FnO Contract Details

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

DALBHARAT Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,940.60 1,975.70 1,823.55 1,867.55 NA -4.31 % NA NA
27-Jan-22 1,950.95 1,950.95 1,821.15 1,869.45 222,750 -3.91 % -29.73 % Long Windup
24-Feb-22 1,955.00 1,955.00 1,822.50 1,875.30 202,250 -3.85 % 72.86 % Short Buildup
31-Mar-22 1,926.90 1,926.90 1,894.40 1,894.40 1,500 -6.35 % 50.00 % Short Buildup
Cummulative NA NA NA NA 426,500 NA -1.95 % Long Windup
DALBHARAT Options OI PCR:  0.64   (Expiry : 27-Jan-22 )   PUT OI: 56,750   CALL OI: 89,250 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2100.00 22500 -31.82% 1.45 -77.86% Long Windup
2000.00 14750 -25.32% 5.50 -67.46% Long Windup
2200.00 12750 -20.31% 0.25 -58.33% 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
1850.00 3750 50.00% 34.45 -79.22% Short Buildup
2150.00 4000 6.67% 2.00 -33.33% Short Buildup
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2100.00 22500 -31.82% 1.45 -77.86% Long Windup
2000.00 14750 -25.32% 5.50 -67.46% Long Windup
2200.00 12750 -20.31% 0.25 -58.33% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1800.00 31250 -5.30% 5.60 40.00% Short Covering
1900.00 10500 27.27% 44.15 189.51% Long Buildup
1850.00 7000 7.69% 19.35 555.93% 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
1700.00 3500 600.00% 5.80 954.55% Long Buildup
1900.00 10500 27.27% 44.15 189.51% Long Buildup
2000.00 2500 42.86% 153.00 106.62% 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
1800.00 31250 -5.30% 5.60 40.00% Short Covering
1950.00 1750 -41.67% 119.25 176.36% Short Covering
None
DALBHARAT 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 1,867.55 1,869.45 222,750 426,500 -3.91 % -29.73 % -1.95 % 0.4456 0.64 47.77 % Long Windup -- 1.9 0.1 %
21-Jan-22 1,951.70 1,945.55 317,000 435,000 -2.43 % -22.11 % -2.47 % 0.4435 0.49 27.13 % Long Windup 28.99%24.27 -6.15 -0.32 %
20-Jan-22 1,988.85 1,994.10 407,000 446,000 0.21 % -0.61 % 1.88 % 0.4433 0.58 8.74 % Long Buildup 26.28%4.28 5.25 0.26 %
19-Jan-22 1,983.65 1,989.90 409,500 437,750 0.39 % -4.93 % -4.37 % 0.4444 0.58 6.45 % Short Covering 40.59%9.56 6.25 0.32 %
18-Jan-22 1,981.55 1,982.15 430,750 457,750 -4.41 % -4.81 % -4.44 % 0.4455 0.61 5.90 % Long Windup 36.39%8.56 0.6 0.03 %
17-Jan-22 2,066.70 2,073.55 452,500 479,000 2.49 % -2.84 % -0.57 % 0.4424 0.62 5.53 % Short Covering 42.49%25.43 6.85 0.33 %
14-Jan-22 2,012.85 2,023.25 465,750 481,750 0.77 % 1.36 % 1.85 % 0.4423 0.71 3.32 % Long Buildup 44.26%7.22 10.4 0.52 %
13-Jan-22 2,004.85 2,007.75 459,500 473,000 -1.05 % -3.16 % -3.27 % 0.4433 0.67 2.85 % Long Windup 46.60%13.93 2.9 0.14 %
12-Jan-22 2,026.80 2,029.00 474,500 489,000 1.10 % -3.06 % -3.17 % 0.4442 0.64 2.97 % Short Covering 51.65%12.77 2.2 0.11 %
11-Jan-22 1,999.45 2,007.00 489,500 505,000 0.46 % -7.95 % -7.55 % 0.4450 0.58 3.07 % Short Covering 49.16%32.34 7.55 0.38 %
10-Jan-22 1,994.10 1,997.90 531,750 546,250 3.13 % -3.32 % -2.67 % 0.4461 0.50 2.65 % Short Covering 34.81%21.70 3.8 0.19 %
07-Jan-22 1,931.35 1,937.20 550,000 561,250 2.51 % 7.32 % 7.11 % 0.4453 0.62 2.00 % Long Buildup 43.73%29.60 5.85 0.3 %
06-Jan-22 1,887.40 1,889.85 512,500 524,000 -1.24 % -4.03 % -3.68 % 0.4451 0.71 2.19 % Long Windup 51.03%15.19 2.45 0.13 %
05-Jan-22 1,911.05 1,913.55 534,000 544,000 1.75 % -1.52 % -1.18 % 0.4459 0.91 1.84 % Short Covering 54.22%47.05 2.5 0.13 %
04-Jan-22 1,876.60 1,880.55 542,250 550,500 -0.44 % 1.74 % 1.90 % 0.4464 1.02 1.50 % Short Buildup 40.67%6.44 3.95 0.21 %
03-Jan-22 1,881.85 1,888.85 533,000 540,250 1.64 % -0.23 % -0.09 % 0.4475 1.13 1.34 % Short Covering 47.58%12.63 7 0.37 %
31-Dec-21 1,847.90 1,858.30 534,250 540,750 2.81 % 2.30 % -1.68 % 0.4481 1.19 1.20 % Short Covering 46.92%17.56 10.4 0.56 %
30-Dec-21 1,804.35 1,807.55 522,250 550,000 -0.88 % 20.68 % -4.10 % 0.4477 1.56 - Long Windup 41.24%7.93 3.2 0.18 %
29-Dec-21 1,819.70 1,823.65 432,750 573,500 -2.84 % 44.85 % 3.43 % 0.4486 1.66 - Short Buildup 44.40%17.66 3.95 0.22 %
28-Dec-21 1,864.85 1,877.05 298,750 554,500 2.44 % 37.83 % -2.08 % 0.4481 1.34 - Short Covering 20.17%12.32 12.2 0.65 %
27-Dec-21 1,818.50 1,832.35 216,750 566,250 -0.04 % 36.75 % -0.79 % 0.4480 1.89 - Long Windup 28.70%10.33 13.85 0.76 %
24-Dec-21 1,826.20 1,833.00 158,500 570,750 -1.36 % 33.47 % 1.51 % 0.4492 1.88 - Short Buildup 15.84%16.78 6.8 0.37 %
23-Dec-21 1,847.00 1,858.20 118,750 562,250 0.11 % 113.96 % 2.27 % 0.4499 8.00 - Long Buildup 55.55%9.65 11.2 0.61 %
22-Dec-21 1,844.35 1,856.20 55,500 549,750 -0.07 % 31.36 % 1.10 % 0.4510 8.00 - Short Buildup 36.63%10.86 11.85 0.64 %
21-Dec-21 1,842.70 1,857.55 42,250 543,750 2.61 % 19.86 % 8.37 % 0.4521 4.80 - Long Buildup 21.65%18.61 14.85 0.81 %
20-Dec-21 1,800.60 1,810.30 35,250 501,750 -2.70 % 39.60 % -0.35 % 0.4519 22.00 - Long Windup 31.20%29.99 9.7 0.54 %
17-Dec-21 1,854.30 1,860.50 25,250 503,500 -2.10 % 5.21 % 0.10 % 0.4514 22.00 - Short Buildup 53.55%16.74 6.2 0.33 %
16-Dec-21 1,883.95 1,900.35 24,000 503,000 -2.21 % 24.68 % -1.03 % 0.4518 2.00 - Long Windup 43.24%12.17 16.4 0.87 %
15-Dec-21 1,931.70 1,943.20 19,250 508,250 0.84 % 1.32 % -2.91 % 0.4520 2.00 - Short Covering 51.42%25.69 11.5 0.6 %
14-Dec-21 1,916.90 1,927.00 19,000 523,500 1.46 % 0.00 % -6.60 % 0.4530 - - Short Covering 43.35%9.98 10.1 0.53 %
13-Dec-21 1,881.20 1,899.35 19,000 560,500 -0.16 % 2.70 % -3.07 % 0.4536 - - Long Windup 48.48%16.74 18.15 0.96 %
10-Dec-21 1,885.95 1,902.45 18,500 578,250 -1.10 % 12.12 % -1.95 % 0.4547 - - Long Windup 17.93%7.05 16.5 0.87 %
09-Dec-21 1,913.25 1,923.55 16,500 589,750 0.01 % 8.20 % 0.04 % 0.4555 - - Long Buildup 47.61%21.88 10.3 0.54 %
08-Dec-21 1,913.85 1,923.35 15,250 589,500 2.58 % -4.69 % 1.68 % 0.4566 - - Long Buildup 43.24%42.43 9.5 0.5 %
07-Dec-21 1,857.10 1,874.90 16,000 579,750 4.17 % 16.36 % 16.59 % 0.4564 - - Long Buildup 15.12%21.30 17.8 0.96 %
06-Dec-21 1,793.80 1,799.80 13,750 497,250 -4.16 % 17.02 % 7.05 % 0.4542 - - Short Buildup 29.94%15.51 6 0.33 %
03-Dec-21 1,867.75 1,877.85 11,750 464,500 0.80 % 23.68 % 1.25 % 0.4515 - - Long Buildup 23.26%11.53 10.1 0.54 %
02-Dec-21 1,848.45 1,862.95 9,500 458,750 1.04 % 18.75 % 4.50 % 0.4525 - - Long Buildup 53.61%9.68 14.5 0.78 %
01-Dec-21 1,838.10 1,843.75 8,000 439,000 -1.63 % 23.08 % 3.78 % 0.4536 - - Short Buildup 44.79%12.75 5.65 0.31 %
30-Nov-21 1,873.40 1,874.30 6,500 423,000 0.94 % 23.81 % -0.76 % 0.4541 - - Short Covering 43.97%11.14 0.9 0.05 %
29-Nov-21 1,859.45 1,856.85 5,250 426,250 -2.71 % 5.00 % -1.16 % 0.4551 - - Long Windup 49.12%23.44 -2.6 -0.14 %
26-Nov-21 1,888.35 1,908.65 5,000 431,250 -5.67 % 11.11 % -4.06 % 0.4556 - - Long Windup 45.04%13.14 20.3 1.08 %
25-Nov-21 1,978.30 2,023.30 4,500 449,500 0.66 % 38.46 % 0.50 % 0.4517 - - Long Buildup 20.38%16.72 45 2.27 %
24-Nov-21 2,000.95 2,010.00 3,250 447,250 1.37 % 85.71 % -8.86 % 0.4527 - - Short Covering 33.30%27.59 9.05 0.45 %
23-Nov-21 2,032.05 1,982.90 1,750 490,750 -0.46 % 0.00 % -2.73 % 0.4533 - - Long Windup 26.39%23.78 -49.15 -2.42 %
22-Nov-21 1,942.20 1,992.00 1,750 504,500 -0.45 % 16.67 % 2.23 % 0.4503 - - Short Buildup 25.93%15.37 49.8 2.56 %
18-Nov-21 2,015.50 2,001.10 1,500 493,500 -0.29 % 50.00 % -1.00 % 0.4485 - - Long Windup 36.80%15.95 -14.4 -0.71 %
17-Nov-21 1,990.95 2,007.00 1,000 498,500 -5.69 % -20.00 % 4.02 % 0.4494 - - Short Buildup 34.61%15.91 16.05 0.81 %
16-Nov-21 2,057.65 2,128.00 1,250 479,250 -1.45 % 25.00 % 1.75 % 0.4486 - - Short Buildup 39.26%9.28 70.35 3.42 %
15-Nov-21 2,116.30 2,159.30 1,000 471,000 -0.68 % -20.00 % -0.48 % 0.4478 - - Long Windup 50.52%9.13 43 2.03 %
12-Nov-21 2,141.95 2,174.00 1,250 473,250 1.61 % 25.00 % -0.63 % 0.4486 - - Short Covering 54.68%19.57 32.05 1.5 %
11-Nov-21 2,120.50 2,139.60 1,000 476,250 0.69 % 100.00 % -2.26 % 0.4495 - - Short Covering 38.76%11.17 19.1 0.9 %
10-Nov-21 2,167.65 2,124.95 500 487,250 0.00 % 0.00 % -1.96 % 0.4497 - - 47.98%37.26 -42.7 -1.97 %
09-Nov-21 2,132.55 2,124.95 500 497,000 1.58 % 0.00 % -5.69 % 0.4502 - - Short Covering 47.64%20.86 -7.6 -0.36 %
08-Nov-21 2,093.65 2,092.00 500 527,000 1.66 % 0.00 % -4.40 % 0.4507 - - Short Covering 58.43%53.44 -1.65 -0.08 %
04-Nov-21 2,034.85 2,057.75 500 551,250 1.24 % 0.00 % -0.90 % 0.4500 - - Short Covering 56.60%3.06 22.9 1.13 %
03-Nov-21 2,013.10 2,032.45 500 556,250 0.00 % 0.00 % -1.98 % 0.4509 - - 58.37%14.55 19.35 0.96 %
02-Nov-21 2,018.40 2,032.45 500 567,500 0.00 % 0.00 % 0.80 % 0.4520 - - 64.88%18.48 14.05 0.7 %
DALBHARAT 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
1680.29 1750.72 1810.09 1880.52 1939.89 2010.32 2069.69
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1804.55 1837 1847.82 1858.63 1880.52 1880.27 1891.08 1901.9 1934.35
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1750.72 1800.3 1830.94 1880.52 1930.1 1960.74 2010.32
DeMark Pivot
Support 1 Pivot Point Resistance 1
1780.4 1865.68 1910.2
DALBHARAT Result / Events
Date Description Status
28-Jan-22Financial ResultsUpcoming
27-Oct-21Financial Results/DividendCompleted