FnO Contract Details

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

GRANULES Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 318.00 318.25 301.95 304.75 NA -4.38 % NA NA
27-Jan-22 317.20 318.95 301.40 304.50 4,876,300 -4.40 % -62.61 % Long Windup
24-Feb-22 318.05 319.80 302.50 305.55 8,711,000 -4.92 % 993.39 % Short Buildup
31-Mar-22 315.00 315.00 306.25 307.25 139,500 -5.14 % 83.67 % Short Buildup
Cummulative NA NA NA NA 13,726,800 NA -1.34 % Long Windup
GRANULES Options OI PCR:  0.31   (Expiry : 27-Jan-22 )   PUT OI: 1,785,600   CALL OI: 5,759,800 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
360.00 998200 -21.94% 0.35 -12.50% Long Windup
350.00 782750 -28.37% 0.60 -33.33% Long Windup
340.00 654100 -1.63% 0.80 -57.89% 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
320.00 227850 67.05% 1.50 -86.36% Short Buildup
330.00 384400 12.22% 0.90 -85.00% Short Buildup
300.00 62000 73.91% 7.20 -78.64% 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
350.00 782750 -28.37% 0.60 -33.33% Long Windup
360.00 998200 -21.94% 0.35 -12.50% Long Windup
370.00 454150 -23.30% 0.15 -72.73% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
330.00 261950 -27.16% 26.65 71.94% Short Covering
350.00 209250 -18.18% 45.90 63.93% Short Covering
300.00 209250 -21.51% 4.00 6.67% 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
310.00 181350 9.35% 8.95 62.73% Long Buildup
290.00 21700 40.00% 2.50 150.00% Long Buildup
305.00 46500 15.38% 5.00 66.67% 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
330.00 261950 -27.16% 26.65 71.94% Short Covering
320.00 187550 -26.67% 16.75 86.11% Short Covering
300.00 209250 -21.51% 4.00 6.67% Short Covering
GRANULES 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-22 304.75 304.50 4,876,300 13,726,800 -4.40 % -62.61 % -1.34 % 0.5031 0.31 64.48 % Long Windup -- -0.25 -0.08 %
21-Jan-22 318.70 318.50 13,040,150 13,912,800 -1.12 % -6.51 % -6.45 % 0.5006 0.32 6.27 % Long Windup 28.25%13.56 -0.2 -0.06 %
20-Jan-22 321.85 322.10 13,948,450 14,872,250 1.50 % -5.48 % -5.37 % 0.5017 0.30 6.21 % Short Covering 42.35%25.43 0.25 0.08 %
19-Jan-22 317.30 317.35 14,757,550 15,715,450 -1.87 % -5.95 % -5.77 % 0.5025 0.30 6.10 % Long Windup 52.67%58.27 0.05 0.02 %
18-Jan-22 323.45 323.40 15,690,650 16,678,000 -2.38 % -9.40 % -9.06 % 0.5031 0.30 5.92 % Long Windup 41.85%35.59 -0.05 -0.02 %
17-Jan-22 331.10 331.30 17,318,150 18,339,600 -7.77 % 7.45 % 11.45 % 0.5033 0.30 5.57 % Short Buildup 28.81%116.78 0.2 0.06 %
14-Jan-22 357.60 359.20 16,116,900 16,454,800 4.39 % 8.62 % 8.74 % 0.4926 0.29 2.05 % Long Buildup 24.10%65.95 1.6 0.45 %
13-Jan-22 342.40 344.10 14,838,150 15,132,650 2.72 % 2.39 % 2.65 % 0.4904 0.28 1.95 % Long Buildup 27.53%29.43 1.7 0.5 %
12-Jan-22 334.65 335.00 14,492,500 14,742,050 -0.48 % -1.62 % -1.42 % 0.4902 0.31 1.69 % Long Windup 46.07%29.16 0.35 0.1 %
11-Jan-22 335.80 336.60 14,731,200 14,954,400 2.48 % 2.73 % 2.86 % 0.4914 0.30 1.49 % Long Buildup 28.90%29.48 0.8 0.24 %
10-Jan-22 326.75 328.45 14,339,050 14,539,000 2.40 % 2.66 % 2.65 % 0.4916 0.31 1.38 % Long Buildup 37.69%16.89 1.7 0.52 %
07-Jan-22 319.95 320.75 13,967,050 14,163,900 -1.66 % 0.63 % 0.83 % 0.4917 0.32 1.39 % Short Buildup 35.70%10.82 0.8 0.25 %
06-Jan-22 324.80 326.15 13,880,250 14,047,650 -0.76 % -0.78 % -0.76 % 0.4925 0.31 1.19 % Long Windup 34.88%7.58 1.35 0.42 %
05-Jan-22 327.10 328.65 13,988,750 14,154,600 0.49 % -1.03 % -0.91 % 0.4936 0.32 1.17 % Short Covering 25.04%10.38 1.55 0.47 %
04-Jan-22 325.60 327.05 14,134,450 14,284,800 -3.28 % 5.40 % 5.77 % 0.4948 0.28 1.05 % Short Buildup 38.11%25.88 1.45 0.45 %
03-Jan-22 335.95 338.15 13,410,600 13,505,150 0.01 % 0.91 % 0.96 % 0.4940 0.21 0.70 % Long Buildup 36.34%7.95 2.2 0.65 %
31-Dec-21 336.20 338.10 13,289,700 13,376,500 -0.53 % -1.30 % -5.81 % 0.4952 0.20 0.65 % Long Windup 30.18%12.03 1.9 0.57 %
30-Dec-21 338.30 339.90 13,464,850 14,201,100 -0.82 % 31.07 % -1.93 % 0.4964 0.20 - Long Windup 29.71%12.58 1.6 0.47 %
29-Dec-21 340.65 342.70 10,273,400 14,480,100 1.11 % 98.56 % -0.36 % 0.4975 0.15 - Short Covering 27.90%14.41 2.05 0.6 %
28-Dec-21 336.75 338.95 5,173,900 14,532,800 -1.12 % 38.74 % -3.05 % 0.4986 0.15 - Long Windup 21.96%15.57 2.2 0.65 %
27-Dec-21 340.20 342.80 3,729,300 14,990,050 3.66 % 88.56 % 2.90 % 0.4996 0.18 - Long Buildup 28.21%24.13 2.6 0.76 %
24-Dec-21 328.60 330.70 1,977,800 14,566,900 -1.53 % 33.75 % 0.07 % 0.4985 0.23 - Short Buildup 18.53%7.27 2.1 0.64 %
23-Dec-21 333.85 335.85 1,478,700 14,556,050 3.53 % 97.93 % 7.06 % 0.4993 0.21 - Long Buildup 16.38%12.88 2 0.6 %
22-Dec-21 321.95 324.40 747,100 13,596,600 4.41 % 50.63 % 4.25 % 0.4982 0.18 - Long Buildup 18.37%6.86 2.45 0.76 %
21-Dec-21 308.40 310.70 496,000 13,041,700 0.37 % 25.00 % -0.07 % 0.4960 0.25 - Short Covering 11.28%4.60 2.3 0.75 %
20-Dec-21 307.80 309.55 396,800 13,051,000 -5.05 % 14.29 % -2.94 % 0.4973 0.26 - Long Windup 15.20%9.76 1.75 0.57 %
17-Dec-21 323.40 326.00 347,200 13,446,250 -4.40 % -2.61 % -2.50 % 0.4938 0.18 - Long Windup 21.83%7.34 2.6 0.8 %
16-Dec-21 337.85 341.00 356,500 13,790,350 -0.96 % -2.54 % -1.63 % 0.4915 0.13 - Long Windup 27.14%13.74 3.15 0.93 %
15-Dec-21 341.65 344.30 365,800 14,018,200 0.15 % 9.26 % -0.04 % 0.4924 0.13 - Short Covering 29.85%18.88 2.65 0.78 %
14-Dec-21 340.85 343.80 334,800 14,024,400 0.00 % -0.46 % -2.44 % 0.4937 0.14 - 27.79%16.32 2.95 0.87 %
13-Dec-21 340.85 343.80 336,350 14,374,700 -1.04 % -0.46 % -4.26 % 0.4949 0.14 - Long Windup 34.29%24.69 2.95 0.87 %
10-Dec-21 344.25 347.40 337,900 15,014,850 2.75 % 5.31 % 2.24 % 0.4960 0.14 - Long Buildup 31.80%57.79 3.15 0.92 %
09-Dec-21 334.95 338.10 320,850 14,686,250 4.50 % 17.61 % 2.81 % 0.4958 0.18 - Long Buildup 35.14%61.96 3.15 0.94 %
08-Dec-21 320.65 323.55 272,800 14,284,800 4.73 % 1.73 % -0.89 % 0.4932 0.22 - Short Covering 22.08%24.69 2.9 0.9 %
07-Dec-21 305.90 308.95 268,150 14,413,450 1.80 % 0.58 % 0.02 % 0.4905 0.16 - Long Buildup 26.49%6.41 3.05 1 %
06-Dec-21 301.15 303.50 266,600 14,410,350 -0.61 % 8.18 % 0.49 % 0.4912 0.16 - Short Buildup 20.94%6.38 2.35 0.78 %
03-Dec-21 302.50 305.35 246,450 14,340,600 0.18 % 0.63 % -0.70 % 0.4924 0.13 - Short Covering 29.37%5.99 2.85 0.94 %
02-Dec-21 302.10 304.80 244,900 14,441,350 0.08 % 3.95 % 0.68 % 0.4936 0.13 - Long Buildup 26.09%4.66 2.7 0.89 %
01-Dec-21 302.50 304.55 235,600 14,343,700 1.21 % 0.66 % 2.28 % 0.4949 0.13 - Long Buildup 21.20%10.07 2.05 0.68 %
30-Nov-21 300.60 300.90 234,050 14,024,400 1.47 % 0.00 % -0.65 % 0.4960 0.13 - Short Covering 21.03%27.40 0.3 0.1 %
29-Nov-21 294.15 296.55 234,050 14,115,850 -5.68 % 22.76 % 4.61 % 0.4965 0.20 - Short Buildup 30.07%18.51 2.4 0.82 %
26-Nov-21 311.90 314.40 190,650 13,494,300 -1.30 % 26.80 % -4.70 % 0.4910 0.20 - Long Windup 24.55%20.09 2.5 0.8 %
25-Nov-21 314.85 318.55 150,350 14,159,250 0.97 % 7.78 % -2.81 % 0.4920 - - Short Covering 38.10%22.36 3.7 1.18 %
24-Nov-21 312.65 315.50 139,500 14,568,450 -0.24 % 38.46 % 1.49 % 0.4931 - - Short Buildup 29.81%12.12 2.85 0.91 %
23-Nov-21 313.75 316.25 100,750 14,354,550 3.37 % 10.17 % -0.82 % 0.4943 - - Short Covering 34.08%23.81 2.5 0.8 %
22-Nov-21 303.25 305.95 91,450 14,473,900 -1.15 % 37.21 % -4.27 % 0.4935 - - Long Windup 25.13%11.75 2.7 0.89 %
18-Nov-21 305.35 309.50 66,650 15,120,250 1.31 % 2.38 % 0.75 % 0.4946 - - Long Buildup 33.23%20.17 4.15 1.36 %
17-Nov-21 302.30 305.50 65,100 15,007,100 1.83 % 2.44 % 1.36 % 0.4956 - - Long Buildup 49.64%45.43 3.2 1.06 %
16-Nov-21 297.80 300.00 63,550 14,805,600 -2.44 % 46.43 % 6.33 % 0.4965 - - Short Buildup 38.99%29.50 2.2 0.74 %
15-Nov-21 302.90 307.50 43,400 13,923,650 -2.23 % 47.37 % 12.09 % 0.4971 - - Short Buildup 39.60%117.70 4.6 1.52 %
12-Nov-21 311.25 314.50 29,450 12,421,700 -2.63 % 137.50 % 6.06 % 0.4971 - - Short Buildup 37.18%15.58 3.25 1.04 %
11-Nov-21 317.10 323.00 12,400 11,711,800 0.00 % 0.00 % 2.98 % 0.4978 - - 32.79%7.29 5.9 1.86 %
10-Nov-21 323.50 323.00 12,400 11,372,350 0.00 % 0.00 % 3.62 % 0.4981 - - 29.43%18.36 -0.5 -0.15 %
09-Nov-21 320.60 323.00 12,400 10,975,550 -0.45 % 60.00 % 1.90 % 0.4993 - - Short Buildup 30.63%7.18 2.4 0.75 %
08-Nov-21 318.75 324.45 7,750 10,770,950 -0.18 % 66.67 % 3.53 % 0.5005 - - Short Buildup 37.84%7.87 5.7 1.79 %
04-Nov-21 321.40 325.05 4,650 10,403,600 0.00 % 0.00 % 0.18 % 0.5016 - - 37.63%3.69 3.65 1.14 %
03-Nov-21 319.30 325.05 4,650 10,385,000 0.95 % -25.00 % 0.12 % 0.5028 - - Long Buildup 34.91%9.34 5.75 1.8 %
02-Nov-21 317.65 322.00 6,200 10,372,600 0.39 % 33.33 % 0.65 % 0.5041 - - Long Buildup 35.57%9.22 4.35 1.37 %
01-Nov-21 316.25 320.75 4,650 10,305,950 0.00 % 0.00 % -1.09 % 0.5053 - - 33.34%12.52 4.5 1.42 %
GRANULES 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
280.06 290.73 297.61 308.28 315.16 325.83 332.71
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
295.73 300.11 301.58 303.04 308.28 305.96 307.43 308.89 313.28
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
290.73 297.43 301.58 308.28 314.98 319.13 325.83
DeMark Pivot
Support 1 Pivot Point Resistance 1
294.18 306.56 311.73
GRANULES Result / Events
Date Description Status
12-Nov-21Financial Results/DividendCompleted
27-Jul-21Financial Results/DividendCompleted