FnO Contract Details

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

ICICIPRULI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 578.50 578.50 557.30 568.05 NA -1.64 % NA NA
27-Jan-22 573.60 577.10 558.45 567.10 1,877,250 -1.68 % -42.26 % Long Windup
24-Feb-22 576.90 577.95 559.10 568.35 3,555,000 -1.77 % 64.81 % Short Buildup
31-Mar-22 569.00 569.90 566.35 569.90 12,750 -1.91 % 70.00 % Short Buildup
Cummulative NA NA NA NA 5,445,000 NA 0.54 % Short Buildup
ICICIPRULI Options OI PCR:  0.57   (Expiry : 27-Jan-22 )   PUT OI: 945,750   CALL OI: 1,656,000 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 258750 -26.44% 1.45 -55.38% Long Windup
610.00 253500 -19.52% 1.10 -52.17% Long Windup
620.00 248250 -27.41% 0.60 -58.62% 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
560.00 54000 94.59% 11.45 -30.40% Short Buildup
550.00 14250 46.15% 19.95 -41.32% 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
590.00 121500 -48.73% 1.80 -59.09% Long Windup
620.00 248250 -27.41% 0.60 -58.62% Long Windup
600.00 258750 -26.44% 1.45 -55.38% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
560.00 172500 29.21% 4.55 54.24% Long Buildup
620.00 135750 -1.09% 54.00 19.73% Short Covering
550.00 116250 59.79% 2.25 80.00% 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
550.00 116250 59.79% 2.25 80.00% Long Buildup
560.00 172500 29.21% 4.55 54.24% Long Buildup
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
540.00 55500 -42.64% 1.25 177.78% Short Covering
570.00 77250 -27.97% 8.90 81.63% Short Covering
600.00 104250 -21.91% 34.05 13.50% Short Covering
ICICIPRULI 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-22 568.05 567.10 1,877,250 5,445,000 -1.68 % -42.26 % 0.54 % 0.4287 0.57 65.52 % Short Buildup -- -0.95 -0.17 %
21-Jan-22 577.55 576.80 3,251,250 5,415,750 -0.40 % -29.58 % 9.53 % 0.4292 0.48 39.97 % Short Buildup 44.33%26.61 -0.75 -0.13 %
20-Jan-22 578.45 579.10 4,617,000 4,944,750 0.83 % -1.11 % 0.27 % 0.4303 0.50 6.63 % Long Buildup 33.66%16.31 0.65 0.11 %
19-Jan-22 573.80 574.35 4,668,750 4,931,250 -5.49 % -1.89 % 1.42 % 0.4312 0.48 5.32 % Short Buildup 27.86%57.03 0.55 0.1 %
18-Jan-22 608.00 607.70 4,758,750 4,862,250 -1.44 % -7.11 % -6.36 % 0.4251 0.58 2.13 % Long Windup 40.85%42.37 -0.3 -0.05 %
17-Jan-22 615.65 616.60 5,123,250 5,192,250 3.96 % -6.41 % -6.34 % 0.4258 0.66 1.33 % Short Covering 24.54%42.41 0.95 0.15 %
14-Jan-22 591.10 593.10 5,474,250 5,544,000 0.18 % -0.82 % -0.59 % 0.4233 0.48 1.26 % Short Covering 21.24%14.39 2 0.34 %
13-Jan-22 590.75 592.05 5,519,250 5,577,000 0.36 % 0.29 % 0.31 % 0.4244 0.53 1.04 % Long Buildup 51.86%25.29 1.3 0.22 %
12-Jan-22 588.25 589.90 5,503,500 5,559,750 1.08 % -0.93 % -0.84 % 0.4254 0.49 1.01 % Short Covering 74.88%59.18 1.65 0.28 %
11-Jan-22 583.10 583.60 5,555,250 5,607,000 -1.29 % 0.72 % 0.82 % 0.4263 0.48 0.92 % Short Buildup 67.03%72.03 0.5 0.09 %
10-Jan-22 589.70 591.20 5,515,500 5,561,250 0.87 % 4.97 % 4.86 % 0.4271 0.46 0.82 % Long Buildup 73.44%51.42 1.5 0.25 %
07-Jan-22 583.80 586.10 5,254,500 5,303,250 1.67 % -1.32 % -1.24 % 0.4280 0.49 0.92 % Short Covering 37.09%18.25 2.3 0.39 %
06-Jan-22 575.05 576.50 5,325,000 5,370,000 -0.05 % 0.67 % 0.63 % 0.4286 0.44 0.84 % Short Buildup 24.44%8.42 1.45 0.25 %
05-Jan-22 575.25 576.80 5,289,750 5,336,250 0.86 % -3.66 % -3.50 % 0.4296 0.40 0.87 % Short Covering 40.07%24.39 1.55 0.27 %
04-Jan-22 570.95 571.90 5,490,750 5,529,750 0.28 % -2.79 % -2.67 % 0.4306 0.49 0.71 % Short Covering 58.61%27.57 0.95 0.17 %
03-Jan-22 567.20 570.30 5,648,250 5,681,250 1.27 % 2.74 % 2.82 % 0.4316 0.44 0.58 % Long Buildup 60.38%25.66 3.1 0.55 %
31-Dec-21 560.80 563.15 5,497,500 5,525,250 1.84 % 0.00 % -4.68 % 0.4324 0.54 0.50 % Short Covering 47.14%21.70 2.35 0.42 %
30-Dec-21 552.20 553.00 5,497,500 5,796,750 -0.71 % 18.97 % -1.45 % 0.4330 0.63 - Long Windup 34.14%12.36 0.8 0.14 %
29-Dec-21 554.85 556.95 4,620,750 5,882,250 -1.45 % 45.48 % 0.62 % 0.4340 0.64 - Short Buildup 34.68%7.66 2.1 0.38 %
28-Dec-21 563.75 565.15 3,176,250 5,846,250 0.84 % 50.44 % 3.42 % 0.4346 0.78 - Long Buildup 39.28%8.64 1.4 0.25 %
27-Dec-21 559.20 560.45 2,111,250 5,652,750 -0.87 % 188.42 % 2.13 % 0.4355 0.87 - Short Buildup 45.32%14.55 1.25 0.22 %
24-Dec-21 564.35 565.35 732,000 5,535,000 0.01 % 108.10 % 4.00 % 0.4364 1.00 - Long Buildup 34.47%15.00 1 0.18 %
23-Dec-21 562.65 565.30 351,750 5,322,000 0.70 % 76.32 % -2.62 % 0.4375 1.15 - Short Covering 40.22%23.49 2.65 0.47 %
22-Dec-21 558.10 561.35 199,500 5,465,250 0.29 % 23.72 % -0.04 % 0.4385 1.45 - Short Covering 53.07%30.15 3.25 0.58 %
21-Dec-21 558.20 559.75 161,250 5,467,500 2.77 % 0.94 % -4.09 % 0.4396 1.65 - Short Covering 47.30%27.93 1.55 0.28 %
20-Dec-21 541.45 544.65 159,750 5,700,750 -2.48 % 29.09 % 2.54 % 0.4388 1.00 - Short Buildup 41.89%20.22 3.2 0.59 %
17-Dec-21 556.40 558.50 123,750 5,559,750 -3.85 % 7.14 % -2.89 % 0.4383 1.43 - Long Windup 50.17%25.78 2.1 0.38 %
16-Dec-21 578.05 580.85 115,500 5,725,500 1.90 % -1.28 % -5.44 % 0.4364 1.80 - Short Covering 31.93%28.29 2.8 0.48 %
15-Dec-21 566.85 570.00 117,000 6,054,750 -1.69 % 15.56 % 2.59 % 0.4366 2.25 - Short Buildup 47.73%42.17 3.15 0.56 %
14-Dec-21 576.50 579.80 101,250 5,901,750 1.07 % 8.00 % 1.47 % 0.4371 3.00 - Long Buildup 64.90%71.72 3.3 0.57 %
13-Dec-21 568.10 573.65 93,750 5,816,250 -1.77 % 21.36 % 7.05 % 0.4378 3.00 - Short Buildup 66.46%34.83 5.55 0.98 %
10-Dec-21 578.15 584.00 77,250 5,433,000 -0.15 % 4.04 % 4.91 % 0.4382 - - Short Buildup 59.20%43.93 5.85 1.01 %
09-Dec-21 580.00 584.90 74,250 5,178,750 -1.17 % 4.21 % 6.74 % 0.4393 - - Short Buildup 44.67%22.91 4.9 0.84 %
08-Dec-21 587.00 591.80 71,250 4,851,750 -0.10 % 33.80 % 4.98 % 0.4401 - - Short Buildup 67.51%33.54 4.8 0.82 %
07-Dec-21 586.70 592.40 53,250 4,621,500 -0.08 % 4.41 % 3.63 % 0.4412 - - Short Buildup 55.52%33.21 5.7 0.97 %
06-Dec-21 585.95 592.90 51,000 4,459,500 -2.55 % 1.49 % 2.48 % 0.4423 - - Short Buildup 49.51%17.92 6.95 1.19 %
03-Dec-21 603.35 608.40 50,250 4,351,500 -0.64 % 6.35 % -0.96 % 0.4417 - - Long Windup 57.21%26.63 5.05 0.84 %
02-Dec-21 608.70 612.30 47,250 4,393,500 1.87 % 0.00 % -2.50 % 0.4426 - - Short Covering 49.47%32.92 3.6 0.59 %
01-Dec-21 597.05 601.05 47,250 4,506,000 0.54 % 6.78 % -3.56 % 0.4429 - - Short Covering 46.67%32.03 4 0.67 %
30-Nov-21 593.05 597.80 44,250 4,672,500 1.37 % 3.51 % 2.06 % 0.4440 - - Long Buildup 52.03%70.44 4.75 0.8 %
29-Nov-21 587.25 589.70 42,750 4,578,000 -0.71 % 23.91 % 6.98 % 0.4449 - - Short Buildup 49.37%46.53 2.45 0.42 %
26-Nov-21 589.90 593.90 34,500 4,279,500 -2.39 % 2.22 % 2.24 % 0.4460 - - Short Buildup 62.60%49.94 4 0.68 %
25-Nov-21 599.55 608.45 33,750 4,185,750 -0.39 % 28.57 % -0.30 % 0.4465 - - Long Windup 59.73%36.90 8.9 1.48 %
24-Nov-21 604.10 610.85 26,250 4,198,500 -1.73 % 16.67 % 3.09 % 0.4475 - - Short Buildup 57.64%42.70 6.75 1.12 %
23-Nov-21 616.25 621.60 22,500 4,072,500 -0.81 % 76.47 % 1.74 % 0.4478 - - Short Buildup 51.35%35.78 5.35 0.87 %
22-Nov-21 620.30 626.65 12,750 4,002,750 -3.43 % 41.67 % -0.41 % 0.4489 - - Long Windup 50.21%22.16 6.35 1.02 %
18-Nov-21 640.15 648.90 9,000 4,019,250 -0.17 % 9.09 % 2.74 % 0.4480 - - Short Buildup 44.02%36.02 8.75 1.37 %
17-Nov-21 643.25 650.00 8,250 3,912,000 -3.20 % 22.22 % -0.19 % 0.4491 - - Long Windup 44.55%27.38 6.75 1.05 %
16-Nov-21 653.35 671.50 6,750 3,919,500 0.00 % 0.00 % -3.31 % 0.4497 - - 56.10%30.46 18.15 2.78 %
15-Nov-21 664.25 671.50 6,750 4,053,750 -1.97 % 28.57 % -1.76 % 0.4503 - - Long Windup 45.48%29.30 7.25 1.09 %
12-Nov-21 672.60 685.00 5,250 4,126,500 5.89 % 75.00 % 0.99 % 0.4511 - - Long Buildup 22.08%66.72 12.4 1.84 %
11-Nov-21 642.05 646.90 3,000 4,086,000 -1.47 % 0.00 % -1.29 % 0.4478 - - Long Windup 63.01%33.53 4.85 0.76 %
10-Nov-21 646.40 656.55 3,000 4,139,250 0.14 % 0.00 % 1.30 % 0.4488 - - Long Buildup 63.07%67.31 10.15 1.57 %
09-Nov-21 651.30 655.65 3,000 4,086,000 -0.72 % 33.33 % -1.57 % 0.4498 - - Long Windup 49.59%21.13 4.35 0.67 %
08-Nov-21 655.25 660.40 2,250 4,151,250 4.66 % 50.00 % -7.92 % 0.4509 - - Short Covering 38.70%63.70 5.15 0.79 %
04-Nov-21 627.20 631.00 1,500 4,508,250 -0.94 % 100.00 % -0.23 % 0.4481 - - Long Windup 57.17%2.24 3.8 0.61 %
03-Nov-21 623.30 637.00 750 4,518,750 0.00 % 0.00 % 5.50 % 0.4492 - - 55.95%41.73 13.7 2.2 %
02-Nov-21 631.50 637.00 750 4,283,250 0.00 % 0.00 % 0.99 % 0.4500 - - 67.08%31.74 5.5 0.87 %
ICICIPRULI 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
539.35 548.9 558 567.55 576.65 586.2 595.3
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
557.78 562.44 563.99 565.55 567.55 568.65 570.21 571.76 576.43
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
548.9 556.02 560.43 567.55 574.67 579.08 586.2
DeMark Pivot
Support 1 Pivot Point Resistance 1
553.45 565.28 572.1
ICICIPRULI Result / Events
Date Description Status
19-Oct-21Financial ResultsCompleted
20-Jul-21Financial ResultsCompleted
21-Jul-20Financial ResultsCompleted
21-Apr-20Financial Results/DividendCompleted
21-Jan-20Financial ResultsCompleted
22-Oct-19Financial Results/DividendCompleted
24-Jul-19Financial ResultsCompleted
24-Apr-19Financial Results/DividendCompleted
22-Jan-19Financial ResultsCompleted