FnO Contract Details

Expiry:
Symbol:

TORNTPHARM analysis for the selected expiry [Oct-20] as on 24-Sep-20

TORNTPHARM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,646.00 2,678.35 2,455.00 2,650.25 NA -0.40 % NA NA
24-Sep-20 2,575.20 2,674.00 2,575.20 2,644.85 37,000 -0.81 % -83.95 % Long Windup
29-Oct-20 2,600.45 2,686.85 2,599.65 2,658.40 828,500 -0.71 % 22.65 % Short Buildup
26-Nov-20 2,640.00 2,686.15 2,640.00 2,661.10 8,500 -1.03 % 41.67 % Short Buildup
Cummulative NA NA NA NA 874,000 NA -4.17 % Long Windup
TORNTPHARM Options OI PCR:  0.70   (Expiry : 29-Oct-20 )   PUT OI: 16,500   CALL OI: 23,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3000.00 10000 25.00% 30.45 -19.87% Short Buildup
2800.00 6000 71.43% 76.40 -15.11% Short Buildup
2900.00 3500 75.00% 51.05 -31.93% 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
2800.00 6000 71.43% 76.40 -15.11% Short Buildup
3000.00 10000 25.00% 30.45 -19.87% Short Buildup
2900.00 3500 75.00% 51.05 -31.93% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2600.00 8500 0.00% 95.05 0.00%
2800.00 4000 0.00% 199.00 0.00%
2400.00 1000 0.00% 18.00 0.00%
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
None
 
 
TORNTPHARM 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 %
24-Sep-20 2,650.25 2,658.40 828,500 874,000 -0.71 % 22.65 % -4.17 % 0.4637 0.70 - Long Windup 28.84%38.28 8.15 0.31 %
23-Sep-20 2,660.95 2,677.45 675,500 912,000 -2.15 % 54.93 % 2.30 % 0.4648 0.39 - Short Buildup 24.80%32.42 16.5 0.62 %
22-Sep-20 2,726.65 2,736.25 436,000 891,500 0.78 % 51.92 % -4.09 % 0.4648 0.28 - Short Covering 27.33%45.14 9.6 0.35 %
21-Sep-20 2,711.60 2,715.15 287,000 929,500 -6.14 % 157.40 % -9.36 % 0.4659 0.22 - Long Windup 16.21%29.40 3.55 0.13 %
18-Sep-20 2,876.30 2,892.80 111,500 1,025,500 1.25 % 178.75 % 7.33 % 0.4602 - - Long Buildup 13.11%43.46 16.5 0.57 %
17-Sep-20 2,841.25 2,857.20 40,000 955,500 -0.21 % 31.15 % -0.78 % 0.4610 - - Long Windup 11.33%23.16 15.95 0.56 %
16-Sep-20 2,843.05 2,863.35 30,500 963,000 -0.01 % 60.53 % -3.07 % 0.4622 - - Long Windup 8.44%12.44 20.3 0.71 %
15-Sep-20 2,850.50 2,863.55 19,000 993,500 2.20 % 15.15 % 11.32 % 0.4633 - - Long Buildup 18.69%36.76 13.05 0.46 %
14-Sep-20 2,797.55 2,802.00 16,500 892,500 -1.63 % 3.13 % -4.03 % 0.4638 - - Long Windup 25.47%20.56 4.45 0.16 %
11-Sep-20 2,837.20 2,848.45 16,000 930,000 0.82 % -3.03 % 1.31 % 0.4646 - - Long Buildup 24.56%14.41 11.25 0.4 %
10-Sep-20 2,814.55 2,825.30 16,500 918,000 -0.13 % 0.00 % -9.42 % 0.4656 - - Long Windup 17.48%38.09 10.75 0.38 %
09-Sep-20 2,807.80 2,828.85 16,500 1,013,500 2.31 % -2.94 % 3.68 % 0.4668 - - Long Buildup 32.32%53.45 21.05 0.75 %
08-Sep-20 2,753.65 2,765.00 17,000 977,500 0.00 % 0.00 % -10.97 % 0.4672 - - 25.09%53.60 11.35 0.41 %
07-Sep-20 2,782.50 2,765.00 17,000 1,098,000 -0.59 % -10.53 % -9.37 % 0.4682 - - Long Windup 28.43%35.79 -17.5 -0.63 %
04-Sep-20 2,769.20 2,781.40 19,000 1,211,500 -1.19 % 5.56 % -12.78 % 0.4693 - - Long Windup 30.61%75.04 12.2 0.44 %
03-Sep-20 2,797.45 2,815.00 18,000 1,389,000 1.09 % 16.13 % -5.09 % 0.4703 - - Short Covering 25.38%76.44 17.55 0.63 %
02-Sep-20 2,761.80 2,784.60 15,500 1,463,500 1.86 % 0.00 % -11.65 % 0.4711 - - Short Covering 27.98%103.41 22.8 0.83 %
01-Sep-20 2,709.85 2,733.85 15,500 1,656,500 2.21 % 0.00 % -0.72 % 0.4716 - - Short Covering 23.27%35.51 24 0.89 %
31-Aug-20 2,661.60 2,674.85 15,500 1,668,500 -2.20 % 6.90 % 0.82 % 0.4722 - - Short Buildup 32.56%69.39 13.25 0.5 %
28-Aug-20 2,709.45 2,735.00 14,500 1,655,000 -1.00 % 31.82 % 7.40 % 0.4727 - - Short Buildup 33.30%48.57 25.55 0.94 %
27-Aug-20 2,747.05 2,762.60 11,000 1,541,000 -1.62 % 175.00 % 0.85 % 0.4736 - - Short Buildup 27.05%45.57 15.55 0.57 %
26-Aug-20 2,755.20 2,808.00 4,000 1,528,000 0.00 % 0.00 % -3.11 % 0.4747 - - 35.03%43.88 52.8 1.92 %
25-Aug-20 2,804.35 2,808.00 4,000 1,577,000 0.00 % 0.00 % -4.19 % 0.4753 - - 24.46%24.98 3.65 0.13 %
24-Aug-20 2,798.10 2,808.00 4,000 1,646,000 -1.02 % -20.00 % 5.89 % 0.4765 - - Short Buildup 28.34%25.74 9.9 0.35 %
21-Aug-20 2,825.45 2,837.00 5,000 1,554,500 1.37 % 150.00 % -3.24 % 0.4775 - - Short Covering 26.32%59.46 11.55 0.41 %
20-Aug-20 2,814.65 2,798.75 2,000 1,606,500 0.00 % 0.00 % -0.83 % 0.4787 - - 13.57%14.73 -15.9 -0.56 %
19-Aug-20 2,794.60 2,798.75 2,000 1,620,000 0.00 % 0.00 % 0.47 % 0.4798 - - 17.79%18.42 4.15 0.15 %
18-Aug-20 2,805.25 2,798.75 2,000 1,612,500 -1.04 % -20.00 % -2.18 % 0.4810 - - Long Windup 20.06%32.12 -6.5 -0.23 %
17-Aug-20 2,792.10 2,828.05 2,500 1,648,500 -0.74 % 25.00 % 0.64 % 0.4821 - - Short Buildup 25.89%43.26 35.95 1.29 %
14-Aug-20 2,838.95 2,849.00 2,000 1,638,000 -2.48 % 300.00 % -1.95 % 0.4828 - - Long Windup 14.14%33.53 10.05 0.35 %
13-Aug-20 2,798.95 2,921.50 500 1,670,500 0.00 % 0.00 % 5.63 % 0.4836 - - 21.79%52.22 122.55 4.38 %
12-Aug-20 2,816.00 2,921.50 500 1,581,500 0.00 % 0.00 % 1.70 % 0.4848 - - 24.64%72.33 105.5 3.75 %
11-Aug-20 2,870.40 2,921.50 500 1,555,000 -2.59 % -75.00 % -8.02 % 0.4853 - - Long Windup 29.17%102.01 51.1 1.78 %
10-Aug-20 3,010.80 2,999.05 2,000 1,690,500 2.42 % 100.00 % 1.93 % 0.4822 - - Long Buildup 20.02%78.16 -11.75 -0.39 %
07-Aug-20 2,941.05 2,928.10 1,000 1,658,500 4.50 % 100.00 % -5.39 % 0.4824 - - Short Covering 20.48%62.50 -12.95 -0.44 %
06-Aug-20 2,976.45 2,802.00 500 1,753,000 0.00 % 0.00 % -1.52 % 0.4833 - - 20.13%115.36 -174.45 -5.86 %
05-Aug-20 2,857.20 2,802.00 500 1,780,000 0.00 % 0.00 % -5.32 % 0.4814 - - 18.48%65.37 -55.2 -1.93 %
04-Aug-20 2,828.70 2,802.00 500 1,880,000 0.00 % 0.00 % -5.29 % 0.4824 - - 20.17%100.42 -26.7 -0.94 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
38.28 Crore Rs. 38.61 Crore Rs. 37.74 Crore Rs. 32.63 Crore Rs. 33.94 Crore Rs. 44.33 Crore Rs. More details >>
Average Delivery Percentage
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
28.84 % 27.03 % 20.22 % 17.68 % 19.92 % 23.68 % More details >>
 
 
TORNTPHARM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Sep-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2522.55 2561.1 2609.75 2648.3 2696.95 2735.5 2784.15
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2614.8 2636.6 2643.87 2651.13 2648.3 2665.67 2672.93 2680.2 2702
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2561.1 2594.41 2614.99 2648.3 2681.61 2702.19 2735.5
DeMark Pivot
Support 1 Pivot Point Resistance 1
2629.03 2657.94 2716.23
 
 
TORNTPHARM Result / Events
Date Description Status
30-Jul-20Financial ResultsCompleted
23-Oct-19Financial ResultsCompleted
23-Jul-19Financial ResultsCompleted
20-May-19Financial Results/DividendCompleted
30-Jan-19Financial Results/Dividend/Fund RaisingCompleted