FnO Contract Details

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

FSL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 162.70 163.35 152.80 155.25 NA -5.25 % NA NA
27-Jan-22 163.00 163.00 152.05 155.45 6,068,400 -4.92 % -34.86 % Long Windup
24-Feb-22 160.00 161.70 150.50 153.75 6,580,600 -5.33 % 51.92 % Short Buildup
31-Mar-22 160.85 161.70 151.45 154.65 156,000 -8.36 % 50.00 % Short Buildup
Cummulative NA NA NA NA 12,805,000 NA -6.88 % Long Windup
FSL Options OI PCR:  0.22   (Expiry : 27-Jan-22 )   PUT OI: 1,708,200   CALL OI: 7,898,800 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
185.00 1612000 -22.21% 0.20 -55.56% Long Windup
200.00 1302600 -9.73% 0.15 -50.00% Long Windup
190.00 1271400 -25.57% 0.20 -42.86% 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
165.00 184600 446.15% 0.80 -70.91% Short Buildup
160.00 171600 560.00% 1.35 35.00% Long Buildup
167.50 15600 50.00% 1.10 -47.62% 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
185.00 1612000 -22.21% 0.20 -55.56% Long Windup
190.00 1271400 -25.57% 0.20 -42.86% Long Windup
180.00 845000 -32.85% 0.35 -41.67% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
170.00 348400 -19.28% 15.50 94.97% Short Covering
160.00 345800 -35.12% 5.80 241.18% Short Covering
150.00 241800 -11.43% 0.85 112.50% 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
145.00 49400 5.56% 0.20 100.00% Long Buildup
None
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
160.00 345800 -35.12% 5.80 241.18% Short Covering
170.00 348400 -19.28% 15.50 94.97% Short Covering
180.00 234000 -16.67% 25.05 45.22% Short Covering
FSL 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-22 155.25 155.45 6,068,400 12,805,000 -4.92 % -34.86 % -6.88 % 0.6001 0.22 52.61 % Long Windup -- 0.2 0.13 %
21-Jan-22 163.85 163.50 9,315,800 13,751,400 -3.00 % -8.64 % -0.41 % 0.5977 0.22 32.26 % Long Windup 30.45%14.14 -0.35 -0.21 %
20-Jan-22 168.05 168.55 10,197,200 13,808,600 -1.20 % -2.61 % 0.97 % 0.5978 0.25 26.15 % Short Buildup 37.44%13.06 0.5 0.3 %
19-Jan-22 170.00 170.60 10,470,200 13,676,000 1.85 % -4.73 % -0.09 % 0.5991 0.26 23.44 % Short Covering 20.78%12.23 0.6 0.35 %
18-Jan-22 167.15 167.50 10,990,200 13,689,000 -6.35 % -2.06 % 3.38 % 0.6001 0.28 19.72 % Short Buildup 42.35%44.25 0.35 0.21 %
17-Jan-22 178.20 178.85 11,221,600 13,241,800 0.00 % -1.12 % 2.25 % 0.5953 0.26 15.26 % 26.36%8.79 0.65 0.36 %
14-Jan-22 178.10 178.85 11,349,000 12,950,600 -2.00 % -7.99 % -3.32 % 0.5968 0.26 12.37 % Long Windup 27.87%16.64 0.75 0.42 %
13-Jan-22 181.65 182.50 12,334,400 13,395,200 -1.11 % -0.13 % 2.32 % 0.5977 0.24 7.92 % Short Buildup 31.94%12.19 0.85 0.47 %
12-Jan-22 183.65 184.55 12,350,000 13,091,000 0.33 % 7.98 % 7.75 % 0.5990 0.23 5.66 % Long Buildup 36.79%23.12 0.9 0.49 %
11-Jan-22 183.15 183.95 11,437,400 12,149,800 0.66 % 3.46 % 5.39 % 0.6005 0.26 5.86 % Long Buildup 26.49%27.27 0.8 0.44 %
10-Jan-22 181.85 182.75 11,055,200 11,528,400 0.08 % 1.29 % 1.63 % 0.6019 0.30 4.10 % Long Buildup 50.60%29.88 0.9 0.49 %
07-Jan-22 181.80 182.60 10,914,800 11,343,800 0.30 % 6.47 % 6.86 % 0.6034 0.29 3.78 % Long Buildup 21.49%16.70 0.8 0.44 %
06-Jan-22 181.05 182.05 10,251,800 10,615,800 0.33 % 7.70 % 7.76 % 0.6049 0.27 3.43 % Long Buildup 24.63%19.65 1 0.55 %
05-Jan-22 180.25 181.45 9,518,600 9,851,400 -2.86 % 3.04 % 3.38 % 0.6064 0.27 3.38 % Short Buildup 35.03%30.01 1.2 0.67 %
04-Jan-22 185.85 186.80 9,237,800 9,529,000 -1.32 % -1.80 % -1.37 % 0.6065 0.23 3.06 % Long Windup 21.11%11.57 0.95 0.51 %
03-Jan-22 188.20 189.30 9,406,800 9,661,600 2.91 % 8.62 % 8.85 % 0.6078 0.22 2.64 % Long Buildup 24.40%37.70 1.1 0.58 %
31-Dec-21 183.10 183.95 8,660,600 8,876,400 -0.03 % 0.70 % -3.45 % 0.6082 0.25 2.43 % Long Windup 26.94%14.88 0.85 0.46 %
30-Dec-21 183.20 184.00 8,600,800 9,193,600 0.30 % 25.88 % -11.38 % 0.6097 0.23 - Short Covering 17.44%22.50 0.8 0.44 %
29-Dec-21 182.40 183.45 6,832,800 10,374,000 0.88 % 9.18 % -3.06 % 0.6112 0.21 - Short Covering 13.11%15.95 1.05 0.58 %
28-Dec-21 180.75 181.85 6,258,200 10,701,600 -2.02 % 17.70 % -3.33 % 0.6126 0.21 - Long Windup 23.28%23.70 1.1 0.61 %
27-Dec-21 184.70 185.60 5,317,000 11,070,800 0.49 % 15.93 % -4.85 % 0.6135 0.18 - Short Covering 13.49%35.04 0.9 0.49 %
24-Dec-21 183.45 184.70 4,586,400 11,635,000 4.85 % 78.18 % 29.67 % 0.6149 0.10 - Long Buildup 14.34%53.44 1.25 0.68 %
23-Dec-21 175.05 176.15 2,574,000 8,972,600 9.17 % 70.69 % 14.50 % 0.6132 0.04 - Long Buildup 15.41%31.19 1.1 0.63 %
22-Dec-21 160.15 161.35 1,508,000 7,836,400 2.31 % 33.64 % 1.96 % 0.6029 0.06 - Long Buildup 34.98%13.24 1.2 0.75 %
21-Dec-21 156.55 157.70 1,128,400 7,685,600 1.61 % 10.71 % -0.87 % 0.6036 0.06 - Short Covering 32.26%12.87 1.15 0.73 %
20-Dec-21 154.50 155.20 1,019,200 7,753,200 -7.62 % 16.32 % -6.26 % 0.6048 0.05 - Long Windup 33.79%44.28 0.7 0.45 %
17-Dec-21 167.00 168.00 876,200 8,270,600 -1.64 % 40.42 % -2.27 % 0.5971 0.03 - Long Windup 29.59%18.96 1 0.6 %
16-Dec-21 169.20 170.80 624,000 8,463,000 -0.35 % 3.90 % -1.66 % 0.5983 - - Long Windup 40.23%17.71 1.6 0.95 %
15-Dec-21 170.05 171.40 600,600 8,606,000 -1.21 % 1.76 % -0.63 % 0.5998 - - Long Windup 34.85%8.16 1.35 0.79 %
14-Dec-21 172.20 173.50 590,200 8,660,600 -1.87 % 9.66 % -1.80 % 0.6011 - - Long Windup 28.50%13.35 1.3 0.75 %
13-Dec-21 175.25 176.80 538,200 8,819,200 0.28 % 23.21 % 4.21 % 0.6021 - - Long Buildup 32.11%16.19 1.55 0.88 %
10-Dec-21 174.80 176.30 436,800 8,463,000 -1.92 % 26.32 % 10.75 % 0.6036 - - Short Buildup 41.31%27.25 1.5 0.86 %
09-Dec-21 178.15 179.75 345,800 7,641,400 3.54 % 3.10 % 16.17 % 0.6046 - - Long Buildup 24.60%29.70 1.6 0.9 %
08-Dec-21 171.55 173.60 335,400 6,578,000 1.40 % 3.20 % 5.90 % 0.6039 - - Long Buildup 39.86%17.84 2.05 1.19 %
07-Dec-21 169.05 171.20 325,000 6,211,400 1.00 % 0.00 % 0.97 % 0.6051 - - Long Buildup 44.25%11.55 2.15 1.27 %
06-Dec-21 168.90 169.50 325,000 6,151,600 -2.31 % 47.06 % 1.85 % 0.6066 - - Short Buildup 28.12%11.07 0.6 0.36 %
03-Dec-21 172.80 173.50 221,000 6,039,800 -1.25 % -15.84 % -2.52 % 0.6074 - - Long Windup 37.34%18.88 0.7 0.41 %
02-Dec-21 173.35 175.70 262,600 6,195,800 3.23 % 12.22 % 2.14 % 0.6089 - - Long Buildup 26.64%16.33 2.35 1.36 %
01-Dec-21 168.85 170.20 234,000 6,065,800 0.56 % 5.88 % 3.18 % 0.6094 - - Long Buildup 25.56%9.59 1.35 0.8 %
30-Nov-21 169.60 169.25 221,000 5,878,600 2.67 % 6.25 % -3.54 % 0.6109 - - Short Covering 52.81%51.88 -0.35 -0.21 %
29-Nov-21 163.55 164.85 208,000 6,094,400 -1.55 % -2.44 % -1.64 % 0.6104 - - Long Windup 40.81%19.62 1.3 0.79 %
26-Nov-21 166.20 167.45 213,200 6,195,800 -3.46 % 18.84 % -5.14 % 0.6116 - - Long Windup 33.39%14.77 1.25 0.75 %
25-Nov-21 171.95 173.45 179,400 6,531,200 -1.59 % 1.47 % -6.16 % 0.6114 - - Long Windup 30.30%17.07 1.5 0.87 %
24-Nov-21 175.15 176.25 176,800 6,960,200 2.62 % 6.25 % -1.83 % 0.6124 - - Short Covering 32.47%35.81 1.1 0.63 %
23-Nov-21 170.00 171.75 166,400 7,090,200 0.20 % 10.34 % -2.22 % 0.6128 - - Short Covering 39.52%28.90 1.75 1.03 %
22-Nov-21 169.45 171.40 150,800 7,251,400 -2.03 % 11.54 % -2.72 % 0.6143 - - Long Windup 31.71%18.78 1.95 1.15 %
18-Nov-21 173.55 174.95 135,200 7,454,200 -2.70 % 8.33 % -1.58 % 0.6151 - - Long Windup 27.89%22.92 1.4 0.81 %
17-Nov-21 178.00 179.80 124,800 7,573,800 2.10 % 4.35 % 6.24 % 0.6157 - - Long Buildup 28.16%32.05 1.8 1.01 %
16-Nov-21 174.50 176.10 119,600 7,129,200 3.56 % 2.22 % 9.81 % 0.6167 - - Long Buildup 23.34%34.06 1.6 0.92 %
15-Nov-21 167.90 170.05 117,000 6,492,200 -5.79 % 50.00 % 19.59 % 0.6161 - - Short Buildup 41.84%45.23 2.15 1.28 %
12-Nov-21 177.55 180.50 78,000 5,428,800 -0.61 % 30.43 % -0.48 % 0.6129 - - Long Windup 47.47%29.56 2.95 1.66 %
11-Nov-21 179.05 181.60 59,800 5,454,800 -0.71 % 9.52 % 2.34 % 0.6143 - - Short Buildup 36.56%65.05 2.55 1.42 %
10-Nov-21 180.05 182.90 54,600 5,330,000 -9.95 % 200.00 % 87.21 % 0.6158 - - Short Buildup 35.86%148.52 2.85 1.58 %
09-Nov-21 198.75 203.10 18,200 2,847,000 -0.93 % 133.33 % 25.43 % 0.6027 - - Short Buildup 41.76%20.34 4.35 2.19 %
08-Nov-21 201.95 205.00 7,800 2,269,800 1.99 % 50.00 % 19.26 % 0.6037 - - Long Buildup 39.45%16.19 3.05 1.51 %
04-Nov-21 200.55 201.00 5,200 1,903,200 0.00 % 0.00 % 3.10 % 0.6051 - - 49.05%4.93 0.45 0.22 %
03-Nov-21 199.55 201.00 5,200 1,846,000 -4.38 % 100.00 % 15.64 % 0.6066 - - Short Buildup 33.69%11.01 1.45 0.73 %
02-Nov-21 201.30 210.20 2,600 1,596,400 0.00 % 0.00 % 53.12 % 0.6080 - - 34.47%22.26 8.9 4.42 %
FSL 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
139.71 145.88 150.66 156.83 161.61 167.78 172.56
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
149.98 152.71 153.63 154.54 156.83 156.36 157.28 158.19 160.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
145.88 150.06 152.65 156.83 161.01 163.6 167.78
DeMark Pivot
Support 1 Pivot Point Resistance 1
148.28 155.64 159.23
FSL Result / Events
Date Description Status
10-Nov-21Financial ResultsCompleted
29-Jul-21Financial ResultsCompleted