FnO Contract Details

Expiry:
Symbol:

TATASTEEL analysis for the selected expiry [Aug-19] as on 19-Aug-19

TATASTEEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 365.90 366.95 357.15 359.55 NA -0.96 % NA NA
29-Aug-19 365.15 367.20 357.00 359.75 33,322,827 -1.07 % -0.68 % Long Windup
26-Sep-19 366.90 367.90 358.60 361.60 1,906,617 -1.01 % 11.96 % Short Buildup
31-Oct-19 365.75 365.75 360.50 362.00 70,026 -1.09 % 10.00 % Short Buildup
Cummulative NA NA NA NA 35,299,470 NA -0.01 % Long Windup
TATASTEEL Options OI PCR:  0.49   (Expiry : 29-Aug-19 )   PUT OI: 6,956,977   CALL OI: 14,162,228 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 2071072 11.17% 1.10 -26.67% Short Buildup
380.00 1550121 15.42% 3.00 -31.03% Short Buildup
420.00 1301847 6.81% 0.50 -28.57% 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
370.00 1119355 36.71% 5.50 -27.63% Short Buildup
400.00 2071072 11.17% 1.10 -26.67% Short Buildup
380.00 1550121 15.42% 3.00 -31.03% 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
450.00 827580 -15.95% 0.30 -14.29% Long Windup
390.00 1133148 -6.89% 1.65 -31.25% Long Windup
460.00 600526 -6.45% 0.25 -16.67% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
340.00 1223333 2.31% 3.10 5.08% Long Buildup
350.00 753310 -1.66% 5.65 6.60% Short Covering
330.00 690711 14.21% 1.65 -2.94% 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
330.00 690711 14.21% 1.65 -2.94% Short Buildup
340.00 1223333 2.31% 3.10 5.08% Long Buildup
310.00 162333 1.32% 0.70 -12.50% 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
360.00 618563 -15.87% 9.60 12.94% Short Covering
440.00 160211 -16.11% 80.40 -0.25% Long Windup
640.00 43501 -30.51% 280.55 45.66% Short Covering
 
 
TATASTEEL 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-Aug-19 359.55 359.75 33,322,827 35,299,470 -1.07 % -0.68 % -0.01 % 0.5139 0.49 5.60 % Long Windup 9.14%32.47 0.2 0.06 %
16-Aug-19 363.05 363.65 33,537,149 35,303,714 -0.12 % 0.88 % 2.02 % 0.5279 0.53 5.00 % Short Buildup 12.33%53.35 0.6 0.17 %
14-Aug-19 364.65 364.10 33,227,337 34,604,515 4.15 % -5.85 % -5.54 % 0.5441 0.53 3.98 % Short Covering 16.89%115.42 -0.55 -0.15 %
13-Aug-19 348.70 349.60 35,279,311 36,634,208 -3.85 % 6.99 % 8.52 % 0.5240 0.42 3.70 % Short Buildup 19.39%99.93 0.9 0.26 %
09-Aug-19 362.35 363.60 32,966,331 33,757,837 -1.53 % 1.11 % 1.30 % 0.5061 0.45 2.34 % Short Buildup 11.69%56.57 1.25 0.34 %
08-Aug-19 367.40 369.25 32,593,920 33,326,010 -3.36 % 5.80 % 6.50 % 0.5167 0.46 2.20 % Short Buildup 15.76%132.15 1.85 0.5 %
07-Aug-19 381.90 382.10 30,796,586 31,291,012 -4.99 % -0.76 % -0.51 % 0.5067 0.50 1.58 % Long Windup 18.53%94.11 0.2 0.05 %
06-Aug-19 401.60 402.15 31,022,579 31,452,284 0.21 % -0.91 % -0.74 % 0.4607 0.59 1.37 % Short Covering 17.96%73.56 0.55 0.14 %
05-Aug-19 399.25 401.30 31,295,256 31,686,765 -2.38 % 0.44 % 0.56 % 0.4750 0.57 1.24 % Short Buildup 17.27%77.86 2.05 0.51 %
02-Aug-19 409.10 411.10 31,146,716 31,509,578 -2.40 % 0.35 % 0.52 % 0.4759 0.62 1.15 % Short Buildup 15.61%86.14 2 0.49 %
01-Aug-19 420.00 421.20 31,026,823 31,346,184 -2.64 % -0.94 % -0.90 % 0.4767 0.63 1.02 % Long Windup 18.40%72.82 1.2 0.29 %
31-Jul-19 432.05 432.60 31,309,049 31,631,593 4.20 % -0.93 % -1.00 % 0.4745 0.72 1.02 % Short Covering 19.11%95.31 0.55 0.13 %
30-Jul-19 415.05 415.15 31,596,580 31,952,015 -4.57 % -0.85 % -0.54 % 0.4472 0.62 1.11 % Long Windup 10.39%40.80 0.1 0.02 %
29-Jul-19 433.45 435.05 31,858,647 32,124,958 -2.85 % 3.63 % 3.70 % 0.4021 0.72 0.83 % Short Buildup 12.10%41.30 1.6 0.37 %
26-Jul-19 445.50 447.80 30,741,414 30,978,017 1.28 % -1.08 % -3.63 % 0.3906 0.86 0.76 % Short Covering 13.11%38.47 2.3 0.52 %
25-Jul-19 440.35 442.15 31,076,690 32,144,056 -1.31 % 24.29 % -1.00 % 0.3946 0.80 - Long Windup 14.68%48.65 1.8 0.41 %
24-Jul-19 446.00 448.00 25,002,465 32,467,661 -3.23 % 28.89 % 0.48 % 0.4027 0.73 - Short Buildup 24.96%92.86 2 0.45 %
23-Jul-19 459.85 462.95 19,398,263 32,313,816 -1.13 % 76.17 % -0.62 % 0.3851 0.82 - Long Windup 9.85%25.04 3.1 0.67 %
22-Jul-19 465.55 468.25 11,011,058 32,516,467 1.56 % 70.30 % -1.66 % 0.3931 0.73 - Short Covering 7.49%24.24 2.7 0.58 %
19-Jul-19 458.05 461.05 6,465,734 33,063,943 -2.04 % 118.19 % 2.18 % 0.3976 0.85 - Short Buildup 12.32%41.11 3 0.65 %
18-Jul-19 466.60 470.65 2,963,373 32,359,439 -1.75 % 64.68 % 2.69 % 0.3985 0.87 - Short Buildup 17.71%43.25 4.05 0.87 %
17-Jul-19 475.70 479.05 1,799,456 31,512,761 -0.23 % 4.56 % -1.08 % 0.4003 0.96 - Long Windup 10.00%26.06 3.35 0.7 %
16-Jul-19 476.70 480.15 1,720,942 31,856,525 1.66 % 22.51 % -0.56 % 0.4127 0.86 - Short Covering 12.89%39.55 3.45 0.72 %
15-Jul-19 468.30 472.30 1,404,764 32,036,895 -0.94 % 61.46 % 2.05 % 0.4182 0.73 - Short Buildup 23.37%85.43 4 0.85 %
12-Jul-19 472.90 476.80 870,020 31,391,807 2.28 % 10.22 % -4.98 % 0.4292 0.80 - Short Covering 13.30%83.31 3.9 0.82 %
11-Jul-19 462.00 466.15 789,384 33,036,357 1.64 % 6.13 % -0.21 % 0.4299 0.96 - Short Covering 13.30%61.35 4.15 0.9 %
10-Jul-19 454.80 458.65 743,761 33,107,444 -3.01 % 30.30 % 2.41 % 0.4352 0.91 - Short Buildup 22.27%136.52 3.85 0.85 %
09-Jul-19 468.45 472.90 570,818 32,327,609 0.06 % 12.08 % 0.70 % 0.4227 0.81 - Long Buildup 12.36%39.71 4.45 0.95 %
08-Jul-19 468.05 472.60 509,280 32,102,677 -2.07 % 31.87 % -2.04 % 0.4360 0.77 - Long Windup 18.56%70.23 4.55 0.97 %
05-Jul-19 478.35 482.60 386,204 32,770,046 -3.49 % 14.47 % 4.24 % 0.4387 0.64 - Short Buildup 19.37%70.56 4.25 0.89 %
04-Jul-19 495.30 500.05 337,398 31,436,369 -0.48 % 10.03 % -0.48 % 0.4197 0.50 - Long Windup 15.31%55.08 4.75 0.96 %
03-Jul-19 510.30 502.45 306,629 31,588,092 0.29 % -5.25 % -1.88 % 0.4321 0.44 - Short Covering 14.59%51.73 -7.85 -1.54 %
02-Jul-19 508.80 501.00 323,605 32,193,923 0.29 % 11.72 % -0.69 % 0.4454 0.24 - Short Covering 10.29%29.97 -7.8 -1.53 %
01-Jul-19 506.95 499.55 289,653 32,418,855 0.38 % 21.33 % 1.39 % 0.4593 0.21 - Long Buildup 20.84%90.28 -7.4 -1.46 %
28-Jun-19 504.40 497.65 238,725 31,973,235 -1.26 % 19.68 % -9.56 % 0.4733 0.25 - Long Windup 22.23%98.23 -6.75 -1.34 %
27-Jun-19 510.70 504.00 199,468 35,351,459 0.00 % 48.03 % 1.30 % 0.4642 - - 26.28%160.36 -6.7 -1.31 %
26-Jun-19 510.60 504.00 134,747 34,898,412 2.87 % 22.12 % 2.45 % 0.4787 - - Long Buildup 28.51%188.65 -6.6 -1.29 %
25-Jun-19 498.00 489.95 110,344 34,062,344 2.52 % 36.84 % 3.84 % 0.4782 - - Long Buildup 13.79%93.74 -8.05 -1.62 %
24-Jun-19 486.25 477.90 80,636 32,802,937 -2.72 % 16.92 % 2.54 % 0.4778 - - Short Buildup 17.50%61.79 -8.35 -1.72 %
21-Jun-19 497.65 491.25 68,965 31,990,211 -0.76 % 20.37 % -0.11 % 0.4775 - - Long Windup 21.43%65.33 -6.4 -1.29 %
20-Jun-19 501.00 495.00 57,294 32,025,224 1.94 % 1.89 % 1.80 % 0.4914 - - Long Buildup 13.03%51.09 -6 -1.2 %
19-Jun-19 494.10 485.60 56,233 31,459,711 3.99 % 17.78 % -0.06 % 0.5024 - - Short Covering 26.93%250.68 -8.5 -1.72 %
18-Jun-19 472.30 466.95 47,745 31,478,809 0.24 % 21.62 % 1.18 % 0.4736 - - Long Buildup 10.28%53.32 -5.35 -1.13 %
17-Jun-19 473.10 465.85 39,257 31,110,642 -6.55 % -2.63 % -1.04 % 0.4885 - - Long Windup 15.27%89.06 -7.25 -1.53 %
14-Jun-19 501.80 498.50 40,318 31,437,430 0.30 % 5.56 % 0.04 % 0.4166 - - Long Buildup 12.70%42.09 -3.3 -0.66 %
13-Jun-19 502.55 497.00 38,196 31,424,698 -0.63 % 12.50 % 1.23 % 0.4292 - - Short Buildup 19.86%72.12 -5.55 -1.1 %
12-Jun-19 505.85 500.15 33,952 31,043,799 2.93 % 39.13 % 3.61 % 0.4415 - - Long Buildup 18.33%118.28 -5.7 -1.13 %
11-Jun-19 492.50 485.90 24,403 29,961,579 1.00 % 64.29 % -0.02 % 0.4379 - - Short Covering 20.37%65.55 -6.6 -1.34 %
10-Jun-19 486.05 481.10 14,854 29,967,945 0.86 % 75.00 % 2.69 % 0.4467 - - Long Buildup 19.42%64.67 -4.95 -1.02 %
07-Jun-19 482.10 477.00 8,488 29,183,866 -0.40 % 33.33 % -2.92 % 0.4579 - - Long Windup 6.94%22.79 -5.1 -1.06 %
06-Jun-19 484.60 478.90 6,366 30,060,252 -2.86 % 100.00 % 2.37 % 0.4712 - - Short Buildup 28.29%99.01 -5.7 -1.18 %
04-Jun-19 497.65 493.00 3,183 29,363,175 0.00 % 0.00 % -0.64 % 0.4690 - - 16.44%50.84 -4.65 -0.93 %
03-Jun-19 497.65 493.00 3,183 29,550,972 3.35 % 50.00 % 0.40 % 0.4836 - - Long Buildup 18.88%79.92 -4.65 -0.93 %
31-May-19 488.30 477.00 2,122 29,433,201 0.00 % 0.00 % -5.83 % 0.4891 - - 32.38%162.52 -11.3 -2.31 %
 
 
Average Delivery Volume
On 19-Aug-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
32.47 Crore Rs. 67.08 Crore Rs. 71.55 Crore Rs. 82.19 Crore Rs. 79.27 Crore Rs. 65.97 Crore Rs. More details >>
Average Delivery Percentage
On 19-Aug-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
9.14 % 13.66 % 14.51 % 15.53 % 15.77 % 15.40 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside CandleExplosive Move Predictor
SPOTBearish Engulfing-
 
 
TATASTEEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Aug-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
345.24 351.12 355.44 361.32 365.64 371.52 375.84
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
354.65 357.2 358.05 358.9 361.32 360.6 361.45 362.3 364.85
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
351.12 355.02 357.42 361.32 365.22 367.62 371.52
DeMark Pivot
Support 1 Pivot Point Resistance 1
353.28 360.24 363.48
 
 
TATASTEEL Result / Events
Date Description Status
26-Feb-19Fund RaisingCompleted
13-Aug-18Financial Results/Other business mattersCompleted