FnO Contract Details

Expiry:
Symbol:

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

VOLTAS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 914.70 917.90 881.55 887.55 NA -2.70 % NA NA
28-Jan-21 911.95 918.80 885.50 891.65 2,190,000 -2.48 % 8.79 % Short Buildup
25-Feb-21 912.55 919.50 888.00 893.30 67,000 -2.39 % 21.82 % Short Buildup
25-Mar-21 906.00 906.00 891.10 892.10 6,000 -2.42 % 100.00 % Short Buildup
Cummulative NA NA NA NA 2,263,000 NA 9.27 % Short Buildup
VOLTAS Options OI PCR:  0.55   (Expiry : 28-Jan-21 )   PUT OI: 929,000   CALL OI: 1,699,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
920.00 260000 11.11% 16.20 -40.55% Short Buildup
1000.00 187000 20.65% 3.25 -44.44% Short Buildup
950.00 169000 11.18% 9.30 -41.14% 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
960.00 91000 102.22% 7.35 -43.46% Short Buildup
980.00 67000 97.06% 4.90 -44.63% Short Buildup
1000.00 187000 20.65% 3.25 -44.44% 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
940.00 121000 -16.55% 11.25 -41.56% Long Windup
800.00 23000 -46.51% 90.00 -21.77% Long Windup
850.00 59000 -6.35% 53.00 -27.05% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 142000 -4.05% 2.90 56.76% Short Covering
850.00 102000 22.89% 11.05 57.86% Long Buildup
870.00 99000 25.32% 17.60 49.79% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
870.00 99000 25.32% 17.60 49.79% Long Buildup
850.00 102000 22.89% 11.05 57.86% Long Buildup
880.00 72000 18.03% 21.75 53.17% 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
800.00 142000 -4.05% 2.90 56.76% Short Covering
810.00 1000 -75.00% 2.60 -13.33% Long Windup
910.00 27000 -10.00% 33.00 23.83% Short Covering
 
 
VOLTAS 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 %
15-Jan-21 887.55 891.65 2,190,000 2,263,000 -2.48 % 8.79 % 9.27 % 0.4186 0.55 3.23 % Short Buildup 30.98%50.52 4.1 0.46 %
14-Jan-21 912.20 914.35 2,013,000 2,071,000 1.46 % 4.84 % 5.02 % 0.4180 0.58 2.80 % Long Buildup 13.32%33.43 2.15 0.24 %
13-Jan-21 896.80 901.20 1,920,000 1,972,000 -0.68 % 3.73 % 3.63 % 0.4184 0.68 2.64 % Short Buildup 27.83%31.09 4.4 0.49 %
12-Jan-21 903.20 907.35 1,851,000 1,903,000 -0.77 % -1.65 % -1.50 % 0.4193 0.59 2.73 % Long Windup 33.31%37.65 4.15 0.46 %
11-Jan-21 914.30 914.40 1,882,000 1,932,000 1.26 % 5.73 % 5.92 % 0.4200 0.64 2.59 % Long Buildup 15.44%19.72 0.1 0.01 %
08-Jan-21 902.20 903.00 1,780,000 1,824,000 2.42 % -0.28 % -0.16 % 0.4207 0.63 2.41 % Short Covering 21.91%38.12 0.8 0.09 %
07-Jan-21 881.50 881.70 1,785,000 1,827,000 1.39 % 3.12 % 3.28 % 0.4206 0.53 2.30 % Long Buildup 18.50%26.50 0.2 0.02 %
06-Jan-21 869.30 869.65 1,731,000 1,769,000 3.35 % -2.75 % -2.43 % 0.4212 0.47 2.15 % Short Covering 17.54%47.72 0.35 0.04 %
05-Jan-21 837.35 841.50 1,780,000 1,813,000 -1.03 % -1.06 % -0.71 % 0.4192 0.35 1.82 % Long Windup 38.24%43.62 4.15 0.5 %
04-Jan-21 846.00 850.25 1,799,000 1,826,000 1.96 % -1.48 % -1.24 % 0.4201 0.41 1.48 % Short Covering 15.67%20.06 4.25 0.5 %
01-Jan-21 831.45 833.90 1,826,000 1,849,000 0.67 % -1.51 % -7.18 % 0.4205 0.58 1.24 % Short Covering 19.27%12.96 2.45 0.29 %
31-Dec-20 825.65 828.35 1,854,000 1,992,000 0.52 % 14.37 % -10.15 % 0.4214 0.49 - Short Covering 20.22%16.99 2.7 0.33 %
30-Dec-20 819.80 824.10 1,621,000 2,217,000 0.66 % 1.38 % -15.32 % 0.4223 0.44 - Short Covering 20.20%14.87 4.3 0.52 %
29-Dec-20 814.35 818.70 1,599,000 2,618,000 -0.14 % 40.02 % -8.53 % 0.4233 0.16 - Long Windup 11.07%7.31 4.35 0.53 %
28-Dec-20 816.00 819.85 1,142,000 2,862,000 0.50 % 140.42 % 12.68 % 0.4244 0.15 - Long Buildup 30.09%23.81 3.85 0.47 %
24-Dec-20 810.95 815.75 475,000 2,540,000 -0.92 % 39.71 % 0.91 % 0.4253 0.06 - Short Buildup 15.06%14.94 4.8 0.59 %
23-Dec-20 821.30 823.35 340,000 2,517,000 2.78 % 0.29 % -4.00 % 0.4261 0.17 - Short Covering 14.86%16.48 2.05 0.25 %
22-Dec-20 798.00 801.10 339,000 2,622,000 1.65 % 36.69 % 5.17 % 0.4254 0.14 - Long Buildup 16.21%15.27 3.1 0.39 %
21-Dec-20 783.85 788.10 248,000 2,493,000 -5.49 % 34.05 % -2.96 % 0.4257 0.33 - Long Windup 28.55%33.78 4.25 0.54 %
18-Dec-20 828.80 833.85 185,000 2,569,000 0.60 % 66.67 % -5.31 % 0.4201 0.50 - Short Covering 50.50%142.55 5.05 0.61 %
17-Dec-20 823.25 828.85 111,000 2,713,000 -1.42 % 11.00 % 5.44 % 0.4210 0.50 - Short Buildup 26.40%44.44 5.6 0.68 %
16-Dec-20 838.45 840.75 100,000 2,573,000 1.09 % 138.10 % 5.97 % 0.4214 0.50 - Long Buildup 18.20%26.26 2.3 0.27 %
15-Dec-20 829.45 831.65 42,000 2,428,000 2.24 % 0.00 % -5.34 % 0.4222 0.50 - Short Covering 17.57%39.55 2.2 0.27 %
14-Dec-20 808.05 813.45 42,000 2,565,000 0.61 % -6.67 % 1.58 % 0.4217 1.00 - Long Buildup 24.81%12.42 5.4 0.67 %
11-Dec-20 804.90 808.50 45,000 2,525,000 -1.25 % 0.00 % -3.00 % 0.4228 1.00 - Long Windup 13.61%11.55 3.6 0.45 %
10-Dec-20 814.25 818.75 45,000 2,603,000 0.53 % 4.65 % 0.54 % 0.4235 - - Long Buildup 21.69%17.81 4.5 0.55 %
09-Dec-20 808.10 814.45 43,000 2,589,000 0.15 % 16.22 % 0.04 % 0.4245 - - Long Buildup 29.52%31.66 6.35 0.79 %
08-Dec-20 809.30 813.20 37,000 2,588,000 0.15 % 12.12 % 1.01 % 0.4255 - - Long Buildup 21.83%22.95 3.9 0.48 %
07-Dec-20 809.05 812.00 33,000 2,562,000 -0.79 % 3.13 % 1.18 % 0.4266 - - Short Buildup 25.37%24.31 2.95 0.36 %
04-Dec-20 820.55 818.50 32,000 2,532,000 1.26 % -5.88 % -4.38 % 0.4272 - - Short Covering 17.18%23.58 -2.05 -0.25 %
03-Dec-20 808.00 808.30 34,000 2,648,000 1.11 % 41.67 % 8.26 % 0.4278 - - Long Buildup 22.84%45.66 0.3 0.04 %
02-Dec-20 802.15 799.40 24,000 2,446,000 0.07 % -4.00 % -0.49 % 0.4288 - - Short Covering 23.57%34.93 -2.75 -0.34 %
01-Dec-20 794.50 798.85 25,000 2,458,000 -0.55 % 25.00 % -3.11 % 0.4296 - - Long Windup 40.64%45.08 4.35 0.55 %
27-Nov-20 806.60 803.25 20,000 2,537,000 4.73 % 17.65 % -13.12 % 0.4302 - - Short Covering 41.91%196.79 -3.35 -0.42 %
26-Nov-20 769.10 767.00 17,000 2,920,000 1.19 % 0.00 % -10.70 % 0.4265 - - Short Covering 29.55%35.57 -2.1 -0.27 %
25-Nov-20 753.35 758.00 17,000 3,270,000 -3.05 % 21.43 % -6.86 % 0.4266 - - Long Windup 14.21%18.43 4.65 0.62 %
24-Nov-20 778.40 781.85 14,000 3,511,000 0.75 % 40.00 % 2.93 % 0.4254 - - Long Buildup 30.91%39.09 3.45 0.44 %
23-Nov-20 760.35 776.00 10,000 3,411,000 0.28 % 11.11 % 2.62 % 0.4253 - - Long Buildup 28.49%41.75 15.65 2.06 %
20-Nov-20 770.30 773.85 9,000 3,324,000 0.37 % 0.00 % 1.84 % 0.4260 - - Long Buildup 23.27%20.14 3.55 0.46 %
19-Nov-20 774.05 771.00 9,000 3,264,000 0.00 % 0.00 % -1.81 % 0.4270 - - 18.52%34.54 -3.05 -0.39 %
18-Nov-20 770.90 771.00 9,000 3,324,000 -0.01 % 0.00 % -0.92 % 0.4280 - - Long Windup 21.80%36.51 0.1 0.01 %
17-Nov-20 774.70 771.10 9,000 3,355,000 1.03 % -18.18 % 4.84 % 0.4290 - - Long Buildup 26.38%49.47 -3.6 -0.46 %
14-Nov-20 759.70 763.25 11,000 3,200,000 0.00 % 0.00 % -1.78 % 0.4293 - - 24.46%2.74 3.55 0.47 %
13-Nov-20 758.55 763.25 11,000 3,258,000 -0.16 % 10.00 % 4.06 % 0.4304 - - Short Buildup 29.07%38.62 4.7 0.62 %
12-Nov-20 755.15 764.45 10,000 3,131,000 0.00 % 0.00 % 9.28 % 0.4314 - - 34.58%60.02 9.3 1.23 %
11-Nov-20 760.70 764.45 10,000 2,865,000 -1.53 % 0.00 % -0.62 % 0.4324 - - Long Windup 27.59%53.48 3.75 0.49 %
10-Nov-20 764.70 776.35 10,000 2,883,000 -1.73 % 11.11 % -2.24 % 0.4334 - - Long Windup 26.54%69.44 11.65 1.52 %
09-Nov-20 790.60 790.00 9,000 2,949,000 3.67 % 28.57 % -14.99 % 0.4321 - - Short Covering 25.33%88.22 -0.6 -0.08 %
06-Nov-20 753.35 762.00 7,000 3,469,000 3.42 % 250.00 % 13.96 % 0.4283 - - Long Buildup 16.50%90.10 8.65 1.15 %
05-Nov-20 741.55 736.80 2,000 3,044,000 0.00 % 0.00 % 43.86 % 0.4288 - - 31.66%75.86 -4.75 -0.64 %
 
 
Average Delivery Volume
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
50.52 Crore Rs. 38.35 Crore Rs. 34.48 Crore Rs. 35.59 Crore Rs. 30.25 Crore Rs. 32.94 Crore Rs. More details >>
Average Delivery Percentage
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
30.98 % 21.98 % 22.58 % 21.02 % 21.62 % 24.46 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTBearish Engulfing-
 
 
VOLTAS 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
845.2 865.35 878.5 898.65 911.8 931.95 945.1
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
875 883.33 886.1 888.88 898.65 894.43 897.2 899.98 908.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
865.35 878.07 885.93 898.65 911.37 919.23 931.95
DeMark Pivot
Support 1 Pivot Point Resistance 1
871.93 895.36 905.23
 
 
VOLTAS Result / Events
Date Description Status
06-Nov-20Financial ResultsCompleted
07-Feb-20Financial ResultsCompleted
06-Nov-19Financial ResultsCompleted
07-Aug-19Financial ResultsCompleted
09-May-19Financial ResultsCompleted
14-Feb-19Financial ResultsCompleted