FnO Contract Details

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

LAURUSLABS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 481.80 481.80 460.75 469.55 NA -2.54 % NA NA
27-Jan-22 478.85 481.45 462.25 470.60 2,446,200 -2.50 % -28.74 % Long Windup
24-Feb-22 480.00 483.35 458.10 466.65 2,738,700 -3.67 % 70.57 % Short Buildup
31-Mar-22 485.35 485.35 460.65 468.80 184,500 -3.59 % 16.48 % Short Buildup
Cummulative NA NA NA NA 5,369,400 NA 3.33 % Short Buildup
LAURUSLABS Options OI PCR:  0.32   (Expiry : 27-Jan-22 )   PUT OI: 858,600   CALL OI: 2,667,600 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 437400 -4.14% 0.45 -10.00% Long Windup
550.00 398700 -18.42% 0.55 -38.89% Long Windup
530.00 289800 -33.61% 0.40 -71.43% 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
480.00 59400 94.12% 3.65 -62.76% Short Buildup
490.00 89100 6.45% 2.05 -67.72% 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
530.00 289800 -33.61% 0.40 -71.43% Long Windup
550.00 398700 -18.42% 0.55 -38.89% Long Windup
540.00 200700 -28.75% 0.40 -57.89% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 314100 -12.31% 30.45 35.03% Short Covering
520.00 98100 -9.17% 57.40 35.06% Short Covering
480.00 78300 -44.23% 13.10 59.76% 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
460.00 41400 187.50% 2.65 -45.92% Short Buildup
540.00 36000 2.56% 71.90 31.08% 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
480.00 78300 -44.23% 13.10 59.76% Short Covering
500.00 314100 -12.31% 30.45 35.03% Short Covering
470.00 20700 -56.60% 5.90 63.89% 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 %
24-Jan-22 469.55 470.60 2,446,200 5,369,400 -2.50 % -28.74 % 3.33 % 0.4954 0.32 54.44 % Short Buildup -- 1.05 0.22 %
21-Jan-22 481.80 482.65 3,432,600 5,196,600 -0.97 % -19.60 % -1.94 % 0.4954 0.33 33.95 % Long Windup 27.64%30.03 0.85 0.18 %
20-Jan-22 485.25 487.40 4,269,600 5,299,200 -2.45 % -2.91 % 1.78 % 0.4966 0.36 19.43 % Short Buildup 48.61%65.88 2.15 0.44 %
19-Jan-22 497.40 499.65 4,397,400 5,206,500 0.15 % -4.29 % -1.18 % 0.4967 0.37 15.54 % Short Covering 49.57%74.37 2.25 0.45 %
18-Jan-22 499.90 498.90 4,594,500 5,268,600 -1.85 % -2.26 % 0.53 % 0.4979 0.39 12.79 % Short Buildup 39.05%43.04 -1 -0.2 %
17-Jan-22 507.70 508.30 4,700,700 5,240,700 -2.51 % -0.04 % 2.41 % 0.4987 0.40 10.30 % Short Buildup 36.98%57.04 0.6 0.12 %
14-Jan-22 520.85 521.40 4,702,500 5,117,400 -0.49 % 0.48 % 1.41 % 0.4987 0.43 8.11 % Short Buildup 40.43%27.74 0.55 0.11 %
13-Jan-22 522.90 523.95 4,680,000 5,046,300 0.28 % -1.22 % -0.76 % 0.5000 0.43 7.26 % Short Covering 29.13%19.89 1.05 0.2 %
12-Jan-22 520.50 522.50 4,737,600 5,085,000 -1.03 % 5.53 % 6.66 % 0.5012 0.44 6.83 % Short Buildup 32.48%31.29 2 0.38 %
11-Jan-22 525.85 527.95 4,489,200 4,767,300 0.81 % -4.22 % -3.94 % 0.5022 0.45 5.83 % Short Covering 34.00%30.22 2.1 0.4 %
10-Jan-22 521.10 523.70 4,687,200 4,962,600 -0.48 % 4.20 % 4.79 % 0.5034 0.44 5.55 % Short Buildup 43.84%33.01 2.6 0.5 %
07-Jan-22 525.80 526.25 4,498,200 4,735,800 -0.19 % 1.22 % 1.82 % 0.5045 0.43 5.02 % Short Buildup 39.78%39.23 0.45 0.09 %
06-Jan-22 526.00 527.25 4,444,200 4,651,200 -0.12 % 5.00 % 5.79 % 0.5057 0.41 4.45 % Short Buildup 37.30%57.55 1.25 0.24 %
05-Jan-22 527.25 527.90 4,232,700 4,396,500 1.41 % 11.71 % 11.96 % 0.5070 0.38 3.73 % Long Buildup 20.72%61.42 0.65 0.12 %
04-Jan-22 519.05 520.55 3,789,000 3,926,700 -1.90 % 1.08 % 1.80 % 0.5078 0.42 3.51 % Short Buildup 32.65%35.19 1.5 0.29 %
03-Jan-22 528.75 530.65 3,748,500 3,857,400 -2.10 % 3.35 % 3.98 % 0.5085 0.38 2.82 % Short Buildup 31.17%26.71 1.9 0.36 %
31-Dec-21 538.90 542.05 3,627,000 3,709,800 0.22 % 1.03 % -3.96 % 0.5091 0.31 2.23 % Short Covering 35.37%19.62 3.15 0.58 %
30-Dec-21 537.95 540.85 3,590,100 3,862,800 -1.64 % 26.80 % 1.71 % 0.5104 0.29 - Short Buildup 29.31%43.88 2.9 0.54 %
29-Dec-21 548.25 549.85 2,831,400 3,798,000 3.62 % 26.85 % -2.68 % 0.5110 0.23 - Short Covering 26.80%72.30 1.6 0.29 %
28-Dec-21 529.00 530.65 2,232,000 3,902,400 1.55 % 67.23 % 0.12 % 0.5100 0.25 - Long Buildup 29.03%39.34 1.65 0.31 %
27-Dec-21 519.25 522.55 1,334,700 3,897,900 3.59 % 47.86 % 0.49 % 0.5107 0.24 - Long Buildup 24.29%41.23 3.3 0.64 %
24-Dec-21 501.65 504.45 902,700 3,879,000 -0.83 % 19.40 % 0.68 % 0.5098 0.29 - Short Buildup 32.55%18.74 2.8 0.56 %
23-Dec-21 505.10 508.65 756,000 3,852,900 1.65 % 22.45 % 6.55 % 0.5110 0.24 - Long Buildup 30.66%19.59 3.55 0.7 %
22-Dec-21 497.30 500.40 617,400 3,616,200 2.65 % 12.46 % -0.02 % 0.5119 0.16 - Short Covering 39.05%24.59 3.1 0.62 %
21-Dec-21 485.20 487.50 549,000 3,617,100 1.57 % 13.59 % -0.47 % 0.5121 0.13 - Short Covering 21.97%14.21 2.3 0.47 %
20-Dec-21 478.80 479.95 483,300 3,634,200 -4.01 % 47.53 % -3.95 % 0.5130 0.11 - Long Windup 37.53%34.67 1.15 0.24 %
17-Dec-21 497.60 500.00 327,600 3,783,600 -1.78 % 18.57 % -3.16 % 0.5117 0.09 - Long Windup 38.48%26.96 2.4 0.48 %
16-Dec-21 505.20 509.05 276,300 3,906,900 -1.56 % 13.28 % 0.46 % 0.5126 0.08 - Short Buildup 35.96%16.98 3.85 0.76 %
15-Dec-21 513.60 517.10 243,900 3,888,900 -0.26 % 5.86 % -1.35 % 0.5134 0.05 - Long Windup 27.98%16.34 3.5 0.68 %
14-Dec-21 514.70 518.45 230,400 3,942,000 0.07 % 3.64 % 2.72 % 0.5146 0.11 - Long Buildup 21.23%13.33 3.75 0.73 %
13-Dec-21 513.05 518.10 222,300 3,837,600 -2.25 % 17.62 % 5.13 % 0.5159 0.12 - Short Buildup 31.88%24.66 5.05 0.98 %
10-Dec-21 526.55 530.05 189,000 3,650,400 1.76 % -6.25 % 3.97 % 0.5160 0.11 - Long Buildup 28.06%43.87 3.5 0.66 %
09-Dec-21 516.15 520.90 201,600 3,510,900 1.69 % 7.69 % 6.76 % 0.5166 0.20 - Long Buildup 40.31%44.74 4.75 0.92 %
08-Dec-21 506.55 512.25 187,200 3,288,600 1.60 % 6.12 % 5.64 % 0.5173 0.20 - Long Buildup 47.77%48.76 5.7 1.13 %
07-Dec-21 499.55 504.20 176,400 3,113,100 -0.11 % 3.16 % 0.58 % 0.5182 0.40 - Short Buildup 50.67%36.36 4.65 0.93 %
06-Dec-21 501.95 504.75 171,000 3,095,100 -2.11 % 3.26 % -2.27 % 0.5195 0.50 - Long Windup 44.84%39.67 2.8 0.56 %
03-Dec-21 511.40 515.65 165,600 3,167,100 -0.90 % -2.65 % 0.37 % 0.5202 0.33 - Short Buildup 31.59%17.34 4.25 0.83 %
02-Dec-21 516.80 520.35 170,100 3,155,400 1.54 % 14.55 % 3.15 % 0.5213 0.33 - Long Buildup 29.92%30.42 3.55 0.69 %
01-Dec-21 508.30 512.45 148,500 3,059,100 0.25 % 7.14 % -0.21 % 0.5221 0.33 - Short Covering 40.69%36.68 4.15 0.82 %
30-Nov-21 508.65 511.15 138,600 3,065,400 1.46 % 0.00 % 2.87 % 0.5234 0.25 - Long Buildup 27.45%49.41 2.5 0.49 %
29-Nov-21 502.35 503.80 138,600 2,979,900 -4.40 % 12.41 % 0.55 % 0.5245 0.33 - Short Buildup 25.03%43.76 1.45 0.29 %
26-Nov-21 523.20 527.00 123,300 2,963,700 -1.83 % 41.24 % -7.21 % 0.5229 - - Long Windup 23.07%95.70 3.8 0.73 %
25-Nov-21 535.05 536.80 87,300 3,194,100 6.32 % -15.65 % -19.38 % 0.5233 - - Short Covering 28.24%109.68 1.75 0.33 %
24-Nov-21 502.10 504.90 103,500 3,961,800 2.89 % 3.60 % -5.94 % 0.5175 - - Short Covering 35.11%100.45 2.8 0.56 %
23-Nov-21 487.80 490.70 99,900 4,212,000 3.23 % 11.00 % -1.10 % 0.5174 1.00 - Short Covering 30.57%33.66 2.9 0.59 %
22-Nov-21 471.85 475.35 90,000 4,258,800 -2.04 % 1.01 % -0.36 % 0.5167 - - Long Windup 31.51%54.87 3.5 0.74 %
18-Nov-21 482.05 485.25 89,100 4,274,100 -0.87 % 2.06 % -1.19 % 0.5172 - - Long Windup 45.09%34.40 3.2 0.66 %
17-Nov-21 484.00 489.50 87,300 4,325,400 -1.07 % 3.19 % 3.02 % 0.5185 - - Short Buildup 39.84%37.70 5.5 1.14 %
16-Nov-21 491.50 494.80 84,600 4,198,500 -0.20 % 10.59 % -2.79 % 0.5194 - - Long Windup 31.71%50.62 3.3 0.67 %
15-Nov-21 491.05 495.80 76,500 4,319,100 8.22 % 16.44 % 4.26 % 0.5207 - - Long Buildup 29.35%107.06 4.75 0.97 %
12-Nov-21 452.45 458.15 65,700 4,142,700 -1.79 % 23.73 % 15.19 % 0.5101 - - Short Buildup 49.87%95.92 5.7 1.26 %
11-Nov-21 462.20 466.50 53,100 3,596,400 -5.90 % 47.50 % 27.83 % 0.5106 - - Short Buildup 56.25%130.90 4.3 0.93 %
10-Nov-21 489.55 495.75 36,000 2,813,400 -0.25 % 11.11 % 4.48 % 0.5059 - - Short Buildup 57.14%55.49 6.2 1.27 %
09-Nov-21 490.60 497.00 32,400 2,692,800 -1.36 % 100.00 % 11.19 % 0.5072 - - Short Buildup 68.24%62.98 6.4 1.3 %
08-Nov-21 497.20 503.85 16,200 2,421,900 0.19 % 0.00 % 3.14 % 0.5081 - - Long Buildup 52.04%44.24 6.65 1.34 %
04-Nov-21 498.50 502.90 16,200 2,348,100 0.00 % 0.00 % -1.95 % 0.5094 - - 69.80%17.92 4.4 0.88 %
03-Nov-21 495.05 502.90 16,200 2,394,900 0.57 % 63.64 % 1.91 % 0.5106 - - Long Buildup 52.18%49.32 7.85 1.59 %
02-Nov-21 491.35 500.05 9,900 2,349,900 -0.39 % 450.00 % 25.77 % 0.5118 - - Short Buildup 48.99%82.11 8.7 1.77 %
01-Nov-21 495.85 502.00 1,800 1,868,400 0.00 % 0.00 % 110.76 % 0.5129 - - 56.20%203.72 6.15 1.24 %
LAURUSLABS 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
442.21 452.23 461.41 471.43 480.61 490.63 499.81
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
461 465.8 467.4 469 471.43 472.2 473.8 475.4 480.2
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
452.23 459.56 464.1 471.43 478.76 483.3 490.63
DeMark Pivot
Support 1 Pivot Point Resistance 1
456.83 469.14 476.03