FnO Contract Details

NIFTY analysis for the selected expiry [Aug-21] as on 30-Jul-21

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 15,800.60 15,862.80 15,744.85 15,763.05 NA -0.10 % NA NA
26-Aug-21 15,735.20 15,872.30 15,735.20 15,777.25 9,419,800 -0.18 % 6.75 % Short Buildup
30-Sep-21 15,819.05 15,906.15 15,792.50 15,819.60 866,050 -0.15 % 23.73 % Short Buildup
28-Oct-21 15,885.35 15,941.85 15,841.80 15,858.35 18,500 0.00 % 0.00 %
Cummulative NA NA NA NA 10,304,350 NA -10.46 % Long Windup
NIFTY Options OI PCR: 0.82   (Weekly expiry :05-Aug-21)   PUT OI: 28,526,000   CALL OI: 34,679,200 
  0.00  (Expiry: 26-Aug-21 )   PUT OI: 0   CALL OI: 0 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
15900.00 4308300 112.55% 26.20 -38.35% Short Buildup
15800.00 4119300 40.53% 62.85 -26.36% Short Buildup
16000.00 3180700 29.76% 9.45 -46.31% 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
15900.00 4308300 112.55% 26.20 -38.35% Short Buildup
16300.00 3161150 198.32% 2.20 -20.00% Short Buildup
15800.00 4119300 40.53% 62.85 -26.36% 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
15500.00 160800 -3.07% 276.65 -10.30% Long Windup
14850.00 700 -53.33% 969.50 4.27% Short Covering
15100.00 10100 -7.34% 675.00 -1.57% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
15700.00 2720300 46.23% 59.95 7.34% Long Buildup
15800.00 2595800 43.72% 102.90 8.03% Long Buildup
15500.00 2139550 32.12% 17.65 -5.36% 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
15700.00 2720300 46.23% 59.95 7.34% Long Buildup
15800.00 2595800 43.72% 102.90 8.03% Long Buildup
14500.00 1361400 135.03% 1.10 -31.25% 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
16100.00 64450 -15.31% 347.85 9.78% Short Covering
14900.00 380250 -1.68% 2.05 -21.15% Long Windup
16050.00 12450 -13.24% 298.35 10.79% Short Covering
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
15800.00 2190450 29.00% 184.30 -12.63% Short Buildup
16000.00 1982200 8.57% 97.55 -15.91% Short Buildup
16500.00 1625000 8.36% 14.60 -20.87% 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
15800.00 2190450 29.00% 184.30 -12.63% Short Buildup
16200.00 1019750 21.63% 42.65 -20.65% Short Buildup
16000.00 1982200 8.57% 97.55 -15.91% 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
15700.00 667750 -8.57% 242.90 -10.07% Long Windup
15600.00 283250 -11.95% 307.50 -8.48% Long Windup
14500.00 413600 -6.34% 1279.50 -2.28% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
15000.00 2980950 11.95% 33.05 -0.45% Short Buildup
15800.00 2435850 48.22% 205.20 1.96% Long Buildup
15500.00 2234450 5.24% 103.50 1.57% 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
15800.00 2435850 48.22% 205.20 1.96% Long Buildup
15000.00 2980950 11.95% 33.05 -0.45% Short Buildup
15300.00 1088050 17.07% 62.75 -1.18% 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
15600.00 991800 -4.49% 130.65 1.48% Short Covering
15450.00 128800 -11.11% 91.15 0.00% Short Covering
15900.00 563650 -1.36% 257.15 2.65% 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 %
30-Jul-21 15,763.05 15,777.25 9,419,800 10,304,350 -0.18 % 6.75 % -10.46 % 0.2493 - 8.58 % Long Windup 14.2 0.09 %
29-Jul-21 15,778.45 15,806.35 8,824,200 11,508,400 0.40 % 51.85 % 6.68 % 0.2499 - - Long Buildup 27.9 0.18 %
28-Jul-21 15,709.40 15,743.40 5,811,100 10,787,650 -0.18 % 54.23 % 0.11 % 0.2505 - - Short Buildup 34 0.22 %
27-Jul-21 15,746.45 15,772.10 3,767,800 10,775,900 -0.56 % 56.40 % 1.97 % 0.2511 - - Short Buildup 25.65 0.16 %
26-Jul-21 15,824.45 15,860.55 2,409,150 10,567,200 -0.20 % 40.54 % 2.39 % 0.2517 - - Short Buildup 36.1 0.23 %
23-Jul-21 15,856.05 15,892.15 1,714,250 10,320,550 0.20 % 22.43 % 2.86 % 0.2523 - - Long Buildup 36.1 0.23 %
22-Jul-21 15,824.05 15,859.70 1,400,200 10,033,300 1.11 % 23.18 % -7.53 % 0.2529 - - Short Covering 35.65 0.23 %
20-Jul-21 15,632.10 15,686.25 1,136,700 10,850,050 -0.75 % 14.08 % 5.05 % 0.2530 - - Short Buildup 54.15 0.35 %
19-Jul-21 15,752.40 15,804.05 996,400 10,328,850 -1.09 % 13.43 % -2.29 % 0.2535 - - Long Windup 51.65 0.33 %
16-Jul-21 15,923.40 15,978.05 878,450 10,570,900 0.04 % 6.06 % -2.38 % 0.2536 - - Short Covering 54.65 0.34 %
15-Jul-21 15,924.20 15,972.15 828,250 10,828,800 0.44 % 19.25 % 4.08 % 0.2543 - - Long Buildup 47.95 0.3 %
14-Jul-21 15,853.95 15,902.35 694,550 10,404,500 0.21 % 14.74 % 3.33 % 0.2548 - - Long Buildup 48.4 0.31 %
13-Jul-21 15,812.35 15,869.75 605,350 10,069,500 0.74 % 16.39 % 0.32 % 0.2555 - - Long Buildup 57.4 0.36 %
12-Jul-21 15,692.60 15,752.60 520,100 10,037,150 -0.10 % 1.18 % -2.31 % 0.2559 - - Long Windup 60 0.38 %
09-Jul-21 15,689.80 15,767.60 514,050 10,274,200 -0.08 % 5.14 % -2.86 % 0.2565 - - Long Windup 77.8 0.5 %
08-Jul-21 15,727.90 15,780.45 488,900 10,576,900 -0.90 % -5.14 % 5.32 % 0.2572 - - Short Buildup 52.55 0.33 %
07-Jul-21 15,879.65 15,923.15 515,400 10,043,000 0.30 % 0.45 % -0.98 % 0.2575 - - Short Covering 43.5 0.27 %
06-Jul-21 15,818.25 15,875.95 513,100 10,142,800 -0.16 % 4.17 % 2.41 % 0.2581 - - Short Buildup 57.7 0.36 %
05-Jul-21 15,834.35 15,901.45 492,550 9,904,050 0.73 % 2.53 % 0.58 % 0.2588 - - Long Buildup 67.1 0.42 %
02-Jul-21 15,722.20 15,786.05 480,400 9,847,350 0.18 % 2.59 % -3.42 % 0.2592 - - Short Covering 63.85 0.41 %
01-Jul-21 15,680.00 15,758.45 468,250 10,195,900 -0.27 % 2.80 % 0.37 % 0.2599 - - Short Buildup 78.45 0.5 %
30-Jun-21 15,721.50 15,800.80 455,500 10,158,800 -0.20 % 5.50 % 2.64 % 0.2605 - - Short Buildup 79.3 0.5 %
29-Jun-21 15,748.45 15,832.25 431,750 9,897,100 -0.43 % 1.20 % -0.37 % 0.2611 - - Long Windup 83.8 0.53 %
28-Jun-21 15,814.70 15,901.15 426,650 9,934,050 -0.22 % 1.21 % -1.24 % 0.2617 - - Long Windup 86.45 0.55 %
25-Jun-21 15,860.35 15,936.00 421,550 10,058,450 0.36 % 5.66 % -12.46 % 0.2623 - - Short Covering 75.65 0.48 %
24-Jun-21 15,790.45 15,879.10 398,950 11,490,575 0.56 % 45.79 % 10.21 % 0.2630 - - Long Buildup 88.65 0.56 %
23-Jun-21 15,686.95 15,791.40 273,650 10,426,225 -0.46 % 5.55 % -3.01 % 0.2635 - - Long Windup 104.45 0.67 %
22-Jun-21 15,772.75 15,863.75 259,250 10,749,600 0.15 % 16.52 % -0.25 % 0.2641 - - Short Covering 91 0.58 %
21-Jun-21 15,746.50 15,839.25 222,500 10,776,275 0.25 % 13.17 % 0.29 % 0.2647 - - Long Buildup 92.75 0.59 %
18-Jun-21 15,683.35 15,800.20 196,600 10,745,100 0.00 % 13.18 % -7.43 % 0.2654 - - 116.85 0.75 %
17-Jun-21 15,691.40 15,800.40 173,700 11,607,850 -0.60 % 5.98 % -4.63 % 0.2660 - - Long Windup 109 0.69 %
16-Jun-21 15,767.55 15,896.45 163,900 12,170,850 -0.47 % 5.44 % -9.97 % 0.2666 - - Long Windup 128.9 0.82 %
15-Jun-21 15,869.25 15,971.30 155,450 13,517,950 0.23 % 11.23 % 4.99 % 0.2671 - - Long Buildup 102.05 0.64 %
14-Jun-21 15,811.85 15,934.00 139,750 12,876,050 0.10 % 4.21 % -1.08 % 0.2678 - - Short Covering 122.15 0.77 %
11-Jun-21 15,799.35 15,918.40 134,100 13,016,975 0.38 % 10.23 % 5.35 % 0.2684 - - Long Buildup 119.05 0.75 %
10-Jun-21 15,737.75 15,857.40 121,650 12,356,500 0.52 % 7.75 % 6.21 % 0.2690 - - Long Buildup 119.65 0.76 %
09-Jun-21 15,635.35 15,775.55 112,900 11,634,400 -0.63 % 24.82 % -1.68 % 0.2696 - - Long Windup 140.2 0.9 %
08-Jun-21 15,740.10 15,875.35 90,450 11,832,875 -0.09 % 5.11 % 1.01 % 0.2701 - - Short Buildup 135.25 0.86 %
07-Jun-21 15,751.65 15,889.55 86,050 11,714,775 0.54 % 19.68 % 1.82 % 0.2708 - - Long Buildup 137.9 0.88 %
04-Jun-21 15,670.25 15,803.80 71,900 11,505,600 -0.01 % 19.34 % 0.58 % 0.2714 - - Short Buildup 133.55 0.85 %
03-Jun-21 15,690.35 15,805.60 60,250 11,438,900 0.55 % 26.84 % 4.37 % 0.2721 - - Long Buildup 115.25 0.73 %
02-Jun-21 15,576.20 15,719.40 47,500 10,959,450 0.03 % 8.57 % -5.39 % 0.2726 - - Short Covering 143.2 0.92 %
01-Jun-21 15,574.85 15,714.35 43,750 11,584,075 0.23 % 33.38 % 1.72 % 0.2733 - - Long Buildup 139.5 0.9 %
31-May-21 15,582.80 15,677.55 32,800 11,388,325 0.77 % 114.38 % 2.46 % 0.2740 - - Long Buildup 94.75 0.61 %
28-May-21 15,435.65 15,558.20 15,300 11,114,450 0.00 % 0.00 % -17.98 % 0.2745 - - 122.55 0.79 %
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREShooting Star / Inverted Hammer-
SPOTDark Cloud Cover-
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Aug-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
15580.44 15657.82 15717.54 15794.92 15854.64 15932.02 15991.74
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
15708.7 15742.98 15754.4 15765.83 15794.92 15788.68 15800.1 15811.53 15845.8
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
15657.82 15710.19 15742.55 15794.92 15847.29 15879.65 15932.02
DeMark Pivot
Support 1 Pivot Point Resistance 1
15756.23 15814.26 15893.33