %
04-Dec-19 318.90 320.20 9,466,200 9,566,100 1.43 % 1.71 % 1.87 % 0.3792 0.37 1.04 % Long Buildup 26.30%13.92 1.3 0.41 %
03-Dec-19 314.40 315.70 9,306,900 9,390,600 -0.85 % -4.57 % -4.45 % 0.3851 0.35 0.89 % Long Windup 29.70%14.61 1.3 0.41 %
02-Dec-19 316.80 318.40 9,752,400 9,828,000 -1.65 % -2.59 % -2.57 % 0.3955 0.38 0.77 % Long Windup 31.46%20.18 1.6 0.51 %
29-Nov-19 323.15 323.75 10,011,600 10,087,200 1.66 % -1.51 % -4.84 % 0.3967 0.33 0.75 % Short Covering 31.99%50.58 0.6 0.19 %
28-Nov-19 318.70 318.45 10,165,500 10,600,200 3.28 % 3.35 % -17.47 % 0.4037 0.27 - Short Covering 48.95%130.86 -0.25 -0.08 %
27-Nov-19 307.35 308.35 9,836,100 12,843,900 2.65 % 81.97 % -5.18 % 0.3779 0.24 - Short Covering 45.85%37.30 1 0.33 %
26-Nov-19 299.50 300.40 5,405,400 13,545,900 -1.20 % 114.12 % 0.58 % 0.3692 0.42 - Short Buildup 49.89%32.45 0.9 0.3 %
25-Nov-19 302.15 304.05 2,524,500 13,467,600 0.85 % 167.91 % 2.47 % 0.3783 0.38 - Long Buildup 30.13%13.50 1.9 0.63 %
22-Nov-19 299.60 301.50 942,300 13,143,600 -0.68 % 69.42 % 0.93 % 0.3880 0.38 - Short Buildup 42.21%27.41 1.9 0.63 %
21-Nov-19 301.80 303.55 556,200 13,022,100 -1.49 % 67.48 % -0.62 % 0.3986 0.39 - Long Windup 19.94%17.95 1.75 0.58 %
20-Nov-19 306.80 308.15 332,100 13,103,100 1.42 % 11.82 % -1.94 % 0.4035 0.35 - Short Covering 30.60%19.20 1.35 0.44 %
19-Nov-19 302.50 303.85 297,000 13,362,300 -0.91 % 6.80 % -0.38 % 0.4107 0.53 - Long Windup 42.01%21.26 1.35 0.45 %
18-Nov-19 305.30 306.65 278,100 13,413,600 2.28 % 5.10 % -2.99 % 0.4213 0.50 - Short Covering 31.98%35.49 1.35 0.44 %
15-Nov-19 297.75 299.80 264,600 13,826,700 1.15 % 24.05 % -1.78 % 0.4174 0.70 - Short Covering 27.88%30.26 2.05 0.69 %
14-Nov-19 295.50 296.40 213,300 14,077,800 1.75 % 19.70 % 0.42 % 0.4289 1.50 - Long Buildup 50.56%74.47 0.9 0.3 %
13-Nov-19 289.50 291.30 178,200 14,018,400 -1.99 % -1.49 % 0.06 % 0.4312 2.00 - Short Buildup 39.78%29.70 1.8 0.62 %
11-Nov-19 294.95 297.20 180,900 14,010,300 0.30 % 8.06 % 3.63 % 0.4355 1.50 - Long Buildup 46.68%52.24 2.25 0.76 %
08-Nov-19 295.20 296.30 167,400 13,518,900 -2.08 % 3.33 % 1.54 % 0.4492 - - Short Buildup 47.11%65.21 1.1 0.37 %
07-Nov-19 300.85 302.60 162,000 13,313,700 0.08 % 5.26 % 0.02 % 0.4540 - - Long Buildup 32.34%19.50 1.75 0.58 %
06-Nov-19 299.90 302.35 153,900 13,311,000 -0.17 % 7.55 % 2.84 % 0.4681 - - Short Buildup 42.10%46.82 2.45 0.82 %
05-Nov-19 300.50 302.85 143,100 12,943,800 -1.90 % 3.92 % 3.45 % 0.4827 - - Short Buildup 46.46%36.59 2.35 0.78 %
04-Nov-19 306.60 308.70 137,700 12,511,800 0.31 % 15.91 % 2.23 % 0.4883 - - Long Buildup 41.13%74.14 2.1 0.68 %
01-Nov-19 304.95 307.75 118,800 12,239,100 -3.54 % 15.79 % -4.45 % 0.5030 - - Long Windup 45.05%125.59 2.8 0.92 %
31-Oct-19 317.00 319.05 102,600 12,808,800 8.24 % 100.00 % 27.56 % 0.4839 - - Long Buildup 23.58%157.46 2.05 0.65 %
30-Oct-19 291.75 294.75 51,300 10,041,300 4.15 % 58.33 % -6.72 % 0.2976 - - Short Covering 29.03%47.67 3 1.03 %
29-Oct-19 283.40 283.00 32,400 10,764,900 0.19 % 71.43 % 4.18 % 0.2792 - - Long Buildup 42.20%32.18 -0.4 -0.14 %
27-Oct-19 279.85 282.45 18,900 10,332,900 0.00 % 0.00 % 0.68 % 0.2798 - - 35.54%2.76 2.6 0.93 %
25-Oct-19 279.60 282.45 18,900 10,262,700 -1.15 % 40.00 % 6.89 % 0.2883 - - Short Buildup 37.76%14.13 2.85 1.02 %
24-Oct-19 281.10 285.75 13,500 9,601,200 0.35 % 66.67 % 1.48 % 0.2967 - - Long Buildup 30.21%11.21 4.65 1.65 %
23-Oct-19 278.85 284.75 8,100 9,460,800 -1.47 % -25.00 % -3.07 % 0.3044 - - Long Windup 17.57%5.97 5.9 2.12 %
22-Oct-19 281.75 289.00 10,800 9,760,500 2.19 % 0.00 % 0.42 % 0.3099 - - Long Buildup 39.62%22.31 7.25 2.57 %
18-Oct-19 282.00 282.80 10,800 9,720,000 2.30 % 33.33 % 5.45 % 0.3196 - - Long Buildup 40.75%37.91 0.8 0.28 %
17-Oct-19 279.45 276.45 8,100 9,217,800 -0.14 % 0.00 % 5.73 % 0.3247 - - Short Buildup 40.15%22.23 -3 -1.07 %
16-Oct-19 275.55 276.85 8,100 8,718,300 0.00 % 0.00 % -1.01 % 0.3273 - - 15.64%3.51 1.3 0.47 %
15-Oct-19 277.75 276.85 8,100 8,807,400 -0.91 % 50.00 % 0.03 % 0.3357 - - Short Buildup 25.55%7.17 -0.9 -0.32 %
14-Oct-19 275.75 279.40 5,400 8,804,700 2.21 % 100.00 % -3.00 % 0.3443 - - Short Covering 28.74%16.17 3.65 1.32 %
11-Oct-19 272.05 273.35 2,700 9,077,400 1.86 % 0.00 % 8.73 % 0.3513 - - Long Buildup 56.67%55.28 1.3 0.48 %
10-Oct-19 266.65 268.35 2,700 8,348,400 0.00 % 0.00 % -0.39 % 0.3459 - - 23.87%5.61 1.7 0.64 %
 
 
Average Delivery Volume
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
48.24 Crore Rs. 28.88 Crore Rs. 23.13 Crore Rs. 20.78 Crore Rs. 33.66 Crore Rs. 32.24 Crore Rs. More details >>
Average Delivery Percentage
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
26.78 % 31.15 % 31.56 % 29.69 % 36.66 % 36.15 % More details >>
 
 
TATAGLOBAL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 13-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
304.71 310.03 316.91 322.23 329.11 334.43 341.31
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
317.7 320.75 321.77 322.78 322.23 324.82 325.83 326.85 329.9
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
310.03 314.69 317.57 322.23 326.89 329.77 334.43
DeMark Pivot
Support 1 Pivot Point Resistance 1
319.58 323.56 331.78
 
 
TATAGLOBAL Result / Events
Date Description Status
30-Oct-19Financial ResultsCompleted
31-Jul-19Financial ResultsCompleted
23-Apr-19Financial Results/DividendCompleted
05-Feb-19Financial ResultsCompleted