FnO Contract Details

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

ABFRL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 228.00 234.50 219.15 224.25 NA -1.30 % NA NA
26-Aug-21 227.85 235.55 219.80 226.50 11,195,600 -0.79 % 43.06 % Short Buildup
30-Sep-21 227.60 236.20 221.60 226.25 132,600 -1.67 % 131.82 % Short Buildup
Cummulative NA NA NA NA 11,328,200 NA 38.76 % Short Buildup
ABFRL Options OI PCR:  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
230.00 730600 45.60% 8.45 -18.36% Short Buildup
250.00 696800 106.15% 2.90 -33.33% Short Buildup
240.00 473200 91.58% 4.95 -28.26% 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
250.00 696800 106.15% 2.90 -33.33% Short Buildup
230.00 730600 45.60% 8.45 -18.36% Short Buildup
240.00 473200 91.58% 4.95 -28.26% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
220.00 439400 50.89% 6.30 -10.64% Short Buildup
200.00 286000 134.04% 1.95 2.63% Long Buildup
230.00 127400 96.00% 12.35 11.76% 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
200.00 286000 134.04% 1.95 2.63% Long Buildup
220.00 439400 50.89% 6.30 -10.64% Short Buildup
230.00 127400 96.00% 12.35 11.76% 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
205.00 104000 -2.44% 2.45 4.26% Short Covering
None
None
ABFRL 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 %
30-Jul-21 224.25 226.50 11,195,600 11,328,200 -0.79 % 43.06 % 38.76 % 0.4897 - 1.17 % Short Buildup 20.02%63.43 2.25 1 %
29-Jul-21 227.20 228.30 7,826,000 8,164,000 0.66 % 44.71 % 10.37 % 0.4908 - - Long Buildup 24.96%23.09 1.1 0.48 %
28-Jul-21 226.05 226.80 5,408,000 7,397,000 1.50 % 57.22 % 8.50 % 0.4920 - - Long Buildup 26.31%22.05 0.75 0.33 %
27-Jul-21 223.05 223.45 3,439,800 6,817,200 2.41 % 67.68 % -5.58 % 0.4928 - - Short Covering 30.57%38.22 0.4 0.18 %
26-Jul-21 217.15 218.20 2,051,400 7,220,200 -0.39 % 112.67 % 2.78 % 0.4928 - - Short Buildup 21.37%9.03 1.05 0.48 %
23-Jul-21 218.40 219.05 964,600 7,025,200 -0.79 % 27.93 % -3.15 % 0.4941 - - Long Windup 27.15%14.93 0.65 0.3 %
22-Jul-21 220.00 220.80 754,000 7,254,000 5.32 % 51.04 % -0.85 % 0.4952 - - Short Covering 20.87%24.53 0.8 0.36 %
20-Jul-21 208.55 209.65 499,200 7,316,400 -4.73 % 68.42 % -4.64 % 0.4912 - - Long Windup 33.06%30.08 1.1 0.53 %
19-Jul-21 218.70 220.05 296,400 7,672,600 -2.13 % 28.09 % -1.86 % 0.4879 - - Long Windup 26.57%9.36 1.35 0.62 %
16-Jul-21 223.55 224.85 231,400 7,818,200 -0.42 % 14.10 % 1.76 % 0.4881 - - Short Buildup 20.96%10.42 1.3 0.58 %
15-Jul-21 223.95 225.80 202,800 7,683,000 -1.53 % 9.86 % -0.74 % 0.4894 - - Long Windup 30.36%12.44 1.85 0.83 %
14-Jul-21 227.65 229.30 184,600 7,740,200 -0.78 % 14.52 % -0.50 % 0.4901 - - Long Windup 15.93%27.58 1.65 0.72 %
13-Jul-21 229.45 231.10 161,200 7,779,200 7.31 % 129.63 % 31.57 % 0.4912 - - Long Buildup 19.98%83.61 1.65 0.72 %
12-Jul-21 213.15 215.35 70,200 5,912,400 0.09 % 50.00 % -0.44 % 0.4821 - - Short Covering 31.00%6.20 2.2 1.03 %
09-Jul-21 213.00 215.15 46,800 5,938,400 -0.60 % -5.26 % 3.35 % 0.4833 - - Short Buildup 45.15%18.19 2.15 1.01 %
08-Jul-21 214.25 216.45 49,400 5,746,000 0.39 % -5.00 % 6.00 % 0.4844 - - Long Buildup 21.63%12.91 2.2 1.03 %
07-Jul-21 213.50 215.60 52,000 5,421,000 -0.32 % 11.11 % 3.73 % 0.4856 - - Short Buildup 51.00%12.36 2.1 0.98 %
06-Jul-21 214.95 216.30 46,800 5,226,000 -2.22 % -18.18 % -3.46 % 0.4868 - - Long Windup 60.59%33.67 1.35 0.63 %
05-Jul-21 219.05 221.20 57,200 5,413,200 2.15 % 4.76 % 2.16 % 0.4873 - - Long Buildup 36.45%23.56 2.15 0.98 %
02-Jul-21 214.85 216.55 54,600 5,298,800 -0.71 % 10.53 % 3.03 % 0.4879 - - Short Buildup 36.98%11.40 1.7 0.79 %
01-Jul-21 214.00 218.10 49,400 5,142,800 0.00 % 0.00 % 2.59 % 0.4891 - - 42.04%14.03 4.1 1.92 %
30-Jun-21 215.75 218.10 49,400 5,012,800 -1.87 % 35.71 % 14.22 % 0.4901 - - Short Buildup 25.52%19.11 2.35 1.09 %
29-Jun-21 213.60 222.25 36,400 4,388,800 0.00 % 0.00 % -1.63 % 0.4911 - - 34.21%11.03 8.65 4.05 %
28-Jun-21 219.55 222.25 36,400 4,461,600 -1.09 % 133.33 % 30.20 % 0.4907 - - Short Buildup 35.15%30.31 2.7 1.23 %
25-Jun-21 221.50 224.70 15,600 3,426,800 0.00 % 0.00 % 0.00 % 0.4918 - - 39.38%97.21 3.2 1.44 %
Average Delivery Volume
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
63.43 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. More details >>
Average Delivery Percentage
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.02 % 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % More details >>
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTBearish Engulfing-
ABFRL 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
203.26 211.53 219.01 227.28 234.76 243.03 250.51
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
218.63 222.56 223.88 225.19 227.28 227.81 229.13 230.44 234.38
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
211.53 217.55 221.26 227.28 233.3 237.01 243.03
DeMark Pivot
Support 1 Pivot Point Resistance 1
215.28 225.41 231.03