FnO Contract Details

Expiry:
Symbol:

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

VOLTAS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 567.50 570.00 552.25 559.05 NA -0.55 % NA NA
30-Jul-20 565.80 568.55 552.55 560.50 3,373,000 -0.57 % -0.88 % Long Windup
27-Aug-20 563.80 563.80 550.00 556.90 56,000 -0.64 % 21.74 % Short Buildup
24-Sep-20 563.35 563.35 548.75 548.75 2,000 0.00 % 0.00 %
Cummulative NA NA NA NA 3,431,000 NA -0.52 % Long Windup
VOLTAS Options OI PCR:  0.40   (Expiry : 30-Jul-20 )   PUT OI: 645,000   CALL OI: 1,608,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
560.00 398000 12.11% 23.85 -6.47% Short Buildup
600.00 385000 5.48% 9.75 -5.34% Short Buildup
580.00 172000 13.16% 15.50 -6.06% 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
560.00 398000 12.11% 23.85 -6.47% Short Buildup
610.00 57000 128.00% 7.60 -6.75% Short Buildup
570.00 143000 25.44% 19.40 -6.73% 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
540.00 30000 -14.29% 33.75 -10.48% Long Windup
500.00 16000 -5.88% 60.20 15.77% Short Covering
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 125000 -0.79% 1.65 106.25% Short Covering
500.00 112000 10.89% 4.50 9.76% Long Buildup
540.00 97000 29.33% 14.55 9.81% 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
520.00 83000 102.44% 8.15 5.16% Long Buildup
560.00 42000 320.00% 23.30 6.39% Long Buildup
540.00 97000 29.33% 14.55 9.81% 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
550.00 44000 -16.98% 18.30 7.65% Short Covering
450.00 125000 -0.79% 1.65 106.25% Short Covering
None
 
 
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 %
03-Jul-20 559.05 560.50 3,373,000 3,431,000 -0.57 % -0.88 % -0.52 % 0.4741 0.40 1.69 % Long Windup 18.27%30.13 1.45 0.26 %
02-Jul-20 562.15 563.70 3,403,000 3,449,000 3.95 % 4.45 % 4.23 % 0.4752 0.38 1.33 % Long Buildup 30.41%55.35 1.55 0.28 %
01-Jul-20 542.45 542.30 3,258,000 3,309,000 0.20 % -1.81 % -1.14 % 0.4740 0.56 1.54 % Short Covering 32.95%19.55 -0.15 -0.03 %
30-Jun-20 546.45 541.20 3,318,000 3,347,000 1.13 % -5.47 % -5.53 % 0.4751 0.47 0.87 % Short Covering 29.94%31.19 -5.25 -0.96 %
29-Jun-20 536.70 535.15 3,510,000 3,543,000 -1.52 % -0.45 % -0.56 % 0.4756 0.46 0.93 % Long Windup 19.25%9.20 -1.55 -0.29 %
26-Jun-20 545.40 543.40 3,526,000 3,563,000 -1.53 % -2.19 % -11.96 % 0.4763 0.45 1.04 % Long Windup 35.01%28.97 -2 -0.37 %
25-Jun-20 552.10 551.85 3,605,000 4,047,000 2.37 % 4.04 % -13.60 % 0.4772 0.36 - Short Covering 33.32%43.90 -0.25 -0.05 %
24-Jun-20 537.95 539.05 3,465,000 4,684,000 -2.03 % 25.45 % -1.80 % 0.4771 0.39 - Long Windup 31.11%39.55 1.1 0.2 %
23-Jun-20 547.45 550.20 2,762,000 4,770,000 -0.39 % 233.17 % 18.66 % 0.4777 0.37 - Short Buildup 34.66%60.02 2.75 0.5 %
22-Jun-20 552.15 552.35 829,000 4,020,000 0.71 % 163.17 % 4.31 % 0.4788 0.55 - Long Buildup 36.10%38.29 0.2 0.04 %
19-Jun-20 548.70 548.45 315,000 3,854,000 1.15 % 62.37 % 1.37 % 0.4799 - - Long Buildup 32.38%30.98 -0.25 -0.05 %
18-Jun-20 543.95 542.20 194,000 3,802,000 0.20 % 44.78 % 5.99 % 0.4810 0.13 - Long Buildup 19.46%14.36 -1.75 -0.32 %
17-Jun-20 545.70 541.10 134,000 3,587,000 -0.59 % 7.20 % -0.50 % 0.4822 0.11 - Long Windup 33.04%26.11 -4.6 -0.84 %
16-Jun-20 549.60 544.30 125,000 3,605,000 0.29 % 5.04 % -5.31 % 0.4833 0.12 - Short Covering 15.85%11.57 -5.3 -0.96 %
15-Jun-20 547.15 542.75 119,000 3,807,000 -1.35 % -0.83 % 0.42 % 0.4845 0.06 - Short Buildup 9.14%12.40 -4.4 -0.8 %
12-Jun-20 553.65 550.20 120,000 3,791,000 -0.04 % 0.84 % 3.10 % 0.4854 - - Short Buildup 32.00%46.02 -3.45 -0.62 %
11-Jun-20 555.70 550.40 119,000 3,677,000 0.03 % 4.39 % -2.03 % 0.4866 - - Short Covering 21.86%24.85 -5.3 -0.95 %
10-Jun-20 553.45 550.25 114,000 3,753,000 0.90 % 103.57 % 4.42 % 0.4878 - - Long Buildup 12.13%16.38 -3.2 -0.58 %
09-Jun-20 547.85 545.35 56,000 3,594,000 -2.32 % 1.82 % 7.96 % 0.4888 - - Short Buildup 17.99%33.22 -2.5 -0.46 %
08-Jun-20 560.60 558.30 55,000 3,329,000 -3.22 % 22.22 % -4.64 % 0.4891 - - Long Windup 31.25%62.64 -2.3 -0.41 %
05-Jun-20 579.75 576.90 45,000 3,491,000 2.04 % 9.76 % -4.33 % 0.4882 - - Short Covering 27.13%42.04 -2.85 -0.49 %
04-Jun-20 565.95 565.35 41,000 3,649,000 -0.18 % -8.89 % -1.51 % 0.4883 - - Long Windup 25.40%56.98 -0.6 -0.11 %
03-Jun-20 567.80 566.35 45,000 3,705,000 2.12 % -10.00 % -10.31 % 0.4895 - - Short Covering 20.41%58.78 -1.45 -0.26 %
02-Jun-20 557.70 554.60 50,000 4,131,000 3.33 % 28.21 % -1.55 % 0.4901 - - Short Covering 17.73%60.75 -3.1 -0.56 %
01-Jun-20 539.80 536.75 39,000 4,196,000 12.98 % 14.71 % 14.64 % 0.4894 - - Long Buildup 18.76%136.97 -3.05 -0.57 %
29-May-20 480.15 475.10 34,000 3,660,000 -1.37 % 47.83 % -12.94 % 0.6104 - - Long Windup 20.72%39.83 -5.05 -1.05 %
28-May-20 486.80 481.70 23,000 4,204,000 4.72 % 15.00 % 3.85 % 0.6261 - - Long Buildup 21.58%47.99 -5.1 -1.05 %
27-May-20 464.55 460.00 20,000 4,048,000 2.27 % 17.65 % -10.10 % 0.6050 - - Short Covering 29.53%43.59 -4.55 -0.98 %
26-May-20 449.80 449.80 17,000 4,503,000 0.69 % 112.50 % 10.61 % 0.6042 - - Long Buildup 44.39%43.30 0 0 %
22-May-20 450.30 446.70 8,000 4,071,000 -3.34 % 166.67 % 7.13 % 0.6232 - - Short Buildup 17.42%- -3.6 -0.8 %
21-May-20 461.35 462.15 3,000 3,800,000 5.09 % 0.00 % -1.96 % 0.6320 - - Short Covering 19.23%17.31 0.8 0.17 %
20-May-20 454.40 439.75 3,000 3,876,000 0.00 % 0.00 % -0.77 % 0.6478 - - 12.70%12.12 -14.65 -3.22 %
19-May-20 436.30 439.75 3,000 3,906,000 0.00 % 0.00 % 5.77 % 0.6387 - - 25.88%26.22 3.45 0.79 %
18-May-20 441.55 439.75 3,000 3,693,000 -5.46 % 50.00 % -6.48 % 0.6562 - - Long Windup 16.72%15.88 -1.8 -0.41 %
15-May-20 462.05 465.15 2,000 3,949,000 0.00 % 0.00 % 2.60 % 0.6404 - - 14.33%17.67 3.1 0.67 %
14-May-20 457.00 465.15 2,000 3,849,000 0.00 % 0.00 % 4.48 % 0.6584 - - 9.68%13.09 8.15 1.78 %
13-May-20 464.15 465.15 2,000 3,684,000 0.00 % 0.00 % 24.97 % 0.6749 - - 31.57%75.52 1 0.22 %
12-May-20 460.20 465.15 2,000 2,948,000 0.00 % 0.00 % -4.41 % 0.6949 - - 30.77%51.47 4.95 1.08 %
11-May-20 468.95 465.15 2,000 3,084,000 2.26 % 0.00 % 1.35 % 0.7110 - - Long Buildup 25.27%27.13 -3.8 -0.81 %
08-May-20 456.40 454.85 2,000 3,043,000 0.00 % 0.00 % 3.82 % 0.7215 - - 16.75%30.31 -1.55 -0.34 %
05-May-20 438.40 450.00 1,000 3,134,000 0.00 % 0.00 % 39.35 % 0.7292 - - 24.64%44.98 11.6 2.65 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
30.13 Crore Rs. 35.01 Crore Rs. 29.08 Crore Rs. 32.23 Crore Rs. 32.89 Crore Rs. 32.22 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 >>
18.27 % 25.88 % 26.06 % 28.68 % 29.97 % 26.34 % More details >>
 
 
VOLTAS 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
536.51 544.53 552.51 560.53 568.51 576.53 584.51
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
552.5 556.5 557.83 559.17 560.53 561.83 563.17 564.5 568.5
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
544.53 550.64 554.42 560.53 566.64 570.42 576.53
DeMark Pivot
Support 1 Pivot Point Resistance 1
548.53 558.54 564.53
 
 
VOLTAS Result / Events
Date Description Status
07-Feb-20Financial ResultsCompleted
06-Nov-19Financial ResultsCompleted
07-Aug-19Financial ResultsCompleted
09-May-19Financial ResultsCompleted
14-Feb-19Financial ResultsCompleted