FnO Contract Details

Expiry:
Symbol:

VOLTAS analysis for the selected expiry [Apr-21] as on 19-Apr-21

VOLTAS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 936.00 960.00 918.00 956.75 NA -0.03 % NA NA
29-Apr-21 939.95 959.80 920.00 956.50 3,817,000 -0.14 % -9.68 % Long Windup
27-May-21 934.05 962.45 925.00 959.85 136,000 -0.17 % 3.82 % Short Buildup
24-Jun-21 946.80 962.00 939.05 962.00 12,000 -0.56 % 9.09 % Short Buildup
Cummulative NA NA NA NA 3,965,000 NA -9.23 % Long Windup
VOLTAS Options OI PCR:  0.32   (Expiry : 29-Apr-21 )   PUT OI: 929,000   CALL OI: 2,871,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1100.00 833000 2.59% 2.25 -18.18% Short Buildup
1050.00 322000 -13.90% 4.25 -15.84% Long Windup
1000.00 310000 31.91% 11.15 -11.86% 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
1000.00 310000 31.91% 11.15 -11.86% Short Buildup
950.00 78000 90.24% 30.00 -5.06% Short Buildup
940.00 41000 583.33% 35.15 -18.92% 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
1050.00 322000 -13.90% 4.25 -15.84% Long Windup
1060.00 77000 -20.62% 3.25 1.56% Short Covering
1200.00 139000 -12.58% 0.65 62.50% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
950.00 213000 2.40% 23.25 -4.12% Short Buildup
900.00 200000 -9.91% 8.20 -2.96% Long Windup
1000.00 98000 -4.85% 55.70 11.85% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
920.00 40000 33.33% 12.75 -8.60% Short Buildup
850.00 71000 12.70% 2.90 -6.45% Short Buildup
940.00 56000 16.67% 18.90 -2.83% 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
900.00 200000 -9.91% 8.20 -2.96% Long Windup
1000.00 98000 -4.85% 55.70 11.85% Short Covering
960.00 53000 -3.64% 28.15 4.26% 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 %
19-Apr-21 956.75 956.50 3,817,000 3,965,000 -0.14 % -9.68 % -9.23 % 0.4178 0.32 3.73 % Long Windup 38.36%70.38 -0.25 -0.03 %
16-Apr-21 957.05 957.80 4,226,000 4,368,000 1.00 % -2.90 % -2.89 % 0.4188 0.33 3.25 % Short Covering 30.15%42.53 0.75 0.08 %
15-Apr-21 947.70 948.35 4,352,000 4,498,000 -1.33 % -3.18 % -2.70 % 0.4196 0.30 3.25 % Long Windup 34.09%55.70 0.65 0.07 %
13-Apr-21 958.25 961.10 4,495,000 4,623,000 0.77 % 10.91 % 10.84 % 0.4204 0.32 2.77 % Long Buildup 46.78%118.03 2.85 0.3 %
12-Apr-21 950.30 953.75 4,053,000 4,171,000 -5.85 % -4.93 % -4.23 % 0.4213 0.34 2.83 % Long Windup 30.50%72.18 3.45 0.36 %
09-Apr-21 1,006.15 1,013.00 4,263,000 4,355,000 0.26 % 7.25 % 6.27 % 0.4152 0.32 2.11 % Long Buildup 26.79%71.14 6.85 0.68 %
08-Apr-21 1,004.25 1,010.35 3,975,000 4,098,000 0.37 % 1.38 % 2.25 % 0.4163 0.35 3.00 % Long Buildup 26.08%30.26 6.1 0.61 %
07-Apr-21 999.55 1,006.60 3,921,000 4,008,000 2.57 % -1.03 % -0.91 % 0.4173 0.38 2.17 % Short Covering 23.06%73.22 7.05 0.71 %
06-Apr-21 974.75 981.35 3,962,000 4,045,000 -0.12 % 5.91 % 6.42 % 0.4169 0.38 2.05 % Short Buildup 42.16%72.21 6.6 0.68 %
05-Apr-21 976.70 982.50 3,741,000 3,801,000 -3.10 % 7.25 % 7.37 % 0.4180 0.38 1.58 % Short Buildup 34.70%53.13 5.8 0.59 %
01-Apr-21 1,005.95 1,013.90 3,488,000 3,540,000 0.50 % -0.11 % -0.11 % 0.4171 0.45 1.47 % Short Covering 21.25%17.17 7.95 0.79 %
31-Mar-21 1,001.95 1,008.85 3,492,000 3,544,000 0.75 % 3.19 % 7.10 % 0.0000 0.41 1.47 % Long Buildup 21.79%31.69 6.9 0.69 %
30-Mar-21 993.25 1,001.35 3,262,000 3,309,000 1.57 % 9.10 % 9.17 % 0.4190 0.40 1.42 % Long Buildup 36.23%56.96 8.1 0.82 %
26-Mar-21 979.45 985.90 2,990,000 3,031,000 1.92 % -4.35 % -8.95 % 0.4196 0.46 1.35 % Short Covering 30.20%42.46 6.45 0.66 %
25-Mar-21 958.60 967.35 3,126,000 3,329,000 -2.57 % 22.44 % -1.51 % 0.4197 0.53 - Long Windup 37.99%87.12 8.75 0.91 %
24-Mar-21 984.80 992.85 2,553,000 3,380,000 -1.79 % 25.33 % -3.98 % 0.4191 0.42 - Long Windup 28.58%48.22 8.05 0.82 %
23-Mar-21 1,001.30 1,010.90 2,037,000 3,520,000 0.26 % 74.10 % -0.51 % 0.4196 0.62 - Short Covering 20.32%29.22 9.6 0.96 %
22-Mar-21 999.65 1,008.25 1,170,000 3,538,000 2.02 % 79.17 % 7.02 % 0.4206 0.50 - Long Buildup 16.42%40.30 8.6 0.86 %
19-Mar-21 980.25 988.25 653,000 3,306,000 -0.84 % 100.31 % 7.44 % 0.4209 0.76 - Short Buildup 46.67%129.10 8 0.82 %
18-Mar-21 987.00 996.60 326,000 3,077,000 -1.37 % 57.49 % -0.97 % 0.4218 1.12 - Long Windup 33.76%79.74 9.6 0.97 %
17-Mar-21 1,000.40 1,010.45 207,000 3,107,000 -2.91 % 52.21 % 4.54 % 0.4225 1.10 - Short Buildup 25.38%67.76 10.05 1 %
16-Mar-21 1,030.65 1,040.70 136,000 2,972,000 -2.55 % 81.33 % 10.40 % 0.4216 2.00 - Short Buildup 37.01%74.91 10.05 0.98 %
15-Mar-21 1,058.80 1,067.95 75,000 2,692,000 0.47 % 8.70 % 3.14 % 0.4211 8.50 - Long Buildup 21.38%45.83 9.15 0.86 %
12-Mar-21 1,052.95 1,063.00 69,000 2,610,000 -0.65 % 53.33 % 3.37 % 0.4221 16.00 - Short Buildup 33.78%82.06 10.05 0.95 %
10-Mar-21 1,061.60 1,069.95 45,000 2,525,000 1.79 % -13.46 % -4.46 % 0.4230 12.00 - Short Covering 24.59%38.24 8.35 0.79 %
09-Mar-21 1,040.90 1,051.10 52,000 2,643,000 -0.90 % -7.14 % 2.68 % 0.4232 9.00 - Short Buildup 40.80%44.70 10.2 0.98 %
08-Mar-21 1,049.55 1,060.60 56,000 2,574,000 1.88 % 12.00 % 1.18 % 0.4241 7.00 - Long Buildup 23.34%31.38 11.05 1.05 %
05-Mar-21 1,031.55 1,041.00 50,000 2,544,000 -3.61 % 38.89 % -5.99 % 0.4245 7.00 - Long Windup 34.06%59.95 9.45 0.92 %
04-Mar-21 1,072.50 1,080.00 36,000 2,706,000 -0.22 % -10.00 % -4.55 % 0.4223 4.00 - Long Windup 29.29%50.99 7.5 0.7 %
03-Mar-21 1,072.95 1,082.35 40,000 2,835,000 0.61 % 2.56 % -0.25 % 0.4234 4.00 - Short Covering 22.91%34.55 9.4 0.88 %
02-Mar-21 1,067.65 1,075.75 39,000 2,842,000 2.15 % 11.43 % 0.28 % 0.4244 3.00 - Long Buildup 22.89%52.71 8.1 0.76 %
01-Mar-21 1,043.80 1,053.15 35,000 2,834,000 2.54 % -2.78 % -1.01 % 0.4244 2.00 - Short Covering 17.01%33.03 9.35 0.9 %
26-Feb-21 1,018.15 1,027.05 36,000 2,863,000 -2.76 % 56.52 % 3.77 % 0.4241 1.00 - Short Buildup 21.45%52.26 8.9 0.87 %
25-Feb-21 1,048.70 1,056.20 23,000 2,759,000 3.45 % 53.33 % 5.63 % 0.4233 - - Long Buildup 23.92%75.52 7.5 0.72 %
24-Feb-21 1,012.90 1,021.00 15,000 2,612,000 0.00 % 15.38 % -2.97 % 0.4217 - - 25.01%19.15 8.1 0.8 %
23-Feb-21 1,015.00 1,021.00 13,000 2,692,000 2.75 % 18.18 % -7.43 % 0.4228 - - Short Covering 17.68%37.78 6 0.59 %
22-Feb-21 990.80 993.65 11,000 2,908,000 -1.70 % 22.22 % 6.68 % 0.4226 - - Short Buildup 19.84%35.95 2.85 0.29 %
19-Feb-21 1,001.45 1,010.80 9,000 2,726,000 -1.29 % 12.50 % -0.80 % 0.4234 - - Long Windup 20.78%46.06 9.35 0.93 %
18-Feb-21 1,017.25 1,024.00 8,000 2,748,000 -1.54 % 60.00 % 3.54 % 0.4239 - - Short Buildup 32.62%70.28 6.75 0.66 %
17-Feb-21 1,032.10 1,040.00 5,000 2,654,000 0.05 % 25.00 % 0.87 % 0.4245 - - Long Buildup 26.99%71.80 7.9 0.77 %
16-Feb-21 1,037.65 1,039.45 4,000 2,631,000 -2.85 % 0.00 % -31.25 % 0.4255 - - Long Windup 30.32%105.40 1.8 0.17 %
15-Feb-21 1,058.00 1,069.95 4,000 3,827,000 -1.68 % 100.00 % -8.25 % 0.4258 - - Long Windup 19.89%44.50 11.95 1.13 %
12-Feb-21 1,079.20 1,088.25 2,000 4,171,000 1.10 % 100.00 % 7.61 % 0.4260 - - Long Buildup 13.89%115.85 9.05 0.84 %
11-Feb-21 1,103.20 1,076.40 1,000 3,876,000 0.00 % 0.00 % -4.20 % 0.4261 - - 29.43%71.78 -26.8 -2.43 %
10-Feb-21 1,091.05 1,076.40 1,000 4,046,000 0.00 % 0.00 % 10.28 % 0.4269 - - 33.06%132.59 -14.65 -1.34 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
70.38 Crore Rs. 56.20 Crore Rs. 71.76 Crore Rs. 66.68 Crore Rs. 58.82 Crore Rs. 61.36 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
38.36 % 34.55 % 36.71 % 31.96 % 32.19 % 31.60 % More details >>
 
 
VOLTAS Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
891.26 905.63 931.06 945.43 970.86 985.23 1010.66
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
936.6 946.55 949.87 953.18 945.43 959.82 963.13 966.45 976.4
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
905.63 920.83 930.23 945.43 960.63 970.03 985.23
DeMark Pivot
Support 1 Pivot Point Resistance 1
938.25 949.03 978.05
 
 
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