FnO Contract Details

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

IDEA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 11.40 11.85 10.75 10.95 NA -7.59 % NA NA
27-Jan-22 11.45 11.80 10.80 11.05 568,190,000 -7.92 % -5.77 % Long Windup
24-Feb-22 11.70 11.80 10.95 11.20 77,630,000 -7.05 % -1.77 % Long Windup
31-Mar-22 11.65 11.65 11.50 11.50 10,710,000 -3.36 % -1.29 % Long Windup
Cummulative NA NA NA NA 656,530,000 NA -5.24 % Long Windup
IDEA Options OI PCR:  0.44   (Expiry : 27-Jan-22 )   PUT OI: 168,840,000   CALL OI: 385,420,000 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
15.00 67830000 0.10% 0.05 0.00%
16.00 56420000 0.00% 0.05 0.00%
17.00 43540000 0.00% 0.05 0.00%
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
15.00 67830000 0.10% 0.05 0.00%
None
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
13.00 26320000 -6.93% 0.05 -50.00% Long Windup
12.00 17010000 -9.67% 0.10 -66.67% Long Windup
11.00 1750000 -19.35% 0.30 -71.43% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
13.00 25620000 -2.92% 1.85 85.00% Short Covering
12.00 24850000 -3.27% 1.05 250.00% Short Covering
14.00 23450000 -2.33% 3.00 50.00% 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
None
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
10.00 18480000 -17.50% 0.05 0.00%
11.00 14350000 -14.23% 0.30 100.00% Short Covering
15.00 19670000 -8.17% 4.10 54.72% Short Covering
IDEA 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 10.95 11.05 568,190,000 656,530,000 -7.92 % -5.77 % -5.24 % 1.0563 0.44 13.46 % Long Windup -- 0.1 0.91 %
21-Jan-22 11.85 12.00 602,980,000 692,860,000 -1.23 % -4.70 % -4.18 % 1.0531 0.46 12.97 % Long Windup 32.26%64.96 0.15 1.27 %
20-Jan-22 12.05 12.15 632,730,000 723,100,000 0.83 % -0.57 % -0.59 % 1.0556 0.47 12.50 % Short Covering 28.24%42.36 0.1 0.83 %
19-Jan-22 11.95 12.05 636,370,000 727,370,000 0.42 % -2.33 % -2.21 % 1.0582 0.46 12.51 % Short Covering 28.74%78.77 0.1 0.84 %
18-Jan-22 12.05 12.00 651,560,000 743,820,000 -4.76 % -1.62 % -1.80 % 1.0608 0.46 12.40 % Long Windup 39.35%85.26 -0.05 -0.41 %
17-Jan-22 12.50 12.60 662,270,000 757,470,000 -1.56 % -1.66 % -1.88 % 1.0614 0.45 12.57 % Long Windup 35.93%77.25 0.1 0.8 %
14-Jan-22 12.75 12.80 673,470,000 771,960,000 -0.78 % -1.49 % -1.32 % 1.0639 0.45 12.76 % Long Windup 42.00%85.06 0.05 0.39 %
13-Jan-22 12.80 12.90 683,690,000 782,250,000 0.39 % -2.07 % -1.97 % 1.0665 0.44 12.60 % Short Covering 29.67%98.02 0.1 0.78 %
12-Jan-22 12.80 12.85 698,110,000 798,000,000 7.98 % -10.25 % -10.23 % 1.0691 0.44 12.52 % Short Covering 28.51%312.78 0.05 0.39 %
11-Jan-22 11.80 11.90 777,840,000 888,930,000 -20.40 % -2.48 % 3.31 % 1.0668 0.43 12.50 % Short Buildup 29.86%742.97 0.1 0.85 %
10-Jan-22 14.85 14.95 797,650,000 860,440,000 -1.64 % -1.16 % -0.68 % 1.0238 0.49 7.30 % Long Windup 36.51%117.75 0.1 0.67 %
07-Jan-22 15.10 15.20 807,030,000 866,320,000 -1.30 % -0.66 % 1.36 % 1.0261 0.50 6.84 % Short Buildup 32.26%124.87 0.1 0.66 %
06-Jan-22 15.30 15.40 812,420,000 854,700,000 0.98 % 0.18 % 0.63 % 1.0286 0.50 4.95 % Long Buildup 18.37%85.65 0.1 0.65 %
05-Jan-22 15.10 15.25 810,950,000 849,380,000 -0.97 % -0.04 % 0.36 % 1.0311 0.53 4.52 % Short Buildup 24.21%91.93 0.15 0.99 %
04-Jan-22 15.25 15.40 811,300,000 846,370,000 -1.91 % 1.74 % 2.01 % 1.0336 0.54 4.14 % Short Buildup 26.86%117.38 0.15 0.98 %
03-Jan-22 15.55 15.70 797,440,000 829,710,000 1.29 % 9.02 % 9.61 % 1.0358 0.53 3.89 % Long Buildup 27.64%168.59 0.15 0.96 %
31-Dec-21 15.35 15.50 731,430,000 756,980,000 9.54 % 48.21 % 7.71 % 1.0383 0.46 3.38 % Long Buildup 35.42%345.62 0.15 0.98 %
30-Dec-21 14.00 14.15 493,500,000 702,800,000 -2.75 % 36.81 % -10.18 % 1.0336 0.39 - Long Windup 35.17%195.18 0.15 1.07 %
29-Dec-21 14.45 14.55 360,710,000 782,460,000 4.30 % -1.66 % -5.70 % 1.0355 0.34 - Short Covering 35.12%176.85 0.1 0.69 %
28-Dec-21 13.75 13.95 366,800,000 829,780,000 2.95 % -0.11 % -2.86 % 1.0362 0.34 - Short Covering 23.32%59.73 0.2 1.45 %
27-Dec-21 13.45 13.55 367,220,000 854,210,000 -2.52 % -0.17 % -1.60 % 1.0384 0.34 - Long Windup 31.40%56.60 0.1 0.74 %
24-Dec-21 13.65 13.90 367,850,000 868,140,000 0.00 % -0.92 % -3.17 % 1.0407 0.34 - 32.91%111.56 0.25 1.83 %
23-Dec-21 13.80 13.90 371,280,000 896,560,000 -1.42 % -0.58 % -0.97 % 1.0433 0.34 - Long Windup 32.14%48.87 0.1 0.72 %
22-Dec-21 13.90 14.10 373,450,000 905,310,000 0.00 % 97.74 % 12.28 % 1.0457 0.34 - 23.30%87.15 0.2 1.44 %
21-Dec-21 13.95 14.10 188,860,000 806,330,000 2.55 % 69.90 % 10.72 % 1.0483 0.35 - Long Buildup 20.61%119.53 0.15 1.08 %
20-Dec-21 13.65 13.75 111,160,000 728,280,000 -2.83 % -1.49 % -4.35 % 1.0504 0.35 - Long Windup 27.13%192.58 0.1 0.73 %
17-Dec-21 14.05 14.15 112,840,000 761,390,000 -3.74 % -1.10 % -2.15 % 1.0521 0.35 - Long Windup 31.29%143.70 0.1 0.71 %
16-Dec-21 14.70 14.70 114,100,000 778,120,000 -3.29 % -0.73 % -1.58 % 1.0530 0.34 - Long Windup 31.28%145.76 0 0 %
15-Dec-21 14.95 15.20 114,940,000 790,580,000 -1.30 % -0.06 % -1.43 % 1.0553 0.33 - Long Windup 27.04%107.91 0.25 1.67 %
14-Dec-21 15.25 15.40 115,010,000 802,060,000 -2.22 % -0.60 % -1.95 % 1.0575 0.32 - Long Windup 25.28%138.13 0.15 0.98 %
13-Dec-21 15.50 15.75 115,710,000 818,020,000 -4.55 % -1.84 % -5.38 % 1.0600 0.32 - Long Windup 36.11%213.14 0.25 1.61 %
10-Dec-21 16.40 16.50 117,880,000 864,500,000 -0.60 % 31.36 % -1.49 % 1.0603 0.32 - Long Windup 22.94%201.84 0.1 0.61 %
09-Dec-21 16.40 16.60 89,740,000 877,590,000 14.48 % 108.12 % 9.17 % 1.0628 0.37 - Long Buildup 23.99%525.46 0.2 1.22 %
08-Dec-21 14.30 14.50 43,120,000 803,880,000 0.35 % 28.87 % -0.58 % 1.0487 0.49 - Short Covering 20.91%127.46 0.2 1.4 %
07-Dec-21 14.25 14.45 33,460,000 808,570,000 -5.25 % 29.54 % 8.90 % 1.0513 0.51 - Short Buildup 27.06%223.04 0.2 1.4 %
06-Dec-21 15.00 15.25 25,830,000 742,490,000 5.17 % -7.29 % -13.72 % 1.0525 0.76 - Short Covering 21.18%538.60 0.25 1.67 %
03-Dec-21 14.45 14.50 27,860,000 860,580,000 11.54 % -9.55 % -13.43 % 1.0541 0.75 - Short Covering 28.82%462.41 0.05 0.35 %
02-Dec-21 12.80 13.00 30,800,000 994,140,000 1.17 % 30.95 % 4.17 % 1.0456 0.76 - Long Buildup 19.19%212.58 0.2 1.56 %
01-Dec-21 12.80 12.85 23,520,000 954,310,000 15.25 % 23.08 % 0.06 % 1.0481 0.76 - Long Buildup 29.26%349.91 0.05 0.39 %
30-Nov-21 11.05 11.15 19,110,000 953,750,000 -1.76 % 10.53 % 5.66 % 1.0317 1.56 - Short Buildup 19.78%75.15 0.1 0.9 %
29-Nov-21 11.20 11.35 17,290,000 902,650,000 3.18 % 29.32 % 1.38 % 1.0341 1.45 - Long Buildup 35.00%254.49 0.15 1.34 %
26-Nov-21 10.85 11.00 13,370,000 890,400,000 -7.17 % 67.54 % -6.96 % 1.0361 1.73 - Long Windup 32.69%120.17 0.15 1.38 %
25-Nov-21 11.65 11.85 7,980,000 956,970,000 4.87 % 78.13 % 14.69 % 1.0331 1.29 - Long Buildup 35.08%243.27 0.2 1.72 %
24-Nov-21 11.00 11.30 4,480,000 834,400,000 3.67 % -1.54 % -5.76 % 1.0324 5.00 - Short Covering 38.22%190.83 0.3 2.73 %
23-Nov-21 10.60 10.90 4,550,000 885,360,000 1.87 % -4.41 % -3.88 % 1.0338 7.00 - Short Covering 31.20%102.66 0.3 2.83 %
22-Nov-21 10.60 10.70 4,760,000 921,060,000 5.94 % -4.23 % -10.20 % 1.0364 7.00 - Short Covering 45.20%225.36 0.1 0.94 %
18-Nov-21 9.95 10.10 4,970,000 1,025,710,000 -0.49 % 33.96 % 1.88 % 1.0360 7.00 - Short Buildup 27.26%47.43 0.15 1.51 %
17-Nov-21 9.95 10.15 3,710,000 1,006,740,000 0.00 % 12.77 % 3.80 % 1.0386 - - 26.14%29.69 0.2 2.01 %
16-Nov-21 10.00 10.15 3,290,000 969,920,000 -1.93 % 56.67 % 6.92 % 1.0412 - - Short Buildup 32.52%42.02 0.15 1.5 %
15-Nov-21 10.10 10.35 2,100,000 907,130,000 -1.90 % 11.11 % 0.46 % 1.0436 - - Short Buildup 29.13%32.76 0.25 2.48 %
12-Nov-21 10.30 10.55 1,890,000 903,000,000 4.46 % 0.00 % 6.59 % 1.0457 - - Long Buildup 26.50%77.80 0.25 2.43 %
11-Nov-21 9.85 10.10 1,890,000 847,140,000 -3.81 % 3.85 % 0.27 % 1.0462 - - Short Buildup 32.98%63.57 0.25 2.54 %
10-Nov-21 10.30 10.50 1,820,000 844,830,000 -1.41 % 8.33 % 5.78 % 1.0467 - - Short Buildup 21.23%49.27 0.2 1.94 %
09-Nov-21 10.40 10.65 1,680,000 798,630,000 4.93 % 20.00 % 4.53 % 1.0492 - - Long Buildup 27.50%88.10 0.25 2.4 %
08-Nov-21 9.80 10.15 1,400,000 764,050,000 -1.46 % 5.26 % -0.21 % 1.0483 - - Long Windup 43.44%48.23 0.35 3.57 %
04-Nov-21 10.00 10.30 1,330,000 765,660,000 2.49 % 35.71 % 0.10 % 1.0504 - - Long Buildup 50.23%16.33 0.3 3 %
03-Nov-21 9.90 10.05 980,000 764,890,000 -1.95 % 55.56 % -0.22 % 1.0528 - - Long Windup 34.55%26.94 0.15 1.52 %
02-Nov-21 10.05 10.25 630,000 766,570,000 4.06 % 200.00 % -0.09 % 1.0553 - - Short Covering 29.96%24.72 0.2 1.99 %
01-Nov-21 10.10 9.85 210,000 767,270,000 0.00 % 0.00 % 0.62 % 1.0578 - - 21.99%49.85 -0.25 -2.48 %
IDEA 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
9.64 10.22 10.64 11.22 11.64 12.22 12.64
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
10.55 10.8 10.88 10.97 11.22 11.13 11.22 11.3 11.55
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
10.22 10.6 10.84 11.22 11.6 11.84 12.22
DeMark Pivot
Support 1 Pivot Point Resistance 1
10.43 11.11 11.43
IDEA Result / Events
Date Description Status
21-Jan-22Financial ResultsCompleted
12-Nov-21Financial ResultsCompleted
14-Aug-21Financial ResultsCompleted
30-Jun-20Financial ResultsCompleted
14-Nov-19Financial ResultsCompleted
26-Jul-19Financial ResultsCompleted
13-May-19Financial ResultsCompleted
20-Mar-19Fund RaisingCompleted
06-Feb-19Financial ResultsCompleted