FnO Contract Details

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

ICICIGI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,490.00 1,495.00 1,448.10 1,453.65 NA -2.63 % NA NA
30-Dec-21 1,493.15 1,493.15 1,451.10 1,456.20 2,716,175 -2.92 % -0.53 % Long Windup
27-Jan-22 1,500.00 1,500.00 1,459.50 1,461.90 36,975 -2.81 % 20.83 % Short Buildup
Cummulative NA NA NA NA 2,753,150 NA -3.28 % Long Windup
ICICIGI Options OI PCR:  0.38   (Expiry : 30-Dec-21 )   PUT OI: 108,800   CALL OI: 287,725 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 114750 8.87% 26.35 -32.26% Short Buildup
1520.00 45475 -6.14% 19.95 -33.94% Long Windup
1600.00 43350 2.00% 6.55 -35.78% 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
1500.00 114750 8.87% 26.35 -32.26% Short Buildup
1480.00 40375 9.20% 34.00 -29.31% Short Buildup
1400.00 2125 400.00% 79.00 -12.22% 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
1520.00 45475 -6.14% 19.95 -33.94% Long Windup
1540.00 11900 -6.67% 17.00 -29.17% Long Windup
1460.00 22525 -1.85% 39.50 -34.17% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 42500 2.04% 70.65 95.17% Long Buildup
1400.00 37825 39.06% 24.05 164.29% Long Buildup
1460.00 22100 6.12% 48.15 129.29% 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
1400.00 37825 39.06% 24.05 164.29% Long Buildup
1460.00 22100 6.12% 48.15 129.29% Long Buildup
1600.00 1700 100.00% 120.00 27.66% 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
None
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 %
26-Nov-21 1,453.65 1,456.20 2,716,175 2,753,150 -2.92 % -0.53 % -3.28 % 0.3730 0.38 1.34 % Long Windup 68.32%86.45 2.55 0.18 %
25-Nov-21 1,492.95 1,500.05 2,730,625 2,846,650 0.28 % 23.25 % -0.58 % 0.3722 0.34 - Short Covering 78.63%108.76 7.1 0.48 %
24-Nov-21 1,487.90 1,495.80 2,215,525 2,863,225 2.25 % 135.99 % 12.12 % 0.3731 0.26 - Long Buildup 53.29%107.51 7.9 0.53 %
23-Nov-21 1,458.50 1,462.85 938,825 2,553,825 -0.50 % 122.46 % -1.14 % 0.3730 0.30 - Long Windup 60.67%51.65 4.35 0.3 %
22-Nov-21 1,462.35 1,470.25 422,025 2,583,150 -3.12 % 161.32 % -0.38 % 0.3740 0.53 - Long Windup 67.40%76.35 7.9 0.54 %
18-Nov-21 1,512.35 1,517.55 161,500 2,592,925 -1.12 % 55.74 % -2.71 % 0.3721 0.97 - Long Windup 69.00%62.44 5.2 0.34 %
17-Nov-21 1,529.00 1,534.75 103,700 2,665,175 0.38 % 7.49 % -2.58 % 0.3728 0.64 - Short Covering 77.55%67.20 5.75 0.38 %
16-Nov-21 1,520.00 1,528.95 96,475 2,735,725 -1.25 % 32.75 % 1.47 % 0.3736 1.25 - Short Buildup 56.76%22.87 8.95 0.59 %
15-Nov-21 1,536.55 1,548.35 72,675 2,696,200 1.75 % 12.50 % -1.11 % 0.3743 1.50 - Short Covering 60.61%41.61 11.8 0.77 %
12-Nov-21 1,510.25 1,521.65 64,600 2,726,375 0.16 % 7.04 % 0.63 % 0.3745 7.00 - Long Buildup 54.96%23.80 11.4 0.75 %
11-Nov-21 1,507.80 1,519.20 60,350 2,709,375 -1.35 % 4.41 % -0.89 % 0.3754 4.00 - Long Windup 70.36%58.84 11.4 0.76 %
10-Nov-21 1,527.40 1,539.95 57,800 2,733,600 1.11 % 5.43 % 4.11 % 0.3760 2.00 - Long Buildup 59.09%99.67 12.55 0.82 %
09-Nov-21 1,508.90 1,523.00 54,825 2,625,650 0.01 % 5.74 % 2.32 % 0.3765 2.00 - Long Buildup 69.55%34.90 14.1 0.93 %
08-Nov-21 1,510.85 1,522.80 51,850 2,566,150 -0.72 % 16.19 % -0.20 % 0.3775 2.00 - Long Windup 71.72%83.81 11.95 0.79 %
04-Nov-21 1,528.65 1,533.85 44,625 2,571,250 0.00 % -0.94 % -0.03 % 0.3781 - - 58.40%2.83 5.2 0.34 %
03-Nov-21 1,528.30 1,533.85 45,050 2,572,100 0.98 % 11.58 % -3.25 % 0.3790 - - Short Covering 68.70%40.80 5.55 0.36 %
02-Nov-21 1,508.40 1,518.95 40,375 2,658,375 -0.66 % 3.26 % 1.10 % 0.3796 - - Short Buildup 71.04%76.61 10.55 0.7 %
01-Nov-21 1,517.75 1,529.10 39,100 2,629,475 2.66 % 9.52 % -7.88 % 0.3804 - - Short Covering 67.58%53.08 11.35 0.75 %
29-Oct-21 1,481.55 1,489.50 35,700 2,854,300 0.68 % 15.07 % -17.27 % 0.3800 - - Short Covering 53.37%28.35 7.95 0.54 %
28-Oct-21 1,471.80 1,479.50 31,025 3,450,150 -2.09 % 14.06 % 5.44 % 0.3807 - - Short Buildup 53.92%35.66 7.7 0.52 %
27-Oct-21 1,500.40 1,511.10 27,200 3,272,075 -0.31 % 12.28 % -1.74 % 0.3808 - - Long Windup 78.15%102.56 10.7 0.71 %
26-Oct-21 1,505.75 1,515.75 24,225 3,329,875 0.71 % 23.91 % 0.88 % 0.3817 - - Long Buildup 67.21%40.37 10 0.66 %
25-Oct-21 1,496.95 1,505.00 19,550 3,300,975 -0.07 % 6.98 % -0.96 % 0.3826 - - Long Windup 48.96%27.39 8.05 0.54 %
22-Oct-21 1,500.55 1,506.00 18,275 3,332,850 -0.88 % 0.00 % -5.20 % 0.3835 - - Long Windup 64.62%91.25 5.45 0.36 %
21-Oct-21 1,505.40 1,519.40 18,275 3,515,600 0.09 % 7.50 % -1.80 % 0.3845 - - Short Covering 62.36%52.00 14 0.93 %
20-Oct-21 1,504.40 1,518.00 17,000 3,580,200 -1.68 % 0.00 % -1.44 % 0.3854 - - Long Windup 52.05%66.15 13.6 0.9 %
19-Oct-21 1,529.20 1,543.95 17,000 3,632,475 0.45 % 14.29 % -2.50 % 0.3858 - - Short Covering 67.25%69.40 14.75 0.96 %
18-Oct-21 1,519.45 1,537.00 14,875 3,725,550 0.26 % 29.63 % -0.26 % 0.3866 - - Short Covering 66.13%51.94 17.55 1.16 %
14-Oct-21 1,520.25 1,532.95 11,475 3,735,325 -0.13 % 17.39 % 0.70 % 0.3876 - - Short Buildup 64.38%41.48 12.7 0.84 %
13-Oct-21 1,520.35 1,535.00 9,775 3,709,400 -0.95 % 27.78 % 3.90 % 0.3886 - - Short Buildup 72.48%93.36 14.65 0.96 %
12-Oct-21 1,532.95 1,549.65 7,650 3,570,000 0.62 % -5.26 % -0.07 % 0.3894 - - Short Covering 70.70%68.84 16.7 1.09 %
11-Oct-21 1,536.60 1,540.15 8,075 3,572,550 -0.31 % 11.76 % -2.10 % 0.3904 - - Long Windup 67.30%75.69 3.55 0.23 %
08-Oct-21 1,529.40 1,545.00 7,225 3,649,050 -0.90 % 13.33 % 5.40 % 0.3913 - - Short Buildup 75.12%148.56 15.6 1.02 %
07-Oct-21 1,548.55 1,559.00 6,375 3,462,050 -0.06 % 15.38 % 1.69 % 0.3919 - - Short Buildup 57.32%51.16 10.45 0.67 %
06-Oct-21 1,553.50 1,560.00 5,525 3,404,675 -0.54 % 8.33 % 2.73 % 0.3929 - - Short Buildup 73.72%127.58 6.5 0.42 %
05-Oct-21 1,548.70 1,568.45 5,100 3,314,150 -1.17 % 300.00 % 32.87 % 0.3938 - - Short Buildup 34.82%198.82 19.75 1.28 %
04-Oct-21 1,576.75 1,587.00 1,275 2,494,325 0.00 % 0.00 % 9.33 % 0.3941 - - 45.49%27.80 10.25 0.65 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
86.45 Crore Rs. 100.91 Crore Rs. 86.14 Crore Rs. 72.90 Crore Rs. 64.77 Crore Rs. 60.27 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 >>
68.32 % 64.89 % 64.77 % 66.06 % 64.93 % 66.08 % More details >>
ICICIGI 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
1398.44 1424.77 1440.49 1466.82 1482.54 1508.87 1524.59
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1435.18 1445.69 1449.19 1452.7 1466.82 1459.7 1463.21 1466.71 1477.23
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1424.77 1440.83 1450.76 1466.82 1482.88 1492.81 1508.87
DeMark Pivot
Support 1 Pivot Point Resistance 1
1432.63 1462.89 1474.68
ICICIGI Result / Events
Date Description Status
21-Oct-21Financial Results/DividendCompleted