FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Oct-20] as on 24-Sep-20

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 11,011.00 11,015.30 10,790.20 10,805.55 NA -2.93 % NA NA
24-Sep-20 11,012.90 11,020.00 10,800.00 10,811.20 3,490,425 -3.02 % -30.86 % Long Windup
29-Oct-20 11,025.40 11,040.00 10,819.25 10,836.20 8,045,475 -2.93 % 41.90 % Short Buildup
26-Nov-20 11,123.25 11,123.25 10,842.40 10,856.20 349,425 -2.83 % 63.02 % Short Buildup
Cummulative NA NA NA NA 11,885,325 NA 8.72 % Short Buildup
NIFTY Options OI PCR: 0.56   (Weekly expiry :01-Oct-20)   PUT OI: 11,840,400   CALL OI: 21,221,850 
  1.22  (Expiry: 29-Oct-20 )   PUT OI: 19,198,575   CALL OI: 15,676,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12000.00 2725425 314.03% 3.40 -20.93% Short Buildup
11000.00 2068275 1459.79% 67.15 -68.77% Short Buildup
11200.00 1746525 115.26% 22.90 -75.89% 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
12000.00 2725425 314.03% 3.40 -20.93% Short Buildup
11000.00 2068275 1459.79% 67.15 -68.77% Short Buildup
10900.00 1628625 5737.37% 105.90 -63.87% 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
11550.00 120600 -13.27% 5.50 -55.47% Long Windup
11900.00 183300 -6.14% 3.45 -26.60% Long Windup
11750.00 21600 -18.64% 3.80 -38.21% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10000.00 1182000 203.95% 9.20 111.49% Long Buildup
10900.00 1164825 116.01% 175.25 346.50% Long Buildup
10800.00 1143825 6.17% 126.90 408.62% 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
10000.00 1182000 203.95% 9.20 111.49% Long Buildup
10900.00 1164825 116.01% 175.25 346.50% Long Buildup
9500.00 600075 1539.55% 3.65 55.32% 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
11200.00 336750 -42.22% 390.85 181.90% Short Covering
11100.00 345825 -31.47% 307.50 231.36% Short Covering
11000.00 1059225 -6.68% 235.80 285.29% Short Covering
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
12500.00 1566375 29.17% 11.15 -14.89% Short Buildup
11500.00 1517100 13.27% 60.75 -50.87% Short Buildup
12000.00 1437075 14.11% 19.30 -30.95% 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
11000.00 1237275 163.28% 212.85 -43.00% Short Buildup
9500.00 918900 216.51% 1352.10 -19.02% Short Buildup
11300.00 851025 79.63% 102.60 -49.62% 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
11800.00 713025 -7.51% 28.95 -43.68% Long Windup
12200.00 329475 -12.03% 15.10 -14.93% Long Windup
12100.00 356025 -5.79% 16.55 -22.30% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10500.00 3036525 25.53% 171.10 97.58% Long Buildup
10000.00 1695600 11.31% 71.55 100.70% Long Buildup
11000.00 1643550 -1.14% 374.10 79.68% 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
10600.00 1278075 114.95% 201.80 94.04% Long Buildup
10500.00 3036525 25.53% 171.10 97.58% Long Buildup
9500.00 1146750 91.39% 29.20 89.61% 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
11500.00 799575 -13.07% 720.00 57.53% Short Covering
11200.00 907575 -3.79% 494.25 71.29% Short Covering
11400.00 345825 -8.18% 639.85 62.60% Short Covering
 
 
NIFTY 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)
Premium /
Discount
Premium /
Discount %
24-Sep-20 10,805.55 10,836.20 8,045,475 11,885,325 -2.93 % 41.90 % 8.72 % 0.3289 1.22 - Short Buildup 30.65 0.28 %
23-Sep-20 11,131.85 11,163.45 5,669,625 10,932,375 -0.16 % 44.82 % 1.16 % 0.3272 1.39 - Short Buildup 31.6 0.28 %
22-Sep-20 11,153.65 11,181.15 3,914,850 10,807,500 -0.81 % 51.02 % -1.59 % 0.3280 1.47 - Long Windup 27.5 0.25 %
21-Sep-20 11,250.55 11,272.55 2,592,300 10,981,575 -2.28 % 55.64 % -6.20 % 0.3287 1.53 - Long Windup 22 0.2 %
18-Sep-20 11,504.95 11,535.85 1,665,600 11,707,650 -0.03 % 29.24 % -10.36 % 0.3280 1.64 - Long Windup 30.9 0.27 %
17-Sep-20 11,516.10 11,539.75 1,288,725 13,060,800 -0.77 % 18.29 % 0.24 % 0.3289 1.67 - Short Buildup 23.65 0.21 %
16-Sep-20 11,604.55 11,629.60 1,089,450 13,030,125 0.77 % 18.73 % 5.64 % 0.3295 1.65 - Long Buildup 25.05 0.22 %
15-Sep-20 11,521.80 11,540.20 917,550 12,334,950 0.65 % 7.99 % 1.95 % 0.3302 1.75 - Long Buildup 18.4 0.16 %
14-Sep-20 11,440.05 11,465.50 849,675 12,099,150 -0.11 % 11.55 % 4.69 % 0.3309 1.64 - Short Buildup 25.45 0.22 %
11-Sep-20 11,464.45 11,477.95 761,700 11,557,050 0.12 % 7.11 % 7.04 % 0.3317 1.66 - Long Buildup 13.5 0.12 %
10-Sep-20 11,449.25 11,464.30 711,150 10,797,375 1.26 % 5.11 % 1.53 % 0.3325 1.75 - Long Buildup 15.05 0.13 %
09-Sep-20 11,278.00 11,321.20 676,575 10,634,775 -0.11 % 11.22 % -5.22 % 0.3329 1.81 - Long Windup 43.2 0.38 %
08-Sep-20 11,317.35 11,333.65 608,325 11,221,050 -0.42 % -0.89 % -1.76 % 0.3337 1.93 - Long Windup 16.3 0.14 %
07-Sep-20 11,355.05 11,381.00 613,800 11,421,525 0.10 % 2.89 % 0.07 % 0.3345 2.05 - Long Buildup 25.95 0.23 %
04-Sep-20 11,333.85 11,370.00 596,550 11,413,950 -1.63 % 6.97 % 0.26 % 0.3354 2.30 - Short Buildup 36.15 0.32 %
03-Sep-20 11,527.45 11,558.25 557,700 11,384,475 -0.17 % 0.49 % 1.77 % 0.3354 2.42 - Short Buildup 30.8 0.27 %
02-Sep-20 11,535.00 11,578.00 555,000 11,186,400 0.46 % 2.27 % 4.26 % 0.3363 2.13 - Long Buildup 43 0.37 %
01-Sep-20 11,470.25 11,525.55 542,700 10,729,800 0.83 % 1.20 % -8.94 % 0.3371 2.21 - Short Covering 55.3 0.48 %
31-Aug-20 11,387.50 11,430.50 536,250 11,782,950 -2.21 % 9.81 % -7.39 % 0.3377 2.40 - Long Windup 43 0.38 %
28-Aug-20 11,647.60 11,689.05 488,325 12,723,225 0.86 % 10.86 % -16.39 % 0.3370 2.74 - Short Covering 41.45 0.36 %
27-Aug-20 11,559.25 11,589.20 440,475 15,216,975 0.06 % 9.08 % 12.25 % 0.3377 1.80 - Long Buildup 29.95 0.26 %
26-Aug-20 11,549.60 11,582.45 403,800 13,556,700 0.78 % 50.81 % 14.82 % 0.3385 1.78 - Long Buildup 32.85 0.28 %
25-Aug-20 11,472.25 11,492.90 267,750 11,806,875 0.04 % 8.48 % 0.97 % 0.3392 1.74 - Long Buildup 20.65 0.18 %
24-Aug-20 11,466.45 11,488.60 246,825 11,693,925 0.75 % 25.66 % -1.46 % 0.3401 1.67 - Short Covering 22.15 0.19 %
21-Aug-20 11,371.60 11,403.35 196,425 11,867,475 0.66 % 2.15 % 2.17 % 0.3407 1.65 - Long Buildup 31.75 0.28 %
20-Aug-20 11,312.20 11,328.75 192,300 11,615,475 -0.96 % 10.37 % 0.30 % 0.3415 1.67 - Short Buildup 16.55 0.15 %
19-Aug-20 11,408.40 11,438.45 174,225 11,581,125 0.17 % 3.94 % -2.86 % 0.3421 1.77 - Short Covering 30.05 0.26 %
18-Aug-20 11,385.35 11,419.60 167,625 11,922,000 1.14 % 9.40 % 4.82 % 0.3429 1.77 - Long Buildup 34.25 0.3 %
17-Aug-20 11,247.10 11,291.05 153,225 11,373,900 0.70 % 3.81 % 0.39 % 0.3434 1.85 - Long Buildup 43.95 0.39 %
14-Aug-20 11,178.40 11,212.30 147,600 11,329,725 -1.11 % 12.07 % -0.62 % 0.3441 2.38 - Long Windup 33.9 0.3 %
13-Aug-20 11,300.45 11,338.45 131,700 11,400,975 -0.01 % 3.60 % -1.94 % 0.3447 2.33 - Long Windup 38 0.34 %
12-Aug-20 11,308.40 11,339.20 127,125 11,626,500 -0.21 % 2.73 % 2.28 % 0.3455 2.13 - Short Buildup 30.8 0.27 %
11-Aug-20 11,322.50 11,362.90 123,750 11,367,075 0.46 % 4.43 % -0.12 % 0.3464 2.30 - Short Covering 40.4 0.36 %
10-Aug-20 11,270.15 11,310.85 118,500 11,380,950 0.60 % 9.72 % 0.06 % 0.3472 1.56 - Long Buildup 40.7 0.36 %
07-Aug-20 11,214.05 11,243.55 108,000 11,373,600 0.24 % 6.43 % 1.72 % 0.3480 1.44 - Long Buildup 29.5 0.26 %
06-Aug-20 11,200.15 11,216.80 101,475 11,181,150 0.74 % 17.65 % 2.76 % 0.3488 1.42 - Long Buildup 16.65 0.15 %
05-Aug-20 11,101.65 11,134.20 86,250 10,880,625 0.14 % 34.98 % -5.49 % 0.3496 1.22 - Short Covering 32.55 0.29 %
04-Aug-20 11,095.25 11,119.00 63,900 11,513,250 1.77 % 114.61 % 4.86 % 0.3504 1.22 - Long Buildup 23.75 0.21 %
03-Aug-20 10,891.60 10,925.65 29,775 10,979,175 -1.60 % 140.61 % -0.68 % 0.3505 1.75 - Long Windup 34.05 0.31 %
31-Jul-20 11,073.45 11,103.75 12,375 11,054,700 0.00 % 0.00 % -23.19 % 0.3507 3.76 - 30.3 0.27 %
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREMarubozu-
SPOTMarubozu-
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Sep-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
10536.21 10677.73 10756.96 10898.48 10977.71 11119.23 11198.46
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
10725.83 10781.01 10799.41 10817.8 10898.48 10854.6 10872.99 10891.39 10946.58
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
10677.73 10762.06 10814.15 10898.48 10982.81 11034.9 11119.23
DeMark Pivot
Support 1 Pivot Point Resistance 1
10717.35 10878.68 10938.1