FnO Contract Details

Expiry:
Symbol:

TORNTPHARM analysis for the selected expiry [Jul-20] as on 03-Jul-20

TORNTPHARM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,370.00 2,400.65 2,353.25 2,395.20 NA 1.88 % NA NA
30-Jul-20 2,371.75 2,407.80 2,358.05 2,401.80 1,412,500 1.71 % 2.88 % Long Buildup
27-Aug-20 0.00 0.00 0.00 2,356.00 8,000 0.00 % 0.00 %
Cummulative NA NA NA NA 1,420,500 NA 2.86 % Long Buildup
TORNTPHARM Options OI PCR:  0.54   (Expiry : 30-Jul-20 )   PUT OI: 55,500   CALL OI: 103,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2500.00 30000 -9.09% 57.40 22.00% Short Covering
2400.00 13500 -44.90% 95.45 21.83% Short Covering
2600.00 12000 9.09% 33.85 35.40% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2450.00 6500 30.00% 72.75 24.15% Long Buildup
2600.00 12000 9.09% 33.85 35.40% Long Buildup
2300.00 5500 10.00% 133.35 21.23% 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
2400.00 13500 -44.90% 95.45 21.83% Short Covering
2500.00 30000 -9.09% 57.40 22.00% Short Covering
3100.00 8000 -23.81% 2.50 66.67% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2200.00 21000 13.51% 24.60 -22.27% Short Buildup
2300.00 7500 87.50% 50.50 -18.48% Short Buildup
2400.00 5000 -9.09% 89.25 -23.95% 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
2300.00 7500 87.50% 50.50 -18.48% Short Buildup
2200.00 21000 13.51% 24.60 -22.27% Short Buildup
2250.00 4000 14.29% 37.15 6.14% Long 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
2500.00 4000 -38.46% 161.50 -8.50% Long Windup
2400.00 5000 -9.09% 89.25 -23.95% 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 %
03-Jul-20 2,395.20 2,401.80 1,412,500 1,420,500 1.71 % 2.88 % 2.86 % 0.4821 0.54 0.56 % Long Buildup 25.55%19.23 6.6 0.28 %
02-Jul-20 2,350.95 2,361.35 1,373,000 1,381,000 0.73 % 0.84 % 0.88 % 0.4826 0.44 0.58 % Long Buildup 36.22%31.49 10.4 0.44 %
01-Jul-20 2,338.10 2,344.35 1,361,500 1,369,000 -1.18 % 0.93 % 1.03 % 0.4838 0.51 0.55 % Short Buildup 40.37%40.35 6.25 0.27 %
30-Jun-20 2,372.10 2,372.30 1,349,000 1,355,000 -2.79 % 7.70 % 7.75 % 0.4846 0.53 0.44 % Short Buildup 55.81%78.71 0.2 0.01 %
29-Jun-20 2,437.75 2,440.40 1,252,500 1,257,500 -1.30 % 4.86 % 4.92 % 0.4844 0.54 0.40 % Short Buildup 52.18%52.50 2.65 0.11 %
26-Jun-20 2,471.15 2,472.50 1,194,500 1,198,500 -1.25 % 1.79 % 0.25 % 0.4853 0.68 0.33 % Short Buildup 32.53%21.30 1.35 0.05 %
25-Jun-20 2,500.10 2,503.70 1,173,500 1,195,500 1.20 % 37.90 % 0.97 % 0.4862 0.70 - Long Buildup 50.54%100.34 3.6 0.14 %
24-Jun-20 2,462.05 2,474.10 851,000 1,184,000 -4.19 % 71.23 % 3.59 % 0.4870 0.91 - Short Buildup 43.92%43.18 12.05 0.49 %
23-Jun-20 2,579.90 2,582.40 497,000 1,143,000 -0.33 % 265.44 % -0.39 % 0.4841 0.41 - Long Windup 32.31%29.76 2.5 0.1 %
22-Jun-20 2,589.85 2,590.90 136,000 1,147,500 2.38 % 134.48 % 3.33 % 0.4853 1.25 - Long Buildup 34.66%28.01 1.05 0.04 %
19-Jun-20 2,543.35 2,530.60 58,000 1,110,500 0.84 % 90.16 % 2.78 % 0.4859 - - Long Buildup 43.81%32.61 -12.75 -0.5 %
18-Jun-20 2,521.65 2,509.55 30,500 1,080,500 -0.88 % 1.67 % -0.87 % 0.4870 - - Long Windup 29.72%17.07 -12.1 -0.48 %
17-Jun-20 2,545.55 2,531.75 30,000 1,090,000 1.51 % 36.36 % -2.15 % 0.4880 - - Short Covering 39.44%64.75 -13.8 -0.54 %
16-Jun-20 2,499.00 2,494.05 22,000 1,114,000 1.31 % 22.22 % -3.05 % 0.4886 - - Short Covering 43.38%47.45 -4.95 -0.2 %
15-Jun-20 2,463.15 2,461.90 18,000 1,149,000 -0.80 % 12.50 % -2.00 % 0.4894 - - Long Windup 16.33%20.74 -1.25 -0.05 %
12-Jun-20 2,485.95 2,481.65 16,000 1,172,500 1.58 % 14.29 % -1.35 % 0.4905 - - Short Covering 37.81%58.94 -4.3 -0.17 %
11-Jun-20 2,447.60 2,443.00 14,000 1,188,500 -0.57 % -15.15 % -1.90 % 0.4913 - - Long Windup 23.17%42.70 -4.6 -0.19 %
10-Jun-20 2,458.90 2,457.10 16,500 1,211,500 3.30 % -13.16 % -8.57 % 0.4925 - - Short Covering 26.66%74.87 -1.8 -0.07 %
09-Jun-20 2,376.95 2,378.55 19,000 1,325,000 0.32 % 5.56 % -3.18 % 0.4916 - - Short Covering 20.00%45.04 1.6 0.07 %
08-Jun-20 2,366.25 2,371.05 18,000 1,368,500 -1.00 % 9.09 % 0.07 % 0.4927 - - Short Buildup 33.64%38.22 4.8 0.2 %
05-Jun-20 2,367.75 2,395.00 16,500 1,367,500 1.22 % 3.13 % -8.25 % 0.4940 - - Short Covering 35.34%37.48 27.25 1.15 %
04-Jun-20 2,365.85 2,366.10 16,000 1,490,500 2.36 % 14.29 % -5.00 % 0.4952 - - Short Covering 34.03%70.22 0.25 0.01 %
03-Jun-20 2,307.75 2,311.45 14,000 1,569,000 -1.98 % 55.56 % 12.88 % 0.4953 - - Short Buildup 28.63%106.38 3.7 0.16 %
02-Jun-20 2,369.45 2,358.15 9,000 1,390,000 1.65 % 0.00 % -1.63 % 0.4953 - - Short Covering 27.55%48.91 -11.3 -0.48 %
01-Jun-20 2,327.00 2,319.95 9,000 1,413,000 -0.53 % 0.00 % 0.50 % 0.4959 - - Short Buildup 43.92%119.69 -7.05 -0.3 %
29-May-20 2,362.55 2,332.20 9,000 1,406,000 -0.63 % 350.00 % 25.54 % 0.5740 - - Short Buildup 58.30%1,187.74 -30.35 -1.28 %
28-May-20 2,357.95 2,347.00 2,000 1,120,000 -8.41 % 33.33 % 7.02 % 0.5920 - - Short Buildup 32.51%105.09 -10.95 -0.46 %
27-May-20 2,402.55 2,562.45 1,500 1,046,500 0.00 % 0.00 % 22.83 % 0.6038 - - 24.63%140.80 159.9 6.66 %
26-May-20 2,581.55 2,562.45 1,500 852,000 -1.29 % 50.00 % -5.54 % 0.5188 - - Long Windup 49.20%129.13 -19.1 -0.74 %
22-May-20 2,601.00 2,596.00 1,000 902,000 0.00 % 0.00 % 5.31 % 0.5323 - - 44.16%- -5 -0.19 %
21-May-20 2,618.75 2,596.00 1,000 856,500 8.09 % 0.00 % -0.12 % 0.5481 - - Short Covering 40.42%70.26 -22.75 -0.87 %
20-May-20 2,569.55 2,401.60 1,000 857,500 0.00 % 0.00 % 7.59 % 0.5579 - - 27.26%50.16 -167.95 -6.54 %
19-May-20 2,499.05 2,401.60 1,000 797,000 0.00 % 0.00 % -0.87 % 0.5596 - - 42.31%59.15 -97.45 -3.9 %
18-May-20 2,497.25 2,401.60 1,000 804,000 0.00 % 0.00 % 0.75 % 0.5772 - - 38.26%94.77 -95.65 -3.83 %
15-May-20 2,461.45 2,401.60 1,000 798,000 0.00 % 0.00 % -3.51 % 0.5911 - - 59.34%135.73 -59.85 -2.43 %
14-May-20 2,408.50 2,401.60 1,000 827,000 0.00 % 0.00 % 7.26 % 0.6028 - - 33.35%45.25 -6.9 -0.29 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
19.23 Crore Rs. 30.35 Crore Rs. 44.45 Crore Rs. 48.39 Crore Rs. 43.02 Crore Rs. 44.03 Crore Rs. More details >>
Average Delivery Percentage
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
25.55 % 34.80 % 44.08 % 44.64 % 41.96 % 35.03 % More details >>
 
 
TORNTPHARM Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2320.89 2339.47 2370.64 2389.22 2420.39 2438.97 2470.14
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2376.93 2389.36 2393.51 2397.65 2389.22 2405.95 2410.09 2414.24 2426.68
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2339.47 2358.47 2370.22 2389.22 2408.22 2419.97 2438.97
DeMark Pivot
Support 1 Pivot Point Resistance 1
2379.93 2393.86 2429.68
 
 
TORNTPHARM Result / Events
Date Description Status
23-Oct-19Financial ResultsCompleted
23-Jul-19Financial ResultsCompleted
20-May-19Financial Results/DividendCompleted
30-Jan-19Financial Results/Dividend/Fund RaisingCompleted