FnO Contract Details

NIFTY analysis for the selected expiry [Dec-21] as on 26-Nov-21

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 17,338.75 17,355.40 16,985.70 17,026.45 NA -2.91 % NA NA
30-Dec-21 17,415.50 17,427.95 17,015.05 17,052.15 10,849,550 -3.05 % 3.49 % Short Buildup
27-Jan-22 17,481.20 17,482.70 17,075.00 17,119.05 601,300 -3.05 % 20.14 % Short Buildup
Cummulative NA NA NA NA 11,450,850 NA -13.92 % Long Windup
NIFTY Options OI PCR: 0.42   (Weekly expiry :02-Dec-21)   PUT OI: 27,300,900   CALL OI: 65,574,450 
  1.31  (Expiry: 30-Dec-21 )   PUT OI: 32,169,100   CALL OI: 24,593,400 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
17500.00 5604950 215.52% 21.60 -85.93% Short Buildup
18000.00 4807050 160.28% 3.65 -57.56% Short Buildup
17300.00 4670850 3769.80% 58.65 -80.58% 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
17300.00 4670850 3769.80% 58.65 -80.58% Short Buildup
17500.00 5604950 215.52% 21.60 -85.93% Short Buildup
17400.00 3896950 784.87% 35.95 -83.68% 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
18050.00 239650 -19.92% 3.20 -47.54% Long Windup
17950.00 343300 -7.89% 4.00 -64.44% Long Windup
18600.00 242450 -4.64% 2.00 17.65% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
17000.00 3344200 81.30% 150.50 1220.18% Long Buildup
16000.00 2574300 203.25% 11.25 581.82% Long Buildup
16500.00 2218850 15.07% 39.55 1218.33% 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
16000.00 2574300 203.25% 11.25 581.82% Long Buildup
17000.00 3344200 81.30% 150.50 1220.18% Long Buildup
16800.00 2168600 141.77% 87.85 1441.23% 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
17500.00 608300 -73.87% 473.60 394.11% Short Covering
17400.00 759900 -65.69% 394.10 536.16% Short Covering
17300.00 736800 -60.33% 312.95 669.86% Short Covering
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
18000.00 2720425 16.96% 46.95 -61.72% Short Buildup
19000.00 1933450 1.69% 8.70 -16.75% Short Buildup
17500.00 1848025 4.69% 154.05 -55.00% 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
17200.00 514250 680.94% 274.55 -48.93% Short Buildup
17300.00 624900 218.91% 227.25 -51.62% Short Buildup
18000.00 2720425 16.96% 46.95 -61.72% 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
18300.00 376600 -23.75% 22.85 -58.75% Long Windup
18400.00 206250 -33.98% 19.20 -53.85% Long Windup
20000.00 1109050 -6.19% 6.25 23.76% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
17000.00 3939825 -4.02% 323.25 207.56% Short Covering
16000.00 2925225 39.54% 86.65 336.52% Long Buildup
16500.00 2254750 17.03% 166.65 280.91% 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
16000.00 2925225 39.54% 86.65 336.52% Long Buildup
16500.00 2254750 17.03% 166.65 280.91% Long Buildup
16700.00 672900 49.95% 220.55 257.46% 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
17500.00 1976050 -27.19% 595.10 137.00% Short Covering
17700.00 383300 -36.41% 738.25 110.24% Short Covering
17000.00 3939825 -4.02% 323.25 207.56% 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 %
26-Nov-21 17,026.45 17,052.15 10,849,550 11,450,850 -3.05 % 3.49 % -13.92 % 0.2242 1.31 5.25 % Long Windup 25.7 0.15 %
25-Nov-21 17,536.25 17,588.95 10,483,650 13,303,000 0.81 % 39.43 % 5.29 % 0.2208 1.38 - Long Buildup 52.7 0.3 %
24-Nov-21 17,415.05 17,447.45 7,518,850 12,634,350 -0.53 % 50.92 % 2.74 % 0.2211 1.37 - Short Buildup 32.4 0.19 %
23-Nov-21 17,503.35 17,540.55 4,982,100 12,297,150 0.32 % 61.54 % -0.28 % 0.2215 1.33 - Short Covering 37.2 0.21 %
22-Nov-21 17,416.55 17,484.50 3,084,100 12,332,200 -2.05 % 49.46 % 1.78 % 0.2220 1.38 - Short Buildup 67.95 0.39 %
18-Nov-21 17,764.80 17,851.10 2,063,450 12,116,250 -0.66 % 23.54 % 2.97 % 0.2209 1.43 - Short Buildup 86.3 0.49 %
17-Nov-21 17,898.65 17,970.25 1,670,250 11,766,400 -0.51 % 18.88 % 1.42 % 0.2213 1.47 - Short Buildup 71.6 0.4 %
16-Nov-21 17,999.20 18,063.25 1,405,000 11,601,750 -0.73 % 16.66 % 0.86 % 0.2217 1.47 - Short Buildup 64.05 0.36 %
15-Nov-21 18,109.45 18,196.75 1,204,400 11,502,850 0.04 % 8.48 % 1.64 % 0.2220 1.42 - Long Buildup 87.3 0.48 %
12-Nov-21 18,102.75 18,189.70 1,110,250 11,317,250 1.27 % 2.94 % -5.40 % 0.2226 1.41 - Short Covering 86.95 0.48 %
11-Nov-21 17,873.60 17,961.95 1,078,550 11,962,650 -0.69 % 8.07 % 4.90 % 0.2224 1.42 - Short Buildup 88.35 0.49 %
10-Nov-21 18,017.20 18,087.30 998,050 11,404,250 -0.23 % 2.26 % 2.47 % 0.2228 1.43 - Short Buildup 70.1 0.39 %
09-Nov-21 18,044.25 18,129.15 975,950 11,129,850 -0.31 % 15.45 % -3.12 % 0.2233 1.42 - Long Windup 84.9 0.47 %
08-Nov-21 18,068.55 18,185.55 845,350 11,487,850 1.15 % -0.52 % 2.29 % 0.2238 1.41 - Long Buildup 117 0.65 %
04-Nov-21 17,916.80 17,979.00 849,800 11,230,600 0.39 % -0.09 % 0.20 % 0.2239 1.39 - Long Buildup 62.2 0.35 %
03-Nov-21 17,829.20 17,909.65 850,600 11,208,000 -0.39 % 2.78 % 0.93 % 0.2244 1.39 - Short Buildup 80.45 0.45 %
02-Nov-21 17,888.95 17,979.85 827,600 11,104,650 -0.49 % 3.12 % -3.94 % 0.2249 1.42 - Long Windup 90.9 0.51 %
01-Nov-21 17,929.65 18,068.50 802,550 11,560,500 1.58 % 0.41 % 0.15 % 0.2253 1.41 - Long Buildup 138.85 0.77 %
29-Oct-21 17,671.65 17,788.15 799,300 11,543,000 -1.11 % 7.50 % -14.84 % 0.2248 1.43 - Long Windup 116.5 0.66 %
28-Oct-21 17,857.25 17,987.40 743,550 13,553,950 -1.78 % 14.16 % 3.46 % 0.2248 1.47 - Short Buildup 130.15 0.73 %
27-Oct-21 18,210.95 18,313.05 651,300 13,101,050 -0.56 % 5.33 % 3.98 % 0.2240 1.52 - Short Buildup 102.1 0.56 %
26-Oct-21 18,268.40 18,415.50 618,350 12,599,250 0.80 % 1.41 % -2.12 % 0.2245 1.52 - Short Covering 147.1 0.81 %
25-Oct-21 18,125.40 18,269.55 609,750 12,871,500 -0.02 % 2.66 % 0.65 % 0.2247 1.54 - Short Buildup 144.15 0.8 %
22-Oct-21 18,114.90 18,274.10 593,950 12,788,100 -0.34 % 5.68 % -1.71 % 0.2252 1.53 - Long Windup 159.2 0.88 %
21-Oct-21 18,178.10 18,336.70 562,050 13,010,650 -0.57 % 21.96 % -3.50 % 0.2258 1.52 - Long Windup 158.6 0.87 %
20-Oct-21 18,266.60 18,441.60 460,850 13,482,400 -0.59 % 3.05 % -4.17 % 0.2262 1.53 - Long Windup 175 0.96 %
19-Oct-21 18,418.75 18,550.70 447,200 14,068,950 -0.26 % 8.08 % 1.05 % 0.2266 1.56 - Short Buildup 131.95 0.72 %
18-Oct-21 18,477.05 18,598.95 413,750 13,923,050 0.85 % 12.78 % 1.35 % 0.2271 1.54 - Long Buildup 121.9 0.66 %
14-Oct-21 18,338.55 18,441.80 366,850 13,738,250 1.03 % 4.50 % -0.94 % 0.2274 1.32 - Short Covering 103.25 0.56 %
13-Oct-21 18,161.75 18,252.95 351,050 13,869,200 1.00 % 15.50 % 0.30 % 0.2276 1.28 - Long Buildup 91.2 0.5 %
12-Oct-21 17,991.95 18,071.75 303,950 13,827,500 0.14 % 17.06 % 2.12 % 0.2278 1.25 - Long Buildup 79.8 0.44 %
11-Oct-21 17,945.95 18,047.30 259,650 13,540,550 0.44 % 25.07 % -1.10 % 0.2284 1.24 - Short Covering 101.35 0.56 %
08-Oct-21 17,895.20 17,969.10 207,600 13,691,150 0.50 % 25.06 % 4.39 % 0.2289 1.22 - Long Buildup 73.9 0.41 %
07-Oct-21 17,790.35 17,879.70 166,000 13,115,850 1.02 % 18.11 % -3.81 % 0.2294 1.21 - Short Covering 89.35 0.5 %
06-Oct-21 17,646.00 17,699.05 140,550 13,635,200 -1.10 % 50.48 % 6.60 % 0.2295 1.22 - Short Buildup 53.05 0.3 %
05-Oct-21 17,822.30 17,896.50 93,400 12,791,350 0.67 % 21.14 % -0.14 % 0.2296 1.23 - Short Covering 74.2 0.42 %
04-Oct-21 17,691.25 17,776.85 77,100 12,808,900 0.98 % 9.36 % 1.11 % 0.2300 1.23 - Long Buildup 85.6 0.48 %
01-Oct-21 17,532.05 17,605.15 70,500 12,668,350 0.00 % 0.00 % -22.19 % 0.2301 1.25 - 73.1 0.42 %
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 29-Nov-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
16489.25 16752.15 16902.15 17165.05 17315.05 17577.95 17727.95
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
16845.7 16948.93 16983.33 17017.74 17165.05 17086.56 17120.97 17155.38 17258.6
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
16752.15 16909.88 17007.32 17165.05 17322.78 17420.22 17577.95
DeMark Pivot
Support 1 Pivot Point Resistance 1
16827.15 17127.55 17240.05