FnO Contract Details

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

IDEA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 11.45 11.55 10.75 10.85 NA -6.87 % NA NA
30-Dec-21 11.45 11.60 10.80 10.90 877,030,000 -7.63 % 0.18 % Short Buildup
27-Jan-22 11.55 11.60 10.90 11.00 13,370,000 -7.17 % 67.54 % Short Buildup
Cummulative NA NA NA NA 890,400,000 NA -6.96 % Long Windup
IDEA Options OI PCR:  0.36   (Expiry : 30-Dec-21 )   PUT OI: 90,790,000   CALL OI: 249,340,000 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
11.00 73990000 14.39% 0.80 -40.74% Short Buildup
12.00 47810000 29.85% 0.50 -41.18% Short Buildup
13.00 30520000 38.85% 0.35 -36.36% 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
12.00 47810000 29.85% 0.50 -41.18% Short Buildup
11.00 73990000 14.39% 0.80 -40.74% Short Buildup
13.00 30520000 38.85% 0.35 -36.36% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10.00 28770000 20.88% 0.40 60.00% Long Buildup
11.00 22120000 93.87% 0.85 54.55% Long Buildup
9.00 17430000 13.18% 0.20 33.33% 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
11.00 22120000 93.87% 0.85 54.55% Long Buildup
10.00 28770000 20.88% 0.40 60.00% Long Buildup
12.00 10080000 26.32% 1.60 52.38% 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
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 %
26-Nov-21 10.85 10.90 877,030,000 890,400,000 -7.63 % 0.18 % -6.96 % 1.0361 0.36 1.50 % Long Windup 32.69%120.17 0.05 0.46 %
25-Nov-21 11.65 11.80 875,490,000 956,970,000 6.31 % 143.28 % 14.69 % 1.0331 0.34 - Long Buildup 35.08%243.27 0.15 1.29 %
24-Nov-21 11.00 11.10 359,870,000 834,400,000 4.23 % 0.47 % -5.76 % 1.0324 0.52 - Short Covering 38.22%190.83 0.1 0.91 %
23-Nov-21 10.60 10.65 358,190,000 885,360,000 -0.47 % -1.63 % -3.88 % 1.0338 0.52 - Long Windup 31.20%102.66 0.05 0.47 %
22-Nov-21 10.60 10.70 364,140,000 921,060,000 6.47 % -4.62 % -10.20 % 1.0364 0.54 - Short Covering 45.20%225.36 0.1 0.94 %
18-Nov-21 9.95 10.05 381,780,000 1,025,710,000 -0.50 % 28.36 % 1.88 % 1.0360 0.54 - Short Buildup 27.26%47.43 0.1 1.01 %
17-Nov-21 9.95 10.10 297,430,000 1,006,740,000 0.00 % 22.38 % 3.80 % 1.0386 0.54 - 26.14%29.69 0.15 1.51 %
16-Nov-21 10.00 10.10 243,040,000 969,920,000 -1.46 % 155.67 % 6.92 % 1.0412 0.56 - Short Buildup 32.52%42.02 0.1 1 %
15-Nov-21 10.10 10.25 95,060,000 907,130,000 -1.91 % 12.23 % 0.46 % 1.0436 0.62 - Short Buildup 29.13%32.76 0.15 1.49 %
12-Nov-21 10.30 10.45 84,700,000 903,000,000 4.50 % 41.85 % 6.59 % 1.0457 0.63 - Long Buildup 26.50%77.80 0.15 1.46 %
11-Nov-21 9.85 10.00 59,710,000 847,140,000 -4.31 % 13.89 % 0.27 % 1.0462 0.79 - Short Buildup 32.98%63.57 0.15 1.52 %
10-Nov-21 10.30 10.45 52,430,000 844,830,000 -0.95 % 24.01 % 5.78 % 1.0467 0.60 - Short Buildup 21.23%49.27 0.15 1.46 %
09-Nov-21 10.40 10.55 42,280,000 798,630,000 6.57 % 42.12 % 4.53 % 1.0492 0.69 - Long Buildup 27.50%88.10 0.15 1.44 %
08-Nov-21 9.80 9.90 29,750,000 764,050,000 -2.46 % 25.00 % -0.21 % 1.0483 1.13 - Long Windup 43.44%48.23 0.1 1.02 %
04-Nov-21 10.00 10.15 23,800,000 765,660,000 1.00 % 2.41 % 0.10 % 1.0504 1.15 - Long Buildup 50.23%16.33 0.15 1.5 %
03-Nov-21 9.90 10.05 23,240,000 764,890,000 -1.47 % 10.67 % -0.22 % 1.0528 1.08 - Long Windup 34.55%26.94 0.15 1.52 %
02-Nov-21 10.05 10.20 21,000,000 766,570,000 -0.97 % 2.04 % -0.09 % 1.0553 1.31 - Long Windup 29.96%24.72 0.15 1.49 %
01-Nov-21 10.10 10.30 20,580,000 767,270,000 6.74 % 10.11 % 0.62 % 1.0578 1.40 - Long Buildup 21.99%49.85 0.2 1.98 %
29-Oct-21 9.55 9.65 18,690,000 762,580,000 -2.03 % 38.34 % -3.87 % 1.0573 1.40 - Long Windup 24.95%54.22 0.1 1.05 %
28-Oct-21 9.70 9.85 13,510,000 793,310,000 -5.74 % 12.87 % -8.32 % 1.0597 4.50 - Long Windup 31.81%79.18 0.15 1.55 %
27-Oct-21 10.25 10.45 11,970,000 865,340,000 -1.88 % 3.64 % 4.63 % 1.0593 8.00 - Short Buildup 27.37%34.85 0.2 1.95 %
26-Oct-21 10.40 10.65 11,550,000 827,050,000 -2.74 % 48.65 % 5.13 % 1.0618 8.00 - Short Buildup 25.21%71.51 0.25 2.4 %
25-Oct-21 10.40 10.95 7,770,000 786,730,000 0.00 % 0.00 % -2.34 % 1.0644 8.00 - 27.51%64.51 0.55 5.29 %
22-Oct-21 10.25 10.95 7,770,000 805,560,000 0.00 % 0.00 % -1.20 % 1.0666 8.00 - 33.85%33.76 0.7 6.83 %
21-Oct-21 10.30 10.95 7,770,000 815,360,000 0.00 % 0.00 % -0.67 % 1.0692 8.00 - 37.33%48.17 0.65 6.31 %
20-Oct-21 10.60 10.95 7,770,000 820,820,000 7.88 % -4.31 % -3.96 % 1.0711 8.00 - Short Covering 30.48%134.59 0.35 3.3 %
19-Oct-21 10.00 10.15 8,120,000 854,630,000 -6.02 % -0.85 % -4.30 % 1.0704 8.00 - Long Windup 41.58%144.75 0.15 1.5 %
18-Oct-21 10.60 10.80 8,190,000 893,060,000 -0.92 % -0.85 % -2.25 % 1.0707 8.00 - Long Windup 43.23%62.86 0.2 1.89 %
14-Oct-21 10.75 10.90 8,260,000 913,570,000 0.00 % 0.00 % -1.71 % 1.0727 8.00 - 40.17%51.24 0.15 1.4 %
13-Oct-21 10.70 10.90 8,260,000 929,460,000 0.46 % 26.88 % 0.21 % 1.0753 8.00 - Long Buildup 28.21%53.27 0.2 1.87 %
12-Oct-21 10.65 10.85 6,510,000 927,500,000 -1.81 % 20.78 % -2.77 % 1.0780 6.00 - Long Windup 28.96%96.15 0.2 1.88 %
11-Oct-21 10.85 11.05 5,390,000 953,890,000 -5.56 % 37.50 % -1.30 % 1.0804 - - Long Windup 31.70%107.91 0.2 1.84 %
08-Oct-21 11.35 11.70 3,920,000 966,420,000 1.30 % 0.00 % 2.11 % 1.0810 - - Long Buildup 27.44%56.61 0.35 3.08 %
07-Oct-21 11.35 11.55 3,920,000 946,470,000 -0.86 % 24.44 % 0.69 % 1.0838 - - Short Buildup 28.25%85.80 0.2 1.76 %
06-Oct-21 11.45 11.65 3,150,000 939,960,000 -2.92 % 25.00 % -0.64 % 1.0865 - - Long Windup 26.84%139.88 0.2 1.75 %
05-Oct-21 11.55 12.00 2,520,000 945,980,000 3.45 % 38.46 % 6.41 % 1.0890 - - Long Buildup 21.31%160.97 0.45 3.9 %
04-Oct-21 11.40 11.60 1,820,000 889,000,000 -0.43 % 52.94 % 2.17 % 1.0916 - - Short Buildup 35.71%82.56 0.2 1.75 %
01-Oct-21 11.40 11.65 1,190,000 870,100,000 0.00 % 0.00 % -5.57 % 1.0944 - - 30.85%130.74 0.25 2.19 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
120.17 Crore Rs. 184.75 Crore Rs. 176.46 Crore Rs. 125.18 Crore Rs. 100.99 Crore Rs. 78.44 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 >>
32.69 % 35.53 % 37.00 % 35.64 % 33.06 % 32.28 % More details >>
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside Candle-
SPOTInside Candle-
IDEA 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
9.8 10.3 10.6 11.1 11.4 11.9 12.2
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
10.5 10.7 10.77 10.83 11.1 10.97 11.03 11.1 11.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
10.3 10.61 10.79 11.1 11.41 11.59 11.9
DeMark Pivot
Support 1 Pivot Point Resistance 1
10.45 11.03 11.25
IDEA Result / Events
Date Description Status
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