FnO Contract Details

ICICIGI analysis for the selected expiry [Aug-21] as on 30-Jul-21

ICICIGI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,507.90 1,513.90 1,472.55 1,475.75 NA -1.35 % NA NA
26-Aug-21 1,500.00 1,514.10 1,475.00 1,478.45 1,319,200 -1.36 % 2.75 % Short Buildup
30-Sep-21 1,510.00 1,510.00 1,482.60 1,483.90 17,850 -1.40 % 27.27 % Short Buildup
Cummulative NA NA NA NA 1,337,050 NA -2.12 % Long Windup
ICICIGI Options OI PCR:  0.00   (Expiry : 26-Aug-21 )   PUT OI: 0   CALL OI: 0 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 111350 -6.43% 38.30 -24.23% Long Windup
1600.00 28475 21.82% 11.60 -31.36% Short Buildup
1480.00 16150 5.56% 50.80 -14.48% 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
1600.00 28475 21.82% 11.60 -31.36% Short Buildup
1560.00 6800 23.08% 19.65 -25.57% Short Buildup
1480.00 16150 5.56% 50.80 -14.48% 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
1500.00 111350 -6.43% 38.30 -24.23% Long Windup
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 25075 11.32% 58.00 21.09% Long Buildup
1400.00 22950 -1.82% 17.25 18.97% Short Covering
1460.00 15725 131.25% 35.95 0.84% 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
1460.00 15725 131.25% 35.95 0.84% Long Buildup
1500.00 25075 11.32% 58.00 21.09% Long Buildup
1300.00 2550 50.00% 5.20 -7.96% Short 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
1400.00 22950 -1.82% 17.25 18.97% Short Covering
None
None
ICICIGI 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 %
30-Jul-21 1,475.75 1,478.45 1,319,200 1,337,050 -1.36 % 2.75 % -2.12 % 0.4156 - 1.34 % Long Windup 64.18%50.84 2.7 0.18 %
29-Jul-21 1,495.95 1,498.85 1,283,925 1,365,950 -0.09 % 8.01 % -10.67 % 0.4162 - - Long Windup 67.89%46.38 2.9 0.19 %
28-Jul-21 1,499.35 1,500.25 1,188,725 1,529,150 1.70 % 37.85 % -0.58 % 0.4172 - - Short Covering 54.25%50.12 0.9 0.06 %
27-Jul-21 1,474.15 1,475.20 862,325 1,538,075 1.07 % 103.92 % 9.67 % 0.4177 - - Long Buildup 58.53%42.59 1.05 0.07 %
26-Jul-21 1,455.95 1,459.55 422,875 1,402,500 -1.77 % 101.83 % 6.31 % 0.4184 - - Short Buildup 65.60%78.63 3.6 0.25 %
23-Jul-21 1,484.80 1,485.80 209,525 1,319,200 -4.01 % 40.86 % 3.60 % 0.4186 - - Short Buildup 51.54%155.90 1 0.07 %
22-Jul-21 1,543.85 1,547.90 148,750 1,273,300 4.39 % 11.46 % 3.45 % 0.4163 - - Long Buildup 38.11%39.59 4.05 0.26 %
20-Jul-21 1,477.20 1,482.80 133,450 1,230,800 -0.91 % 22.66 % -0.82 % 0.4130 - - Long Windup 61.18%40.38 5.6 0.38 %
19-Jul-21 1,489.75 1,496.45 108,800 1,241,000 -2.25 % 57.06 % 4.43 % 0.4139 - - Short Buildup 56.66%53.97 6.7 0.45 %
16-Jul-21 1,521.45 1,530.85 69,275 1,188,300 -1.47 % 94.05 % 12.74 % 0.4140 - - Short Buildup 58.08%38.84 9.4 0.62 %
15-Jul-21 1,547.95 1,553.75 35,700 1,054,000 0.95 % 5.00 % -2.82 % 0.4143 - - Short Covering 40.51%12.59 5.8 0.37 %
14-Jul-21 1,531.65 1,539.20 34,000 1,084,600 -0.90 % 105.13 % 7.86 % 0.4151 - - Short Buildup 54.75%86.48 7.55 0.49 %
13-Jul-21 1,543.20 1,553.25 16,575 1,005,550 -2.38 % 25.81 % 5.02 % 0.4160 - - Short Buildup 59.57%44.23 10.05 0.65 %
12-Jul-21 1,585.00 1,591.15 13,175 957,525 1.26 % 14.81 % 1.35 % 0.4155 - - Long Buildup 49.99%21.82 6.15 0.39 %
09-Jul-21 1,568.60 1,571.35 11,475 944,775 -1.36 % 8.00 % -0.76 % 0.4163 - - Long Windup 58.29%22.32 2.75 0.18 %
08-Jul-21 1,569.20 1,593.05 10,625 952,000 -0.15 % 8.70 % -0.40 % 0.4174 - - Long Windup 65.38%42.21 23.85 1.52 %
07-Jul-21 1,589.10 1,595.50 9,775 955,825 1.43 % -17.86 % -4.26 % 0.4181 - - Short Covering 62.24%37.15 6.4 0.4 %
06-Jul-21 1,568.45 1,573.00 11,900 998,325 0.19 % 16.67 % -4.82 % 0.4187 - - Short Covering 45.78%18.01 4.55 0.29 %
05-Jul-21 1,566.65 1,570.00 10,200 1,048,900 0.27 % -4.00 % -1.12 % 0.4198 - - Short Covering 36.67%35.55 3.35 0.21 %
02-Jul-21 1,553.45 1,565.80 10,625 1,060,800 -0.27 % -3.85 % 3.23 % 0.4207 - - Short Buildup 61.89%38.40 12.35 0.8 %
01-Jul-21 1,558.80 1,570.10 11,050 1,027,650 -0.04 % 30.00 % 5.18 % 0.4217 - - Short Buildup 53.68%51.93 11.3 0.72 %
30-Jun-21 1,567.00 1,570.70 8,500 977,075 -0.90 % -9.09 % -5.66 % 0.4227 - - Long Windup 60.90%37.46 3.7 0.24 %
29-Jun-21 1,581.90 1,585.00 9,350 1,035,725 -1.16 % 22.22 % -5.98 % 0.4236 - - Long Windup 47.96%43.67 3.1 0.2 %
28-Jun-21 1,598.35 1,603.55 7,650 1,101,600 2.56 % 20.00 % 2.49 % 0.4244 - - Long Buildup 54.35%128.83 5.2 0.33 %
25-Jun-21 1,549.15 1,563.45 6,375 1,074,825 1.59 % 36.36 % -12.00 % 0.4234 - - Short Covering 57.67%63.12 14.3 0.92 %
24-Jun-21 1,525.25 1,539.00 4,675 1,221,450 -1.16 % -8.33 % 4.43 % 0.4239 - - Short Buildup 52.75%17.68 13.75 0.9 %
23-Jun-21 1,533.60 1,557.00 5,100 1,169,600 0.00 % 0.00 % -5.91 % 0.4249 - - 54.46%35.65 23.4 1.53 %
22-Jun-21 1,525.00 1,557.00 5,100 1,243,125 1.27 % -7.69 % 2.13 % 0.4259 - - Long Buildup 53.50%35.32 32 2.1 %
21-Jun-21 1,527.35 1,537.40 5,525 1,217,200 0.00 % 0.00 % 2.51 % 0.4270 - - 36.40%23.36 10.05 0.66 %
18-Jun-21 1,534.00 1,537.40 5,525 1,187,450 1.05 % 30.00 % -6.49 % 0.4280 - - Short Covering 56.55%61.10 3.4 0.22 %
17-Jun-21 1,508.10 1,521.35 4,250 1,269,900 -4.02 % 25.00 % 2.29 % 0.4284 - - Short Buildup 49.13%42.06 13.25 0.88 %
16-Jun-21 1,516.20 1,585.00 3,400 1,241,425 3.59 % 0.00 % 0.79 % 0.4295 - - Long Buildup 26.86%95.03 68.8 4.54 %
15-Jun-21 1,503.00 1,530.00 3,400 1,231,650 0.00 % 0.00 % 2.08 % 0.4304 - - 55.22%26.64 27 1.8 %
14-Jun-21 1,504.30 1,530.00 3,400 1,206,575 0.75 % 14.29 % -3.73 % 0.4315 - - Short Covering 43.45%27.34 25.7 1.71 %
11-Jun-21 1,515.75 1,518.55 2,975 1,253,325 0.57 % 16.67 % -2.45 % 0.4324 - - Short Covering 57.90%45.15 2.8 0.18 %
10-Jun-21 1,501.65 1,510.00 2,550 1,284,775 0.60 % 0.00 % -2.33 % 0.4333 - - Short Covering 58.12%62.59 8.35 0.56 %
09-Jun-21 1,473.90 1,501.00 2,550 1,315,375 2.60 % 50.00 % -4.15 % 0.4337 - - Short Covering 69.74%89.07 27.1 1.84 %
08-Jun-21 1,467.70 1,463.00 1,700 1,372,325 -0.14 % 33.33 % 3.83 % 0.4347 - - Short Buildup 61.94%53.28 -4.7 -0.32 %
07-Jun-21 1,444.35 1,465.00 1,275 1,321,750 0.00 % 0.00 % 5.57 % 0.4353 - - 65.54%65.73 20.65 1.43 %
Average Delivery Volume
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
50.84 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. More details >>
Average Delivery Percentage
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
64.18 % 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % More details >>
ICICIGI Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Aug-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1425.16 1450.08 1464.26 1489.18 1503.36 1528.28 1542.46
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1458.9 1468.68 1471.93 1475.19 1489.18 1481.71 1484.97 1488.23 1498
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1450.08 1465.02 1474.24 1489.18 1504.12 1513.34 1528.28
DeMark Pivot
Support 1 Pivot Point Resistance 1
1457.18 1485.64 1496.28