FnO Contract Details

Expiry:
Symbol:

TORNTPHARM analysis for the selected expiry [Sep-19] as on 20-Sep-19

TORNTPHARM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,706.50 1,757.30 1,696.55 1,727.20 NA 1.47 % NA NA
26-Sep-19 1,705.00 1,749.30 1,691.05 1,722.80 313,000 1.60 % -3.10 % Short Covering
31-Oct-19 1,710.45 1,746.00 1,699.65 1,727.25 53,500 1.80 % 69.84 % Long Buildup
Cummulative NA NA NA NA 366,500 NA 3.39 % Long Buildup
TORNTPHARM Options OI PCR:  0.57   (Expiry : 26-Sep-19 )   PUT OI: 27,000   CALL OI: 47,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1800.00 13500 -15.63% 3.60 20.00% Short Covering
1700.00 6000 -14.29% 23.95 -23.97% Long Windup
1740.00 5500 -15.38% 20.00 42.86% 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
1780.00 1500 200.00% 11.85 -63.03% Short Buildup
1820.00 2500 25.00% 1.60 6.67% Long Buildup
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1800.00 13500 -15.63% 3.60 20.00% Short Covering
1720.00 2000 -33.33% 27.00 58.82% Short Covering
1740.00 5500 -15.38% 20.00 42.86% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1580.00 10000 0.00% 0.35 0.00%
1660.00 5000 0.00% 1.20 -90.77%
1600.00 3500 -30.00% 0.35 -86.00% 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
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
1600.00 3500 -30.00% 0.35 -86.00% Long Windup
1720.00 500 -66.67% 12.90 -65.37% Long Windup
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 %
20-Sep-19 1,727.20 1,722.80 313,000 366,500 1.60 % -3.10 % 3.39 % 0.2697 0.57 14.60 % Long Buildup 47.79%32.88 -4.4 -0.25 %
19-Sep-19 1,702.10 1,695.75 323,000 354,500 1.30 % -0.62 % 4.73 % 0.2884 0.57 8.89 % Long Buildup 29.95%10.80 -6.35 -0.37 %
18-Sep-19 1,670.95 1,674.00 325,000 338,500 -0.89 % 5.86 % 6.11 % 0.2681 0.56 3.99 % Short Buildup 24.76%3.17 3.05 0.18 %
17-Sep-19 1,686.70 1,689.10 307,000 319,000 -1.43 % -5.25 % -3.92 % 0.2731 0.52 3.76 % Long Windup 22.67%2.98 2.4 0.14 %
16-Sep-19 1,709.65 1,713.65 324,000 332,000 -0.88 % 0.78 % 0.76 % 0.2730 0.56 2.41 % Short Buildup 14.26%3.62 4 0.23 %
13-Sep-19 1,721.25 1,728.80 321,500 329,500 0.88 % 12.81 % 12.65 % 0.2783 0.56 2.43 % Long Buildup 22.75%2.89 7.55 0.44 %
12-Sep-19 1,709.30 1,713.75 285,000 292,500 0.48 % -6.40 % -6.10 % 0.2840 0.55 2.56 % Short Covering 14.37%2.30 4.45 0.26 %
11-Sep-19 1,698.30 1,705.50 304,500 311,500 -0.90 % -4.55 % -4.30 % 0.2920 0.50 2.25 % Long Windup 42.40%10.40 7.2 0.42 %
09-Sep-19 1,717.10 1,721.05 319,000 325,500 -1.22 % -10.14 % -9.58 % 0.2979 0.51 2.00 % Long Windup 10.17%2.91 3.95 0.23 %
06-Sep-19 1,739.15 1,742.25 355,000 360,000 1.23 % 3.50 % 3.60 % 0.3016 0.50 1.39 % Long Buildup 30.49%11.40 3.1 0.18 %
05-Sep-19 1,711.75 1,721.15 343,000 347,500 1.28 % 3.47 % 3.42 % 0.3054 0.53 1.29 % Long Buildup 14.93%3.28 9.4 0.55 %
04-Sep-19 1,690.60 1,699.40 331,500 336,000 -1.00 % -8.30 % -7.69 % 0.3090 0.53 1.34 % Long Windup 29.45%7.44 8.8 0.52 %
03-Sep-19 1,713.40 1,716.60 361,500 364,000 0.16 % -1.36 % -0.95 % 0.3150 0.52 0.69 % Short Covering 8.94%3.85 3.2 0.19 %
30-Aug-19 1,707.60 1,713.90 366,500 367,500 1.39 % 3.53 % -22.39 % 0.3248 0.56 0.27 % Short Covering 9.25%6.75 6.3 0.37 %
29-Aug-19 1,674.95 1,690.45 354,000 473,500 0.92 % 10.11 % -20.89 % 0.3164 0.65 - Short Covering 51.56%9.98 15.5 0.93 %
28-Aug-19 1,668.80 1,675.10 321,500 598,500 -0.36 % 88.01 % 10.73 % 0.3260 0.77 - Short Buildup 22.86%7.02 6.3 0.38 %
27-Aug-19 1,684.50 1,681.20 171,000 540,500 0.36 % 43.10 % 2.85 % 0.3342 1.29 - Long Buildup 38.55%9.09 -3.3 -0.2 %
26-Aug-19 1,677.95 1,675.25 119,500 525,500 0.89 % 198.75 % 1.45 % 0.3444 1.59 - Long Buildup 16.17%4.52 -2.7 -0.16 %
23-Aug-19 1,659.60 1,660.55 40,000 518,000 -0.12 % 11.11 % -7.42 % 0.3520 8.50 - Long Windup 49.64%20.55 0.95 0.06 %
22-Aug-19 1,674.85 1,662.55 36,000 559,500 0.00 % 26.32 % 8.85 % 0.3627 17.00 - 55.60%21.49 -12.3 -0.73 %
21-Aug-19 1,670.20 1,662.60 28,500 514,000 0.13 % 29.55 % -2.47 % 0.3740 17.00 - Short Covering 61.83%28.35 -7.6 -0.46 %
20-Aug-19 1,659.15 1,660.40 22,000 527,000 0.15 % 57.14 % 3.43 % 0.3856 17.00 - Long Buildup 28.91%8.15 1.25 0.08 %
19-Aug-19 1,655.10 1,657.85 14,000 509,500 0.72 % 47.37 % -1.26 % 0.3977 - - Short Covering 22.21%4.75 2.75 0.17 %
16-Aug-19 1,647.80 1,646.00 9,500 516,000 -2.53 % 5.56 % -11.87 % 0.4099 - - Long Windup 38.66%11.50 -1.8 -0.11 %
14-Aug-19 1,686.10 1,688.80 9,000 585,500 2.20 % -5.26 % 4.93 % 0.4076 - - Long Buildup 46.39%25.41 2.7 0.16 %
13-Aug-19 1,653.95 1,652.45 9,500 558,000 -1.58 % -9.52 % -0.80 % 0.4078 - - Long Windup 20.67%16.32 -1.5 -0.09 %
09-Aug-19 1,674.55 1,679.00 10,500 562,500 -1.16 % 10.53 % -13.13 % 0.4154 - - Long Windup 55.35%31.76 4.45 0.27 %
08-Aug-19 1,710.40 1,698.65 9,500 647,500 0.00 % 5.56 % 4.44 % 0.4229 - - 33.39%11.95 -11.75 -0.69 %
07-Aug-19 1,702.90 1,698.65 9,000 620,000 1.18 % 5.88 % -2.29 % 0.4362 - - Short Covering 15.68%8.85 -4.25 -0.25 %
06-Aug-19 1,672.30 1,678.80 8,500 634,500 0.83 % 13.33 % -6.00 % 0.4444 - - Short Covering 33.21%11.45 6.5 0.39 %
05-Aug-19 1,668.70 1,665.00 7,500 675,000 0.00 % 0.00 % -0.37 % 0.4582 - - 28.18%7.27 -3.7 -0.22 %
02-Aug-19 1,673.25 1,665.00 7,500 677,500 -0.46 % 50.00 % 2.19 % 0.4726 - - Short Buildup 23.82%10.76 -8.25 -0.49 %
01-Aug-19 1,667.90 1,672.70 5,000 663,000 1.03 % -23.08 % -3.49 % 0.4874 - - Short Covering 30.80%11.70 4.8 0.29 %
31-Jul-19 1,670.85 1,655.60 6,500 687,000 -0.98 % -7.14 % -1.65 % 0.5025 - - Long Windup 17.69%7.05 -15.25 -0.91 %
30-Jul-19 1,653.45 1,672.00 7,000 698,500 2.84 % 27.27 % -3.19 % 0.5163 - - Short Covering 11.77%7.57 18.55 1.12 %
29-Jul-19 1,651.40 1,625.90 5,500 721,500 -1.05 % 37.50 % -6.30 % 0.5322 - - Long Windup 13.23%5.38 -25.5 -1.54 %
26-Jul-19 1,673.75 1,643.15 4,000 770,000 2.64 % 33.33 % -11.39 % 0.5478 - - Short Covering 9.67%10.00 -30.6 -1.83 %
25-Jul-19 1,624.20 1,600.95 3,000 869,000 0.08 % 20.00 % -11.05 % 0.5560 - - Short Covering 22.36%35.16 -23.25 -1.43 %
24-Jul-19 1,607.00 1,599.70 2,500 977,000 4.57 % 400.00 % 6.31 % 0.5710 - - Long Buildup 11.24%49.74 -7.3 -0.45 %
23-Jul-19 1,467.80 1,529.80 500 919,000 0.00 % 0.00 % 4.55 % 0.3055 - - 38.81%21.65 62 4.22 %
22-Jul-19 1,500.85 1,529.80 500 879,000 0.00 % 0.00 % 5.14 % 0.2805 - - 14.22%5.69 28.95 1.93 %
19-Jul-19 1,515.45 1,529.80 500 836,000 0.00 % 0.00 % 2.58 % 0.2795 - - 17.69%10.47 14.35 0.95 %
 
 
Average Delivery Volume
On 20-Sep-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
32.88 Crore Rs. 15.61 Crore Rs. 10.69 Crore Rs. 8.63 Crore Rs. 7.53 Crore Rs. 9.79 Crore Rs. More details >>
Average Delivery Percentage
On 20-Sep-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
47.79 % 39.72 % 34.12 % 32.90 % 26.75 % 30.97 % More details >>
 
 
TORNTPHARM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 23-Sep-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1634.55 1662.8 1692.8 1721.05 1751.05 1779.3 1809.3
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1693.68 1708.24 1713.09 1717.95 1721.05 1727.65 1732.51 1737.36 1751.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1662.8 1685.05 1698.8 1721.05 1743.3 1757.05 1779.3
DeMark Pivot
Support 1 Pivot Point Resistance 1
1706.93 1728.11 1765.18
 
 
TORNTPHARM Result / Events
Date Description Status
23-Jul-19Financial ResultsCompleted
20-May-19Financial Results/DividendCompleted
30-Jan-19Financial Results/Dividend/Fund RaisingCompleted