FnO Contract Details

INDIGO analysis for the selected expiry [Aug-21] as on 30-Jul-21

INDIGO Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,666.00 1,674.50 1,637.05 1,647.35 NA -0.35 % NA NA
26-Aug-21 1,652.05 1,675.00 1,635.00 1,650.80 2,775,000 -0.17 % 0.18 % Short Buildup
30-Sep-21 1,650.00 1,671.00 1,647.00 1,653.20 32,500 -0.54 % 27.45 % Short Buildup
28-Oct-21 1,659.00 1,659.00 1,659.00 1,659.00 500 0.00 % 0.00 %
Cummulative NA NA NA NA 2,808,000 NA -4.29 % Long Windup
INDIGO Options OI PCR:  0.00   (Expiry : 26-Aug-21 )   PUT OI: 0   CALL OI: 0 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1700.00 184000 -4.17% 40.65 -6.01% Long Windup
1800.00 104000 2.46% 17.20 -10.18% Short Buildup
1900.00 52500 50.00% 7.55 -20.94% 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
1900.00 52500 50.00% 7.55 -20.94% Short Buildup
1660.00 30500 117.86% 56.75 -6.12% Short Buildup
1740.00 15000 150.00% 30.95 1.31% Long Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1700.00 184000 -4.17% 40.65 -6.01% Long Windup
1760.00 21000 -26.32% 24.00 -14.44% Long Windup
2000.00 9500 -9.52% 3.80 -34.48% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 131000 19.09% 38.85 -4.07% Short Buildup
1500.00 53500 -0.93% 14.80 -12.94% Long Windup
1400.00 40500 20.90% 6.60 -17.50% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 131000 19.09% 38.85 -4.07% Short Buildup
1400.00 40500 20.90% 6.60 -17.50% Short Buildup
1660.00 10500 133.33% 63.20 -4.68% Short 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
1500.00 53500 -0.93% 14.80 -12.94% Long Windup
None
None
INDIGO 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 %
30-Jul-21 1,647.35 1,650.80 2,775,000 2,808,000 -0.17 % 0.18 % -4.29 % 0.4645 - 1.18 % Long Windup 35.08%26.07 3.45 0.21 %
29-Jul-21 1,653.20 1,653.55 2,770,000 2,934,000 -0.65 % 7.55 % -6.25 % 0.4657 - - Long Windup 27.26%24.85 0.35 0.02 %
28-Jul-21 1,667.45 1,664.40 2,575,500 3,129,500 -2.47 % 81.89 % 21.27 % 0.4668 - - Short Buildup 16.43%77.93 -3.05 -0.18 %
27-Jul-21 1,704.85 1,706.55 1,416,000 2,580,500 -1.82 % 63.42 % 13.13 % 0.4668 - - Short Buildup 34.70%36.26 1.7 0.1 %
26-Jul-21 1,740.30 1,738.10 866,500 2,281,000 0.60 % 208.91 % 2.79 % 0.4672 - - Long Buildup 29.01%37.54 -2.2 -0.13 %
23-Jul-21 1,727.10 1,727.65 280,500 2,219,000 1.53 % 59.38 % -0.27 % 0.4683 - - Short Covering 29.68%56.84 0.55 0.03 %
22-Jul-21 1,694.15 1,701.60 176,000 2,225,000 1.08 % 13.92 % -2.07 % 0.4690 - - Short Covering 40.09%54.27 7.45 0.44 %
20-Jul-21 1,673.95 1,683.35 154,500 2,272,000 -5.23 % 59.28 % -2.07 % 0.4699 - - Long Windup 34.20%68.50 9.4 0.56 %
19-Jul-21 1,765.90 1,776.20 97,000 2,320,000 -2.28 % 22.01 % -5.19 % 0.4654 - - Long Windup 36.52%33.97 10.3 0.58 %
16-Jul-21 1,809.05 1,817.70 79,500 2,447,000 -0.85 % 10.42 % -2.49 % 0.4655 - - Long Windup 36.25%15.48 8.65 0.48 %
15-Jul-21 1,824.65 1,833.20 72,000 2,509,500 0.48 % 37.14 % 0.24 % 0.4665 - - Long Buildup 18.20%25.20 8.55 0.47 %
14-Jul-21 1,822.55 1,824.50 52,500 2,503,500 0.02 % 11.70 % -1.98 % 0.4677 - - Short Covering 46.39%45.94 1.95 0.11 %
13-Jul-21 1,824.45 1,824.20 47,000 2,554,000 0.41 % 17.50 % 0.51 % 0.4688 - - Long Buildup 40.90%20.36 -0.25 -0.01 %
12-Jul-21 1,812.50 1,816.80 40,000 2,541,000 0.06 % 3.90 % -1.24 % 0.4700 - - Short Covering 41.31%23.55 4.3 0.24 %
09-Jul-21 1,809.30 1,815.70 38,500 2,573,000 -0.32 % 2.67 % -2.67 % 0.4712 - - Long Windup 21.80%19.04 6.4 0.35 %
08-Jul-21 1,821.95 1,821.55 37,500 2,643,500 0.49 % 2.74 % 2.82 % 0.4723 - - Long Buildup 17.09%26.20 -0.4 -0.02 %
07-Jul-21 1,809.50 1,812.65 36,500 2,571,000 2.46 % 7.35 % 1.60 % 0.4734 - - Long Buildup 26.94%33.91 3.15 0.17 %
06-Jul-21 1,768.65 1,769.20 34,000 2,530,500 0.52 % 7.94 % -1.59 % 0.4735 - - Short Covering 12.09%31.21 0.55 0.03 %
05-Jul-21 1,755.95 1,760.00 31,500 2,571,500 1.98 % 8.62 % -0.64 % 0.4746 - - Short Covering 36.44%34.87 4.05 0.23 %
02-Jul-21 1,719.95 1,725.80 29,000 2,588,000 -0.97 % 0.00 % 0.35 % 0.4750 - - Short Buildup 61.22%46.38 5.85 0.34 %
01-Jul-21 1,742.60 1,742.75 29,000 2,579,000 1.18 % 1.75 % 0.80 % 0.4758 - - Long Buildup 34.56%18.71 0.15 0.01 %
30-Jun-21 1,716.95 1,722.35 28,500 2,558,500 -0.80 % 3.64 % -0.91 % 0.4768 - - Long Windup 41.24%19.94 5.4 0.31 %
29-Jun-21 1,729.25 1,736.25 27,500 2,582,000 -0.08 % -3.51 % -3.15 % 0.4779 - - Long Windup 29.60%18.12 7 0.4 %
28-Jun-21 1,729.60 1,737.60 28,500 2,666,000 0.12 % 5.56 % -0.11 % 0.4791 - - Short Covering 25.33%12.70 8 0.46 %
25-Jun-21 1,728.20 1,735.45 27,000 2,669,000 2.44 % 12.50 % -7.63 % 0.4803 - - Short Covering 34.11%30.26 7.25 0.42 %
24-Jun-21 1,690.15 1,694.05 24,000 2,889,500 -1.22 % 41.18 % -8.21 % 0.4805 - - Long Windup 30.78%34.00 3.9 0.23 %
23-Jun-21 1,708.85 1,715.00 17,000 3,148,000 -0.45 % 36.00 % -0.40 % 0.4814 - - Long Windup 38.79%38.10 6.15 0.36 %
22-Jun-21 1,717.45 1,722.80 12,500 3,160,500 -0.25 % 13.64 % 0.85 % 0.4825 - - Short Buildup 30.13%25.43 5.35 0.31 %
21-Jun-21 1,719.00 1,727.15 11,000 3,134,000 0.91 % 15.79 % 1.00 % 0.4837 - - Long Buildup 27.11%24.21 8.15 0.47 %
18-Jun-21 1,702.70 1,711.65 9,500 3,103,000 -0.02 % 26.67 % -4.42 % 0.4848 - - Long Windup 27.18%22.08 8.95 0.53 %
17-Jun-21 1,707.50 1,712.00 7,500 3,246,500 -1.67 % 7.14 % -2.07 % 0.4860 - - Long Windup 37.72%53.83 4.5 0.26 %
16-Jun-21 1,733.70 1,741.00 7,000 3,315,000 -2.57 % 75.00 % 1.73 % 0.4867 - - Short Buildup 30.57%47.34 7.3 0.42 %
15-Jun-21 1,789.70 1,787.00 4,000 3,258,500 0.00 % 0.00 % 0.37 % 0.4860 - - 42.95%28.48 -2.7 -0.15 %
14-Jun-21 1,776.40 1,787.00 4,000 3,246,500 -0.20 % 14.29 % -0.66 % 0.4871 - - Long Windup 32.95%19.24 10.6 0.6 %
11-Jun-21 1,791.65 1,790.65 3,500 3,268,000 -0.20 % 0.00 % -0.17 % 0.4882 - - Long Windup 33.96%36.85 -1 -0.06 %
10-Jun-21 1,787.45 1,794.20 3,500 3,273,500 0.00 % 0.00 % -3.51 % 0.4894 - - 26.29%30.59 6.75 0.38 %
09-Jun-21 1,793.05 1,794.20 3,500 3,392,500 0.74 % 0.00 % -2.01 % 0.4906 - - Short Covering 14.85%50.64 1.15 0.06 %
08-Jun-21 1,784.30 1,781.10 3,500 3,462,000 -0.56 % 40.00 % -5.72 % 0.4918 - - Long Windup 23.27%52.65 -3.2 -0.18 %
07-Jun-21 1,755.45 1,791.05 2,500 3,672,000 2.00 % 150.00 % 2.96 % 0.4924 - - Long Buildup 12.30%57.17 35.6 2.03 %
04-Jun-21 1,754.45 1,755.95 1,000 3,566,500 0.00 % 0.00 % 0.30 % 0.4936 - - 32.28%23.98 1.5 0.09 %
03-Jun-21 1,764.60 1,755.95 1,000 3,556,000 -0.57 % 0.00 % 0.06 % 0.4948 - - Short Buildup 26.77%21.21 -8.65 -0.49 %
02-Jun-21 1,764.65 1,765.95 1,000 3,554,000 1.31 % 100.00 % 0.06 % 0.4960 - - Long Buildup 28.54%21.62 1.3 0.07 %
01-Jun-21 1,745.70 1,743.15 500 3,552,000 0.00 % 0.00 % -1.24 % 0.4969 - - 12.78%9.78 -2.55 -0.15 %
31-May-21 1,758.90 1,743.15 500 3,596,500 0.00 % 0.00 % 0.18 % 0.4981 - - 19.20%50.39 -15.75 -0.9 %
28-May-21 1,776.10 1,743.15 500 3,590,000 0.00 % 0.00 % -6.99 % 0.4990 - - 19.12%34.42 -32.95 -1.86 %
Average Delivery Volume
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
26.07 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. More details >>
Average Delivery Percentage
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
35.08 % 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % More details >>
INDIGO Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Aug-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1592.2 1613.6 1632.2 1653.6 1672.2 1693.6 1712.2
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1630.8 1640.8 1644.13 1647.47 1653.6 1654.13 1657.47 1660.8 1670.8
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1613.6 1628.88 1638.32 1653.6 1668.88 1678.32 1693.6
DeMark Pivot
Support 1 Pivot Point Resistance 1
1622.9 1648.95 1662.9
INDIGO Result / Events
Date Description Status
27-Jul-21Financial ResultsCompleted
05-Jun-21Financial ResultsCompleted
30-Jul-20Fund RaisingCompleted
29-Jul-20Financial ResultsCompleted
24-Oct-19Financial ResultsCompleted
19-Jul-19Financial ResultsCompleted
27-May-19DividendCompleted
23-Jan-19Financial ResultsCompleted