FnO Contract Details

Expiry:
Symbol:

TATASTEEL analysis for the selected expiry [Feb-20] as on 20-Feb-20

TATASTEEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 429.00 447.70 428.00 443.55 NA 2.39 % NA NA
27-Feb-20 430.20 448.50 428.90 443.60 21,280,500 2.09 % -12.39 % Short Covering
26-Mar-20 419.45 449.80 419.45 445.15 3,706,500 2.15 % 31.65 % Long Buildup
30-Apr-20 437.05 450.00 437.05 446.30 63,000 1.67 % 7.69 % Long Buildup
Cummulative NA NA NA NA 25,050,000 NA -7.78 % Short Covering
TATASTEEL Options OI PCR:  0.49   (Expiry : 27-Feb-20 )   PUT OI: 6,415,500   CALL OI: 13,009,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 2655000 -4.94% 0.35 0.00%
480.00 1806000 -8.72% 0.75 0.00%
460.00 1681500 -27.40% 2.35 20.51% 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
470.00 1380000 10.44% 1.25 4.17% Long Buildup
None
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
460.00 1681500 -27.40% 2.35 20.51% Short Covering
440.00 787500 -40.27% 9.10 37.88% Short Covering
450.00 1452000 -25.65% 4.75 33.80% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 955500 1.43% 0.45 -59.09% Short Buildup
420.00 886500 16.11% 1.30 -63.89% Short Buildup
430.00 856500 49.87% 2.60 -61.76% 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
430.00 856500 49.87% 2.60 -61.76% Short Buildup
420.00 886500 16.11% 1.30 -63.89% Short Buildup
440.00 660000 8.11% 5.60 -52.54% 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
410.00 399000 -35.59% 0.70 -63.16% Long Windup
450.00 562500 -14.77% 10.90 -42.63% Long Windup
380.00 145500 -32.64% 0.15 -57.14% Long Windup
 
 
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 %
20-Feb-20 443.55 443.60 21,280,500 25,050,000 2.09 % -12.39 % -7.78 % 0.4395 0.49 15.05 % Short Covering 16.66%95.94 0.05 0.01 %
19-Feb-20 433.20 434.50 24,289,500 27,163,500 0.37 % -1.14 % 1.82 % 0.4414 0.43 10.58 % Long Buildup 8.92%32.73 1.3 0.3 %
18-Feb-20 431.40 432.90 24,570,000 26,679,000 -1.24 % 1.51 % 3.73 % 0.4549 0.41 7.91 % Short Buildup 15.95%79.15 1.5 0.35 %
17-Feb-20 436.85 438.35 24,204,000 25,720,500 0.71 % -1.48 % -1.19 % 0.4653 - 5.90 % Short Covering 13.46%57.18 1.5 0.34 %
14-Feb-20 434.55 435.25 24,568,500 26,031,000 -1.65 % 1.24 % 1.35 % 0.4787 0.44 5.62 % Short Buildup 8.06%33.22 0.7 0.16 %
13-Feb-20 441.25 442.55 24,268,500 25,683,000 -1.44 % 5.84 % 6.25 % 0.4886 0.45 5.51 % Short Buildup 16.15%71.03 1.3 0.29 %
12-Feb-20 447.95 449.00 22,930,500 24,172,500 0.70 % 0.01 % 0.33 % 0.4991 0.53 5.14 % Long Buildup 11.01%58.12 1.05 0.23 %
11-Feb-20 444.10 445.90 22,929,000 24,093,000 0.48 % -2.29 % -1.58 % 0.5137 0.55 4.83 % Short Covering 10.29%76.91 1.8 0.41 %
10-Feb-20 443.80 443.75 23,466,000 24,480,000 -6.08 % 10.14 % 10.22 % 0.5293 0.51 4.14 % Short Buildup 15.91%189.21 -0.05 -0.01 %
07-Feb-20 471.00 472.50 21,306,000 22,210,500 -1.45 % 0.23 % 0.58 % 0.4594 0.75 4.07 % Short Buildup 12.98%71.20 1.5 0.32 %
06-Feb-20 477.60 479.45 21,258,000 22,081,500 1.05 % -4.39 % -3.66 % 0.4691 0.79 3.73 % Short Covering 18.58%147.89 1.85 0.39 %
05-Feb-20 475.05 474.45 22,233,000 22,920,000 4.91 % -1.78 % -0.79 % 0.4831 0.82 3.00 % Short Covering 25.37%193.53 -0.6 -0.13 %
04-Feb-20 451.90 452.25 22,635,000 23,103,000 3.47 % 0.60 % 0.92 % 0.4361 0.74 2.03 % Long Buildup 18.16%109.42 0.35 0.08 %
03-Feb-20 436.05 437.10 22,500,000 22,891,500 2.94 % 3.21 % 3.68 % 0.4157 0.64 1.71 % Long Buildup 16.22%114.84 1.05 0.24 %
01-Feb-20 423.80 424.60 21,801,000 22,080,000 -3.62 % 1.08 % 1.28 % 0.4059 0.58 1.26 % Short Buildup 10.89%59.62 0.8 0.19 %
31-Jan-20 438.70 440.55 21,567,000 21,801,000 -2.18 % 3.66 % -6.83 % 0.3840 0.58 1.07 % Long Windup 22.29%104.99 1.85 0.42 %
30-Jan-20 448.55 450.35 20,806,500 23,398,500 -0.85 % 35.88 % 1.72 % 0.3813 0.76 - Short Buildup 22.70%149.19 1.8 0.4 %
29-Jan-20 452.20 454.20 15,312,000 23,002,500 1.03 % 43.01 % -2.59 % 0.3913 0.74 - Short Covering 18.50%92.70 2 0.44 %
28-Jan-20 446.25 449.55 10,707,000 23,614,500 -3.36 % 92.66 % 0.02 % 0.3985 0.64 - Short Buildup 29.80%239.60 3.3 0.74 %
27-Jan-20 462.45 465.20 5,557,500 23,610,000 -4.27 % 92.97 % 1.47 % 0.3733 0.63 - Short Buildup 25.87%155.06 2.75 0.59 %
24-Jan-20 483.40 485.95 2,880,000 23,268,000 0.50 % 42.75 % 1.90 % 0.3202 0.63 - Long Buildup 36.14%130.68 2.55 0.53 %
23-Jan-20 480.25 483.55 2,017,500 22,834,500 1.08 % 29.08 % -1.69 % 0.3287 0.68 - Short Covering 22.23%76.87 3.3 0.69 %
22-Jan-20 475.05 478.40 1,563,000 23,227,500 -0.34 % 20.46 % -2.90 % 0.3349 0.78 - Long Windup 27.26%99.22 3.35 0.71 %
21-Jan-20 476.15 480.05 1,297,500 23,920,500 -2.89 % 41.11 % -2.20 % 0.3453 0.82 - Long Windup 24.39%131.39 3.9 0.82 %
20-Jan-20 490.65 494.35 919,500 24,459,000 -0.94 % 4.07 % -5.98 % 0.3254 0.81 - Long Windup 25.08%89.72 3.7 0.75 %
17-Jan-20 495.25 499.05 883,500 26,014,500 0.04 % 3.33 % -3.63 % 0.3326 0.83 - Short Covering 9.19%25.86 3.8 0.77 %
16-Jan-20 494.40 498.85 855,000 26,995,500 -1.52 % 7.95 % -0.45 % 0.3429 0.89 - Long Windup 20.83%107.49 4.45 0.9 %
15-Jan-20 502.10 506.55 792,000 27,118,500 0.73 % 4.97 % -1.26 % 0.3457 1.01 - Short Covering 9.20%55.95 4.45 0.89 %
14-Jan-20 498.60 502.90 754,500 27,465,000 0.74 % 23.28 % 3.17 % 0.3550 1.01 - Long Buildup 16.98%132.63 4.3 0.86 %
13-Jan-20 495.75 499.20 612,000 26,622,000 1.77 % 13.02 % 4.34 % 0.3651 1.48 - Long Buildup 12.79%69.40 3.45 0.7 %
10-Jan-20 486.20 490.50 541,500 25,515,000 0.69 % 10.40 % 5.34 % 0.3647 1.64 - Long Buildup 16.09%124.64 4.3 0.88 %
09-Jan-20 483.15 487.15 490,500 24,220,500 1.26 % 2.19 % 5.50 % 0.3749 2.06 - Long Buildup 21.17%103.62 4 0.83 %
08-Jan-20 475.25 481.10 480,000 22,957,500 0.21 % 7.74 % 2.78 % 0.3784 2.06 - Long Buildup 11.02%69.67 5.85 1.23 %
07-Jan-20 476.10 480.10 445,500 22,336,500 0.43 % 6.83 % 0.66 % 0.3902 2.37 - Long Buildup 10.17%63.88 4 0.84 %
06-Jan-20 473.25 478.05 417,000 22,191,000 -1.74 % -4.79 % -5.96 % 0.4014 2.44 - Long Windup 9.73%44.21 4.8 1.01 %
03-Jan-20 483.70 486.50 438,000 23,596,500 -0.58 % -10.15 % -5.91 % 0.4004 2.57 - Long Windup 12.72%79.71 2.8 0.58 %
02-Jan-20 484.85 489.35 487,500 25,078,500 3.57 % 47.73 % 7.21 % 0.4128 2.69 - Long Buildup 15.05%158.14 4.5 0.93 %
01-Jan-20 467.75 472.50 330,000 23,392,500 -0.97 % 0.00 % -3.23 % 0.3916 2.98 - Long Windup 4.51%25.50 4.75 1.02 %
31-Dec-19 472.05 477.15 330,000 24,172,500 -0.54 % 1.85 % -0.67 % 0.4011 3.05 - Long Windup 6.58%29.95 5.1 1.08 %
30-Dec-19 474.75 479.75 324,000 24,334,500 1.10 % 6.40 % 2.44 % 0.4125 4.79 - Long Buildup 7.95%43.27 5 1.05 %
27-Dec-19 469.50 474.55 304,500 23,754,000 0.34 % 17.34 % -7.68 % 0.4218 5.83 - Short Covering 7.03%36.77 5.05 1.08 %
26-Dec-19 467.90 472.95 259,500 25,728,771 1.13 % 44.17 % 1.61 % 0.4377 9.36 - Long Buildup 8.29%70.83 5.05 1.08 %
24-Dec-19 463.00 467.65 180,000 25,320,436 0.35 % 39.53 % -3.56 % 0.4494 10.10 - Short Covering 5.30%27.56 4.65 1 %
23-Dec-19 462.15 466.00 129,000 26,255,509 0.17 % 34.38 % -3.21 % 0.4632 11.11 - Short Covering 13.47%116.01 3.85 0.83 %
20-Dec-19 461.00 465.20 96,000 27,127,085 3.09 % 25.49 % 9.58 % 0.4776 12.38 - Long Buildup 16.11%200.04 4.2 0.91 %
19-Dec-19 446.75 451.25 76,500 24,754,782 0.84 % 15.91 % 2.00 % 0.4688 12.38 - Long Buildup 6.66%61.14 4.5 1.01 %
18-Dec-19 444.75 447.50 66,000 24,269,391 0.55 % 12.82 % 0.55 % 0.4818 12.38 - Long Buildup 9.71%172.92 2.75 0.62 %
17-Dec-19 439.40 445.05 58,500 24,136,319 4.72 % 30.00 % 11.26 % 0.4958 16.50 - Long Buildup 12.60%170.28 5.65 1.29 %
16-Dec-19 421.00 425.00 45,000 21,692,737 -2.30 % 7.14 % 0.60 % 0.4653 99.00 - Short Buildup 13.17%53.06 4 0.95 %
13-Dec-19 428.40 435.00 42,000 21,563,593 2.84 % 21.74 % 1.13 % 0.4711 - - Long Buildup 18.30%169.52 6.6 1.54 %
12-Dec-19 418.70 423.00 34,500 21,321,908 3.60 % 15.00 % 2.48 % 0.4695 - - Long Buildup 10.25%64.32 4.3 1.03 %
11-Dec-19 405.55 408.30 30,000 20,806,705 0.32 % 53.85 % 0.44 % 0.4604 - - Long Buildup 12.73%42.47 2.75 0.68 %
10-Dec-19 402.05 407.00 19,500 20,715,058 -1.09 % 0.00 % 1.90 % 0.4731 - - Short Buildup 5.93%22.27 4.95 1.23 %
09-Dec-19 406.70 411.50 19,500 20,327,906 1.45 % 18.18 % -2.55 % 0.4837 - - Short Covering 10.21%51.17 4.8 1.18 %
06-Dec-19 403.25 405.60 16,500 20,858,810 0.63 % 0.00 % -2.75 % 0.4963 - - Short Covering 4.95%33.79 2.35 0.58 %
05-Dec-19 399.80 403.05 16,500 21,449,276 -1.80 % 10.00 % -4.42 % 0.5102 - - Long Windup 9.98%44.34 3.25 0.81 %
04-Dec-19 409.30 410.45 15,000 22,440,396 -0.86 % 900.00 % 7.75 % 0.5111 - - Short Buildup 14.53%155.25 1.15 0.28 %
03-Dec-19 399.65 414.00 1,500 20,826,433 0.00 % 0.00 % 7.64 % 0.5145 - - 14.99%101.09 14.35 3.59 %
 
 
Average Delivery Volume
On 20-Feb-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
95.94 Crore Rs. 69.27 Crore Rs. 59.64 Crore Rs. 63.03 Crore Rs. 93.50 Crore Rs. 107.72 Crore Rs. More details >>
Average Delivery Percentage
On 20-Feb-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
16.66 % 14.43 % 13.09 % 12.64 % 15.31 % 17.92 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBullish Engulfing-
SPOTBullish Engulfing-
 
 
TATASTEEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Feb-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
412.56 420.73 432.16 440.33 451.76 459.93 471.36
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
433.8 438.7 440.33 441.97 440.33 445.23 446.87 448.5 453.4
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
420.73 428.22 432.84 440.33 447.82 452.44 459.93
DeMark Pivot
Support 1 Pivot Point Resistance 1
436.25 442.38 455.85
 
 
TATASTEEL Result / Events
Date Description Status
07-Feb-20Financial ResultsCompleted
26-Feb-19Fund RaisingCompleted