FnO Contract Details

Expiry:
Symbol:

TATASTEEL analysis for the selected expiry [Mar-21] as on 01-Mar-21

TATASTEEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 724.00 738.25 711.35 730.40 NA 2.13 % NA NA
25-Mar-21 726.05 742.50 713.60 734.60 39,710,300 2.28 % 0.69 % Long Buildup
29-Apr-21 726.90 744.70 716.35 737.50 452,200 2.30 % 2.70 % Long Buildup
27-May-21 731.30 741.80 726.50 740.05 17,000 2.40 % 150.00 % Long Buildup
Cummulative NA NA NA NA 40,179,500 NA 0.74 % Long Buildup
TATASTEEL Options OI PCR:  0.58   (Expiry : 25-Mar-21 )   PUT OI: 8,381,000   CALL OI: 14,492,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
750.00 2939300 -29.97% 29.25 9.14% Short Covering
800.00 2380000 5.50% 14.00 1.45% Long Buildup
850.00 1074400 19.70% 6.10 -10.29% 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
870.00 238000 311.76% 4.40 -14.56% Short Buildup
850.00 1074400 19.70% 6.10 -10.29% Short Buildup
800.00 2380000 5.50% 14.00 1.45% 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
750.00 2939300 -29.97% 29.25 9.14% Short Covering
720.00 654500 -17.74% 43.40 11.42% Short Covering
740.00 948600 -5.74% 33.40 10.60% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 1591200 10.12% 20.95 -31.87% Short Buildup
600.00 960500 -0.53% 2.90 -47.27% Long Windup
650.00 827900 8.71% 8.45 -39.21% 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
700.00 1591200 10.12% 20.95 -31.87% Short Buildup
650.00 827900 8.71% 8.45 -39.21% Short Buildup
730.00 295800 28.89% 33.75 -26.87% 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
580.00 198900 -12.03% 1.95 -45.83% Long Windup
670.00 260100 -9.47% 12.35 -37.31% Long Windup
660.00 350200 -6.79% 10.15 -38.86% 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 %
01-Mar-21 730.40 734.60 39,710,300 40,179,500 2.28 % 0.69 % 0.74 % 0.5370 0.58 1.17 % Long Buildup 13.03%133.82 4.2 0.58 %
26-Feb-21 715.15 718.25 39,436,600 39,883,700 -3.92 % -0.94 % -10.41 % 0.5376 0.53 1.12 % Long Windup 19.65%331.01 3.1 0.43 %
25-Feb-21 742.90 747.55 39,810,600 44,516,200 2.32 % 13.64 % 0.76 % 0.5365 0.54 - Long Buildup 14.02%228.05 4.65 0.63 %
24-Feb-21 727.70 730.60 35,031,900 44,179,600 -0.48 % 24.18 % -0.54 % 0.5371 0.52 - Long Windup 16.39%258.53 2.9 0.4 %
23-Feb-21 729.30 734.10 28,211,500 44,421,000 7.15 % 106.87 % 7.71 % 0.5384 0.51 - Long Buildup 17.22%488.48 4.8 0.66 %
22-Feb-21 684.55 685.10 13,637,400 41,240,300 1.68 % 47.25 % -3.68 % 0.5329 0.51 - Short Covering 22.78%438.95 0.55 0.08 %
19-Feb-21 670.70 673.75 9,261,600 42,817,900 -3.92 % 79.45 % 0.72 % 0.5335 0.43 - Short Buildup 15.15%227.50 3.05 0.45 %
18-Feb-21 697.75 701.25 5,161,200 42,511,900 0.21 % 34.04 % 0.81 % 0.5322 0.37 - Long Buildup 11.09%114.99 3.5 0.5 %
17-Feb-21 696.80 699.75 3,850,500 42,171,900 -0.31 % 1.30 % -2.53 % 0.5335 0.43 - Long Windup 12.51%139.05 2.95 0.42 %
16-Feb-21 699.20 701.95 3,801,200 43,266,700 4.02 % 9.88 % 2.59 % 0.5348 0.36 - Long Buildup 12.32%289.93 2.75 0.39 %
15-Feb-21 672.15 674.80 3,459,500 42,175,300 -1.20 % -1.21 % -3.19 % 0.5335 0.42 - Long Windup 12.37%109.56 2.65 0.39 %
12-Feb-21 680.50 683.00 3,502,000 43,564,200 -2.00 % 13.12 % 1.31 % 0.5346 0.49 - Short Buildup 13.17%131.80 2.5 0.37 %
11-Feb-21 694.70 696.95 3,095,700 42,999,800 0.47 % 35.90 % -1.53 % 0.5352 0.48 - Short Covering 8.10%91.91 2.25 0.32 %
10-Feb-21 690.25 693.70 2,278,000 43,666,200 -1.21 % 360.48 % 10.26 % 0.5365 0.50 - Short Buildup 8.27%327.73 3.45 0.5 %
09-Feb-21 699.20 702.20 494,700 39,601,500 -0.93 % 10.23 % -6.56 % 0.5376 0.54 - Long Windup 18.50%379.49 3 0.43 %
08-Feb-21 702.95 708.80 448,800 42,381,000 2.77 % 6.45 % 4.92 % 0.5389 0.90 - Long Buildup 11.17%168.51 5.85 0.83 %
05-Feb-21 685.05 689.70 421,600 40,395,400 4.52 % 16.43 % 6.15 % 0.5391 0.91 - Long Buildup 12.33%245.88 4.65 0.68 %
04-Feb-21 655.95 659.85 362,100 38,056,200 0.49 % -4.48 % -2.08 % 0.5372 0.89 - Short Covering 14.59%141.28 3.9 0.59 %
03-Feb-21 653.15 656.65 379,100 38,863,700 1.74 % 7.21 % -2.11 % 0.5385 1.76 - Short Covering 11.86%115.00 3.5 0.54 %
02-Feb-21 641.65 645.45 353,600 39,701,800 0.76 % 10.64 % -1.10 % 0.5394 2.05 - Short Covering 14.48%167.69 3.8 0.59 %
01-Feb-21 636.10 640.55 319,600 40,142,100 5.74 % 15.34 % -2.70 % 0.5406 4.10 - Short Covering 16.57%222.20 4.45 0.7 %
29-Jan-21 601.00 605.80 277,100 41,253,900 -3.69 % 24.43 % -0.40 % 0.5365 3.09 - Long Windup 19.60%315.93 4.8 0.8 %
28-Jan-21 623.70 629.00 222,700 41,420,500 -0.37 % 10.08 % 3.85 % 0.5355 3.40 - Short Buildup 17.33%184.76 5.3 0.85 %
27-Jan-21 626.00 631.35 202,300 39,885,400 -3.68 % 16.67 % 0.21 % 0.5368 4.86 - Short Buildup 20.23%188.90 5.35 0.85 %
25-Jan-21 651.95 655.50 173,400 39,800,400 0.54 % 9.68 % -2.29 % 0.5353 5.67 - Short Covering 10.42%111.09 3.55 0.54 %
22-Jan-21 647.00 652.00 158,100 40,733,700 -3.08 % -22.50 % 0.30 % 0.5365 16.50 - Short Buildup 17.52%268.85 5 0.77 %
21-Jan-21 666.70 672.75 204,000 40,611,300 -3.48 % 0.00 % -0.68 % 0.5364 - - Long Windup 16.13%173.28 6.05 0.91 %
20-Jan-21 690.15 697.00 204,000 40,888,400 2.50 % -0.83 % -3.15 % 0.5357 - - Short Covering 12.71%204.43 6.85 0.99 %
19-Jan-21 681.10 680.00 205,700 42,217,800 1.34 % 1.68 % 7.28 % 0.5367 - - Long Buildup 26.06%554.60 -1.1 -0.16 %
18-Jan-21 666.70 671.00 202,300 39,353,300 -5.61 % 0.00 % -2.44 % 0.5373 - - Long Windup 14.14%236.12 4.3 0.64 %
15-Jan-21 705.90 710.85 202,300 40,339,300 -0.36 % 0.00 % 3.30 % 0.5330 - - Short Buildup 11.14%162.73 4.95 0.7 %
14-Jan-21 706.35 713.40 202,300 39,050,700 0.34 % -0.83 % -0.14 % 0.5344 - - Short Covering 15.11%123.16 7.05 1 %
13-Jan-21 709.15 711.00 204,000 39,105,100 1.28 % 7.14 % -0.10 % 0.5357 - - Short Covering 12.89%176.97 1.85 0.26 %
12-Jan-21 694.90 702.00 190,400 39,145,900 -0.11 % 10.89 % 1.93 % 0.5363 - - Short Buildup 13.08%222.98 7.1 1.02 %
11-Jan-21 695.65 702.80 171,700 38,404,700 -2.25 % 34.67 % -0.60 % 0.5377 - - Long Windup 18.32%216.95 7.15 1.03 %
08-Jan-21 713.15 718.95 127,500 38,635,900 -1.68 % 188.46 % -3.44 % 0.5380 - - Long Windup 20.67%284.99 5.8 0.81 %
07-Jan-21 722.80 731.20 44,200 40,012,900 5.68 % 116.67 % 7.58 % 0.5390 - - Long Buildup 13.47%372.14 8.4 1.16 %
06-Jan-21 683.80 691.90 20,400 37,192,600 1.30 % 33.33 % -3.33 % 0.5351 - - Short Covering 15.99%214.38 8.1 1.18 %
05-Jan-21 680.55 683.00 15,300 38,472,700 -2.17 % 125.00 % -7.01 % 0.5364 - - Long Windup 13.90%203.81 2.45 0.36 %
04-Jan-21 693.00 698.15 6,800 41,371,200 6.59 % 300.00 % 9.27 % 0.5372 - - Long Buildup 13.03%344.80 5.15 0.74 %
01-Jan-21 643.10 655.00 1,700 37,862,400 0.00 % 0.00 % -4.21 % 0.5290 - - 10.82%58.55 11.9 1.85 %
 
 
Average Delivery Volume
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
133.82 Crore Rs. 230.96 Crore Rs. 287.98 Crore Rs. 277.67 Crore Rs. 229.51 Crore Rs. 226.26 Crore Rs. More details >>
Average Delivery Percentage
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
13.03 % 16.01 % 16.47 % 16.84 % 15.13 % 14.10 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside Candle-
SPOTInside Candle-
 
 
TATASTEEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Mar-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
689.06 701.33 717.96 730.23 746.86 759.13 775.76
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
720.15 727.38 729.78 732.19 730.23 737.01 739.42 741.83 749.05
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
701.33 712.37 719.19 730.23 741.27 748.09 759.13
DeMark Pivot
Support 1 Pivot Point Resistance 1
724.1 733.3 753
 
 
TATASTEEL Result / Events
Date Description Status
24-Apr-20Fund RaisingCompleted
07-Feb-20Financial ResultsCompleted
26-Feb-19Fund RaisingCompleted