FnO Contract Details

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

GSPL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 313.00 313.00 294.30 296.45 NA -5.27 % NA NA
27-Jan-22 310.45 310.45 292.80 295.50 1,164,500 -5.46 % -28.12 % Long Windup
24-Feb-22 312.15 312.15 293.65 296.75 717,400 -5.43 % 100.00 % Short Buildup
31-Mar-22 301.40 301.40 301.40 301.40 5,100 -6.40 % 200.00 % Short Buildup
Cummulative NA NA NA NA 1,887,000 NA -4.72 % Long Windup
GSPL Options OI PCR:  0.12   (Expiry : 27-Jan-22 )   PUT OI: 207,400   CALL OI: 1,781,600 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
330.00 962200 -17.73% 1.00 -70.59% Long Windup
340.00 251600 -25.25% 0.70 -51.72% Long Windup
320.00 238000 -13.04% 1.25 -76.85% 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
310.00 66300 2.63% 2.40 -74.05% Short Buildup
None
None
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 962200 -17.73% 1.00 -70.59% Long Windup
340.00 251600 -25.25% 0.70 -51.72% Long Windup
350.00 83300 -36.36% 0.95 0.00% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
300.00 54400 -17.95% 9.40 132.10% Short Covering
310.00 49300 -6.45% 17.20 115.00% Short Covering
290.00 44200 13.04% 2.55 64.52% 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
290.00 44200 13.04% 2.55 64.52% 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
300.00 54400 -17.95% 9.40 132.10% Short Covering
270.00 15300 -18.18% 0.80 -11.11% Long Windup
310.00 49300 -6.45% 17.20 115.00% Short Covering
GSPL 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-22 296.45 295.50 1,164,500 1,887,000 -5.46 % -28.12 % -4.72 % 0.4139 0.12 38.29 % Long Windup -- -0.95 -0.32 %
21-Jan-22 312.95 312.55 1,620,100 1,980,500 -0.62 % -16.40 % -7.69 % 0.4079 0.10 18.20 % Long Windup 35.29%6.66 -0.4 -0.13 %
20-Jan-22 314.35 314.50 1,938,000 2,145,400 -1.69 % -3.55 % -1.17 % 0.4088 0.10 9.67 % Long Windup 44.26%3.22 0.15 0.05 %
19-Jan-22 318.65 319.90 2,009,400 2,170,900 1.98 % 2.96 % 3.23 % 0.4092 0.10 7.44 % Long Buildup 23.81%8.29 1.25 0.39 %
18-Jan-22 314.20 313.70 1,951,600 2,102,900 -0.99 % -8.38 % -7.20 % 0.4094 0.10 7.19 % Long Windup 41.65%13.55 -0.5 -0.16 %
17-Jan-22 315.60 316.85 2,130,100 2,266,100 0.80 % -2.79 % -2.49 % 0.4102 0.09 6.00 % Short Covering 31.53%3.58 1.25 0.4 %
14-Jan-22 313.25 314.35 2,191,300 2,323,900 -2.24 % -1.15 % 0.00 % 0.4111 0.08 5.71 % 40.19%16.84 1.1 0.35 %
13-Jan-22 320.45 321.55 2,216,800 2,323,900 -1.86 % 10.23 % 11.14 % 0.4109 0.07 4.61 % Short Buildup 39.60%11.60 1.1 0.34 %
12-Jan-22 326.20 327.65 2,011,100 2,091,000 3.07 % 48.25 % 47.84 % 0.4112 0.06 3.82 % Long Buildup 39.17%32.94 1.45 0.44 %
11-Jan-22 317.30 317.90 1,356,600 1,414,400 0.05 % -4.43 % -4.15 % 0.4102 0.21 4.09 % Short Covering 47.48%9.79 0.6 0.19 %
10-Jan-22 317.00 317.75 1,419,500 1,475,600 0.47 % 5.03 % 4.83 % 0.4112 0.18 3.80 % Long Buildup 36.71%9.23 0.75 0.24 %
07-Jan-22 314.60 316.25 1,351,500 1,407,600 4.10 % 23.07 % 25.64 % 0.4122 0.17 3.99 % Long Buildup 35.87%16.16 1.65 0.52 %
06-Jan-22 302.70 303.80 1,098,200 1,120,300 -1.48 % 5.56 % 6.12 % 0.4096 0.13 1.97 % Short Buildup 40.53%6.54 1.1 0.36 %
05-Jan-22 307.10 308.35 1,040,400 1,055,700 2.63 % 18.60 % 18.74 % 0.4102 0.12 1.45 % Long Buildup 39.20%12.91 1.25 0.41 %
04-Jan-22 299.80 300.45 877,200 889,100 -0.20 % 2.79 % 2.95 % 0.4097 0.46 1.34 % Short Buildup 46.94%6.21 0.65 0.22 %
03-Jan-22 299.00 301.05 853,400 863,600 1.69 % 0.40 % 0.40 % 0.4107 0.52 1.18 % Long Buildup 34.21%2.89 2.05 0.69 %
31-Dec-21 295.15 296.05 850,000 860,200 1.49 % -4.40 % -10.12 % 0.4111 0.67 1.19 % Short Covering 28.39%2.15 0.9 0.3 %
30-Dec-21 292.65 291.70 889,100 957,100 -1.24 % 41.73 % -6.01 % 0.4117 1.18 - Long Windup 42.97%3.25 -0.95 -0.32 %
29-Dec-21 294.30 295.35 627,300 1,018,300 -0.59 % 29.02 % -12.30 % 0.4124 1.27 - Long Windup 46.85%2.55 1.05 0.36 %
28-Dec-21 295.30 297.10 486,200 1,161,100 1.45 % 43.00 % 1.94 % 0.4133 1.38 - Long Buildup 73.44%18.61 1.8 0.61 %
27-Dec-21 291.80 292.85 340,000 1,139,000 -0.56 % 29.03 % -3.60 % 0.4138 3.50 - Long Windup 61.10%7.89 1.05 0.36 %
24-Dec-21 292.70 294.50 263,500 1,181,500 -1.37 % 30.25 % 0.43 % 0.4148 - - Short Buildup 66.82%10.06 1.8 0.61 %
23-Dec-21 297.10 298.60 202,300 1,176,400 1.10 % 13.33 % 3.28 % 0.4154 - - Long Buildup 39.59%7.68 1.5 0.5 %
22-Dec-21 294.85 295.35 178,500 1,139,000 -0.20 % 25.00 % 5.02 % 0.4163 - - Short Buildup 63.10%28.59 0.5 0.17 %
21-Dec-21 294.95 295.95 142,800 1,084,600 0.82 % 9.09 % -7.94 % 0.4174 - - Short Covering 79.94%25.48 1 0.34 %
20-Dec-21 290.90 293.55 130,900 1,178,100 -1.24 % 6.94 % -12.17 % 0.4183 - - Long Windup 30.77%10.60 2.65 0.91 %
17-Dec-21 296.80 297.25 122,400 1,341,300 -3.43 % 22.03 % -9.31 % 0.4189 - - Long Windup 34.01%11.11 0.45 0.15 %
16-Dec-21 305.35 307.80 100,300 1,479,000 -0.87 % 0.00 % -6.85 % 0.4175 - - Long Windup 69.70%35.47 2.45 0.8 %
15-Dec-21 308.45 310.50 100,300 1,587,800 -3.36 % 3.51 % -5.37 % 0.4184 - - Long Windup 40.38%7.86 2.05 0.66 %
14-Dec-21 318.60 321.30 96,900 1,677,900 0.78 % -1.72 % 16.53 % 0.4168 - - Long Buildup 22.42%14.70 2.7 0.85 %
13-Dec-21 317.20 318.80 98,600 1,439,900 0.90 % 16.00 % -0.12 % 0.4177 - - Short Covering 50.16%12.60 1.6 0.5 %
10-Dec-21 313.90 315.95 85,000 1,441,600 2.07 % 0.00 % -0.12 % 0.4186 - - Short Covering 46.83%13.77 2.05 0.65 %
09-Dec-21 307.20 309.55 85,000 1,443,300 0.49 % 0.00 % -2.08 % 0.4186 - - Short Covering 19.37%2.16 2.35 0.76 %
08-Dec-21 304.70 308.05 85,000 1,473,900 0.67 % 2.04 % -0.46 % 0.4195 - - Short Covering 41.85%2.40 3.35 1.1 %
07-Dec-21 304.15 306.00 83,300 1,480,700 1.64 % 0.00 % -1.25 % 0.4206 - - Short Covering 17.50%2.19 1.85 0.61 %
06-Dec-21 299.95 301.05 83,300 1,499,400 -4.28 % 4.26 % -2.43 % 0.4211 - - Long Windup 32.15%6.86 1.1 0.37 %
03-Dec-21 309.85 314.50 79,900 1,536,800 2.91 % 104.35 % 30.82 % 0.4197 - - Long Buildup 24.14%16.57 4.65 1.5 %
02-Dec-21 305.25 305.60 39,100 1,174,700 -0.41 % 4.55 % 3.44 % 0.4203 - - Short Buildup 26.87%7.26 0.35 0.11 %
01-Dec-21 304.80 306.85 37,400 1,135,600 -2.17 % 4.76 % 6.88 % 0.4213 - - Short Buildup 43.71%8.81 2.05 0.67 %
30-Nov-21 313.30 313.65 35,700 1,062,500 5.09 % 90.91 % 14.68 % 0.4211 - - Long Buildup 28.40%21.95 0.35 0.11 %
29-Nov-21 300.75 298.45 18,700 926,500 -5.00 % 10.00 % 2.25 % 0.4189 - - Short Buildup 29.40%6.22 -2.3 -0.76 %
26-Nov-21 302.30 314.15 17,000 906,100 0.00 % 0.00 % -10.12 % 0.4199 - - 40.74%4.16 11.85 3.92 %
25-Nov-21 312.55 314.15 17,000 1,008,100 -0.90 % 25.00 % -13.43 % 0.4184 - - Long Windup 29.29%3.95 1.6 0.51 %
24-Nov-21 313.25 317.00 13,600 1,164,500 5.74 % 100.00 % 0.44 % 0.4194 - - Long Buildup 51.02%28.98 3.75 1.2 %
23-Nov-21 309.40 299.80 6,800 1,159,400 0.00 % 0.00 % 5.57 % 0.4200 - - 43.50%11.04 -9.6 -3.1 %
22-Nov-21 303.80 299.80 6,800 1,098,200 -7.48 % 33.33 % -12.23 % 0.4203 - - Long Windup 34.86%13.72 -4 -1.32 %
18-Nov-21 309.20 324.05 5,100 1,251,200 0.00 % 0.00 % -12.59 % 0.4207 - - 24.30%13.63 14.85 4.8 %
17-Nov-21 320.55 324.05 5,100 1,431,400 4.13 % 50.00 % 29.34 % 0.4182 - - Long Buildup 47.87%33.37 3.5 1.09 %
16-Nov-21 316.05 311.20 3,400 1,106,700 0.00 % 0.00 % 6.55 % 0.4189 - - 27.02%4.65 -4.85 -1.53 %
15-Nov-21 316.30 311.20 3,400 1,038,700 -4.25 % 0.00 % 5.53 % 0.4200 - - Short Buildup 65.43%7.46 -5.1 -1.61 %
12-Nov-21 315.05 325.00 3,400 984,300 0.00 % 0.00 % 0.87 % 0.4210 - - 56.33%17.29 9.95 3.16 %
11-Nov-21 316.35 325.00 3,400 975,800 0.00 % 0.00 % -4.17 % 0.4220 - - 65.64%15.42 8.65 2.73 %
10-Nov-21 317.15 325.00 3,400 1,018,300 0.00 % 0.00 % 21.50 % 0.4230 - - 37.18%15.53 7.85 2.48 %
09-Nov-21 317.30 325.00 3,400 838,100 0.00 % 0.00 % 12.30 % 0.4241 - - 79.48%35.08 7.7 2.43 %
08-Nov-21 323.20 325.00 3,400 746,300 0.00 % 0.00 % 21.94 % 0.4243 - - 48.17%12.97 1.8 0.56 %
04-Nov-21 316.45 325.00 3,400 612,000 0.00 % 0.00 % 2.27 % 0.4243 - - 35.39%3.91 8.55 2.7 %
03-Nov-21 324.90 325.00 3,400 598,400 1.88 % 100.00 % 43.09 % 0.4238 - - Long Buildup 29.22%10.10 0.1 0.03 %
02-Nov-21 316.10 319.00 1,700 418,200 0.00 % 0.00 % 14.42 % 0.4231 - - 39.98%7.59 2.9 0.92 %
01-Nov-21 323.65 319.00 1,700 365,500 0.00 % 0.00 % 165.43 % 0.4228 - - 34.19%11.51 -4.65 -1.44 %
GSPL 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
271.06 281.93 288.71 299.58 306.36 317.23 324.01
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
286.68 291.09 292.56 294.03 299.58 296.97 298.44 299.91 304.33
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
281.93 288.67 292.84 299.58 306.32 310.49 317.23
DeMark Pivot
Support 1 Pivot Point Resistance 1
285.33 297.89 302.98