FnO Contract Details

Expiry:
Symbol:

TATASTEEL analysis for the selected expiry [Oct-20] as on 23-Oct-20

TATASTEEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 413.00 426.00 412.20 423.45 NA 3.37 % NA NA
29-Oct-20 413.90 427.25 413.45 424.40 22,482,500 3.26 % -9.54 % Short Covering
26-Nov-20 416.70 428.45 416.00 425.65 6,825,500 3.40 % 165.02 % Long Buildup
31-Dec-20 417.40 428.50 417.40 427.05 83,300 3.24 % 11.36 % Long Buildup
Cummulative NA NA NA NA 29,391,300 NA 6.86 % Long Buildup
TATASTEEL Options OI PCR:  1.15   (Expiry : 29-Oct-20 )   PUT OI: 10,118,400   CALL OI: 8,816,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
430.00 1433100 42.40% 6.10 93.65% Long Buildup
450.00 1183200 0.00% 1.55 72.22% Long Buildup
420.00 975800 -35.43% 10.80 89.47% 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
430.00 1433100 42.40% 6.10 93.65% Long Buildup
440.00 909500 35.79% 2.95 73.53% Long Buildup
460.00 562700 41.45% 0.70 40.00% 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
410.00 589900 -52.34% 17.60 78.68% Short Covering
420.00 975800 -35.43% 10.80 89.47% Short Covering
400.00 935000 -28.01% 26.10 59.63% 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 1730600 86.79% 1.75 -67.29% Short Buildup
390.00 1088000 10.54% 1.05 -61.11% Short Buildup
410.00 938400 79.80% 3.40 -61.14% 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 1730600 86.79% 1.75 -67.29% Short Buildup
420.00 889100 215.06% 6.55 -54.98% Short Buildup
410.00 938400 79.80% 3.40 -61.14% 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
370.00 804100 -12.24% 0.55 -35.29% Long Windup
330.00 336600 -25.00% 0.15 -40.00% Long Windup
350.00 768400 -9.42% 0.40 14.29% Short Covering
 
 
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 %
23-Oct-20 423.45 424.40 22,482,500 29,391,300 3.26 % -9.54 % 6.86 % 0.5475 1.15 23.51 % Long Buildup 12.39%149.95 0.95 0.22 %
22-Oct-20 409.65 411.00 24,854,000 27,504,300 1.56 % 5.43 % 9.62 % 0.5471 0.85 9.64 % Long Buildup 16.04%137.26 1.35 0.33 %
21-Oct-20 404.05 404.70 23,573,900 25,090,300 2.82 % 2.15 % 3.16 % 0.5481 0.70 6.04 % Long Buildup 10.92%116.25 0.65 0.16 %
20-Oct-20 392.40 393.60 23,077,500 24,321,900 -0.77 % 0.20 % 0.81 % 0.5481 0.62 5.12 % Short Buildup 20.35%87.46 1.2 0.31 %
19-Oct-20 395.50 396.65 23,031,600 24,126,400 0.39 % -2.41 % -2.10 % 0.5493 0.66 4.54 % Short Covering 11.57%67.41 1.15 0.29 %
16-Oct-20 393.85 395.10 23,601,100 24,643,200 5.71 % 2.55 % 2.42 % 0.5507 0.69 4.23 % Long Buildup 11.02%125.25 1.25 0.32 %
15-Oct-20 373.90 373.75 23,014,600 24,061,800 -0.89 % -8.23 % -7.59 % 0.5476 0.54 4.35 % Long Windup 13.59%160.88 -0.15 -0.04 %
14-Oct-20 375.55 377.10 25,078,400 26,037,200 2.10 % 1.28 % 2.90 % 0.5489 0.47 3.68 % Long Buildup 11.58%64.77 1.55 0.41 %
13-Oct-20 368.35 369.35 24,762,200 25,304,500 -0.58 % -1.74 % -1.37 % 0.5496 0.44 2.14 % Long Windup 15.81%69.31 1 0.27 %
12-Oct-20 371.10 371.50 25,200,800 25,654,700 0.28 % -0.92 % -0.63 % 0.5509 0.42 1.77 % Short Covering 17.42%101.85 0.4 0.11 %
09-Oct-20 369.50 370.45 25,433,700 25,816,200 -1.31 % 3.24 % 3.14 % 0.5523 0.45 1.48 % Short Buildup 9.20%74.84 0.95 0.26 %
08-Oct-20 373.65 375.35 24,636,400 25,030,800 0.82 % -1.51 % -1.32 % 0.5535 0.45 1.58 % Short Covering 7.35%38.77 1.7 0.45 %
07-Oct-20 371.10 372.30 25,013,800 25,365,700 -1.83 % 0.49 % 0.58 % 0.5548 0.46 1.39 % Short Buildup 12.28%44.18 1.2 0.32 %
06-Oct-20 377.40 379.25 24,891,400 25,219,500 -1.03 % 0.42 % 0.56 % 0.5557 0.49 1.30 % Short Buildup 17.55%94.63 1.85 0.49 %
05-Oct-20 382.30 383.20 24,787,700 25,078,400 4.53 % -2.54 % -2.38 % 0.5568 0.52 1.16 % Short Covering 12.94%96.89 0.9 0.24 %
01-Oct-20 364.95 366.60 25,433,700 25,690,400 1.62 % -1.29 % -1.30 % 0.5546 0.47 1.00 % Short Covering 13.46%46.92 1.65 0.45 %
30-Sep-20 359.75 360.75 25,765,200 26,028,700 -2.84 % 1.09 % 1.12 % 0.5557 0.46 1.01 % Short Buildup 14.23%66.37 1 0.28 %
29-Sep-20 370.05 371.30 25,486,400 25,739,700 2.30 % -1.41 % -1.35 % 0.5558 0.48 0.98 % Short Covering 12.12%80.26 1.25 0.34 %
28-Sep-20 361.00 362.95 25,851,900 26,091,600 2.73 % 1.20 % 1.31 % 0.5562 0.46 0.92 % Long Buildup 9.30%41.19 1.95 0.54 %
25-Sep-20 352.10 353.30 25,545,900 25,755,000 2.17 % -0.69 % -4.87 % 0.5565 0.46 0.81 % Short Covering 15.39%66.32 1.2 0.34 %
24-Sep-20 343.90 345.80 25,722,700 27,072,500 -4.93 % 25.29 % 4.69 % 0.5570 0.45 - Short Buildup 19.11%82.14 1.9 0.55 %
23-Sep-20 361.30 363.75 20,530,900 25,860,400 -3.32 % 34.58 % -0.28 % 0.5544 0.43 - Long Windup 15.31%93.94 2.45 0.68 %
22-Sep-20 374.15 376.25 15,255,800 25,933,500 0.33 % 149.21 % 5.70 % 0.5538 0.48 - Long Buildup 15.92%131.10 2.1 0.56 %
21-Sep-20 373.40 375.00 6,121,700 24,534,400 -5.54 % 118.91 % -1.12 % 0.5552 0.44 - Long Windup 15.52%81.95 1.6 0.43 %
18-Sep-20 395.50 397.00 2,796,500 24,811,500 -1.03 % 29.73 % -3.77 % 0.5511 0.42 - Long Windup 33.40%222.48 1.5 0.38 %
17-Sep-20 398.70 401.15 2,155,600 25,782,200 -1.59 % 49.88 % 3.74 % 0.5523 0.41 - Short Buildup 14.98%88.45 2.45 0.61 %
16-Sep-20 404.60 407.65 1,438,200 24,852,300 -0.15 % 47.39 % 3.38 % 0.5534 0.39 - Short Buildup 23.37%94.42 3.05 0.75 %
15-Sep-20 405.25 408.25 975,800 24,039,700 0.23 % 18.84 % -0.66 % 0.5548 0.37 - Short Covering 13.55%50.15 3 0.74 %
14-Sep-20 404.65 407.30 821,100 24,199,500 -0.65 % 36.83 % 2.55 % 0.5561 0.36 - Short Buildup 16.65%83.08 2.65 0.65 %
11-Sep-20 407.50 409.95 600,100 23,597,700 -0.12 % 3.22 % -0.44 % 0.5575 0.36 - Long Windup 11.53%64.33 2.45 0.6 %
10-Sep-20 408.00 410.45 581,400 23,701,400 -2.51 % 15.54 % -1.73 % 0.5589 0.36 - Long Windup 10.48%98.00 2.45 0.6 %
09-Sep-20 417.40 421.00 503,200 24,117,900 3.33 % 28.14 % 5.68 % 0.5594 0.35 - Long Buildup 12.05%160.89 3.6 0.86 %
08-Sep-20 405.10 407.45 392,700 22,822,500 -4.37 % 6.45 % 0.85 % 0.5593 0.27 - Short Buildup 15.40%72.60 2.35 0.58 %
07-Sep-20 422.50 426.05 368,900 22,630,400 0.42 % 1.40 % 4.70 % 0.5579 0.27 - Long Buildup 13.26%53.95 3.55 0.84 %
04-Sep-20 421.30 424.25 363,800 21,613,800 -3.98 % 1.42 % 0.70 % 0.5592 0.29 - Short Buildup 18.33%81.34 2.95 0.7 %
03-Sep-20 438.10 441.85 358,700 21,462,500 -0.07 % 3.94 % 4.19 % 0.5581 0.30 - Short Buildup 25.12%112.41 3.75 0.86 %
02-Sep-20 438.65 442.15 345,100 20,598,900 2.08 % 31.82 % 4.76 % 0.5595 0.29 - Long Buildup 23.73%122.19 3.5 0.8 %
01-Sep-20 428.65 433.15 261,800 19,662,200 4.16 % 27.27 % 7.85 % 0.5601 0.15 - Long Buildup 17.53%105.73 4.5 1.05 %
31-Aug-20 413.00 415.85 205,700 18,230,800 -2.73 % 23.47 % -0.08 % 0.5592 0.16 - Long Windup 27.03%175.81 2.85 0.69 %
28-Aug-20 424.20 427.50 166,600 18,246,100 -0.56 % 22.50 % -0.47 % 0.5594 - - Long Windup 23.72%153.07 3.3 0.78 %
27-Aug-20 426.85 429.90 136,000 18,332,800 0.36 % 31.15 % 1.17 % 0.5608 - - Long Buildup 21.93%89.39 3.05 0.71 %
26-Aug-20 425.00 428.35 103,700 18,120,300 0.26 % 12.96 % -2.34 % 0.5622 - - Short Covering 22.47%75.99 3.35 0.79 %
25-Aug-20 424.00 427.25 91,800 18,553,800 -1.36 % -6.90 % -2.25 % 0.5636 - - Long Windup 21.22%94.96 3.25 0.77 %
24-Aug-20 429.50 433.15 98,600 18,980,500 0.24 % 34.88 % 5.00 % 0.5647 - - Long Buildup 17.84%69.68 3.65 0.85 %
21-Aug-20 428.85 432.10 73,100 18,076,100 -0.89 % 7.50 % 7.03 % 0.5661 - - Short Buildup 10.91%63.10 3.25 0.76 %
20-Aug-20 432.60 436.00 68,000 16,889,500 0.43 % 5.26 % -1.09 % 0.5674 - - Short Covering 8.71%59.73 3.4 0.79 %
19-Aug-20 431.70 434.15 64,600 17,074,800 -0.73 % -5.00 % -4.87 % 0.5688 - - Long Windup 10.06%51.43 2.45 0.57 %
18-Aug-20 434.50 437.35 68,000 17,948,600 2.18 % 11.11 % 0.80 % 0.5702 - - Long Buildup 12.03%90.68 2.85 0.66 %
17-Aug-20 425.05 428.00 61,200 17,805,800 1.66 % 16.13 % -1.27 % 0.5708 - - Short Covering 6.12%47.17 2.95 0.69 %
14-Aug-20 418.50 421.00 52,700 18,035,300 2.47 % 24.00 % 5.97 % 0.5719 - - Long Buildup 6.47%129.23 2.5 0.6 %
13-Aug-20 413.10 410.85 42,500 17,018,700 -1.72 % 19.05 % 3.31 % 0.5731 - - Short Buildup 10.64%54.60 -2.25 -0.54 %
12-Aug-20 414.50 418.05 35,700 16,473,000 -0.46 % 10.53 % -1.46 % 0.5745 - - Long Windup 16.40%78.68 3.55 0.86 %
11-Aug-20 416.45 420.00 32,300 16,717,800 2.07 % 18.75 % -0.11 % 0.5759 - - Short Covering 12.90%139.09 3.55 0.85 %
10-Aug-20 410.20 411.50 27,200 16,736,500 1.78 % 33.33 % 2.21 % 0.5770 - - Long Buildup 12.34%60.86 1.3 0.32 %
07-Aug-20 404.05 404.30 20,400 16,374,400 1.13 % 20.00 % 0.34 % 0.5780 - - Long Buildup 11.25%68.98 0.25 0.06 %
06-Aug-20 400.45 399.80 17,000 16,318,300 3.04 % 25.00 % -1.16 % 0.5794 - - Short Covering 15.75%139.52 -0.65 -0.16 %
05-Aug-20 395.80 388.00 13,600 16,510,400 0.00 % 0.00 % 0.87 % 0.5786 - - 17.41%210.55 -7.8 -1.97 %
 
 
Average Delivery Volume
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
149.95 Crore Rs. 134.49 Crore Rs. 111.67 Crore Rs. 113.65 Crore Rs. 95.24 Crore Rs. 86.33 Crore Rs. More details >>
Average Delivery Percentage
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
12.39 % 12.88 % 13.50 % 12.95 % 12.70 % 13.15 % More details >>
 
 
TATASTEEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Oct-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
402.35 407.9 416.15 421.7 429.95 435.5 443.75
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
417.5 420.95 422.1 423.25 421.7 425.55 426.7 427.85 431.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
407.9 413.17 416.43 421.7 426.97 430.23 435.5
DeMark Pivot
Support 1 Pivot Point Resistance 1
418.93 423.09 432.73
 
 
TATASTEEL Result / Events
Date Description Status
24-Apr-20Fund RaisingCompleted
07-Feb-20Financial ResultsCompleted
26-Feb-19Fund RaisingCompleted