FnO Contract Details

AUROPHARMA analysis for the selected expiry [Jan-22] as on 24-Jan-22

AUROPHARMA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 655.45 655.45 603.35 609.70 NA -6.98 % NA NA
27-Jan-22 653.00 654.65 602.05 610.00 8,872,500 -6.83 % -33.51 % Long Windup
24-Feb-22 651.00 655.00 603.10 610.60 8,231,250 -6.79 % 136.12 % Short Buildup
31-Mar-22 651.00 651.00 609.00 615.35 132,000 -6.41 % 31.34 % Short Buildup
Cummulative NA NA NA NA 17,235,750 NA 1.81 % Short Buildup
AUROPHARMA Options OI PCR:  0.33   (Expiry : 27-Jan-22 )   PUT OI: 2,751,000   CALL OI: 8,284,500 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
740.00 1852500 -22.72% 0.45 -57.14% Long Windup
700.00 784500 -20.70% 0.60 -64.71% Long Windup
690.00 621750 -2.24% 0.35 -81.58% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
650.00 132750 470.97% 1.95 -84.08% Short Buildup
640.00 98250 1090.91% 2.80 -87.27% Short Buildup
660.00 204000 3.03% 1.30 -82.78% 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
740.00 1852500 -22.72% 0.45 -57.14% Long Windup
700.00 784500 -20.70% 0.60 -64.71% Long Windup
750.00 593250 -21.37% 0.50 -44.44% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
690.00 441000 -2.65% 72.55 101.81% Short Covering
700.00 258750 -23.67% 89.15 91.10% Short Covering
680.00 237000 -11.98% 70.40 148.32% 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
610.00 15750 600.00% 10.00 1011.11% Long Buildup
580.00 34500 53.33% 1.85 236.36% Long Buildup
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
630.00 57000 -66.37% 23.70 717.24% Short Covering
650.00 195750 -34.59% 42.35 484.14% Short Covering
700.00 258750 -23.67% 89.15 91.10% Short Covering
AUROPHARMA 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 %
24-Jan-22 609.70 610.00 8,872,500 17,235,750 -6.83 % -33.51 % 1.81 % 0.4462 0.33 48.52 % Short Buildup -- 0.3 0.05 %
21-Jan-22 655.45 654.70 13,343,250 16,929,750 -1.33 % -6.34 % 1.60 % 0.4365 0.35 21.18 % Short Buildup 42.88%59.54 -0.75 -0.11 %
20-Jan-22 661.20 663.55 14,246,250 16,663,500 -1.33 % -2.27 % 0.92 % 0.4374 0.34 14.51 % Short Buildup 50.37%55.74 2.35 0.36 %
19-Jan-22 670.50 672.50 14,577,750 16,511,250 0.56 % -1.38 % 0.08 % 0.4381 0.38 11.71 % Long Buildup 28.93%39.79 2 0.3 %
18-Jan-22 668.80 668.75 14,781,000 16,498,500 -2.86 % -5.24 % -1.30 % 0.4392 0.39 10.41 % Long Windup 46.43%109.80 -0.05 -0.01 %
17-Jan-22 685.80 688.45 15,597,750 16,716,000 -1.38 % 1.17 % 2.17 % 0.4390 0.43 6.69 % Short Buildup 43.03%65.77 2.65 0.39 %
14-Jan-22 695.15 698.10 15,417,750 16,360,500 -3.08 % 5.37 % 7.51 % 0.4397 0.46 5.76 % Short Buildup 29.96%122.45 2.95 0.42 %
13-Jan-22 717.60 720.25 14,631,750 15,218,250 0.10 % 0.10 % 0.34 % 0.4387 0.45 3.85 % Long Buildup 35.14%25.78 2.65 0.37 %
12-Jan-22 716.90 719.50 14,617,500 15,167,250 -0.08 % 0.77 % 1.01 % 0.4398 0.48 3.62 % Short Buildup 35.30%28.78 2.6 0.36 %
11-Jan-22 719.70 720.05 14,506,500 15,015,000 -2.72 % 2.15 % 2.64 % 0.4409 0.47 3.39 % Short Buildup 30.67%64.82 0.35 0.05 %
10-Jan-22 737.30 740.15 14,201,250 14,629,500 4.02 % 0.53 % 0.66 % 0.4408 0.46 2.93 % Long Buildup 36.43%82.78 2.85 0.39 %
07-Jan-22 710.00 711.55 14,127,000 14,533,500 -1.07 % -2.47 % -2.10 % 0.4389 0.47 2.80 % Long Windup 45.69%40.64 1.55 0.22 %
06-Jan-22 717.95 719.25 14,485,500 14,845,500 -0.70 % -0.79 % -0.56 % 0.4397 0.53 2.42 % Long Windup 34.26%19.01 1.3 0.18 %
05-Jan-22 721.30 724.30 14,601,000 14,928,750 0.02 % 0.25 % 0.31 % 0.4408 0.52 2.20 % Long Buildup 27.82%23.02 3 0.42 %
04-Jan-22 722.25 724.15 14,565,000 14,882,250 -1.33 % -1.06 % -0.98 % 0.4419 0.47 2.13 % Long Windup 34.12%27.95 1.9 0.26 %
03-Jan-22 732.10 733.90 14,721,750 15,029,250 -0.60 % -2.57 % -2.35 % 0.4426 0.49 2.05 % Long Windup 46.42%37.10 1.8 0.25 %
31-Dec-21 734.35 738.35 15,110,250 15,391,500 1.65 % 0.90 % -3.57 % 0.4437 0.53 1.83 % Short Covering 41.07%53.43 4 0.54 %
30-Dec-21 723.50 726.35 14,975,250 15,961,000 -0.73 % 17.67 % -0.69 % 0.4444 0.42 - Long Windup 35.34%27.90 2.85 0.39 %
29-Dec-21 727.05 731.70 12,726,750 16,071,550 0.27 % 23.45 % -0.30 % 0.4454 0.31 - Short Covering 17.36%23.49 4.65 0.64 %
28-Dec-21 725.25 729.75 10,309,500 16,120,600 -0.16 % 34.80 % -0.33 % 0.4465 0.32 - Long Windup 20.45%23.66 4.5 0.62 %
27-Dec-21 726.10 730.90 7,647,750 16,174,450 2.79 % 158.54 % 3.45 % 0.4477 0.33 - Long Buildup 24.03%34.55 4.8 0.66 %
24-Dec-21 708.45 711.05 2,958,000 15,635,250 -2.07 % 70.22 % -0.69 % 0.4475 0.42 - Long Windup 24.90%26.20 2.6 0.37 %
23-Dec-21 723.10 726.05 1,737,750 15,744,400 0.40 % 24.37 % 0.26 % 0.4478 0.42 - Long Buildup 36.04%39.34 2.95 0.41 %
22-Dec-21 718.10 723.15 1,397,250 15,704,300 3.83 % 33.64 % 2.69 % 0.4488 0.40 - Long Buildup 37.52%65.01 5.05 0.7 %
21-Dec-21 693.75 696.45 1,045,500 15,292,300 1.01 % 8.65 % -0.45 % 0.4475 0.49 - Short Covering 22.72%23.88 2.7 0.39 %
20-Dec-21 686.55 689.50 962,250 15,360,850 0.97 % 5.77 % -2.67 % 0.4484 0.52 - Short Covering 35.90%67.02 2.95 0.43 %
17-Dec-21 679.60 682.85 909,750 15,782,050 -1.03 % 6.40 % -1.33 % 0.4493 0.59 - Long Windup 43.79%55.95 3.25 0.48 %
16-Dec-21 683.70 689.95 855,000 15,995,000 -1.26 % 19.00 % 0.83 % 0.4504 0.57 - Short Buildup 39.01%53.23 6.25 0.91 %
15-Dec-21 692.95 698.75 718,500 15,862,900 -2.25 % 25.07 % 1.93 % 0.4512 0.56 - Short Buildup 45.35%58.64 5.8 0.84 %
14-Dec-21 708.85 714.85 574,500 15,562,950 2.40 % 7.89 % 1.73 % 0.4513 0.51 - Long Buildup 26.42%49.89 6 0.85 %
13-Dec-21 693.20 698.10 532,500 15,299,000 -1.64 % 10.76 % -1.01 % 0.4514 0.55 - Long Windup 42.36%29.58 4.9 0.71 %
10-Dec-21 704.35 709.75 480,750 15,455,100 -0.17 % 14.67 % 0.09 % 0.4520 0.41 - Short Buildup 21.42%28.38 5.4 0.77 %
09-Dec-21 705.25 710.95 419,250 15,440,450 0.45 % 7.29 % 0.42 % 0.4531 0.34 - Long Buildup 29.40%48.57 5.7 0.81 %
08-Dec-21 701.95 707.75 390,750 15,375,500 4.46 % 8.77 % -0.16 % 0.4542 0.28 - Short Covering 41.78%73.89 5.8 0.83 %
07-Dec-21 673.35 677.50 359,250 15,399,400 1.75 % 4.13 % -2.00 % 0.4519 0.74 - Short Covering 46.51%59.56 4.15 0.62 %
06-Dec-21 661.80 665.85 345,000 15,712,950 -2.02 % 2.45 % -1.10 % 0.4524 0.95 - Long Windup 48.95%38.42 4.05 0.61 %
03-Dec-21 674.15 679.55 336,750 15,888,350 0.24 % 0.67 % 0.14 % 0.4528 1.00 - Long Buildup 45.09%33.39 5.4 0.8 %
02-Dec-21 673.55 677.95 334,500 15,866,850 1.70 % -0.45 % -0.59 % 0.4540 1.14 - Short Covering 42.47%42.14 4.4 0.65 %
01-Dec-21 662.60 666.65 336,000 15,961,000 0.17 % -0.22 % 0.18 % 0.4546 1.21 - Long Buildup 36.69%35.72 4.05 0.61 %
30-Nov-21 660.25 665.55 336,750 15,932,200 0.93 % -1.32 % 0.36 % 0.4557 1.42 - Long Buildup 42.91%79.15 5.3 0.8 %
29-Nov-21 654.90 659.45 341,250 15,875,600 -3.50 % 4.60 % 0.90 % 0.4567 1.42 - Short Buildup 24.29%38.04 4.55 0.69 %
26-Nov-21 678.55 683.35 326,250 15,733,850 1.19 % 8.48 % -4.29 % 0.4553 1.42 - Short Covering 32.57%109.13 4.8 0.71 %
25-Nov-21 668.90 675.30 300,750 16,438,300 1.69 % 54.83 % -2.43 % 0.4561 2.14 - Short Covering 36.29%71.74 6.4 0.96 %
24-Nov-21 658.85 664.10 194,250 16,847,250 1.07 % 2.37 % -1.25 % 0.4568 3.20 - Short Covering 39.95%50.83 5.25 0.8 %
23-Nov-21 650.95 657.05 189,750 17,059,850 3.76 % 11.95 % 0.81 % 0.4576 16.00 - Long Buildup 39.52%48.54 6.1 0.94 %
22-Nov-21 627.60 633.25 169,500 16,922,600 -2.22 % 11.88 % -2.87 % 0.4561 18.00 - Long Windup 36.43%50.31 5.65 0.9 %
18-Nov-21 639.55 647.65 151,500 17,422,000 -3.83 % 62.90 % 0.86 % 0.4565 15.00 - Short Buildup 41.11%120.87 8.1 1.27 %
17-Nov-21 666.55 673.45 93,000 17,273,800 -2.68 % 77.14 % 1.37 % 0.4542 9.00 - Short Buildup 48.32%60.91 6.9 1.04 %
16-Nov-21 686.80 692.00 52,500 17,039,600 -1.35 % 42.86 % 1.10 % 0.4538 8.00 - Short Buildup 43.96%35.21 5.2 0.76 %
15-Nov-21 695.75 701.50 36,750 16,853,550 1.22 % -3.92 % 0.81 % 0.4546 8.00 - Long Buildup 40.80%35.72 5.75 0.83 %
12-Nov-21 687.90 693.05 38,250 16,717,900 0.15 % 18.60 % 0.05 % 0.4555 - - Long Buildup 36.64%31.36 5.15 0.75 %
11-Nov-21 686.55 692.00 32,250 16,709,300 -2.49 % 19.44 % -0.87 % 0.4566 - - Long Windup 33.97%54.21 5.45 0.79 %
10-Nov-21 699.85 709.65 27,000 16,856,150 3.36 % -20.00 % 3.03 % 0.4570 - - Long Buildup 25.31%146.30 9.8 1.4 %
09-Nov-21 677.00 686.55 33,750 16,359,800 0.81 % 28.57 % 3.16 % 0.4560 - - Long Buildup 23.07%164.14 9.55 1.41 %
08-Nov-21 672.00 681.00 26,250 15,858,300 -1.63 % 150.00 % 8.24 % 0.4570 - - Short Buildup 45.25%136.85 9 1.34 %
04-Nov-21 690.05 692.30 10,500 14,650,450 0.00 % 0.00 % 0.20 % 0.4567 - - 53.35%5.66 2.25 0.33 %
03-Nov-21 685.80 692.30 10,500 14,620,550 -1.52 % 75.00 % 0.70 % 0.4578 - - Short Buildup 61.25%70.01 6.5 0.95 %
02-Nov-21 691.20 703.00 6,000 14,518,550 -0.34 % 33.33 % 1.44 % 0.4588 - - Short Buildup 38.37%45.11 11.8 1.71 %
01-Nov-21 697.60 705.40 4,500 14,312,300 0.00 % 0.00 % 4.29 % 0.4598 - - 51.63%55.80 7.8 1.12 %
AUROPHARMA Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Jan-22
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
537.21 569.63 589.81 622.23 642.41 674.83 695.01
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
583.7 596.85 601.23 605.62 622.23 614.38 618.77 623.15 636.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
569.63 589.72 602.14 622.23 642.32 654.74 674.83
DeMark Pivot
Support 1 Pivot Point Resistance 1
579.73 617.19 632.33
AUROPHARMA Result / Events
Date Description Status
12-Aug-21Financial Results/DividendCompleted
10-Feb-21Financial Results/DividendCompleted
06-Feb-20Financial Results/DividendCompleted
07-Aug-19Financial ResultsCompleted
28-May-19Financial ResultsCompleted
07-Feb-19Financial Results/DividendCompleted