FnO Contract Details

Expiry:
Symbol:

TATASTEEL analysis for the selected expiry [May-21] as on 10-May-21

TATASTEEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,210.00 1,229.00 1,200.00 1,216.35 NA 2.88 % NA NA
27-May-21 1,197.65 1,232.00 1,197.65 1,220.75 48,268,100 2.89 % -0.51 % Short Covering
24-Jun-21 1,187.00 1,212.65 1,184.80 1,201.65 1,303,900 2.97 % 6.23 % Long Buildup
29-Jul-21 1,199.50 1,214.15 1,194.70 1,208.10 141,100 3.13 % 56.60 % Long Buildup
Cummulative NA NA NA NA 49,713,100 NA -0.24 % Short Covering
TATASTEEL Options OI PCR:  1.31   (Expiry : 27-May-21 )   PUT OI: 23,072,400   CALL OI: 17,648,550 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1250.00 2208300 9.34% 37.15 37.59% Long Buildup
1200.00 1649000 -15.39% 60.35 35.16% Short Covering
1300.00 1230800 0.00% 21.95 0.00% 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
1250.00 2208300 9.34% 37.15 37.59% Long Buildup
1220.00 868700 15.35% 50.10 36.51% Long Buildup
1240.00 485350 23.33% 41.25 37.50% 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
1200.00 1649000 -15.39% 60.35 35.16% Short Covering
1180.00 566100 -34.19% 71.85 33.92% Short Covering
900.00 459000 -27.71% 321.95 11.71% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1100.00 2869600 27.01% 11.65 -33.24% Short Buildup
1000.00 2727650 -5.51% 3.65 -26.26% Long Windup
1050.00 1463700 -4.28% 6.00 -30.64% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1100.00 2869600 27.01% 11.65 -33.24% Short Buildup
1200.00 841500 126.54% 39.50 -32.19% Short Buildup
1150.00 1020000 28.21% 21.55 -35.96% 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
1000.00 2727650 -5.51% 3.65 -26.26% Long Windup
990.00 450500 -16.93% 3.30 -23.26% Long Windup
1040.00 493850 -14.56% 5.35 -30.07% 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 %
10-May-21 1,216.35 1,220.75 48,268,100 49,713,100 2.89 % -0.51 % -0.24 % 0.5514 1.31 2.91 % Short Covering 15.23%520.36 4.4 0.36 %
07-May-21 1,182.35 1,186.45 48,516,300 49,833,800 7.06 % 1.77 % 1.97 % 0.5515 1.34 2.64 % Long Buildup 9.81%627.40 4.1 0.35 %
06-May-21 1,100.90 1,108.20 47,674,800 48,872,450 3.12 % 4.56 % 4.15 % 0.5443 1.01 2.45 % Long Buildup 8.87%453.29 7.3 0.66 %
05-May-21 1,070.15 1,074.65 45,597,400 46,926,800 0.53 % -2.00 % -1.57 % 0.5443 0.88 2.83 % Short Covering 13.63%280.70 4.5 0.42 %
04-May-21 1,063.85 1,068.95 46,525,600 47,676,500 -0.02 % -1.29 % -0.77 % 0.5456 - 2.41 % Long Windup 20.21%536.75 5.1 0.48 %
03-May-21 1,064.75 1,069.20 47,134,200 48,044,550 3.02 % 2.25 % 2.67 % 0.5470 0.88 1.89 % Long Buildup 16.59%467.79 4.45 0.42 %
30-Apr-21 1,034.00 1,037.90 46,096,350 46,794,200 0.05 % -3.94 % -17.47 % 0.5470 0.86 1.49 % Short Covering 12.57%365.71 3.9 0.38 %
29-Apr-21 1,031.35 1,037.35 47,985,900 56,696,700 6.11 % 16.07 % 6.77 % 0.5483 0.98 - Long Buildup 12.39%571.32 6 0.58 %
28-Apr-21 971.40 977.65 41,340,600 53,102,900 -0.50 % 15.66 % -1.92 % 0.5437 0.87 - Long Windup 17.37%344.94 6.25 0.64 %
27-Apr-21 977.75 982.60 35,742,500 54,139,900 3.76 % 39.31 % 7.18 % 0.5450 0.93 - Long Buildup 14.36%349.64 4.85 0.5 %
26-Apr-21 940.75 947.00 25,656,400 50,513,800 1.94 % 124.62 % 6.05 % 0.5438 0.94 - Long Buildup 21.59%431.30 6.25 0.66 %
23-Apr-21 925.60 929.00 11,422,300 47,634,000 0.18 % 122.34 % -0.72 % 0.5448 0.85 - Short Covering 13.49%308.98 3.4 0.37 %
22-Apr-21 921.40 927.35 5,137,400 47,977,400 3.21 % 248.56 % 5.42 % 0.5461 0.99 - Long Buildup 16.25%477.82 5.95 0.65 %
20-Apr-21 894.00 898.50 1,473,900 45,512,400 0.55 % 9.33 % 0.86 % 0.5459 0.71 - Long Buildup 17.04%257.63 4.5 0.5 %
19-Apr-21 888.05 893.55 1,348,100 45,124,800 -0.33 % 19.25 % 1.28 % 0.5472 0.73 - Short Buildup 12.60%214.19 5.5 0.62 %
16-Apr-21 890.25 896.50 1,130,500 44,553,600 -0.82 % 8.84 % -1.60 % 0.5486 0.72 - Long Windup 16.02%248.08 6.25 0.7 %
15-Apr-21 898.20 903.90 1,038,700 45,276,100 2.05 % 4.27 % 0.95 % 0.5498 0.71 - Long Buildup 15.47%303.63 5.7 0.63 %
13-Apr-21 879.00 885.75 996,200 44,851,100 3.29 % 4.27 % -1.98 % 0.5504 0.72 - Short Covering 10.62%190.71 6.75 0.77 %
12-Apr-21 851.55 857.55 955,400 45,757,200 -5.62 % 5.64 % -2.40 % 0.5501 0.78 - Long Windup 14.86%280.08 6 0.7 %
09-Apr-21 899.50 908.60 904,400 46,880,900 -2.16 % 1.92 % 1.24 % 0.5465 0.85 - Short Buildup 19.76%571.98 9.1 1.01 %
08-Apr-21 918.40 928.70 887,400 46,306,300 5.00 % 25.78 % 1.37 % 0.5472 0.94 - Long Buildup 9.12%444.64 10.3 1.12 %
07-Apr-21 874.85 884.45 705,500 45,679,000 1.42 % 6.41 % 1.95 % 0.5446 1.15 - Long Buildup 15.45%231.30 9.6 1.1 %
06-Apr-21 862.85 872.05 663,000 44,806,900 -0.25 % -10.76 % 0.65 % 0.5456 1.09 - Short Buildup 15.82%283.69 9.2 1.07 %
05-Apr-21 867.75 874.25 742,900 44,516,200 0.64 % -2.89 % -3.36 % 0.5469 1.16 - Short Covering 7.11%188.53 6.5 0.75 %
01-Apr-21 863.05 868.70 765,000 46,063,200 6.18 % 16.88 % 1.36 % 0.5483 0.92 - Long Buildup 17.85%567.59 5.65 0.65 %
31-Mar-21 811.85 818.15 654,500 45,446,100 1.44 % 16.06 % 4.79 % 0.0000 1.02 - Long Buildup 9.98%227.13 6.3 0.78 %
30-Mar-21 800.00 806.50 561,000 43,367,000 4.27 % 7.49 % 1.15 % 0.5444 0.70 - Long Buildup 17.00%387.29 6.5 0.81 %
26-Mar-21 766.85 773.50 521,900 42,875,700 5.60 % 18.08 % 4.24 % 0.5427 0.47 - Long Buildup 14.48%476.61 6.65 0.87 %
25-Mar-21 723.15 732.50 442,000 41,133,200 3.05 % 31.31 % 3.14 % 0.5382 0.38 - Long Buildup 8.48%225.28 9.35 1.29 %
24-Mar-21 702.80 710.85 336,600 39,882,000 -5.28 % 100.00 % 1.20 % 0.5382 0.60 - Short Buildup 19.83%293.04 8.05 1.15 %
23-Mar-21 741.15 750.50 168,300 39,407,700 -0.33 % 12.50 % -2.20 % 0.5347 2.00 - Long Windup 22.20%195.38 9.35 1.26 %
22-Mar-21 743.50 752.95 149,600 40,295,100 2.02 % 20.55 % 2.12 % 0.5361 2.00 - Long Buildup 22.26%227.70 9.45 1.27 %
19-Mar-21 733.00 738.05 124,100 39,457,000 3.52 % 5.80 % -2.95 % 0.5371 2.00 - Short Covering 30.47%550.28 5.05 0.69 %
18-Mar-21 704.85 712.95 117,300 40,655,500 -0.97 % 76.92 % -0.71 % 0.5358 2.00 - Long Windup 15.99%161.38 8.1 1.15 %
17-Mar-21 704.40 719.95 66,300 40,946,200 -1.78 % -4.88 % -0.39 % 0.5371 2.00 - Long Windup 20.34%151.06 15.55 2.21 %
16-Mar-21 724.05 733.00 69,700 41,107,700 -1.87 % 10.81 % -0.60 % 0.5372 2.00 - Long Windup 18.09%164.64 8.95 1.24 %
15-Mar-21 736.40 747.00 62,900 41,357,600 2.62 % 5.71 % 0.87 % 0.5380 2.00 - Long Buildup 15.67%179.36 10.6 1.44 %
12-Mar-21 719.95 727.90 59,500 41,000,600 -0.45 % 29.63 % 0.49 % 0.5385 2.00 - Short Buildup 14.76%171.32 7.95 1.1 %
10-Mar-21 724.50 731.20 45,900 40,800,000 2.08 % 3.85 % 1.45 % 0.5398 2.00 - Long Buildup 18.51%263.98 6.7 0.92 %
09-Mar-21 706.75 716.30 44,200 40,218,600 -2.93 % 18.18 % 0.45 % 0.5401 1.00 - Short Buildup 18.83%260.23 9.55 1.35 %
08-Mar-21 737.25 737.90 37,400 40,038,400 0.00 % 0.00 % 0.87 % 0.5384 - - 13.61%106.52 0.65 0.09 %
05-Mar-21 733.30 737.90 37,400 39,693,300 -3.88 % -4.35 % 0.24 % 0.5398 - - Short Buildup 14.31%177.17 4.6 0.63 %
04-Mar-21 757.95 767.65 39,100 39,598,100 -2.53 % 64.29 % -4.57 % 0.5393 - - Long Windup 20.49%355.29 9.7 1.28 %
03-Mar-21 777.15 787.60 23,800 41,493,600 5.86 % 40.00 % 1.47 % 0.5395 - - Long Buildup 14.13%316.76 10.45 1.34 %
02-Mar-21 735.50 744.00 17,000 40,893,500 0.53 % 0.00 % 1.78 % 0.5357 - - Long Buildup 11.11%90.83 8.5 1.16 %
01-Mar-21 730.40 740.05 17,000 40,179,500 2.40 % 150.00 % 0.74 % 0.5370 - - Long Buildup 13.03%133.82 9.65 1.32 %
26-Feb-21 715.15 722.70 6,800 39,883,700 0.00 % 0.00 % -10.41 % 0.5376 - - 19.65%331.01 7.55 1.06 %
 
 
Average Delivery Volume
On 10-May-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
520.36 Crore Rs. 533.68 Crore Rs. 483.70 Crore Rs. 477.92 Crore Rs. 441.23 Crore Rs. 392.71 Crore Rs. More details >>
Average Delivery Percentage
On 10-May-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
15.23 % 10.66 % 12.37 % 12.80 % 13.93 % 13.90 % More details >>
 
 
TATASTEEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 11-May-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1167.25 1182.45 1201.6 1216.8 1235.95 1251.15 1270.3
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1203.58 1212.16 1215.03 1217.89 1216.8 1223.61 1226.48 1229.34 1237.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1182.45 1195.57 1203.68 1216.8 1229.92 1238.03 1251.15
DeMark Pivot
Support 1 Pivot Point Resistance 1
1209.2 1220.6 1243.55
 
 
TATASTEEL Result / Events
Date Description Status
24-Apr-20Fund RaisingCompleted
07-Feb-20Financial ResultsCompleted
26-Feb-19Fund RaisingCompleted