FnO Contract Details

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

ICICIGI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,378.00 1,379.40 1,325.55 1,331.00 NA -3.67 % NA NA
27-Jan-22 1,372.05 1,381.85 1,326.95 1,332.25 1,656,225 -3.45 % -36.42 % Long Windup
24-Feb-22 1,383.00 1,384.40 1,332.20 1,336.95 1,297,950 -3.43 % 178.40 % Short Buildup
31-Mar-22 1,378.00 1,378.00 1,342.00 1,343.00 23,800 -3.72 % 14.29 % Short Buildup
Cummulative NA NA NA NA 2,977,975 NA -3.68 % Long Windup
ICICIGI Options OI PCR:  0.42   (Expiry : 27-Jan-22 )   PUT OI: 262,225   CALL OI: 620,075 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 113050 33.00% 3.25 -72.46% Short Buildup
1480.00 107525 -2.32% 0.30 -79.31% Long Windup
1500.00 91375 -38.04% 0.20 -80.00% 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
1400.00 113050 33.00% 3.25 -72.46% Short Buildup
1420.00 35275 7.79% 2.55 -59.52% Short Buildup
None
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 91375 -38.04% 0.20 -80.00% Long Windup
1380.00 28475 -12.99% 4.25 -75.99% Long Windup
1360.00 23375 -11.29% 6.35 -79.71% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 62900 -34.22% 6.90 137.93% Short Covering
1400.00 61625 -3.33% 69.55 150.18% Short Covering
1340.00 50575 -48.93% 20.85 233.60% 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
1460.00 3400 14.29% 98.10 15.62% 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
1340.00 50575 -48.93% 20.85 233.60% Short Covering
1300.00 62900 -34.22% 6.90 137.93% Short Covering
1360.00 14025 -43.10% 34.60 268.09% Short Covering
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 %
24-Jan-22 1,331.00 1,332.25 1,656,225 2,977,975 -3.45 % -36.42 % -3.68 % 0.3585 0.42 44.38 % Long Windup -- 1.25 0.09 %
21-Jan-22 1,381.65 1,379.90 2,604,825 3,091,875 -0.47 % -9.40 % 0.36 % 0.3559 0.55 15.75 % Short Buildup 50.51%37.47 -1.75 -0.13 %
20-Jan-22 1,386.40 1,386.40 2,875,125 3,080,825 -2.58 % -2.70 % 1.10 % 0.3567 0.59 6.68 % Short Buildup 44.09%140.35 0 0 %
19-Jan-22 1,423.00 1,423.15 2,955,025 3,047,250 -1.72 % -2.00 % -1.35 % 0.3559 0.33 3.03 % Long Windup 49.99%32.19 0.15 0.01 %
18-Jan-22 1,447.60 1,448.05 3,015,375 3,088,900 0.77 % -0.85 % -0.49 % 0.3560 0.31 2.38 % Short Covering 69.54%170.35 0.45 0.03 %
17-Jan-22 1,432.35 1,436.95 3,041,300 3,104,200 1.12 % 0.34 % 0.44 % 0.3566 0.31 2.03 % Long Buildup 48.08%33.84 4.6 0.32 %
14-Jan-22 1,415.55 1,421.00 3,031,100 3,090,600 0.36 % -0.06 % 0.55 % 0.3571 0.33 1.93 % Long Buildup 63.33%32.04 5.45 0.39 %
13-Jan-22 1,410.00 1,415.95 3,032,800 3,073,600 -1.02 % 2.03 % 2.35 % 0.3580 0.37 1.33 % Short Buildup 72.97%75.18 5.95 0.42 %
12-Jan-22 1,427.10 1,430.50 2,972,450 3,003,050 0.06 % 2.03 % 2.15 % 0.3585 0.47 1.02 % Long Buildup 50.77%24.93 3.4 0.24 %
11-Jan-22 1,426.55 1,429.65 2,913,375 2,939,725 -1.39 % 1.41 % 1.44 % 0.3594 0.42 0.90 % Short Buildup 78.10%75.71 3.1 0.22 %
10-Jan-22 1,444.80 1,449.75 2,873,000 2,898,075 -0.23 % -1.01 % -0.97 % 0.3599 0.41 0.87 % Long Windup 45.42%19.83 4.95 0.34 %
07-Jan-22 1,446.55 1,453.15 2,902,325 2,926,550 0.04 % -1.56 % -1.49 % 0.3608 0.41 0.83 % Short Covering 50.09%24.20 6.6 0.46 %
06-Jan-22 1,448.95 1,452.50 2,948,225 2,970,750 -0.13 % -1.64 % -1.58 % 0.3617 0.42 0.76 % Long Windup 68.38%30.98 3.55 0.25 %
05-Jan-22 1,449.55 1,454.40 2,997,525 3,018,350 1.66 % -1.12 % -1.11 % 0.3626 0.45 0.69 % Short Covering 60.39%30.15 4.85 0.33 %
04-Jan-22 1,423.60 1,430.65 3,031,525 3,052,350 1.12 % -0.83 % -0.84 % 0.3627 0.51 0.68 % Short Covering 54.23%30.18 7.05 0.5 %
03-Jan-22 1,409.80 1,414.85 3,057,025 3,078,275 0.74 % -1.00 % -0.92 % 0.3634 0.58 0.69 % Short Covering 59.69%24.87 5.05 0.36 %
31-Dec-21 1,401.25 1,404.40 3,088,050 3,106,750 2.02 % -1.21 % -3.04 % 0.3642 0.58 0.60 % Short Covering 60.46%29.09 3.15 0.22 %
30-Dec-21 1,373.85 1,376.55 3,125,875 3,204,075 -0.72 % 28.49 % 1.09 % 0.3641 0.74 - Short Buildup 58.50%30.01 2.7 0.2 %
29-Dec-21 1,380.20 1,386.50 2,432,700 3,169,650 -0.47 % 37.37 % -1.66 % 0.3650 0.60 - Long Windup 50.41%41.44 6.3 0.46 %
28-Dec-21 1,389.30 1,393.05 1,770,975 3,223,200 3.03 % 84.14 % -2.59 % 0.3658 0.57 - Short Covering 67.98%74.81 3.75 0.27 %
27-Dec-21 1,346.65 1,352.10 961,775 3,309,050 0.54 % 171.34 % -1.04 % 0.3643 0.53 - Short Covering 58.78%21.02 5.45 0.4 %
24-Dec-21 1,340.35 1,344.90 354,450 3,343,900 -1.27 % 49.73 % 0.31 % 0.3652 0.53 - Short Buildup 50.49%15.84 4.55 0.34 %
23-Dec-21 1,353.85 1,362.20 236,725 3,333,700 0.54 % 16.77 % 0.94 % 0.3658 0.62 - Long Buildup 63.45%43.86 8.35 0.62 %
22-Dec-21 1,345.20 1,354.95 202,725 3,302,675 -1.63 % 38.26 % 2.91 % 0.3666 1.05 - Short Buildup 65.30%47.38 9.75 0.72 %
21-Dec-21 1,369.60 1,377.45 146,625 3,209,175 1.76 % 4.23 % -1.05 % 0.3668 1.36 - Short Covering 74.79%88.28 7.85 0.57 %
20-Dec-21 1,351.40 1,353.65 140,675 3,243,175 -0.89 % 9.60 % -0.64 % 0.3672 1.30 - Long Windup 58.05%51.21 2.25 0.17 %
17-Dec-21 1,358.75 1,365.80 128,350 3,264,000 -3.52 % 15.71 % -0.85 % 0.3681 5.33 - Long Windup 67.57%137.65 7.05 0.52 %
16-Dec-21 1,408.45 1,415.70 110,925 3,292,050 0.30 % 8.30 % 1.96 % 0.3658 16.00 - Long Buildup 65.96%61.15 7.25 0.51 %
15-Dec-21 1,400.50 1,411.45 102,425 3,228,725 -2.15 % 45.18 % 2.68 % 0.3666 13.00 - Short Buildup 69.78%68.86 10.95 0.78 %
14-Dec-21 1,434.95 1,442.40 70,550 3,144,575 0.50 % 12.93 % -1.23 % 0.3661 6.00 - Short Covering 70.91%50.54 7.45 0.52 %
13-Dec-21 1,420.95 1,435.20 62,475 3,183,675 -0.97 % 15.75 % 4.71 % 0.3667 6.00 - Short Buildup 77.85%74.69 14.25 1 %
10-Dec-21 1,439.90 1,449.30 53,975 3,040,450 0.01 % 0.79 % 0.21 % 0.3672 5.00 - Long Buildup 69.28%34.30 9.4 0.65 %
09-Dec-21 1,437.60 1,449.15 53,550 3,034,075 -0.51 % 11.50 % 1.02 % 0.3681 5.00 - Short Buildup 51.51%24.43 11.55 0.8 %
08-Dec-21 1,445.00 1,456.60 48,025 3,003,475 1.93 % 0.89 % 2.94 % 0.3690 5.00 - Long Buildup 56.81%63.59 11.6 0.8 %
07-Dec-21 1,416.35 1,429.05 47,600 2,917,625 0.35 % 4.67 % 5.73 % 0.3689 6.00 - Long Buildup 68.92%85.30 12.7 0.9 %
06-Dec-21 1,419.40 1,424.10 45,475 2,759,525 -2.40 % 9.18 % 4.56 % 0.3698 - - Short Buildup 64.97%50.02 4.7 0.33 %
03-Dec-21 1,449.40 1,459.10 41,650 2,639,250 -1.28 % 15.29 % -3.44 % 0.3697 - - Long Windup 73.44%122.39 9.7 0.67 %
02-Dec-21 1,463.70 1,477.95 36,125 2,733,175 1.97 % -1.16 % -2.04 % 0.3704 - - Short Covering 73.41%55.35 14.25 0.97 %
01-Dec-21 1,440.50 1,449.40 36,550 2,790,125 0.69 % -2.27 % -0.74 % 0.3707 - - Short Covering 57.28%32.83 8.9 0.62 %
30-Nov-21 1,437.35 1,439.40 37,400 2,810,950 -0.40 % 3.53 % 1.36 % 0.3716 - - Short Buildup 80.55%165.39 2.05 0.14 %
29-Nov-21 1,434.25 1,445.20 36,125 2,773,125 -1.14 % -2.30 % 0.73 % 0.3725 - - Short Buildup 63.95%50.63 10.95 0.76 %
26-Nov-21 1,453.65 1,461.90 36,975 2,753,150 -2.81 % 20.83 % -3.28 % 0.3730 - - Long Windup 68.32%86.45 8.25 0.57 %
25-Nov-21 1,492.95 1,504.10 30,600 2,846,650 0.14 % 132.26 % -0.58 % 0.3722 - - Short Covering 78.63%108.76 11.15 0.75 %
24-Nov-21 1,487.90 1,501.95 13,175 2,863,225 1.63 % 34.78 % 12.12 % 0.3731 - - Long Buildup 53.29%107.51 14.05 0.94 %
23-Nov-21 1,458.50 1,477.85 9,775 2,553,825 -0.95 % 15.00 % -1.14 % 0.3730 - - Long Windup 60.67%51.65 19.35 1.33 %
22-Nov-21 1,462.35 1,492.00 8,500 2,583,150 -1.92 % 42.86 % -0.38 % 0.3740 - - Long Windup 67.40%76.35 29.65 2.03 %
18-Nov-21 1,512.35 1,521.20 5,950 2,592,925 -1.22 % -6.67 % -2.71 % 0.3721 - - Long Windup 69.00%62.44 8.85 0.59 %
17-Nov-21 1,529.00 1,540.00 6,375 2,665,175 -0.67 % 25.00 % -2.58 % 0.3728 - - Long Windup 77.55%67.20 11 0.72 %
16-Nov-21 1,520.00 1,550.45 5,100 2,735,725 -0.12 % 33.33 % 1.47 % 0.3736 - - Short Buildup 56.76%22.87 30.45 2 %
15-Nov-21 1,536.55 1,552.25 3,825 2,696,200 1.15 % 28.57 % -1.11 % 0.3743 - - Short Covering 60.61%41.61 15.7 1.02 %
12-Nov-21 1,510.25 1,534.65 2,975 2,726,375 -0.74 % -12.50 % 0.63 % 0.3745 - - Short Buildup 54.96%23.80 24.4 1.62 %
11-Nov-21 1,507.80 1,546.05 3,400 2,709,375 -0.77 % 14.29 % -0.89 % 0.3754 - - Long Windup 70.36%58.84 38.25 2.54 %
10-Nov-21 1,527.40 1,558.00 2,975 2,733,600 1.50 % 0.00 % 4.11 % 0.3760 - - Long Buildup 59.09%99.67 30.6 2 %
09-Nov-21 1,508.90 1,535.00 2,975 2,625,650 0.39 % 16.67 % 2.32 % 0.3765 - - Long Buildup 69.55%34.90 26.1 1.73 %
08-Nov-21 1,510.85 1,529.10 2,550 2,566,150 0.00 % 0.00 % -0.20 % 0.3775 - - 71.72%83.81 18.25 1.21 %
ICICIGI 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
1257.29 1292.12 1312.19 1347.02 1367.09 1401.92 1421.99
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1304.8 1318.53 1323.1 1327.68 1347.02 1336.83 1341.4 1345.98 1359.7
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1292.12 1313.09 1326.05 1347.02 1367.99 1380.95 1401.92
DeMark Pivot
Support 1 Pivot Point Resistance 1
1302.15 1342 1357.05
ICICIGI Result / Events
Date Description Status
19-Jan-22Financial ResultsCompleted
21-Oct-21Financial Results/DividendCompleted