FnO Contract Details

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

LAURUSLABS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 531.75 555.20 520.00 523.20 NA -2.21 % NA NA
30-Dec-21 529.85 556.60 521.45 525.05 2,840,400 -1.69 % -1.19 % Long Windup
27-Jan-22 528.65 558.15 525.00 527.00 123,300 -1.83 % 41.24 % Short Buildup
Cummulative NA NA NA NA 2,963,700 NA -7.21 % Long Windup
LAURUSLABS Options OI PCR:  0.35   (Expiry : 30-Dec-21 )   PUT OI: 706,500   CALL OI: 2,009,700 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
550.00 376200 63.28% 17.65 -2.49% Short Buildup
600.00 322200 58.41% 8.65 10.90% Long Buildup
500.00 220500 -3.16% 39.70 -8.94% 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
650.00 189000 854.55% 4.60 33.33% Long Buildup
550.00 376200 63.28% 17.65 -2.49% Short Buildup
600.00 322200 58.41% 8.65 10.90% 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
520.00 196200 -10.29% 28.75 -7.11% Long Windup
500.00 220500 -3.16% 39.70 -8.94% Long Windup
510.00 39600 -15.38% 33.75 -8.78% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 158400 79.59% 5.05 71.19% Long Buildup
500.00 121500 -8.78% 14.90 45.37% Short Covering
520.00 81000 119.51% 23.55 34.96% 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
450.00 158400 79.59% 5.05 71.19% Long Buildup
550.00 49500 2650.00% 42.80 25.88% Long Buildup
530.00 54000 500.00% 28.60 32.41% 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
500.00 121500 -8.78% 14.90 45.37% Short Covering
490.00 20700 -8.00% 11.60 53.64% Short Covering
400.00 21600 -4.00% 2.10 40.00% Short Covering
LAURUSLABS 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-21 523.20 525.05 2,840,400 2,963,700 -1.69 % -1.19 % -7.21 % 0.5229 0.35 4.16 % Long Windup 23.07%95.70 1.85 0.35 %
25-Nov-21 535.05 534.05 2,874,600 3,194,100 5.99 % 11.68 % -19.38 % 0.5233 0.30 - Short Covering 28.24%109.68 -1 -0.19 %
24-Nov-21 502.10 503.85 2,574,000 3,961,800 3.06 % 42.93 % -5.94 % 0.5175 0.28 - Short Covering 35.11%100.45 1.75 0.35 %
23-Nov-21 487.80 488.90 1,800,900 4,212,000 3.07 % 48.11 % -1.10 % 0.5174 0.35 - Short Covering 30.57%33.66 1.1 0.23 %
22-Nov-21 471.85 474.35 1,215,900 4,258,800 -1.97 % 41.91 % -0.36 % 0.5167 0.45 - Long Windup 31.51%54.87 2.5 0.53 %
18-Nov-21 482.05 483.90 856,800 4,274,100 -0.71 % 5.90 % -1.19 % 0.5172 0.52 - Long Windup 45.09%34.40 1.85 0.38 %
17-Nov-21 484.00 487.35 809,100 4,325,400 -1.09 % 11.82 % 3.02 % 0.5185 0.66 - Short Buildup 39.84%37.70 3.35 0.69 %
16-Nov-21 491.50 492.70 723,600 4,198,500 -0.07 % 15.85 % -2.79 % 0.5194 0.63 - Long Windup 31.71%50.62 1.2 0.24 %
15-Nov-21 491.05 493.05 624,600 4,319,100 8.26 % 28.28 % 4.26 % 0.5207 1.02 - Long Buildup 29.35%107.06 2 0.41 %
12-Nov-21 452.45 455.45 486,900 4,142,700 -2.14 % 44.27 % 15.19 % 0.5101 10.20 - Short Buildup 49.87%95.92 3 0.66 %
11-Nov-21 462.20 465.40 337,500 3,596,400 -5.61 % 27.55 % 27.83 % 0.5106 32.00 - Short Buildup 56.25%130.90 3.2 0.69 %
10-Nov-21 489.55 493.05 264,600 2,813,400 -0.30 % 20.49 % 4.48 % 0.5059 - - Short Buildup 57.14%55.49 3.5 0.71 %
09-Nov-21 490.60 494.55 219,600 2,692,800 -1.38 % 19.61 % 11.19 % 0.5072 - - Short Buildup 68.24%62.98 3.95 0.81 %
08-Nov-21 497.20 501.45 183,600 2,421,900 0.06 % 6.81 % 3.14 % 0.5081 - - Long Buildup 52.04%44.24 4.25 0.85 %
04-Nov-21 498.50 501.15 171,900 2,348,100 0.31 % -0.52 % -1.95 % 0.5094 - - Short Covering 69.80%17.92 2.65 0.53 %
03-Nov-21 495.05 499.60 172,800 2,394,900 0.63 % 1.59 % 1.91 % 0.5106 - - Long Buildup 52.18%49.32 4.55 0.92 %
02-Nov-21 491.35 496.45 170,100 2,349,900 -0.90 % 35.97 % 25.77 % 0.5118 - - Short Buildup 48.99%82.11 5.1 1.04 %
01-Nov-21 495.85 500.95 125,100 1,868,400 -3.47 % 157.41 % 110.76 % 0.5129 - - Short Buildup 56.20%203.72 5.1 1.03 %
29-Oct-21 515.80 518.95 48,600 886,500 0.00 % 0.00 % 0.00 % 0.5116 - - 44.57%174.66 3.15 0.61 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
95.70 Crore Rs. 101.94 Crore Rs. 78.87 Crore Rs. 64.63 Crore Rs. 74.57 Crore Rs. 21.65 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 >>
23.07 % 28.15 % 28.82 % 30.50 % 36.54 % 34.04 % More details >>
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Harami-
SPOTShooting Star / Inverted Hammer-
SPOTBearish Harami-
LAURUSLABS 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
476.99 499.22 512.14 534.37 547.29 569.52 582.44
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
507.48 516.26 519.19 522.12 534.37 527.98 530.91 533.84 542.63
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
499.22 512.65 520.94 534.37 547.8 556.09 569.52
DeMark Pivot
Support 1 Pivot Point Resistance 1
505.68 531.14 540.83