FnO Contract Details

Expiry:
Symbol:

VOLTAS analysis for the selected expiry [Oct-20] as on 23-Oct-20

VOLTAS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 711.00 721.50 703.20 705.60 NA -0.56 % NA NA
29-Oct-20 711.75 720.40 705.40 707.20 1,972,000 -0.29 % -1.10 % Long Windup
26-Nov-20 713.20 720.00 704.50 706.90 238,000 -0.36 % 39.18 % Short Buildup
31-Dec-20 717.25 717.25 717.25 717.25 8,000 1.37 % -11.11 % Short Covering
Cummulative NA NA NA NA 2,218,000 NA 2.02 % Short Buildup
VOLTAS Options OI PCR:  0.50   (Expiry : 29-Oct-20 )   PUT OI: 713,000   CALL OI: 1,435,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
720.00 256000 -12.63% 6.60 -30.53% Long Windup
730.00 163000 10.88% 4.05 -35.20% Short Buildup
710.00 140000 -15.66% 10.55 -21.85% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
760.00 69000 68.29% 0.95 -50.00% Short Buildup
730.00 163000 10.88% 4.05 -35.20% Short Buildup
770.00 70000 2.94% 0.60 -50.00% 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
720.00 256000 -12.63% 6.60 -30.53% Long Windup
670.00 74000 -31.48% 40.00 2.04% Short Covering
700.00 125000 -20.89% 15.40 -18.52% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 93000 24.00% 8.00 -17.10% Short Buildup
670.00 88000 -5.38% 2.15 -14.00% Long Windup
650.00 85000 -9.57% 0.75 -42.31% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 93000 24.00% 8.00 -17.10% Short Buildup
710.00 61000 17.31% 12.60 -12.80% Short Buildup
720.00 50000 21.95% 18.00 -8.16% 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
640.00 47000 -32.86% 0.50 -52.38% Long Windup
630.00 27000 -30.77% 0.80 -5.88% Long Windup
650.00 85000 -9.57% 0.75 -42.31% Long Windup
 
 
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 %
23-Oct-20 705.60 707.20 1,972,000 2,218,000 -0.29 % -1.10 % 2.02 % 0.4333 0.50 11.09 % Short Buildup 18.84%30.07 1.6 0.23 %
22-Oct-20 709.60 709.25 1,994,000 2,174,000 0.24 % -6.16 % -4.14 % 0.4343 0.47 8.28 % Short Covering 25.46%52.74 -0.35 -0.05 %
21-Oct-20 706.40 707.55 2,125,000 2,268,000 1.04 % -5.56 % -5.30 % 0.4354 0.46 6.31 % Short Covering 15.21%24.27 1.15 0.16 %
20-Oct-20 698.25 700.25 2,250,000 2,395,000 1.51 % -6.79 % -5.49 % 0.4362 0.42 6.05 % Short Covering 12.92%18.16 2 0.29 %
19-Oct-20 688.65 689.80 2,414,000 2,534,000 -1.49 % 3.96 % 6.87 % 0.4369 0.37 4.74 % Short Buildup 9.82%37.48 1.15 0.17 %
16-Oct-20 700.50 700.25 2,322,000 2,371,000 4.10 % 8.30 % 8.61 % 0.4374 0.37 2.07 % Long Buildup 20.21%119.41 -0.25 -0.04 %
15-Oct-20 672.40 672.65 2,144,000 2,183,000 -0.35 % -6.42 % -6.07 % 0.4349 0.35 1.79 % Long Windup 27.28%22.99 0.25 0.04 %
14-Oct-20 672.30 675.00 2,291,000 2,324,000 0.87 % 2.78 % 2.88 % 0.4360 0.34 1.42 % Long Buildup 8.29%10.13 2.7 0.4 %
13-Oct-20 666.55 669.20 2,229,000 2,259,000 -1.65 % 5.29 % 5.36 % 0.4370 0.34 1.33 % Short Buildup 29.62%16.41 2.65 0.4 %
12-Oct-20 677.60 680.45 2,117,000 2,144,000 -1.68 % 3.22 % 3.13 % 0.4375 0.38 1.26 % Short Buildup 23.87%16.39 2.85 0.42 %
09-Oct-20 689.45 692.10 2,051,000 2,079,000 -0.05 % -2.43 % -2.21 % 0.4380 0.39 1.35 % Long Windup 21.61%23.00 2.65 0.38 %
08-Oct-20 692.30 692.45 2,102,000 2,126,000 1.86 % 4.06 % 3.71 % 0.4390 0.44 1.13 % Long Buildup 25.67%55.48 0.15 0.02 %
07-Oct-20 677.25 679.80 2,020,000 2,050,000 0.65 % -0.93 % -0.92 % 0.4391 0.43 1.46 % Short Covering 25.20%14.77 2.55 0.38 %
06-Oct-20 672.15 675.40 2,039,000 2,069,000 0.57 % 4.46 % 4.49 % 0.4401 0.46 1.45 % Long Buildup 20.71%19.20 3.25 0.48 %
05-Oct-20 668.90 671.60 1,952,000 1,980,000 -1.43 % 4.66 % 4.87 % 0.4412 0.49 1.41 % Short Buildup 25.97%20.39 2.7 0.4 %
01-Oct-20 678.15 681.35 1,865,000 1,888,000 -0.24 % 12.21 % 11.85 % 0.4419 0.45 1.22 % Short Buildup 22.04%21.49 3.2 0.47 %
30-Sep-20 680.35 683.00 1,662,000 1,688,000 -0.01 % 0.00 % -0.06 % 0.4430 0.47 1.54 % Long Windup 25.65%18.98 2.65 0.39 %
29-Sep-20 683.60 683.05 1,662,000 1,689,000 -0.87 % -6.68 % -6.43 % 0.4440 0.45 1.60 % Long Windup 12.69%11.75 -0.55 -0.08 %
28-Sep-20 689.10 689.05 1,781,000 1,805,000 2.69 % -1.06 % -0.72 % 0.4450 0.43 1.33 % Short Covering 16.99%22.60 -0.05 -0.01 %
25-Sep-20 670.00 671.00 1,800,000 1,818,000 3.06 % 3.63 % -8.78 % 0.4445 0.39 0.99 % Short Covering 14.76%18.79 1 0.15 %
24-Sep-20 650.05 651.05 1,737,000 1,993,000 -2.71 % 9.38 % -21.23 % 0.4437 0.17 - Long Windup 13.66%9.10 1 0.15 %
23-Sep-20 666.40 669.20 1,588,000 2,530,000 1.42 % 33.78 % 2.10 % 0.4436 0.05 - Long Buildup 8.28%10.52 2.8 0.42 %
22-Sep-20 657.90 659.85 1,187,000 2,478,000 -1.43 % 103.60 % -2.75 % 0.4444 0.11 - Long Windup 12.33%12.04 1.95 0.3 %
21-Sep-20 670.50 669.40 583,000 2,548,000 -1.67 % 156.83 % -1.74 % 0.4447 0.04 - Long Windup 14.32%19.02 -1.1 -0.16 %
18-Sep-20 679.50 680.75 227,000 2,593,000 -1.45 % 272.13 % 4.43 % 0.4455 - - Short Buildup 19.55%66.12 1.25 0.18 %
17-Sep-20 693.65 690.80 61,000 2,483,000 0.34 % 10.91 % -3.31 % 0.4457 - - Short Covering 24.17%33.04 -2.85 -0.41 %
16-Sep-20 686.80 688.45 55,000 2,568,000 0.97 % 17.02 % 1.86 % 0.4466 - - Long Buildup 12.16%21.18 1.65 0.24 %
15-Sep-20 679.35 681.85 47,000 2,521,000 -0.79 % 27.03 % 3.36 % 0.4475 - - Short Buildup 17.76%17.75 2.5 0.37 %
14-Sep-20 685.60 687.25 37,000 2,439,000 4.52 % 32.14 % 16.31 % 0.4485 - - Long Buildup 14.51%72.88 1.65 0.24 %
11-Sep-20 656.45 657.50 28,000 2,097,000 1.01 % 3.70 % 0.24 % 0.4457 - - Long Buildup 16.56%24.99 1.05 0.16 %
10-Sep-20 649.15 650.90 27,000 2,092,000 -0.31 % 0.00 % -7.80 % 0.4466 - - Long Windup 18.79%11.36 1.75 0.27 %
09-Sep-20 650.30 652.90 27,000 2,269,000 2.34 % -6.90 % 6.98 % 0.4477 - - Long Buildup 9.84%6.01 2.6 0.4 %
08-Sep-20 637.75 638.00 29,000 2,121,000 -2.07 % 0.00 % -1.94 % 0.4480 - - Long Windup 18.30%10.87 0.25 0.04 %
07-Sep-20 646.10 651.50 29,000 2,163,000 0.91 % 3.57 % 0.14 % 0.4488 - - Long Buildup 24.00%18.37 5.4 0.84 %
04-Sep-20 645.75 645.65 28,000 2,160,000 -2.14 % 7.69 % -7.34 % 0.4500 - - Long Windup 18.27%21.20 -0.1 -0.02 %
03-Sep-20 656.95 659.80 26,000 2,331,000 2.22 % -7.14 % 0.52 % 0.4505 - - Long Buildup 13.24%15.36 2.85 0.43 %
02-Sep-20 642.50 645.50 28,000 2,319,000 1.27 % 7.69 % 13.34 % 0.4506 - - Long Buildup 16.35%23.27 3 0.47 %
01-Sep-20 635.00 637.40 26,000 2,046,000 -0.08 % -7.14 % 14.05 % 0.4515 - - Short Buildup 33.00%31.62 2.4 0.38 %
31-Aug-20 634.75 637.90 28,000 1,794,000 -3.76 % 7.69 % -7.38 % 0.4526 - - Long Windup 31.11%30.08 3.15 0.5 %
28-Aug-20 661.85 662.80 26,000 1,937,000 1.06 % 4.00 % -10.45 % 0.4502 - - Short Covering 16.74%14.62 0.95 0.14 %
27-Aug-20 662.90 655.85 25,000 2,163,000 0.64 % 66.67 % -2.74 % 0.4513 - - Short Covering 20.49%37.50 -7.05 -1.06 %
26-Aug-20 648.80 651.65 15,000 2,224,000 -0.97 % 15.38 % -23.91 % 0.4515 - - Long Windup 39.19%43.47 2.85 0.44 %
25-Aug-20 654.95 658.00 13,000 2,923,000 -0.57 % -7.14 % -18.24 % 0.4525 - - Long Windup 30.10%36.80 3.05 0.47 %
24-Aug-20 661.65 661.75 14,000 3,575,000 0.49 % 27.27 % 32.65 % 0.4534 - - Long Buildup 24.23%25.47 0.1 0.02 %
21-Aug-20 659.30 658.50 11,000 2,695,000 -1.64 % 83.33 % -9.75 % 0.4545 - - Long Windup 28.71%67.97 -0.8 -0.12 %
20-Aug-20 669.45 669.50 6,000 2,986,000 3.99 % 100.00 % -1.42 % 0.4552 - - Short Covering 21.38%48.91 0.05 0.01 %
19-Aug-20 649.55 643.80 3,000 3,029,000 5.54 % 50.00 % 2.54 % 0.4545 - - Long Buildup 16.38%17.02 -5.75 -0.89 %
18-Aug-20 644.75 610.00 2,000 2,954,000 0.00 % 0.00 % -0.37 % 0.4555 - - 20.06%40.70 -34.75 -5.39 %
17-Aug-20 629.10 610.00 2,000 2,965,000 0.00 % 0.00 % -7.34 % 0.4554 - - 22.07%42.49 -19.1 -3.04 %
14-Aug-20 615.45 610.00 2,000 3,200,000 0.00 % 0.00 % -6.95 % 0.4556 - - 15.52%66.40 -5.45 -0.89 %
13-Aug-20 618.55 610.00 2,000 3,439,000 0.00 % 0.00 % 12.57 % 0.4567 - - 20.42%41.08 -8.55 -1.38 %
12-Aug-20 604.70 610.00 2,000 3,055,000 0.00 % 0.00 % 4.02 % 0.4568 - - 14.67%15.37 5.3 0.88 %
11-Aug-20 608.00 610.00 2,000 2,937,000 0.83 % -33.33 % -6.35 % 0.4579 - - Short Covering 19.44%57.74 2 0.33 %
10-Aug-20 586.85 605.00 3,000 3,136,000 0.00 % 0.00 % 9.92 % 0.4565 - - 19.24%16.38 18.15 3.09 %
07-Aug-20 593.90 605.00 3,000 2,853,000 0.00 % 0.00 % 2.48 % 0.4574 - - 24.46%13.98 11.1 1.87 %
06-Aug-20 603.00 605.00 3,000 2,784,000 0.00 % 0.00 % -1.28 % 0.4581 - - 17.49%7.38 2 0.33 %
05-Aug-20 605.15 605.00 3,000 2,820,000 0.00 % 0.00 % -0.39 % 0.4592 - - 25.70%36.97 -0.15 -0.02 %
04-Aug-20 610.80 605.00 3,000 2,831,000 1.52 % 50.00 % 13.38 % 0.4604 - - Long Buildup 14.79%39.06 -5.8 -0.95 %
03-Aug-20 595.70 595.95 2,000 2,497,000 0.00 % 0.00 % 2.34 % 0.4603 - - 21.45%10.60 0.25 0.04 %
31-Jul-20 598.40 595.95 2,000 2,440,000 0.00 % 0.00 % -20.08 % 0.4614 - - 21.88%20.95 -2.45 -0.41 %
 
 
Average Delivery Volume
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
30.07 Crore Rs. 35.69 Crore Rs. 32.54 Crore Rs. 39.40 Crore Rs. 33.95 Crore Rs. 27.79 Crore Rs. More details >>
Average Delivery Percentage
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
18.84 % 20.34 % 15.45 % 17.04 % 18.76 % 18.74 % More details >>
 
 
VOLTAS Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Oct-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
686.6 696 701.6 711 716.6 726 731.6
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
699.7 703.45 704.7 705.95 711 708.45 709.7 710.95 714.7
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
696 701.73 705.27 711 716.73 720.27 726
DeMark Pivot
Support 1 Pivot Point Resistance 1
698.8 709.6 713.8
 
 
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