FnO Contract Details

ICICIBANK analysis for the selected expiry [Dec-21] as on 26-Nov-21

ICICIBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 739.00 742.05 718.60 722.20 NA -3.84 % NA NA
30-Dec-21 743.75 743.75 721.45 724.25 94,987,750 -3.77 % -0.40 % Long Windup
27-Jan-22 741.80 747.00 724.70 727.20 1,541,375 -3.80 % 9.37 % Short Buildup
Cummulative NA NA NA NA 96,529,125 NA -4.00 % Long Windup
ICICIBANK Options OI PCR:  0.54   (Expiry : 30-Dec-21 )   PUT OI: 12,999,250   CALL OI: 23,963,500 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 4566375 20.76% 4.65 -40.00% Short Buildup
750.00 3262875 27.17% 14.30 -40.54% Short Buildup
760.00 3042875 12.79% 11.45 -41.73% Short Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 4566375 20.76% 4.65 -40.00% Short Buildup
740.00 1073875 236.64% 18.00 -40.00% Short Buildup
730.00 844250 802.94% 22.40 -37.60% 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
820.00 716375 -3.87% 2.95 -35.87% Long Windup
790.00 790625 -1.20% 5.65 -41.45% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 2208250 29.62% 15.55 168.10% Long Buildup
750.00 2085875 -6.13% 39.55 90.60% Short Covering
730.00 1105500 31.16% 27.90 121.43% 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
700.00 2208250 29.62% 15.55 168.10% Long Buildup
660.00 375375 2175.00% 6.60 266.67% Long Buildup
650.00 639375 102.17% 5.55 282.76% 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
750.00 2085875 -6.13% 39.55 90.60% Short Covering
740.00 706750 -11.53% 33.65 108.36% Short Covering
690.00 210375 -25.73% 12.60 200.00% Short Covering
ICICIBANK 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 %
26-Nov-21 722.20 724.25 94,987,750 96,529,125 -3.77 % -0.40 % -4.00 % 0.4392 0.54 1.60 % Long Windup 65.46%897.66 2.05 0.28 %
25-Nov-21 751.05 752.60 95,372,750 100,553,750 -1.21 % 23.16 % 2.88 % 0.4371 0.56 - Short Buildup 59.73%796.20 1.55 0.21 %
24-Nov-21 760.20 761.80 77,438,625 97,743,250 0.97 % 26.38 % 1.90 % 0.4379 0.55 - Long Buildup 67.90%1,196.79 1.6 0.21 %
23-Nov-21 751.85 754.50 61,275,500 95,921,375 -0.16 % 49.24 % 1.76 % 0.4387 0.58 - Short Buildup 66.59%1,247.36 2.65 0.35 %
22-Nov-21 752.00 755.70 41,058,875 94,260,375 -1.56 % 131.97 % -3.80 % 0.4398 0.48 - Long Windup 66.81%1,025.06 3.7 0.49 %
18-Nov-21 762.90 767.70 17,700,375 97,982,500 0.15 % 81.44 % 1.99 % 0.4405 0.52 - Long Buildup 69.06%1,087.60 4.8 0.63 %
17-Nov-21 761.30 766.55 9,755,625 96,074,000 -0.38 % 80.21 % 1.82 % 0.4416 0.53 - Short Buildup 66.28%588.20 5.25 0.69 %
16-Nov-21 764.05 769.50 5,413,375 94,360,750 -1.23 % 65.07 % 1.59 % 0.4427 0.56 - Short Buildup 72.58%709.02 5.45 0.71 %
15-Nov-21 773.30 779.05 3,279,375 92,885,375 -0.51 % 33.46 % 0.34 % 0.4435 0.59 - Short Buildup 63.21%534.48 5.75 0.74 %
12-Nov-21 776.60 783.05 2,457,125 92,566,375 0.76 % 58.99 % 0.92 % 0.4446 0.66 - Long Buildup 78.62%939.08 6.45 0.83 %
11-Nov-21 771.45 777.15 1,545,500 91,719,375 -0.93 % 22.84 % 2.11 % 0.4456 0.67 - Short Buildup 55.06%391.68 5.7 0.74 %
10-Nov-21 780.90 784.45 1,258,125 89,827,375 -0.80 % 14.95 % 1.93 % 0.4464 0.72 - Short Buildup 57.10%423.94 3.55 0.45 %
09-Nov-21 786.55 790.80 1,094,500 88,125,125 0.53 % 1.53 % -1.31 % 0.4474 0.73 - Short Covering 65.76%521.57 4.25 0.54 %
08-Nov-21 780.15 786.60 1,078,000 89,295,250 0.16 % 18.61 % 10.63 % 0.4484 0.68 - Long Buildup 61.06%665.41 6.45 0.83 %
04-Nov-21 782.10 785.35 908,875 80,718,000 -0.68 % 8.01 % 5.26 % 0.4495 0.65 - Short Buildup 54.45%134.10 3.25 0.42 %
03-Nov-21 785.95 790.70 841,500 76,681,000 -1.97 % 19.77 % 3.62 % 0.4506 0.67 - Short Buildup 51.43%478.55 4.75 0.6 %
02-Nov-21 800.95 806.60 702,625 74,002,500 -0.51 % 4.71 % 1.97 % 0.4510 0.60 - Short Buildup 58.89%445.86 5.65 0.71 %
01-Nov-21 803.90 810.70 671,000 72,571,125 0.33 % 3.61 % 4.16 % 0.4521 0.56 - Long Buildup 55.68%510.56 6.8 0.85 %
29-Oct-21 802.05 808.00 647,625 69,675,375 0.22 % 19.24 % -3.68 % 0.4532 0.36 - Short Covering 45.86%577.51 5.95 0.74 %
28-Oct-21 798.70 806.20 543,125 72,340,125 -4.01 % 9.42 % -3.10 % 0.4543 0.27 - Long Windup 56.20%841.67 7.5 0.94 %
27-Oct-21 835.00 839.85 496,375 74,655,625 0.52 % 6.49 % -1.63 % 0.4515 0.31 - Short Covering 54.07%1,033.91 4.85 0.58 %
26-Oct-21 829.40 835.50 466,125 75,893,125 -1.57 % 13.38 % -7.91 % 0.4525 0.26 - Long Windup 53.20%746.85 6.1 0.74 %
25-Oct-21 841.70 848.85 411,125 82,410,625 10.90 % 61.62 % 8.74 % 0.4532 0.29 - Long Buildup 38.56%3,119.40 7.15 0.85 %
22-Oct-21 759.30 765.40 254,375 75,784,500 0.27 % 8.19 % -0.68 % 0.4324 0.33 - Short Covering 45.34%456.12 6.1 0.8 %
21-Oct-21 755.50 763.35 235,125 76,300,125 1.12 % 5.56 % -0.36 % 0.4335 0.38 - Short Covering 51.63%474.62 7.85 1.04 %
20-Oct-21 745.85 754.90 222,750 76,577,875 0.23 % -8.99 % -5.64 % 0.4342 0.25 - Short Covering 55.31%526.51 9.05 1.21 %
19-Oct-21 747.45 753.15 244,750 81,155,250 0.19 % -5.82 % -5.71 % 0.4353 0.29 - Short Covering 58.56%496.83 5.7 0.76 %
18-Oct-21 745.45 751.75 259,875 86,068,125 2.54 % 25.17 % -2.55 % 0.4364 0.33 - Short Covering 55.33%632.90 6.3 0.85 %
14-Oct-21 727.30 733.15 207,625 88,316,250 2.38 % 10.22 % -1.31 % 0.4362 0.40 - Short Covering 46.97%305.73 5.85 0.8 %
13-Oct-21 709.95 716.10 188,375 89,490,500 -0.04 % 45.74 % -0.95 % 0.4360 0.40 - Long Windup 58.95%266.07 6.15 0.87 %
12-Oct-21 708.60 716.40 129,250 90,349,875 -0.55 % 25.33 % 1.21 % 0.4371 0.40 - Short Buildup 50.40%263.45 7.8 1.1 %
11-Oct-21 713.30 720.35 103,125 89,267,750 1.42 % -12.79 % -1.82 % 0.4381 0.50 - Short Covering 56.86%378.71 7.05 0.99 %
08-Oct-21 703.40 710.25 118,250 90,921,875 0.23 % 16.22 % 1.54 % 0.4388 0.50 - Long Buildup 55.83%368.53 6.85 0.97 %
07-Oct-21 702.20 708.65 101,750 89,538,625 1.63 % -1.33 % 0.32 % 0.4399 0.50 - Long Buildup 59.24%417.71 6.45 0.92 %
06-Oct-21 689.50 697.30 103,125 89,255,375 -1.18 % 27.12 % 5.65 % 0.4403 0.50 - Short Buildup 65.06%592.19 7.8 1.13 %
05-Oct-21 697.10 705.65 81,125 84,480,000 -0.51 % 59.46 % 2.29 % 0.4412 0.33 - Short Buildup 60.88%318.18 8.55 1.23 %
04-Oct-21 700.20 709.25 50,875 82,592,125 1.23 % 76.19 % 0.85 % 0.4423 0.50 - Long Buildup 55.88%351.22 9.05 1.29 %
01-Oct-21 692.35 700.60 28,875 81,895,000 0.00 % 0.00 % 0.86 % 0.4431 - - 60.82%460.50 8.25 1.19 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
897.66 Crore Rs. 963.55 Crore Rs. 1,032.61 Crore Rs. 943.49 Crore Rs. 796.82 Crore Rs. 716.49 Crore Rs. More details >>
Average Delivery Percentage
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
65.46 % 64.71 % 65.56 % 66.69 % 66.39 % 62.30 % More details >>
ICICIBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 29-Nov-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
693.59 707.52 715.89 729.82 738.19 752.12 760.49
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
713.1 718.68 720.53 722.39 729.82 726.11 727.97 729.83 735.4
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
707.52 716.04 721.3 729.82 738.34 743.6 752.12
DeMark Pivot
Support 1 Pivot Point Resistance 1
711.7 727.73 734
ICICIBANK Result / Events
Date Description Status
23-Oct-21Financial ResultsCompleted
24-Jul-21Financial ResultsCompleted
31-Oct-20Financial ResultsCompleted
25-Jul-20Financial ResultsCompleted
09-May-20Financial ResultsCompleted
25-Jan-20Financial ResultsCompleted
26-Oct-19Financial ResultsCompleted
27-Jul-19Financial ResultsCompleted
06-May-19Financial Results/DividendCompleted
30-Jan-19Financial ResultsCompleted