FnO Contract Details

Expiry:
Symbol:

TATASTEEL analysis for the selected expiry [Dec-19] as on 05-Dec-19

TATASTEEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 411.05 411.85 397.10 399.80 NA -2.32 % NA NA
26-Dec-19 412.30 413.35 397.75 400.45 21,024,776 -2.65 % -4.44 % Long Windup
30-Jan-20 413.70 414.15 400.00 401.85 408,000 -2.72 % -3.89 % Long Windup
27-Feb-20 407.00 407.00 403.05 403.05 16,500 -1.80 % 10.00 % Short Buildup
Cummulative NA NA NA NA 21,449,276 NA -4.42 % Long Windup
TATASTEEL Options OI PCR:  0.44   (Expiry : 26-Dec-19 )   PUT OI: 4,281,135   CALL OI: 9,682,686 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
430.00 1540572 21.40% 6.10 -35.45% Short Buildup
450.00 1531023 17.51% 2.80 -39.13% Short Buildup
420.00 1254102 20.49% 8.65 -33.72% 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
430.00 1540572 21.40% 6.10 -35.45% Short Buildup
450.00 1531023 17.51% 2.80 -39.13% Short Buildup
410.00 832885 36.76% 12.15 -30.77% 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
380.00 138991 -2.96% 28.70 -21.90% Long Windup
370.00 10610 -16.67% 35.50 -23.33% Long Windup
490.00 93368 -2.22% 0.65 -35.00% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 604770 4.20% 15.85 36.05% Long Buildup
390.00 513524 7.56% 11.45 39.63% Long Buildup
380.00 454108 -8.35% 7.90 39.82% Short Covering
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 275860 18.72% 2.20 37.50% Long Buildup
390.00 513524 7.56% 11.45 39.63% Long Buildup
340.00 199468 13.94% 1.35 35.00% 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
380.00 454108 -8.35% 7.90 39.82% Short Covering
420.00 254640 -4.76% 28.00 31.15% Short Covering
450.00 98673 -2.11% 52.00 16.72% 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 %
05-Dec-19 399.80 400.45 21,024,776 21,449,276 -2.65 % -4.44 % -4.42 % 0.5102 0.44 1.98 % Long Windup 9.98%44.34 0.65 0.16 %
04-Dec-19 409.30 411.35 22,000,896 22,440,396 2.53 % 7.70 % 7.75 % 0.5111 0.49 1.96 % Long Buildup 14.53%155.25 2.05 0.5 %
03-Dec-19 399.65 401.20 20,427,433 20,826,433 -4.99 % 7.27 % 7.64 % 0.5145 0.51 1.92 % Short Buildup 14.99%101.09 1.55 0.39 %
02-Dec-19 420.85 422.25 19,043,889 19,348,389 -1.34 % 0.54 % 0.78 % 0.4683 0.57 1.57 % Short Buildup 8.62%30.24 1.4 0.33 %
29-Nov-19 427.50 428.00 18,940,972 19,198,972 -1.06 % -4.42 % -9.02 % 0.4772 0.65 1.34 % Long Windup 13.56%73.25 0.5 0.12 %
28-Nov-19 432.10 432.60 19,816,297 21,101,348 2.06 % 43.29 % -1.92 % 0.4931 0.71 - Short Covering 16.81%114.51 0.5 0.12 %
27-Nov-19 421.35 423.85 13,829,074 21,515,431 -0.27 % 39.28 % -2.93 % 0.4958 0.65 - Long Windup 14.73%68.20 2.5 0.59 %
26-Nov-19 424.15 425.00 9,928,838 22,164,764 0.72 % 35.76 % -7.41 % 0.5112 0.67 - Short Covering 19.98%239.68 0.85 0.2 %
25-Nov-19 419.50 421.95 7,313,473 23,938,866 4.86 % 107.37 % 7.21 % 0.5259 0.64 - Long Buildup 19.56%226.54 2.45 0.58 %
22-Nov-19 400.00 402.40 3,526,764 22,328,049 3.97 % 89.73 % -0.82 % 0.4904 0.56 - Short Covering 15.08%104.15 2.4 0.6 %
21-Nov-19 385.10 387.05 1,858,872 22,512,407 -3.50 % 23.38 % -2.03 % 0.4688 0.50 - Long Windup 17.43%68.54 1.95 0.51 %
20-Nov-19 398.70 401.10 1,506,620 22,979,357 -0.82 % 23.69 % -0.28 % 0.4512 0.50 - Long Windup 9.67%47.23 2.4 0.6 %
19-Nov-19 401.75 404.40 1,218,028 23,043,712 -2.28 % 3.80 % -0.10 % 0.4640 0.52 - Long Windup 11.10%63.60 2.65 0.66 %
18-Nov-19 410.05 413.85 1,173,466 23,066,176 4.19 % 18.80 % -3.06 % 0.4664 0.44 - Short Covering 11.75%91.08 3.8 0.93 %
15-Nov-19 394.50 397.20 987,791 23,793,583 0.49 % 32.43 % 0.87 % 0.4411 0.40 - Long Buildup 9.10%42.40 2.7 0.68 %
14-Nov-19 391.95 395.25 745,883 23,588,152 -0.89 % 7.00 % -0.87 % 0.4533 0.37 - Long Windup 8.87%37.79 3.3 0.84 %
13-Nov-19 397.90 398.80 697,077 23,795,266 -1.37 % 57.55 % -3.53 % 0.4650 0.40 - Long Windup 14.20%98.93 0.9 0.23 %
11-Nov-19 401.45 404.35 442,437 24,666,128 1.07 % 2.46 % -2.46 % 0.4748 0.46 - Short Covering 8.67%47.24 2.9 0.72 %
08-Nov-19 397.95 400.05 431,827 25,288,935 -1.56 % 8.53 % 0.01 % 0.4870 0.45 - Short Buildup 14.73%125.60 2.1 0.53 %
07-Nov-19 403.10 406.40 397,875 25,285,752 -0.33 % 9.97 % 7.93 % 0.4981 0.45 - Short Buildup 11.92%195.51 3.3 0.82 %
06-Nov-19 404.45 407.75 361,801 23,426,880 0.15 % 15.20 % -3.53 % 0.5135 0.43 - Short Covering 11.02%79.95 3.3 0.82 %
05-Nov-19 403.95 407.15 314,056 24,284,168 -1.07 % 17.46 % 2.53 % 0.5295 0.43 - Short Buildup 12.06%101.65 3.2 0.79 %
04-Nov-19 409.15 411.55 267,372 23,685,764 2.48 % 25.37 % 2.28 % 0.5422 0.15 - Long Buildup 18.47%218.61 2.4 0.59 %
01-Nov-19 399.50 401.60 213,261 23,157,386 4.92 % 53.44 % -7.88 % 0.5465 0.86 - Short Covering 25.79%248.40 2.1 0.53 %
31-Oct-19 380.55 382.75 138,991 25,137,212 -1.92 % 35.05 % -4.73 % 0.5146 1.33 - Long Windup 44.29%366.65 2.2 0.58 %
30-Oct-19 388.00 390.25 102,917 26,384,948 -1.10 % 10.23 % -2.06 % 0.5250 0.67 - Long Windup 29.69%165.53 2.25 0.58 %
29-Oct-19 390.20 394.60 93,368 26,939,851 7.10 % 49.15 % -6.07 % 0.5396 0.67 - Short Covering 21.80%213.94 4.4 1.13 %
27-Oct-19 365.00 368.45 62,599 28,680,952 1.54 % 1.72 % 3.64 % 0.4534 2.00 - Long Buildup 23.70%9.36 3.45 0.95 %
25-Oct-19 362.25 362.85 61,538 27,673,002 0.06 % 18.37 % -0.80 % 0.4641 2.00 - Short Covering 25.67%139.47 0.6 0.17 %
24-Oct-19 359.90 362.65 51,989 27,895,812 0.62 % 8.89 % -1.30 % 0.4785 - - Short Covering 18.74%74.01 2.75 0.76 %
23-Oct-19 356.20 360.40 47,745 28,261,857 0.73 % 2.27 % 0.85 % 0.4922 - - Long Buildup 13.34%44.29 4.2 1.18 %
22-Oct-19 354.50 357.80 46,684 28,023,132 -1.32 % -2.22 % 0.34 % 0.5073 - - Short Buildup 9.92%42.00 3.3 0.93 %
18-Oct-19 359.60 362.60 47,745 27,927,642 1.20 % 9.76 % -5.53 % 0.5205 - - Short Covering 15.26%90.94 3 0.83 %
17-Oct-19 356.10 358.30 43,501 29,561,582 2.27 % 20.59 % 4.51 % 0.5355 - - Long Buildup 15.82%94.06 2.2 0.62 %
16-Oct-19 347.40 350.35 36,074 28,285,199 -0.71 % 6.25 % -1.76 % 0.5348 - - Long Windup 12.91%57.49 2.95 0.85 %
15-Oct-19 349.20 352.85 33,952 28,791,296 1.55 % 18.52 % 0.72 % 0.5507 - - Long Buildup 8.67%54.38 3.65 1.05 %
14-Oct-19 344.85 347.45 28,647 28,585,462 1.62 % 22.73 % -5.16 % 0.5640 - - Short Covering 17.94%103.44 2.6 0.75 %
11-Oct-19 339.00 341.90 23,342 30,140,888 2.70 % 4.76 % -2.21 % 0.5778 - - Short Covering 6.98%40.58 2.9 0.86 %
10-Oct-19 329.95 332.90 22,281 30,822,050 -2.82 % 61.54 % 0.30 % 0.5804 - - Short Buildup 11.34%43.04 2.95 0.89 %
09-Oct-19 336.45 342.55 13,793 30,728,682 0.68 % 85.71 % 2.23 % 0.5883 - - Long Buildup 15.15%75.30 6.1 1.81 %
07-Oct-19 324.80 340.25 7,427 30,058,130 0.90 % -12.50 % 0.96 % 0.5827 - - Long Buildup 17.06%68.78 15.45 4.76 %
04-Oct-19 333.10 337.20 8,488 29,773,782 -2.89 % 0.00 % 1.44 % 0.5895 - - Short Buildup 10.64%40.56 4.1 1.23 %
03-Oct-19 339.60 347.25 8,488 29,352,565 -1.12 % 0.00 % -0.07 % 0.6014 - - Long Windup 14.80%60.97 7.65 2.25 %
01-Oct-19 351.55 351.20 8,488 29,373,785 0.30 % 166.67 % 0.92 % 0.5988 - - Long Buildup 11.62%51.33 -0.35 -0.1 %
30-Sep-19 360.50 350.15 3,183 29,105,352 0.00 % 0.00 % -2.66 % 0.6085 - - 17.06%90.51 -10.35 -2.87 %
 
 
Average Delivery Volume
On 05-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
44.34 Crore Rs. 100.23 Crore Rs. 80.83 Crore Rs. 103.32 Crore Rs. 102.82 Crore Rs. 97.86 Crore Rs. More details >>
Average Delivery Percentage
On 05-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
9.98 % 13.74 % 13.14 % 15.21 % 15.27 % 13.79 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside Candle-
FUTUREDark Cloud Cover-
SPOTDark Cloud Cover-
 
 
TATASTEEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
378.75 388.25 394.35 403.85 409.95 419.45 425.55
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
392.65 396.55 397.85 399.15 403.85 401.75 403.05 404.35 408.25
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
388.25 394.21 397.89 403.85 409.81 413.49 419.45
DeMark Pivot
Support 1 Pivot Point Resistance 1
391.3 402.33 406.9
 
 
TATASTEEL Result / Events
Date Description Status
26-Feb-19Fund RaisingCompleted