FnO Contract Details

Expiry:
Symbol:

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

TORNTPOWER Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 326.00 331.80 324.30 328.30 NA 1.25 % NA NA
30-Jul-20 325.35 332.00 324.10 329.25 1,599,000 1.29 % 4.10 % Long Buildup
27-Aug-20 326.35 328.80 326.35 328.25 63,000 1.12 % 5.00 % Long Buildup
Cummulative NA NA NA NA 1,662,000 NA 4.14 % Long Buildup
TORNTPOWER Options OI PCR:  0.35   (Expiry : 30-Jul-20 )   PUT OI: 198,000   CALL OI: 561,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 183000 7.02% 0.55 -8.33% Short Buildup
350.00 105000 45.83% 6.00 7.14% Long Buildup
330.00 78000 4.00% 13.05 11.54% 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
350.00 105000 45.83% 6.00 7.14% Long Buildup
340.00 57000 35.71% 8.85 12.03% Long Buildup
400.00 183000 7.02% 0.55 -8.33% 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
330.00 36000 50.00% 13.70 -14.11% Short Buildup
325.00 36000 20.00% 10.20 -21.24% Short Buildup
310.00 36000 0.00% 5.35 -20.15% 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
330.00 36000 50.00% 13.70 -14.11% Short Buildup
320.00 27000 28.57% 9.65 -11.47% Short Buildup
325.00 36000 20.00% 10.20 -21.24% 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
290.00 9000 -40.00% 1.95 -2.50% Long Windup
None
None
 
 
TORNTPOWER 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-20 328.30 329.25 1,599,000 1,662,000 1.29 % 4.10 % 4.14 % 0.4330 0.35 3.79 % Long Buildup 11.34%6.05 0.95 0.29 %
02-Jul-20 324.25 325.05 1,536,000 1,596,000 0.82 % -10.18 % -9.83 % 0.4338 0.36 3.76 % Short Covering 11.65%3.51 0.8 0.25 %
01-Jul-20 321.80 322.40 1,710,000 1,770,000 1.18 % -4.68 % -4.53 % 0.4347 0.25 3.39 % Short Covering 15.71%5.04 0.6 0.19 %
30-Jun-20 318.75 318.65 1,794,000 1,854,000 -0.70 % -2.13 % -2.06 % 0.4356 0.17 3.24 % Long Windup 26.65%4.93 -0.1 -0.03 %
29-Jun-20 320.65 320.90 1,833,000 1,893,000 -1.52 % 3.21 % 3.27 % 0.4367 0.19 3.17 % Short Buildup 18.08%4.46 0.25 0.08 %
26-Jun-20 325.40 325.85 1,776,000 1,833,000 -0.43 % 4.41 % -3.32 % 0.4373 0.15 3.11 % Long Windup 22.44%5.88 0.45 0.14 %
25-Jun-20 326.15 327.25 1,701,000 1,896,000 1.07 % 42.82 % 3.44 % 0.4384 0.22 - Long Buildup 19.18%13.35 1.1 0.34 %
24-Jun-20 323.65 323.80 1,191,000 1,833,000 0.90 % 21.41 % -3.48 % 0.4394 0.75 - Short Covering 22.76%7.67 0.15 0.05 %
23-Jun-20 320.30 320.90 981,000 1,899,000 0.75 % 57.97 % 0.64 % 0.4403 1.00 - Long Buildup 28.33%4.55 0.6 0.19 %
22-Jun-20 317.90 318.50 621,000 1,887,000 -0.41 % 245.00 % 9.39 % 0.4412 1.25 - Short Buildup 34.22%9.28 0.6 0.19 %
19-Jun-20 320.95 319.80 180,000 1,725,000 0.03 % 33.33 % -1.37 % 0.4422 - - Short Covering 36.75%10.78 -1.15 -0.36 %
18-Jun-20 320.20 319.70 135,000 1,749,000 -0.12 % 50.00 % 6.39 % 0.4433 0.33 - Short Buildup 36.64%7.98 -0.5 -0.16 %
17-Jun-20 322.20 320.10 90,000 1,644,000 -1.05 % 20.00 % 2.24 % 0.4443 0.33 - Short Buildup 26.04%9.04 -2.1 -0.65 %
16-Jun-20 324.75 323.50 75,000 1,608,000 -0.20 % 19.05 % -7.75 % 0.4453 0.50 - Long Windup 12.42%3.72 -1.25 -0.38 %
15-Jun-20 326.10 324.15 63,000 1,743,000 0.36 % 5.00 % -1.19 % 0.4464 - - Short Covering 13.08%3.40 -1.95 -0.6 %
12-Jun-20 328.85 323.00 60,000 1,764,000 -0.31 % -4.76 % -5.01 % 0.4473 - - Long Windup 10.29%3.24 -5.85 -1.78 %
11-Jun-20 325.75 324.00 63,000 1,857,000 -2.26 % -4.55 % -10.03 % 0.4483 - - Long Windup 16.13%3.37 -1.75 -0.54 %
10-Jun-20 331.05 331.50 66,000 2,064,000 0.00 % 0.00 % -3.37 % 0.4489 - - 22.18%5.68 0.45 0.14 %
09-Jun-20 324.45 331.50 66,000 2,136,000 1.35 % 10.00 % -6.44 % 0.4492 - - Short Covering 20.47%12.61 7.05 2.17 %
08-Jun-20 330.35 327.10 60,000 2,283,000 -3.25 % 11.11 % -0.26 % 0.4496 - - Long Windup 24.01%24.80 -3.25 -0.98 %
05-Jun-20 344.55 338.10 54,000 2,289,000 4.80 % 20.00 % 24.27 % 0.4471 - - Long Buildup 26.36%29.60 -6.45 -1.87 %
04-Jun-20 325.95 322.60 45,000 1,842,000 0.53 % 0.00 % -1.92 % 0.4419 - - Short Covering 20.66%4.25 -3.35 -1.03 %
03-Jun-20 326.10 320.90 45,000 1,878,000 -1.56 % 15.38 % 2.62 % 0.4430 - - Short Buildup 19.83%8.20 -5.2 -1.59 %
02-Jun-20 328.25 326.00 39,000 1,830,000 2.19 % 0.00 % 0.99 % 0.4440 - - Long Buildup 18.55%6.80 -2.25 -0.69 %
01-Jun-20 321.20 319.00 39,000 1,812,000 1.21 % 30.00 % -7.93 % 0.4442 - - Short Covering 11.59%7.28 -2.2 -0.68 %
29-May-20 318.45 315.20 30,000 1,968,000 3.68 % 25.00 % 0.46 % 0.4773 - - Long Buildup 26.51%15.63 -3.25 -1.02 %
28-May-20 305.35 304.00 24,000 1,959,000 0.66 % 14.29 % -13.28 % 0.4486 - - Short Covering 23.83%5.56 -1.35 -0.44 %
27-May-20 305.85 302.00 21,000 2,259,000 3.25 % -12.50 % -16.61 % 0.4626 - - Short Covering 19.06%6.05 -3.85 -1.26 %
26-May-20 311.50 292.50 24,000 2,709,000 0.00 % 0.00 % 8.14 % 0.4689 - - 27.00%18.37 -19 -6.1 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
6.05 Crore Rs. 4.87 Crore Rs. 4.80 Crore Rs. 6.36 Crore Rs. 7.12 Crore Rs. 8.52 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 >>
11.34 % 12.65 % 15.16 % 17.67 % 22.23 % 21.59 % More details >>
 
 
TORNTPOWER 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
317 320.55 324.9 328.45 332.8 336.35 340.7
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
325.3 327.28 327.93 328.59 328.45 329.91 330.57 331.23 333.2
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
320.55 323.57 325.43 328.45 331.47 333.33 336.35
DeMark Pivot
Support 1 Pivot Point Resistance 1
326.68 329.34 334.58
 
 
TORNTPOWER Result / Events
Date Description Status
05-Nov-19Financial ResultsCompleted
05-Aug-19Financial ResultsCompleted
15-May-19Financial Results/DividendCompleted
05-Feb-19Financial Results/Fund RaisingCompleted