FnO Contract Details

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

LTI Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 6,408.00 6,495.00 5,826.00 5,969.10 NA -6.64 % NA NA
27-Jan-22 6,409.45 6,444.55 5,824.90 5,962.85 538,500 -6.60 % -32.01 % Long Windup
24-Feb-22 6,428.30 6,443.20 5,845.00 5,981.95 408,600 -6.66 % 98.54 % Short Buildup
31-Mar-22 6,344.05 6,344.05 5,910.00 6,005.40 19,500 -6.49 % 44.44 % Short Buildup
Cummulative NA NA NA NA 966,600 NA -4.42 % Long Windup
LTI Options OI PCR:  0.31   (Expiry : 27-Jan-22 )   PUT OI: 174,600   CALL OI: 567,000 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
7000.00 81000 -21.40% 4.95 -62.50% Long Windup
7500.00 67500 -31.40% 2.30 -42.50% Long Windup
7600.00 55650 11.08% 2.40 -48.39% 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
6400.00 11850 1875.00% 19.05 -82.08% Short Buildup
6500.00 25650 71.00% 14.75 -78.64% Short Buildup
6000.00 7650 5000.00% 79.95 -84.35% 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
7500.00 67500 -31.40% 2.30 -42.50% Long Windup
7000.00 81000 -21.40% 4.95 -62.50% Long Windup
7200.00 44850 -27.43% 3.70 -58.66% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
6500.00 32400 -17.87% 558.85 211.34% Short Covering
7000.00 19350 -10.42% 1040.00 64.78% Short Covering
6000.00 17100 -40.63% 118.75 686.42% 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
5900.00 4500 500.00% 70.20 910.07% Long Buildup
7400.00 6300 2.44% 1272.30 24.28% 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
6100.00 4650 -73.28% 185.00 642.97% Short Covering
6000.00 17100 -40.63% 118.75 686.42% Short Covering
6300.00 9600 -42.86% 368.25 389.37% Short Covering
LTI 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 5,969.10 5,962.85 538,500 966,600 -6.60 % -32.01 % -4.42 % 0.4657 0.31 44.29 % Long Windup -- -6.25 -0.1 %
21-Jan-22 6,393.80 6,383.90 792,000 1,011,300 -3.63 % -13.00 % -4.07 % 0.4576 0.33 21.68 % Long Windup 45.31%156.10 -9.9 -0.15 %
20-Jan-22 6,606.45 6,624.45 910,350 1,054,200 -1.50 % -8.12 % -4.16 % 0.4560 0.35 13.65 % Long Windup 28.87%186.47 18 0.27 %
19-Jan-22 6,697.05 6,725.15 990,750 1,099,950 -2.06 % 4.05 % 6.72 % 0.4567 0.46 9.93 % Short Buildup 40.63%151.02 28.1 0.42 %
18-Jan-22 6,869.50 6,866.80 952,200 1,030,650 -3.69 % -0.06 % 1.70 % 0.4570 0.46 7.61 % Short Buildup 46.72%68.06 -2.7 -0.04 %
17-Jan-22 7,103.00 7,130.00 952,800 1,013,400 0.29 % -0.66 % 0.25 % 0.4553 0.46 5.98 % Long Buildup 46.77%70.68 27 0.38 %
14-Jan-22 7,078.35 7,109.55 959,100 1,010,850 -0.78 % 3.08 % 3.33 % 0.4564 0.52 5.12 % Short Buildup 51.01%105.30 31.2 0.44 %
13-Jan-22 7,132.60 7,165.35 930,450 978,300 -0.46 % 2.17 % 2.60 % 0.4574 0.53 4.89 % Short Buildup 51.35%72.52 32.75 0.46 %
12-Jan-22 7,170.75 7,198.35 910,650 953,550 -0.06 % -0.72 % -0.47 % 0.4585 0.55 4.50 % Long Windup 56.49%98.42 27.6 0.38 %
11-Jan-22 7,174.15 7,202.50 917,250 958,050 0.87 % 13.12 % 12.65 % 0.4597 0.54 4.26 % Long Buildup 55.00%158.58 28.35 0.4 %
10-Jan-22 7,103.55 7,140.05 810,900 850,500 -1.18 % 2.58 % 2.44 % 0.4607 0.55 4.66 % Short Buildup 45.56%78.26 36.5 0.51 %
07-Jan-22 7,205.45 7,225.25 790,500 830,250 0.05 % 4.56 % 4.55 % 0.4615 0.53 4.79 % Long Buildup 55.93%168.39 19.8 0.27 %
06-Jan-22 7,191.25 7,221.60 756,000 794,100 -1.69 % 0.46 % 0.76 % 0.4627 0.52 4.80 % Short Buildup 56.97%229.39 30.35 0.42 %
05-Jan-22 7,317.10 7,346.00 752,550 788,100 -3.33 % 12.67 % 14.54 % 0.4633 0.47 4.51 % Short Buildup 52.02%143.48 28.9 0.39 %
04-Jan-22 7,561.75 7,599.25 667,950 688,050 0.73 % 5.90 % 6.60 % 0.4622 0.44 2.92 % Long Buildup 26.62%54.96 37.5 0.5 %
03-Jan-22 7,532.85 7,544.00 630,750 645,450 2.63 % 0.65 % 1.37 % 0.4632 0.40 2.28 % Long Buildup 38.04%89.32 11.15 0.15 %
31-Dec-21 7,332.00 7,350.35 626,700 636,750 0.36 % -0.83 % -20.19 % 0.4630 0.41 1.58 % Short Covering 36.36%51.74 18.35 0.25 %
30-Dec-21 7,292.50 7,323.95 631,950 797,850 0.28 % 9.46 % -4.21 % 0.4642 0.44 - Short Covering 41.69%78.56 31.45 0.43 %
29-Dec-21 7,263.10 7,303.30 577,350 832,950 -0.01 % 38.30 % -1.80 % 0.4653 0.52 - Long Windup 36.10%40.89 40.2 0.55 %
28-Dec-21 7,271.95 7,304.05 417,450 848,250 1.08 % 64.97 % -1.02 % 0.4665 0.50 - Short Covering 28.51%42.78 32.1 0.44 %
27-Dec-21 7,181.25 7,225.75 253,050 856,950 0.26 % 45.93 % 2.75 % 0.4675 0.44 - Long Buildup 28.62%78.12 44.5 0.62 %
24-Dec-21 7,166.55 7,207.10 173,400 834,000 1.84 % 81.19 % 3.93 % 0.4686 0.37 - Long Buildup 28.38%73.92 40.55 0.57 %
23-Dec-21 7,033.50 7,077.10 95,700 802,500 -1.19 % 21.52 % -0.17 % 0.4692 0.48 - Long Windup 37.52%107.07 43.6 0.62 %
22-Dec-21 7,126.00 7,162.05 78,750 803,850 1.99 % 16.93 % 2.74 % 0.4701 0.33 - Long Buildup 20.87%64.17 36.05 0.51 %
21-Dec-21 6,976.45 7,022.25 67,350 782,400 3.89 % 27.56 % 4.82 % 0.4706 0.57 - Long Buildup 29.94%89.28 45.8 0.66 %
20-Dec-21 6,736.05 6,759.50 52,800 746,400 -3.57 % 13.18 % -4.56 % 0.4690 0.72 - Long Windup 35.18%98.67 23.45 0.35 %
17-Dec-21 6,978.30 7,009.95 46,650 782,100 1.93 % -1.27 % -8.45 % 0.4677 0.24 - Short Covering 25.63%154.74 31.65 0.45 %
16-Dec-21 6,839.55 6,876.90 47,250 854,250 2.13 % 2.27 % -0.32 % 0.4681 0.58 - Short Covering 25.92%63.03 37.35 0.55 %
15-Dec-21 6,675.65 6,733.40 46,200 856,950 0.17 % 9.61 % 1.13 % 0.4681 0.58 - Long Buildup 51.26%82.53 57.75 0.87 %
14-Dec-21 6,670.05 6,721.95 42,150 847,350 -1.73 % 13.31 % 4.09 % 0.4693 0.44 - Short Buildup 46.54%82.26 51.9 0.78 %
13-Dec-21 6,770.60 6,840.30 37,200 814,050 2.60 % 2.90 % 3.53 % 0.4701 0.22 - Long Buildup 30.98%84.85 69.7 1.03 %
10-Dec-21 6,613.20 6,666.80 36,150 786,300 0.11 % 21.72 % 4.44 % 0.4702 0.25 - Long Buildup 42.44%106.73 53.6 0.81 %
09-Dec-21 6,606.10 6,659.40 29,700 752,850 -0.74 % 27.74 % 7.98 % 0.4713 - - Short Buildup 53.05%82.92 53.3 0.81 %
08-Dec-21 6,647.80 6,709.20 23,250 697,200 1.41 % 5.44 % 5.76 % 0.4724 - - Long Buildup 52.69%117.68 61.4 0.92 %
07-Dec-21 6,556.40 6,616.20 22,050 659,250 0.40 % 28.95 % 9.14 % 0.4733 - - Long Buildup 38.95%64.65 59.8 0.91 %
06-Dec-21 6,556.05 6,589.80 17,100 604,050 -4.58 % 22.58 % 3.15 % 0.4744 - - Short Buildup 43.42%90.34 33.75 0.51 %
03-Dec-21 6,848.85 6,906.00 13,950 585,600 -1.42 % 14.81 % 5.00 % 0.4714 - - Short Buildup 49.14%96.51 57.15 0.83 %
02-Dec-21 6,948.75 7,005.25 12,150 557,700 0.76 % 2.53 % 6.66 % 0.4722 - - Long Buildup 33.85%71.33 56.5 0.81 %
01-Dec-21 6,912.20 6,952.45 11,850 522,900 1.37 % -1.25 % 4.06 % 0.4733 - - Long Buildup 46.51%64.08 40.25 0.58 %
30-Nov-21 6,809.70 6,858.80 12,000 502,500 1.16 % 11.11 % 0.09 % 0.4740 - - Long Buildup 39.28%80.10 49.1 0.72 %
29-Nov-21 6,748.55 6,780.00 10,800 502,050 1.10 % 14.29 % -3.13 % 0.4750 - - Short Covering 22.69%38.18 31.45 0.47 %
26-Nov-21 6,648.30 6,706.35 9,450 518,250 -2.89 % 5.00 % -6.24 % 0.4758 - - Long Windup 28.55%32.60 58.05 0.87 %
25-Nov-21 6,849.80 6,906.05 9,000 552,750 1.86 % 11.11 % 0.35 % 0.4751 - - Long Buildup 27.81%30.17 56.25 0.82 %
24-Nov-21 6,749.05 6,780.00 8,100 550,800 -2.64 % 14.89 % -2.44 % 0.4758 - - Long Windup 29.72%67.50 30.95 0.46 %
23-Nov-21 6,927.35 6,964.00 7,050 564,600 1.04 % 17.50 % 3.69 % 0.4758 - - Long Buildup 28.56%48.71 36.65 0.53 %
22-Nov-21 6,829.60 6,892.00 6,000 544,500 -4.21 % 14.29 % -4.25 % 0.4767 - - Long Windup 31.30%75.56 62.4 0.91 %
18-Nov-21 7,147.65 7,194.65 5,250 568,650 -3.46 % 105.88 % -4.53 % 0.4744 - - Long Windup 33.85%75.21 47 0.66 %
17-Nov-21 7,397.05 7,452.70 2,550 595,650 2.58 % 30.77 % 1.25 % 0.4733 - - Long Buildup 18.18%76.88 55.65 0.75 %
16-Nov-21 7,291.30 7,265.00 1,950 588,300 0.00 % 0.00 % -2.49 % 0.4742 - - 29.40%65.37 -26.3 -0.36 %
15-Nov-21 7,197.35 7,265.00 1,950 603,300 -0.75 % 30.00 % -0.69 % 0.4751 - - Long Windup 31.29%40.45 67.65 0.94 %
12-Nov-21 7,243.25 7,319.70 1,500 607,500 3.95 % 900.00 % 6.10 % 0.4762 - - Long Buildup 21.79%93.83 76.45 1.06 %
11-Nov-21 6,948.75 7,041.55 150 572,550 4.52 % -50.00 % -0.91 % 0.4742 - - Short Covering 35.07%42.62 92.8 1.34 %
10-Nov-21 6,835.80 6,737.30 300 577,800 0.00 % 0.00 % -2.38 % 0.4748 - - 42.16%39.68 -98.5 -1.44 %
09-Nov-21 6,839.65 6,737.30 300 591,900 0.00 % 0.00 % 4.61 % 0.4759 - - 33.22%51.84 -102.35 -1.5 %
08-Nov-21 6,827.90 6,737.30 300 565,800 0.00 % 0.00 % -0.95 % 0.4771 - - 38.96%67.09 -90.6 -1.33 %
04-Nov-21 6,765.00 6,737.30 300 571,200 0.00 % 0.00 % 0.24 % 0.4780 - - 37.52%6.16 -27.7 -0.41 %
03-Nov-21 6,736.05 6,737.30 300 569,850 0.00 % 0.00 % -5.71 % 0.4791 - - 46.05%63.06 1.25 0.02 %
02-Nov-21 6,752.90 6,737.30 300 604,350 0.00 % 0.00 % 3.92 % 0.4802 - - 37.95%56.56 -15.6 -0.23 %
01-Nov-21 6,802.15 6,737.30 300 581,550 0.00 % 0.00 % 2.67 % 0.4813 - - 36.13%72.45 -64.85 -0.95 %
LTI 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
5090.66 5457.78 5710.31 6077.43 6329.96 6697.08 6949.61
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
5653.03 5807.94 5859.58 5911.21 6077.43 6014.49 6066.13 6117.76 6272.68
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
5457.78 5694.49 5840.72 6077.43 6314.14 6460.37 6697.08
DeMark Pivot
Support 1 Pivot Point Resistance 1
5584.05 6014.3 6203.7
LTI Result / Events
Date Description Status
19-Jan-22Financial Results/Other business mattersCompleted
18-Oct-21Financial Results/DividendCompleted
15-Jul-21Financial Results/DividendCompleted