Derivatives Stock Details

FnO Contract Details

Expiry:

Current [Oct-20] Next [Nov-20] Next [Dec-20]

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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

NIFTY Futures - Closing Price Vs Open Interest Chart

NIFTY Options - OI Summary ( Weekly Expiry : 01-Oct-20 )

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

NIFTY Options - OI Summary ( Expiry : 29-Oct-20 )

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 ( Expiry : 29-Oct-20 )

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 %
NIFTY Futures - Summary
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 %

NIFTY Candlestick Pattern Formation

Spot / Future	Candlestick Pattern	Exclusive Pattern
FUTURE	Marubozu	-
SPOT	Marubozu	-

NIFTY Futures - Pivot analysis ( Expiry : 29-Oct-20 )

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