FnO Contract Details

Expiry:
Symbol:

TATASTEEL analysis for the selected expiry [Jun-20] as on 05-Jun-20

TATASTEEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 325.80 343.65 325.05 338.95 NA 5.94 % NA NA
25-Jun-20 325.10 344.50 324.95 339.65 19,689,000 6.24 % 4.38 % Long Buildup
30-Jul-20 320.00 339.00 320.00 335.45 708,900 6.78 % 16.81 % Long Buildup
27-Aug-20 323.75 336.05 323.10 335.00 45,900 6.94 % 8.00 % Long Buildup
Cummulative NA NA NA NA 20,443,800 NA 4.78 % Long Buildup
TATASTEEL Options OI PCR:  0.84   (Expiry : 25-Jun-20 )   PUT OI: 6,010,500   CALL OI: 7,185,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
350.00 855000 17.77% 14.10 104.35% Long Buildup
400.00 619500 47.50% 3.15 173.91% Long Buildup
360.00 603000 20.72% 10.65 124.21% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 619500 47.50% 3.15 173.91% Long Buildup
335.00 246000 300.00% 21.05 88.79% Long Buildup
355.00 172500 5650.00% 12.20 84.85% 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 603000 -34.74% 29.70 71.18% Short Covering
330.00 427500 -41.12% 23.80 82.38% Short Covering
300.00 436500 -26.88% 44.30 54.09% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
300.00 861000 15.73% 5.00 -45.65% Short Buildup
310.00 711000 34.28% 7.25 -44.66% Short Buildup
320.00 561000 165.25% 10.15 -42.82% 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
320.00 561000 165.25% 10.15 -42.82% Short Buildup
340.00 289500 777.27% 18.75 -38.52% Short Buildup
330.00 318000 285.45% 14.10 -39.48% 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
270.00 315000 -18.92% 1.60 -43.86% Long Windup
260.00 213000 -13.41% 1.05 -43.24% Long Windup
280.00 558000 -4.86% 2.35 -44.71% 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 %
05-Jun-20 338.95 339.65 19,689,000 20,443,800 6.24 % 4.38 % 4.78 % 0.6118 0.84 3.69 % Long Buildup 19.32%202.46 0.7 0.21 %
04-Jun-20 319.95 319.70 18,862,500 19,511,900 0.87 % 6.14 % 6.14 % 0.6083 0.68 3.33 % Long Buildup 13.60%48.95 -0.25 -0.08 %
03-Jun-20 317.40 316.95 17,772,000 18,384,000 -0.88 % -2.48 % -2.12 % 0.6097 - 3.33 % Long Windup 19.04%62.78 -0.45 -0.14 %
02-Jun-20 319.40 319.75 18,223,500 18,782,800 1.83 % -3.95 % -3.63 % 0.6112 0.66 2.98 % Short Covering 13.86%73.33 0.35 0.11 %
01-Jun-20 315.20 314.00 18,973,500 19,490,300 7.37 % 4.88 % 5.07 % 0.6125 0.63 2.65 % Long Buildup 14.45%111.05 -1.2 -0.38 %
29-May-20 295.20 292.45 18,090,000 18,550,700 -0.78 % 1.50 % -9.33 % 0.6343 0.58 2.48 % Long Windup 19.95%77.33 -2.75 -0.93 %
28-May-20 295.50 294.75 17,823,000 20,460,500 2.34 % 34.21 % -4.55 % 0.6682 0.53 - Short Covering 15.42%75.67 -0.75 -0.25 %
27-May-20 287.95 288.00 13,279,500 21,436,200 2.69 % 90.26 % 6.87 % 0.6788 0.65 - Long Buildup 25.54%103.02 0.05 0.02 %
26-May-20 280.45 280.45 6,979,500 20,058,200 2.65 % 48.18 % -7.58 % 0.6886 0.70 - Short Covering 17.08%58.01 0 0 %
22-May-20 274.45 273.20 4,710,000 21,704,100 -3.68 % 22.61 % -4.23 % 0.6999 0.69 - Long Windup 17.00%- -1.25 -0.46 %
21-May-20 283.70 283.65 3,841,500 22,662,700 0.09 % 6.53 % 4.90 % 0.7014 0.72 - Long Buildup 16.89%62.48 -0.05 -0.02 %
20-May-20 283.20 283.40 3,606,000 21,605,000 4.33 % 12.44 % 6.47 % 0.7235 0.83 - Long Buildup 24.12%98.54 0.2 0.07 %
19-May-20 272.00 271.65 3,207,000 20,291,500 2.78 % 2.25 % -7.65 % 0.7180 0.69 - Short Covering 17.20%79.06 -0.35 -0.13 %
18-May-20 266.60 264.30 3,136,500 21,971,800 -3.26 % 32.09 % 2.76 % 0.7305 0.75 - Short Buildup 14.99%46.42 -2.3 -0.86 %
15-May-20 273.45 273.20 2,374,500 21,381,900 2.21 % 5.82 % -2.83 % 0.7402 0.82 - Short Covering 10.41%42.68 -0.25 -0.09 %
14-May-20 268.55 267.30 2,244,000 22,004,100 -3.31 % 61.73 % 13.60 % 0.7595 0.78 - Short Buildup 28.68%83.15 -1.25 -0.47 %
13-May-20 276.55 276.45 1,387,500 19,369,300 1.21 % 10.91 % 3.46 % 0.7670 0.53 - Long Buildup 18.72%76.23 -0.1 -0.04 %
12-May-20 273.95 273.15 1,251,000 18,721,400 -1.19 % 59.16 % 16.50 % 0.7896 0.59 - Short Buildup 13.90%57.26 -0.8 -0.29 %
11-May-20 276.20 276.45 786,000 16,070,200 1.43 % 32.32 % -3.56 % 0.8130 0.46 - Short Covering 15.32%46.15 0.25 0.09 %
08-May-20 272.90 272.55 594,000 16,664,000 -1.16 % 14.78 % 3.58 % 0.8358 1.08 - Short Buildup 17.28%46.58 -0.35 -0.13 %
07-May-20 275.85 275.75 517,500 16,087,800 -0.72 % 17.75 % -2.64 % 0.8591 0.60 - Long Windup 16.02%39.59 -0.1 -0.04 %
06-May-20 277.75 277.75 439,500 16,524,300 1.93 % 6.16 % -1.04 % 0.8851 1.25 - Short Covering 14.35%37.90 0 0 %
05-May-20 272.65 272.50 414,000 16,698,500 0.33 % 12.65 % 0.00 % 0.9086 1.00 - 7.94%26.37 -0.15 -0.06 %
04-May-20 273.60 271.60 367,500 16,697,900 -9.35 % 78.83 % 5.89 % 0.9370 2.00 - Short Buildup 31.70%111.83 -2 -0.73 %
30-Apr-20 298.30 299.60 205,500 15,769,500 5.79 % 21.24 % -15.99 % 0.8680 - - Short Covering 20.40%143.82 1.3 0.44 %
29-Apr-20 282.65 283.20 169,500 18,771,000 3.74 % 26.97 % -7.63 % 0.8572 - - Short Covering 16.56%93.02 0.55 0.19 %
28-Apr-20 273.55 273.00 133,500 20,320,500 0.53 % 9.88 % -5.62 % 0.8663 - - Short Covering 13.49%31.56 -0.55 -0.2 %
27-Apr-20 271.65 271.55 121,500 21,531,000 1.86 % 50.00 % 0.68 % 0.8926 - - Long Buildup 17.09%57.62 -0.1 -0.04 %
24-Apr-20 267.55 266.60 81,000 21,385,500 -1.20 % 17.39 % 8.16 % 0.9173 - - Short Buildup 10.22%33.86 -0.95 -0.36 %
23-Apr-20 270.30 269.85 69,000 19,773,000 -0.74 % 31.43 % 8.67 % 0.9429 - - Short Buildup 14.12%59.05 -0.45 -0.17 %
22-Apr-20 268.35 271.85 52,500 18,195,000 1.63 % 2.94 % 5.03 % 0.9725 - - Long Buildup 10.60%42.08 3.5 1.3 %
21-Apr-20 265.95 267.50 51,000 17,323,500 -6.79 % 126.67 % 15.97 % 1.0009 - - Short Buildup 28.35%127.62 1.55 0.58 %
20-Apr-20 286.40 287.00 22,500 14,938,500 -3.40 % 66.67 % 6.89 % 0.9687 - - Short Buildup 18.83%64.49 0.6 0.21 %
17-Apr-20 293.35 297.10 13,500 13,975,500 2.52 % 0.00 % -0.33 % 0.9870 - - Short Covering 14.10%72.38 3.75 1.28 %
16-Apr-20 288.90 289.80 13,500 14,022,000 -1.28 % 28.57 % -0.19 % 1.0136 - - Long Windup 11.36%56.60 0.9 0.31 %
15-Apr-20 285.15 293.55 10,500 14,049,000 2.69 % 0.00 % -3.19 % 1.0431 - - Short Covering 13.12%78.53 8.4 2.95 %
13-Apr-20 282.55 285.85 10,500 14,512,500 -0.40 % 0.00 % 3.73 % 1.0758 - - Short Buildup 11.04%48.40 3.3 1.17 %
09-Apr-20 284.85 287.00 10,500 13,990,500 4.36 % 16.67 % 1.12 % 1.1092 - - Long Buildup 15.80%62.35 2.15 0.75 %
08-Apr-20 274.75 275.00 9,000 13,836,000 0.40 % 100.00 % -2.34 % 1.1269 - - Short Covering 17.67%99.19 0.25 0.09 %
07-Apr-20 276.20 273.90 4,500 14,167,500 8.69 % -25.00 % -1.13 % 1.1617 - - Short Covering 22.23%97.97 -2.3 -0.83 %
03-Apr-20 253.75 252.00 6,000 14,329,500 -4.11 % 33.33 % 7.40 % 1.1063 - - Short Buildup 23.06%73.30 -1.75 -0.69 %
01-Apr-20 266.35 262.80 4,500 13,342,500 -2.76 % 50.00 % 0.20 % 1.1024 - - Short Buildup 21.71%69.19 -3.55 -1.33 %
31-Mar-20 269.60 270.25 3,000 13,315,500 4.75 % 0.00 % -3.36 % 1.1316 - - Short Covering 15.50%65.99 0.65 0.24 %
30-Mar-20 254.05 258.00 3,000 13,779,000 -7.81 % 100.00 % 4.55 % 1.1365 - - Short Buildup 30.81%124.09 3.95 1.55 %
27-Mar-20 277.25 279.85 1,500 13,179,000 0.00 % 0.00 % -8.83 % 1.1051 - - 19.41%60.19 2.6 0.94 %
 
 
Average Delivery Volume
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
202.46 Crore Rs. 104.73 Crore Rs. 99.72 Crore Rs. 94.32 Crore Rs. 80.98 Crore Rs. 70.99 Crore Rs. More details >>
Average Delivery Percentage
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
19.32 % 18.04 % 16.36 % 17.53 % 17.87 % 17.45 % More details >>
 
 
TATASTEEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 08-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
308.69 316.82 328.24 336.37 347.79 355.92 367.34
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
329.88 334.76 336.39 338.02 336.37 341.28 342.91 344.54 349.43
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
316.82 324.29 328.9 336.37 343.84 348.45 355.92
DeMark Pivot
Support 1 Pivot Point Resistance 1
332.3 338.4 351.85
 
 
TATASTEEL Result / Events
Date Description Status
24-Apr-20Fund RaisingCompleted
07-Feb-20Financial ResultsCompleted
26-Feb-19Fund RaisingCompleted