FnO Contract Details

Expiry:
Symbol:

TATASTEEL analysis for the selected expiry [Aug-20] as on 14-Aug-20

TATASTEEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 410.00 430.95 409.10 418.50 NA 1.31 % NA NA
27-Aug-20 411.50 432.70 410.50 420.00 17,056,100 1.52 % 4.65 % Long Buildup
24-Sep-20 413.45 433.40 411.15 420.70 926,500 1.43 % 36.59 % Long Buildup
29-Oct-20 418.25 432.50 415.00 421.00 52,700 2.47 % 24.00 % Long Buildup
Cummulative NA NA NA NA 18,035,300 NA 5.97 % Long Buildup
TATASTEEL Options OI PCR:  1.08   (Expiry : 27-Aug-20 )   PUT OI: 14,227,300   CALL OI: 13,171,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
440.00 1854700 -8.32% 7.55 -1.31% Long Windup
450.00 1674500 32.93% 5.25 -2.78% Short Buildup
430.00 1666000 -3.92% 10.80 -0.92% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 1674500 32.93% 5.25 -2.78% Short Buildup
460.00 1205300 39.84% 3.55 -5.33% Short Buildup
490.00 258400 484.62% 1.35 -18.18% 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
420.00 1402500 -45.69% 15.15 0.33% Short Covering
410.00 431800 -42.40% 20.65 6.99% Short Covering
440.00 1854700 -8.32% 7.55 -1.31% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
380.00 2614600 8.16% 3.45 -33.65% Short Buildup
400.00 1694900 17.71% 7.35 -33.18% Short Buildup
340.00 1122000 2.96% 0.90 -21.74% 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
400.00 1694900 17.71% 7.35 -33.18% Short Buildup
350.00 1033600 31.89% 1.20 -27.27% Short Buildup
390.00 816000 40.76% 5.00 -34.64% 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
375.00 295800 -11.22% 2.85 -31.33% Long Windup
370.00 919700 -2.17% 2.25 -30.77% Long Windup
365.00 266900 -5.99% 1.85 -30.19% 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 %
14-Aug-20 418.50 420.00 17,056,100 18,035,300 1.52 % 4.65 % 5.97 % 0.5719 1.08 5.43 % Long Buildup 6.47%129.23 1.5 0.36 %
13-Aug-20 413.10 413.70 16,297,900 17,018,700 -0.67 % 3.42 % 3.31 % 0.5731 0.93 4.24 % Short Buildup 10.64%54.60 0.6 0.15 %
12-Aug-20 414.50 416.50 15,759,000 16,473,000 -0.31 % -2.00 % -1.46 % 0.5745 1.12 4.33 % Long Windup 16.40%78.68 2 0.48 %
11-Aug-20 416.45 417.80 16,080,300 16,717,800 1.94 % -0.58 % -0.11 % 0.5759 1.10 3.81 % Short Covering 12.90%139.09 1.35 0.32 %
10-Aug-20 410.20 409.85 16,173,800 16,736,500 1.62 % 1.75 % 2.21 % 0.5770 1.20 3.36 % Long Buildup 12.34%60.86 -0.35 -0.09 %
07-Aug-20 404.05 403.30 15,895,000 16,374,400 0.85 % 0.13 % 0.34 % 0.5780 1.10 2.93 % Long Buildup 11.25%68.98 -0.75 -0.19 %
06-Aug-20 400.45 399.90 15,874,600 16,318,300 3.53 % -1.71 % -1.16 % 0.5794 1.00 2.72 % Short Covering 15.75%139.52 -0.55 -0.14 %
05-Aug-20 395.80 386.25 16,150,000 16,510,400 6.11 % 0.07 % 0.87 % 0.5786 0.91 2.18 % Long Buildup 17.41%210.55 -9.55 -2.41 %
04-Aug-20 372.25 364.00 16,138,100 16,367,600 0.23 % 2.10 % 2.14 % 0.5741 0.59 1.40 % Long Buildup 22.59%94.04 -8.25 -2.22 %
03-Aug-20 373.50 363.15 15,806,600 16,024,200 1.50 % 3.47 % 3.64 % 0.5755 0.58 1.36 % Long Buildup 16.69%69.41 -10.35 -2.77 %
31-Jul-20 366.30 357.80 15,276,200 15,461,500 0.22 % 3.66 % -8.47 % 0.5764 0.54 1.20 % Short Covering 19.17%63.37 -8.5 -2.32 %
30-Jul-20 366.60 357.00 14,737,300 16,892,900 -1.63 % 10.66 % -2.69 % 0.5778 0.59 - Long Windup 18.90%72.07 -9.6 -2.62 %
29-Jul-20 373.75 362.90 13,317,800 17,360,400 3.66 % 14.33 % -2.06 % 0.5787 0.58 - Short Covering 22.75%256.12 -10.85 -2.9 %
28-Jul-20 358.50 350.10 11,648,400 17,725,900 1.85 % 33.36 % -3.49 % 0.5774 0.46 - Short Covering 19.16%73.08 -8.4 -2.34 %
27-Jul-20 352.85 343.75 8,734,600 18,366,800 2.14 % 127.55 % 1.08 % 0.5784 0.45 - Long Buildup 10.70%44.70 -9.1 -2.58 %
24-Jul-20 346.10 336.55 3,838,600 18,171,300 -2.07 % 29.92 % 1.23 % 0.5793 0.47 - Short Buildup 15.17%46.82 -9.55 -2.76 %
23-Jul-20 351.90 343.65 2,954,600 17,950,300 0.54 % 11.48 % -0.57 % 0.5803 0.36 - Short Covering 17.32%58.68 -8.25 -2.34 %
22-Jul-20 350.05 341.80 2,650,300 18,054,000 -2.68 % 37.12 % 4.57 % 0.5817 0.34 - Short Buildup 21.47%134.11 -8.25 -2.36 %
21-Jul-20 359.15 351.20 1,932,900 17,265,200 2.20 % 20.57 % 2.21 % 0.5821 0.32 - Long Buildup 17.54%71.60 -7.95 -2.21 %
20-Jul-20 352.40 343.65 1,603,100 16,891,200 0.37 % 5.13 % 0.67 % 0.5830 0.31 - Long Buildup 15.88%53.34 -8.75 -2.48 %
17-Jul-20 350.95 342.40 1,524,900 16,779,000 2.75 % 4.79 % 0.23 % 0.5845 0.30 - Long Buildup 12.48%106.96 -8.55 -2.44 %
16-Jul-20 341.65 333.25 1,455,200 16,739,900 0.71 % 19.22 % 6.56 % 0.5848 0.27 - Long Buildup 15.36%55.57 -8.4 -2.46 %
15-Jul-20 339.30 330.90 1,220,600 15,709,700 0.68 % 0.42 % -3.81 % 0.5862 0.28 - Short Covering 16.91%55.60 -8.4 -2.48 %
14-Jul-20 336.65 328.65 1,215,500 16,331,900 -1.81 % 3.62 % -3.36 % 0.5876 0.36 - Long Windup 17.64%49.33 -8 -2.38 %
13-Jul-20 342.10 334.70 1,173,000 16,899,700 1.07 % 1.17 % -0.53 % 0.5886 0.35 - Short Covering 14.86%61.57 -7.4 -2.16 %
10-Jul-20 338.70 331.15 1,159,400 16,989,800 -1.66 % 12.73 % 4.79 % 0.5900 0.32 - Short Buildup 16.99%72.07 -7.55 -2.23 %
09-Jul-20 344.50 336.75 1,028,500 16,212,900 3.16 % 5.03 % 0.47 % 0.5910 0.33 - Long Buildup 26.68%224.28 -7.75 -2.25 %
08-Jul-20 334.20 326.45 979,200 16,136,400 1.29 % 6.27 % -6.54 % 0.5911 0.30 - Short Covering 18.38%132.45 -7.75 -2.32 %
07-Jul-20 330.30 322.30 921,400 17,265,200 -2.92 % 29.36 % 6.39 % 0.5923 0.24 - Short Buildup 28.92%103.53 -8 -2.42 %
06-Jul-20 338.90 332.00 712,300 16,228,200 3.65 % 6.62 % -8.89 % 0.5928 0.20 - Short Covering 19.36%92.80 -6.9 -2.04 %
03-Jul-20 329.90 320.30 668,100 17,810,900 -2.09 % 7.67 % 3.28 % 0.5932 0.18 - Short Buildup 22.42%78.49 -9.6 -2.91 %
02-Jul-20 334.90 327.15 620,500 17,244,800 3.48 % 3.40 % 4.13 % 0.5943 0.21 - Long Buildup 17.02%68.24 -7.75 -2.31 %
01-Jul-20 323.70 316.15 600,100 16,561,400 -1.05 % 5.69 % -1.44 % 0.5940 0.22 - Long Windup 14.45%49.07 -7.55 -2.33 %
30-Jun-20 326.70 319.50 567,800 16,802,800 1.93 % 72.16 % 4.52 % 0.5954 0.29 - Long Buildup 13.45%160.52 -7.2 -2.2 %
29-Jun-20 320.85 313.45 329,800 16,076,900 -1.52 % 15.48 % 4.43 % 0.5964 0.75 - Short Buildup 16.92%64.92 -7.4 -2.31 %
26-Jun-20 323.85 318.30 285,600 15,395,200 0.33 % -4.55 % -20.32 % 0.5977 0.83 - Short Covering 16.79%52.76 -5.55 -1.71 %
25-Jun-20 323.10 317.25 299,200 19,320,400 -1.26 % 33.33 % -4.64 % 0.5992 0.83 - Long Windup 23.44%85.94 -5.85 -1.81 %
24-Jun-20 326.05 321.30 224,400 20,260,600 -0.99 % 38.95 % -5.31 % 0.6006 1.00 - Long Windup 24.56%166.40 -4.75 -1.46 %
23-Jun-20 332.00 324.50 161,500 21,396,400 1.49 % 6.74 % -4.18 % 0.6016 1.00 - Short Covering 18.49%77.06 -7.5 -2.26 %
22-Jun-20 325.70 319.75 151,300 22,329,000 2.06 % 23.61 % 1.12 % 0.6026 0.67 - Long Buildup 16.51%59.33 -5.95 -1.83 %
19-Jun-20 320.55 313.30 122,400 22,080,700 0.90 % 28.57 % -3.76 % 0.6037 - - Short Covering 25.55%123.96 -7.25 -2.26 %
18-Jun-20 318.10 310.50 95,200 22,944,000 1.47 % 9.80 % -3.11 % 0.6051 1.00 - Short Covering 21.39%77.36 -7.6 -2.39 %
17-Jun-20 308.20 306.00 86,700 23,680,800 0.53 % -5.56 % 1.96 % 0.6051 1.00 - Long Buildup 14.89%52.52 -2.2 -0.71 %
16-Jun-20 308.95 304.40 91,800 23,225,900 1.05 % -1.82 % -4.90 % 0.6066 1.00 - Short Covering 17.06%123.52 -4.55 -1.47 %
15-Jun-20 306.20 301.25 93,500 24,423,400 -3.20 % 22.22 % 3.53 % 0.6080 1.00 - Short Buildup 21.68%123.37 -4.95 -1.62 %
12-Jun-20 317.60 311.20 76,500 23,590,500 0.84 % 28.57 % 1.46 % 0.6075 - - Long Buildup 25.48%142.11 -6.4 -2.02 %
11-Jun-20 313.15 308.60 59,500 23,250,600 -3.79 % 20.69 % 5.54 % 0.6088 - - Short Buildup 25.47%110.94 -4.55 -1.45 %
10-Jun-20 324.00 320.75 49,300 22,031,000 -1.61 % 0.00 % 1.04 % 0.6085 - - Short Buildup 26.73%149.10 -3.25 -1 %
09-Jun-20 332.20 326.00 49,300 21,804,500 -1.33 % 3.57 % 1.99 % 0.6091 - - Short Buildup 16.96%84.11 -6.2 -1.87 %
08-Jun-20 333.60 330.40 47,600 21,379,700 -1.37 % 3.70 % 4.58 % 0.6106 - - Short Buildup 19.12%105.15 -3.2 -0.96 %
05-Jun-20 338.95 335.00 45,900 20,443,800 6.94 % 8.00 % 4.78 % 0.6118 - - Long Buildup 19.32%202.46 -3.95 -1.17 %
04-Jun-20 319.95 313.25 42,500 19,511,900 0.50 % 19.05 % 6.14 % 0.6083 - - Long Buildup 13.60%48.95 -6.7 -2.09 %
03-Jun-20 317.40 311.70 35,700 18,384,000 0.10 % 40.00 % -2.12 % 0.6097 - - Short Covering 19.04%62.78 -5.7 -1.8 %
02-Jun-20 319.40 311.40 25,500 18,782,800 0.61 % 36.36 % -3.63 % 0.6112 - - Short Covering 13.86%73.33 -8 -2.5 %
01-Jun-20 315.20 309.50 18,700 19,490,300 8.60 % 37.50 % 5.07 % 0.6125 - - Long Buildup 14.45%111.05 -5.7 -1.81 %
29-May-20 295.20 285.00 13,600 18,550,700 0.00 % 0.00 % -9.33 % 0.6343 - - 19.95%77.33 -10.2 -3.46 %
 
 
Average Delivery Volume
On 14-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
129.23 Crore Rs. 87.50 Crore Rs. 92.49 Crore Rs. 110.19 Crore Rs. 110.50 Crore Rs. 96.47 Crore Rs. More details >>
Average Delivery Percentage
On 14-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
6.47 % 8.79 % 10.15 % 12.19 % 14.67 % 15.07 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBullish Engulfing-
SPOTBullish Engulfing-
 
 
TATASTEEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 17-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
387.24 398.87 409.44 421.07 431.64 443.27 453.84
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
408.9 414.45 416.3 418.15 421.07 421.85 423.7 425.55 431.1
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
398.87 407.35 412.59 421.07 429.55 434.79 443.27
DeMark Pivot
Support 1 Pivot Point Resistance 1
415.25 423.98 437.45
 
 
TATASTEEL Result / Events
Date Description Status
24-Apr-20Fund RaisingCompleted
07-Feb-20Financial ResultsCompleted
26-Feb-19Fund RaisingCompleted