FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Jan-21] as on 15-Jan-21

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 14,594.35 14,617.45 14,357.85 14,433.70 NA -1.11 % NA NA
28-Jan-21 14,605.00 14,623.55 14,375.10 14,458.50 12,800,925 -1.16 % -3.22 % Long Windup
25-Feb-21 14,629.60 14,652.50 14,413.60 14,493.30 1,235,775 -1.14 % 2.46 % Short Buildup
25-Mar-21 14,638.20 14,679.70 14,434.30 14,522.50 235,575 -1.09 % 7.49 % Short Buildup
Cummulative NA NA NA NA 14,272,275 NA -2.59 % Long Windup
NIFTY Options OI PCR:  (Weekly expiry :--)   PUT OI: 0   CALL OI: 0 
  0.00  (Expiry: 28-Jan-21 )   PUT OI: 0   CALL OI: 0 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
None
CALL - 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
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
None
None
None
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
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
None
CALL - 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
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
None
None
None
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
 
 
NIFTY 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)
Premium /
Discount
Premium /
Discount %
15-Jan-21 14,433.70 14,458.50 12,800,925 14,272,275 -1.16 % -3.22 % -2.59 % 0.2892 - 10.31 % Long Windup 24.8 0.17 %
14-Jan-21 14,595.60 14,628.10 13,226,850 14,652,075 0.15 % 0.04 % 0.35 % 0.2895 - 9.73 % Long Buildup 32.5 0.22 %
13-Jan-21 14,564.85 14,606.15 13,220,925 14,600,625 0.06 % -4.83 % -3.98 % 0.2903 1.72 9.45 % Short Covering 41.3 0.28 %
12-Jan-21 14,563.45 14,597.95 13,891,425 15,205,050 0.75 % 0.29 % 0.59 % 0.2910 - 8.64 % Long Buildup 34.5 0.24 %
11-Jan-21 14,484.75 14,489.25 13,851,900 15,115,200 0.82 % 4.28 % 4.25 % 0.2915 - 8.36 % Long Buildup 4.5 0.03 %
08-Jan-21 14,347.25 14,370.90 13,283,400 14,499,000 1.27 % 7.92 % 8.43 % 0.2921 - 8.38 % Long Buildup 23.65 0.16 %
07-Jan-21 14,137.35 14,191.10 12,308,100 13,371,150 0.01 % -0.49 % -0.45 % 0.2923 - 7.95 % Short Covering 53.75 0.38 %
06-Jan-21 14,146.25 14,189.45 12,368,925 13,431,900 -0.20 % -6.16 % -5.77 % 0.2930 - 7.91 % Long Windup 43.2 0.31 %
05-Jan-21 14,199.50 14,217.95 13,181,400 14,254,725 0.37 % 3.93 % 3.93 % 0.2937 1.73 7.53 % Long Buildup 18.45 0.13 %
04-Jan-21 14,132.90 14,165.30 12,682,725 13,716,075 0.79 % 4.22 % 4.27 % 0.2944 - 7.53 % Long Buildup 32.4 0.23 %
01-Jan-21 14,018.50 14,053.85 12,168,975 13,154,850 0.32 % 3.12 % -21.50 % 0.2950 - 7.49 % Short Covering 35.35 0.25 %
31-Dec-20 13,981.75 14,009.65 11,800,650 16,758,375 -0.16 % 31.26 % 3.40 % 0.2957 - - Short Buildup 27.9 0.2 %
30-Dec-20 13,981.95 14,031.65 8,989,950 16,206,675 0.31 % 60.03 % 12.43 % 0.2964 - - Long Buildup 49.7 0.36 %
29-Dec-20 13,932.60 13,988.85 5,617,725 14,414,400 0.35 % 27.26 % 1.00 % 0.2971 - - Long Buildup 56.25 0.4 %
28-Dec-20 13,873.20 13,939.60 4,414,500 14,271,675 0.97 % 40.30 % 2.77 % 0.2979 - - Long Buildup 66.4 0.48 %
24-Dec-20 13,749.25 13,805.55 3,146,475 13,887,000 1.09 % 24.10 % 2.34 % 0.2983 - - Long Buildup 56.3 0.41 %
23-Dec-20 13,601.10 13,656.80 2,535,525 13,570,125 0.96 % 13.25 % 0.65 % 0.2987 - - Long Buildup 55.7 0.41 %
22-Dec-20 13,466.30 13,527.40 2,238,825 13,481,925 1.12 % 7.68 % -1.26 % 0.2992 - - Short Covering 61.1 0.45 %
21-Dec-20 13,328.40 13,377.05 2,079,150 13,654,275 -3.16 % 7.93 % -9.22 % 0.2995 - - Long Windup 48.65 0.37 %
18-Dec-20 13,760.55 13,813.95 1,926,300 15,041,475 0.13 % 4.61 % 1.19 % 0.2970 - - Long Buildup 53.4 0.39 %
17-Dec-20 13,740.70 13,796.25 1,841,325 14,864,625 0.41 % 7.28 % 3.22 % 0.2977 - - Long Buildup 55.55 0.4 %
16-Dec-20 13,682.70 13,739.30 1,716,375 14,400,525 0.85 % 15.50 % 7.37 % 0.2984 2.79 - Long Buildup 56.6 0.41 %
15-Dec-20 13,567.85 13,624.15 1,485,975 13,412,250 0.11 % 3.07 % -0.27 % 0.2990 2.63 - Short Covering 56.3 0.41 %
14-Dec-20 13,558.15 13,609.60 1,441,650 13,448,175 0.39 % 2.55 % -0.60 % 0.2997 2.68 - Short Covering 51.45 0.38 %
11-Dec-20 13,513.85 13,556.95 1,405,800 13,529,400 -0.05 % 1.87 % 2.21 % 0.3004 2.63 - Short Buildup 43.1 0.32 %
10-Dec-20 13,478.30 13,563.85 1,380,000 13,236,600 -0.30 % -0.15 % -5.46 % 0.3012 2.51 - Long Windup 85.55 0.63 %
09-Dec-20 13,529.10 13,604.25 1,382,100 14,001,225 1.05 % 9.25 % 2.55 % 0.3019 2.10 - Long Buildup 75.15 0.56 %
08-Dec-20 13,392.95 13,463.05 1,265,025 13,653,075 0.34 % 12.42 % 1.51 % 0.3023 1.97 - Long Buildup 70.1 0.52 %
07-Dec-20 13,355.75 13,417.80 1,125,225 13,449,525 0.54 % 13.41 % -1.14 % 0.3030 1.92 - Short Covering 62.05 0.46 %
04-Dec-20 13,258.55 13,345.65 992,175 13,604,175 0.96 % 20.59 % 5.80 % 0.3037 1.74 - Long Buildup 87.1 0.66 %
03-Dec-20 13,133.90 13,218.50 822,750 12,857,925 0.26 % 7.34 % 3.22 % 0.3042 1.66 - Long Buildup 84.6 0.64 %
02-Dec-20 13,113.75 13,184.65 766,500 12,456,675 0.17 % 2.31 % -1.61 % 0.3050 1.86 - Short Covering 70.9 0.54 %
01-Dec-20 13,109.05 13,162.85 749,175 12,660,450 0.95 % 7.20 % -0.22 % 0.3057 1.87 - Short Covering 53.8 0.41 %
27-Nov-20 12,968.95 13,038.50 698,850 12,688,950 -0.02 % 6.96 % -17.14 % 0.3062 1.81 - Long Windup 69.55 0.54 %
26-Nov-20 12,987.00 13,041.60 653,400 15,313,800 1.05 % 34.01 % 7.45 % 0.3070 1.86 - Long Buildup 54.6 0.42 %
25-Nov-20 12,858.40 12,906.45 487,575 14,251,425 -1.47 % 17.05 % -2.61 % 0.3074 1.90 - Long Windup 48.05 0.37 %
24-Nov-20 13,055.15 13,099.15 416,550 14,632,800 1.03 % 13.60 % 5.00 % 0.3075 2.14 - Long Buildup 44 0.34 %
23-Nov-20 12,926.45 12,966.10 366,675 13,935,675 0.52 % 6.47 % 0.80 % 0.3080 2.22 - Long Buildup 39.65 0.31 %
20-Nov-20 12,859.05 12,898.80 344,400 13,824,825 0.54 % 3.28 % 0.66 % 0.3087 2.21 - Long Buildup 39.75 0.31 %
19-Nov-20 12,771.70 12,829.90 333,450 13,734,675 -1.21 % 5.11 % 0.32 % 0.3093 2.14 - Short Buildup 58.2 0.46 %
18-Nov-20 12,938.25 12,987.45 317,250 13,690,875 0.61 % 1.39 % 0.48 % 0.3096 2.17 - Long Buildup 49.2 0.38 %
17-Nov-20 12,874.20 12,908.90 312,900 13,626,000 0.73 % 14.02 % 0.26 % 0.3103 2.08 - Long Buildup 34.7 0.27 %
14-Nov-20 12,780.25 12,815.35 274,425 13,591,050 0.25 % 3.68 % 1.30 % 0.3109 1.98 - Long Buildup 35.1 0.27 %
13-Nov-20 12,719.95 12,783.90 264,675 13,416,825 0.40 % 8.35 % 1.18 % 0.3117 2.02 - Long Buildup 63.95 0.5 %
12-Nov-20 12,690.80 12,732.95 244,275 13,260,750 -0.36 % 6.68 % -2.50 % 0.3124 1.72 - Long Windup 42.15 0.33 %
11-Nov-20 12,749.15 12,778.95 228,975 13,601,100 0.71 % 29.09 % 3.84 % 0.3132 1.65 - Long Buildup 29.8 0.23 %
10-Nov-20 12,631.10 12,689.30 177,375 13,098,750 1.57 % 19.26 % 2.82 % 0.3138 1.16 - Long Buildup 58.2 0.46 %
09-Nov-20 12,461.05 12,492.70 148,725 12,738,975 1.65 % 24.48 % 4.36 % 0.3139 1.01 - Long Buildup 31.65 0.25 %
06-Nov-20 12,263.55 12,289.70 119,475 12,207,075 0.99 % 29.62 % 0.27 % 0.3139 1.05 - Long Buildup 26.15 0.21 %
05-Nov-20 12,120.30 12,169.80 92,175 12,174,600 1.78 % 59.40 % 8.34 % 0.3144 1.21 - Long Buildup 49.5 0.41 %
04-Nov-20 11,908.50 11,956.45 57,825 11,237,250 0.85 % 28.29 % 4.91 % 0.3142 1.06 - Long Buildup 47.95 0.4 %
03-Nov-20 11,813.50 11,856.10 45,075 10,710,825 1.37 % 43.78 % 0.50 % 0.3148 1.04 - Long Buildup 42.6 0.36 %
02-Nov-20 11,669.15 11,696.15 31,350 10,657,650 0.27 % 102.91 % -7.94 % 0.3151 1.78 - Short Covering 27 0.23 %
30-Oct-20 11,642.40 11,664.40 15,450 11,577,300 0.00 % 0.00 % -14.98 % 0.3159 2.05 - 22 0.19 %
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 18-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
14099.44 14237.27 14347.89 14485.72 14596.34 14734.17 14844.79
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
14334.28 14396.39 14417.09 14437.8 14485.72 14479.2 14499.91 14520.61 14582.73
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
14237.27 14332.18 14390.81 14485.72 14580.63 14639.26 14734.17
DeMark Pivot
Support 1 Pivot Point Resistance 1
14292.58 14458.06 14541.03