FnO Contract Details

Expiry:
Symbol:

VOLTAS analysis for the selected expiry [Oct-19] as on 18-Oct-19

VOLTAS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 677.70 697.00 676.80 691.70 NA 2.25 % NA NA
31-Oct-19 680.95 699.00 678.95 695.05 2,064,000 2.32 % 10.97 % Long Buildup
28-Nov-19 682.50 697.00 680.55 694.90 86,000 2.51 % 30.30 % Long Buildup
26-Dec-19 692.30 694.95 687.35 687.35 5,000 1.06 % 150.00 % Long Buildup
Cummulative NA NA NA NA 2,155,000 NA 11.77 % Long Buildup
VOLTAS Options OI PCR:  0.45   (Expiry : 31-Oct-19 )   PUT OI: 323,000   CALL OI: 721,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 238000 -17.93% 14.20 72.12% Short Covering
720.00 142000 23.48% 7.10 86.84% Long Buildup
680.00 54000 -39.33% 25.05 56.56% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
720.00 142000 23.48% 7.10 86.84% Long Buildup
750.00 36000 16.13% 1.85 48.00% Long Buildup
730.00 37000 12.12% 4.85 94.00% Long Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 238000 -17.93% 14.20 72.12% Short Covering
680.00 54000 -39.33% 25.05 56.56% Short Covering
690.00 45000 -22.41% 19.20 62.71% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 65000 -7.14% 0.65 -35.00% Long Windup
680.00 43000 59.26% 10.10 -40.06% Short Buildup
660.00 35000 12.90% 4.75 -45.71% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
680.00 43000 59.26% 10.10 -40.06% Short Buildup
690.00 21000 250.00% 13.95 -49.36% Short Buildup
670.00 32000 28.00% 7.15 -41.87% 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
650.00 25000 -43.18% 3.45 -42.50% Long Windup
640.00 32000 -15.79% 2.10 -50.59% Long Windup
600.00 65000 -7.14% 0.65 -35.00% 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 %
18-Oct-19 691.70 695.05 2,064,000 2,155,000 2.32 % 10.97 % 11.77 % 0.0000 0.45 4.22 % Long Buildup 21.44%30.70 3.35 0.48 %
17-Oct-19 676.50 679.30 1,860,000 1,928,000 0.94 % 3.22 % 3.43 % 0.3037 0.39 3.53 % Long Buildup 21.43%6.68 2.8 0.41 %
16-Oct-19 671.70 672.95 1,802,000 1,864,000 -0.85 % -1.26 % -1.22 % 0.3113 0.37 3.33 % Long Windup 30.03%20.48 1.25 0.19 %
15-Oct-19 676.00 678.75 1,825,000 1,887,000 0.44 % 2.99 % 3.11 % 0.3196 0.39 3.29 % Long Buildup 9.54%6.01 2.75 0.41 %
14-Oct-19 673.60 675.80 1,772,000 1,830,000 -0.52 % -5.04 % -4.89 % 0.3292 0.38 3.17 % Long Windup 15.85%4.54 2.2 0.33 %
11-Oct-19 679.10 679.35 1,866,000 1,924,000 0.64 % -3.81 % -3.70 % 0.3372 0.37 3.01 % Short Covering 14.38%5.28 0.25 0.04 %
10-Oct-19 673.85 675.00 1,940,000 1,998,000 -1.22 % -3.29 % -2.96 % 0.3458 0.37 2.90 % Long Windup 16.68%20.63 1.15 0.17 %
09-Oct-19 681.60 683.35 2,006,000 2,059,000 2.61 % 3.19 % 2.95 % 0.3524 0.38 2.57 % Long Buildup 18.81%10.55 1.75 0.26 %
07-Oct-19 664.30 666.00 1,944,000 2,000,000 0.98 % 3.79 % 3.68 % 0.3416 0.32 2.80 % Long Buildup 22.12%8.55 1.7 0.26 %
04-Oct-19 656.05 659.55 1,873,000 1,929,000 -2.84 % 3.42 % 3.82 % 0.3471 0.29 2.90 % Short Buildup 21.53%9.94 3.5 0.53 %
03-Oct-19 674.40 678.80 1,811,000 1,858,000 0.16 % 14.19 % 15.40 % 0.3322 0.29 2.53 % Long Buildup 35.51%19.16 4.4 0.65 %
01-Oct-19 674.65 677.70 1,586,000 1,610,000 -0.95 % -7.41 % -6.88 % 0.3426 0.30 1.49 % Long Windup 16.92%17.39 3.05 0.45 %
30-Sep-19 679.55 684.20 1,713,000 1,729,000 0.00 % -0.17 % -0.23 % 0.3516 0.43 0.93 % 20.36%11.00 4.65 0.68 %
27-Sep-19 682.40 684.20 1,716,000 1,733,000 0.21 % -4.98 % -20.90 % 0.3621 0.37 0.98 % Short Covering 34.09%25.57 1.8 0.26 %
26-Sep-19 678.00 682.80 1,806,000 2,191,000 1.44 % 60.39 % 0.97 % 0.3722 0.41 - Long Buildup 31.94%40.18 4.8 0.71 %
25-Sep-19 668.75 673.10 1,126,000 2,170,000 0.64 % 46.81 % 5.91 % 0.3781 0.71 - Long Buildup 33.43%33.75 4.35 0.65 %
24-Sep-19 665.55 668.80 767,000 2,049,000 -0.58 % 103.45 % 7.33 % 0.3897 1.10 - Short Buildup 34.39%28.93 3.25 0.49 %
23-Sep-19 670.65 672.70 377,000 1,909,000 0.52 % 52.02 % -8.66 % 0.4003 1.44 - Short Covering 40.95%61.48 2.05 0.31 %
20-Sep-19 667.35 669.25 248,000 2,090,000 6.90 % 113.79 % -12.99 % 0.4122 1.29 - Short Covering 38.75%74.52 1.9 0.28 %
19-Sep-19 625.45 626.05 116,000 2,402,000 -0.63 % 30.34 % -4.00 % 0.2868 1.33 - Long Windup 40.93%22.75 0.6 0.1 %
18-Sep-19 630.70 630.05 89,000 2,502,000 1.39 % 64.81 % -0.87 % 0.2931 0.89 - Short Covering 31.55%14.76 -0.65 -0.1 %
17-Sep-19 620.60 621.40 54,000 2,524,000 -2.08 % 50.00 % 0.40 % 0.2921 1.33 - Short Buildup 23.35%6.59 0.8 0.13 %
16-Sep-19 634.45 634.60 36,000 2,514,000 -0.30 % 12.50 % 2.70 % 0.2817 1.00 - Short Buildup 32.49%9.92 0.15 0.02 %
13-Sep-19 637.55 636.50 32,000 2,448,000 0.41 % 23.08 % -2.43 % 0.2896 1.33 - Short Covering 19.97%8.36 -1.05 -0.16 %
12-Sep-19 635.10 633.90 26,000 2,509,000 0.27 % 30.00 % -5.61 % 0.2981 2.00 - Short Covering 26.74%14.37 -1.2 -0.19 %
11-Sep-19 632.95 632.20 20,000 2,658,000 -0.88 % -9.09 % -2.46 % 0.3070 - - Long Windup 22.47%15.71 -0.75 -0.12 %
09-Sep-19 639.90 637.80 22,000 2,725,000 1.42 % 10.00 % 8.91 % 0.3123 - - Long Buildup 24.65%15.33 -2.1 -0.33 %
06-Sep-19 629.50 628.90 20,000 2,502,000 -0.14 % 0.00 % -2.07 % 0.3122 - - Long Windup 28.58%12.97 -0.6 -0.1 %
05-Sep-19 630.25 629.80 20,000 2,555,000 1.39 % 5.26 % 8.13 % 0.3220 - - Long Buildup 30.69%16.48 -0.45 -0.07 %
04-Sep-19 621.60 621.15 19,000 2,363,000 -0.70 % 35.71 % 1.99 % 0.3253 - - Short Buildup 30.19%19.41 -0.45 -0.07 %
03-Sep-19 619.95 625.50 14,000 2,317,000 -1.34 % 0.00 % -5.51 % 0.3353 - - Long Windup 54.46%54.78 5.55 0.9 %
30-Aug-19 640.00 634.00 14,000 2,452,000 1.21 % 7.69 % -3.31 % 0.3096 - - Short Covering 31.18%19.23 -6 -0.94 %
29-Aug-19 630.35 626.45 13,000 2,536,000 1.55 % 44.44 % -16.14 % 0.3108 - - Short Covering 28.44%16.97 -3.9 -0.62 %
28-Aug-19 625.05 616.90 9,000 3,024,000 -0.19 % 50.00 % -0.17 % 0.3180 - - Long Windup 42.86%39.94 -8.15 -1.3 %
27-Aug-19 618.25 618.05 6,000 3,029,000 2.08 % 20.00 % -9.74 % 0.3236 - - Short Covering 64.65%85.73 -0.2 -0.03 %
26-Aug-19 614.65 605.45 5,000 3,356,000 0.00 % 0.00 % 0.57 % 0.3326 - - 38.30%40.72 -9.2 -1.5 %
23-Aug-19 612.65 605.45 5,000 3,337,000 0.95 % -28.57 % -2.91 % 0.3427 - - Short Covering 21.96%12.11 -7.2 -1.18 %
22-Aug-19 597.70 599.75 7,000 3,437,000 1.55 % 0.00 % -3.10 % 0.3327 - - Short Covering 18.11%9.43 2.05 0.34 %
21-Aug-19 592.50 590.60 7,000 3,547,000 -1.89 % 0.00 % -2.74 % 0.3406 - - Long Windup 29.81%11.80 -1.9 -0.32 %
20-Aug-19 604.85 602.00 7,000 3,647,000 0.00 % 0.00 % -2.62 % 0.3369 - - 44.95%19.63 -2.85 -0.47 %
19-Aug-19 606.75 602.00 7,000 3,745,000 3.90 % 16.67 % 0.43 % 0.3471 - - Long Buildup 30.34%19.58 -4.75 -0.78 %
16-Aug-19 601.55 579.40 6,000 3,729,000 0.00 % 0.00 % -2.15 % 0.3556 - - 39.32%37.50 -22.15 -3.68 %
14-Aug-19 591.75 579.40 6,000 3,811,000 0.00 % 50.00 % -6.27 % 0.3581 - - 20.99%7.18 -12.35 -2.09 %
13-Aug-19 585.10 579.40 4,000 4,066,000 -5.37 % 33.33 % -9.48 % 0.3653 - - Long Windup 32.90%20.23 -5.7 -0.97 %
09-Aug-19 605.60 612.30 3,000 4,492,000 2.11 % 50.00 % -5.01 % 0.3383 - - Short Covering 26.66%25.46 6.7 1.11 %
08-Aug-19 597.80 599.65 2,000 4,729,000 0.00 % 0.00 % -8.07 % 0.3434 - - 27.80%18.06 1.85 0.31 %
07-Aug-19 606.25 599.65 2,000 5,144,000 0.00 % 0.00 % 3.98 % 0.3529 - - 26.35%45.91 -6.6 -1.09 %
06-Aug-19 617.80 599.65 2,000 4,947,000 0.00 % 0.00 % 0.20 % 0.3468 - - 20.27%22.70 -18.15 -2.94 %
05-Aug-19 601.65 599.65 2,000 4,937,000 -1.00 % -33.33 % 2.81 % 0.3341 - - Short Buildup 46.30%36.48 -2 -0.33 %
02-Aug-19 611.55 605.70 3,000 4,802,000 3.86 % 200.00 % 8.06 % 0.3432 - - Long Buildup 28.11%39.22 -5.85 -0.96 %
01-Aug-19 607.90 583.20 1,000 4,444,000 0.00 % 0.00 % 17.26 % 0.3523 - - 40.56%111.20 -24.7 -4.06 %
31-Jul-19 583.00 583.20 1,000 3,790,000 0.00 % 0.00 % 17.59 % 0.3131 - - 30.02%20.55 0.2 0.03 %
30-Jul-19 565.20 583.20 1,000 3,223,000 0.00 % 0.00 % 4.03 % 0.2829 - - 49.30%20.03 18 3.18 %
29-Jul-19 573.00 583.20 1,000 3,098,000 0.00 % 0.00 % -1.09 % 0.2804 - - 37.70%19.36 10.2 1.78 %
26-Jul-19 582.95 583.20 1,000 3,132,000 0.00 % 0.00 % -12.00 % 0.2695 - - 43.41%26.57 0.25 0.04 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
30.70 Crore Rs. 19.28 Crore Rs. 13.68 Crore Rs. 13.11 Crore Rs. 13.15 Crore Rs. 22.52 Crore Rs. More details >>
Average Delivery Percentage
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
21.44 % 23.90 % 20.47 % 19.04 % 20.20 % 28.27 % More details >>
 
 
VOLTAS Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 22-Oct-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
662.95 670.95 683 691 703.05 711.05 723.1
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
685.03 690.04 691.71 693.38 691 696.72 698.39 700.06 705.08
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
670.95 678.61 683.34 691 698.66 703.39 711.05
DeMark Pivot
Support 1 Pivot Point Resistance 1
687 693 707.05
 
 
VOLTAS Result / Events
Date Description Status
06-Nov-19Financial ResultsUpcoming
07-Aug-19Financial ResultsCompleted
09-May-19Financial ResultsCompleted
14-Feb-19Financial ResultsCompleted