FnO Contract Details

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

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 17,575.15 17,599.40 16,997.85 17,149.10 NA -2.66 % NA NA
27-Jan-22 17,550.00 17,602.95 17,011.75 17,151.65 7,574,300 -2.65 % -9.43 % Long Windup
24-Feb-22 17,586.00 17,648.00 17,055.10 17,188.25 4,551,600 -2.69 % 96.29 % Short Buildup
31-Mar-22 17,647.05 17,711.75 17,134.00 17,258.45 576,950 -2.68 % 15.73 % Short Buildup
Cummulative NA NA NA NA 12,702,850 NA 13.62 % Short Buildup
NIFTY Options OI PCR:  0.51   (Expiry : 27-Jan-22 )   PUT OI: 57,538,000   CALL OI: 113,384,750 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
18000.00 9696350 6.91% 6.00 -76.28% Short Buildup
17500.00 8380950 466.62% 38.75 -81.72% Short Buildup
19000.00 7532050 -3.67% 3.25 51.16% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
17500.00 8380950 466.62% 38.75 -81.72% Short Buildup
17400.00 4187000 852.02% 59.75 -78.83% Short Buildup
17600.00 5847350 124.38% 24.10 -84.56% 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
18600.00 1949400 -45.36% 3.50 18.64% Short Covering
18800.00 1278450 -37.42% 3.25 35.42% Short Covering
18400.00 2384750 -20.37% 3.90 -8.24% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
16500.00 4511250 20.62% 18.05 381.33% Long Buildup
17000.00 4475700 -20.91% 96.95 435.64% Short Covering
16000.00 4439700 20.91% 5.50 182.05% 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
16600.00 1626650 91.52% 24.45 414.74% Long Buildup
16500.00 4511250 20.62% 18.05 381.33% Long Buildup
16000.00 4439700 20.91% 5.50 182.05% 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
17600.00 1890350 -43.88% 469.50 242.70% Short Covering
17000.00 4475700 -20.91% 96.95 435.64% Short Covering
17300.00 1436300 -33.85% 236.75 370.21% Short Covering
NIFTY 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)
Premium /
Discount
Premium /
Discount %
24-Jan-22 17,149.10 17,151.65 7,574,300 12,702,850 -2.65 % -9.43 % 13.62 % 0.2195 0.51 40.37 % Short Buildup 2.55 0.01 %
21-Jan-22 17,617.15 17,617.80 8,362,550 11,179,950 -1.05 % -3.00 % 3.36 % 0.2171 0.70 25.20 % Short Buildup 0.65 0 %
20-Jan-22 17,757.00 17,804.10 8,620,750 10,816,750 -0.95 % -6.47 % -0.17 % 0.2172 0.74 20.30 % Long Windup 47.1 0.27 %
19-Jan-22 17,938.40 17,974.10 9,217,500 10,835,350 -0.83 % -5.31 % -3.82 % 0.2173 1.18 14.93 % Long Windup 35.7 0.2 %
18-Jan-22 18,113.05 18,124.35 9,734,750 11,265,350 -1.16 % -4.37 % -3.92 % 0.2176 1.37 13.59 % Long Windup 11.3 0.06 %
17-Jan-22 18,308.10 18,336.60 10,179,850 11,724,450 0.23 % 0.94 % 1.73 % 0.2175 1.52 13.17 % Long Buildup 28.5 0.16 %
14-Jan-22 18,255.75 18,295.00 10,084,900 11,525,400 0.04 % -1.89 % -1.10 % 0.2181 1.56 12.50 % Short Covering 39.25 0.22 %
13-Jan-22 18,257.80 18,287.25 10,279,150 11,653,050 0.25 % 2.54 % 2.70 % 0.2186 1.67 11.79 % Long Buildup 29.45 0.16 %
12-Jan-22 18,212.35 18,241.20 10,024,400 11,346,650 0.87 % 0.13 % 0.45 % 0.2191 1.65 11.65 % Long Buildup 28.85 0.16 %
11-Jan-22 18,055.75 18,083.55 10,011,850 11,295,650 0.20 % -5.34 % -4.43 % 0.2194 1.61 11.37 % Short Covering 27.8 0.15 %
10-Jan-22 18,003.30 18,048.20 10,576,750 11,819,300 1.09 % 2.69 % 2.90 % 0.2199 1.59 10.51 % Long Buildup 44.9 0.25 %
07-Jan-22 17,812.70 17,854.30 10,299,500 11,485,950 0.37 % 0.86 % 0.95 % 0.2200 1.55 10.33 % Long Buildup 41.6 0.23 %
06-Jan-22 17,745.90 17,788.65 10,211,200 11,378,100 -0.96 % -3.35 % -1.99 % 0.2205 1.60 10.26 % Long Windup 42.75 0.24 %
05-Jan-22 17,925.25 17,960.95 10,564,600 11,609,500 0.64 % 0.24 % 1.09 % 0.2206 1.63 9.00 % Long Buildup 35.7 0.2 %
04-Jan-22 17,805.25 17,846.75 10,539,100 11,483,850 0.95 % -0.87 % -0.57 % 0.2210 1.62 8.23 % Short Covering 41.5 0.23 %
03-Jan-22 17,625.70 17,677.95 10,631,250 11,549,850 1.54 % 3.47 % 3.43 % 0.2212 1.61 7.95 % Long Buildup 52.25 0.3 %
31-Dec-21 17,354.05 17,409.95 10,274,450 11,167,350 0.82 % 6.98 % -15.34 % 0.2208 1.56 8.00 % Short Covering 55.9 0.32 %
30-Dec-21 17,203.95 17,267.95 9,604,200 13,190,850 0.03 % 42.33 % 7.14 % 0.2211 1.65 - Long Buildup 64 0.37 %
29-Dec-21 17,213.60 17,263.35 6,747,900 12,312,350 -0.15 % 44.64 % -0.96 % 0.2216 1.76 - Long Windup 49.75 0.29 %
28-Dec-21 17,233.25 17,290.00 4,665,400 12,431,200 0.81 % 44.80 % 0.51 % 0.2222 1.72 - Long Buildup 56.75 0.33 %
27-Dec-21 17,086.25 17,151.00 3,222,050 12,368,150 0.61 % 39.07 % 3.43 % 0.2224 1.70 - Long Buildup 64.75 0.38 %
24-Dec-21 17,003.75 17,047.15 2,316,850 11,958,050 -0.48 % 38.34 % 2.82 % 0.2229 1.56 - Short Buildup 43.4 0.26 %
23-Dec-21 17,072.60 17,129.50 1,674,800 11,630,100 0.60 % 7.32 % 1.85 % 0.2233 1.57 - Long Buildup 56.9 0.33 %
22-Dec-21 16,955.45 17,026.50 1,560,550 11,418,600 1.02 % 5.21 % -0.20 % 0.2237 1.61 - Short Covering 71.05 0.42 %
21-Dec-21 16,770.85 16,854.30 1,483,300 11,441,650 0.99 % 3.88 % -4.14 % 0.2239 1.59 - Short Covering 83.45 0.5 %
20-Dec-21 16,614.20 16,689.05 1,427,950 11,936,000 -2.31 % 26.48 % -2.55 % 0.2240 1.61 - Long Windup 74.85 0.45 %
17-Dec-21 16,985.20 17,083.35 1,128,950 12,248,350 -1.66 % 11.01 % 2.11 % 0.2224 1.70 - Short Buildup 98.15 0.58 %
16-Dec-21 17,248.40 17,372.05 1,017,000 11,995,100 0.31 % -0.21 % -8.83 % 0.2218 1.71 - Short Covering 123.65 0.72 %
15-Dec-21 17,221.40 17,319.15 1,019,150 13,156,350 -0.54 % 5.69 % 1.62 % 0.2223 1.70 - Short Buildup 97.75 0.57 %
14-Dec-21 17,324.90 17,413.40 964,300 12,947,200 -0.51 % 4.28 % 8.56 % 0.2227 1.75 - Short Buildup 88.5 0.51 %
13-Dec-21 17,368.25 17,502.10 924,750 11,926,850 -0.63 % -7.60 % -2.33 % 0.2232 1.75 - Long Windup 133.85 0.77 %
10-Dec-21 17,511.30 17,613.15 1,000,850 12,211,650 -0.06 % -18.01 % -3.74 % 0.2235 1.75 - Long Windup 101.85 0.58 %
09-Dec-21 17,516.85 17,624.15 1,220,650 12,686,050 0.32 % 26.29 % 4.44 % 0.2241 1.81 - Long Buildup 107.3 0.61 %
08-Dec-21 17,469.75 17,568.65 966,550 12,146,200 1.67 % 28.95 % -0.24 % 0.2246 1.89 - Short Covering 98.9 0.57 %
07-Dec-21 17,176.70 17,280.00 749,550 12,175,650 1.55 % 11.04 % -0.78 % 0.2241 1.97 - Short Covering 103.3 0.6 %
06-Dec-21 16,912.25 17,015.60 675,050 12,271,550 -1.63 % 6.33 % 2.17 % 0.2236 2.06 - Short Buildup 103.35 0.61 %
03-Dec-21 17,196.70 17,297.15 634,850 12,011,050 -1.07 % -4.53 % -4.23 % 0.2231 2.14 - Long Windup 100.45 0.58 %
02-Dec-21 17,401.65 17,485.05 665,000 12,541,600 1.18 % 11.12 % 1.18 % 0.2231 2.06 - Long Buildup 83.4 0.48 %
01-Dec-21 17,166.90 17,280.35 598,450 12,394,850 1.11 % 5.94 % 4.09 % 0.2231 2.07 - Long Buildup 113.45 0.66 %
30-Nov-21 16,983.20 17,090.50 564,900 11,907,900 -0.36 % -0.19 % 3.51 % 0.2231 2.13 - Short Buildup 107.3 0.63 %
29-Nov-21 17,053.95 17,152.50 566,000 11,504,150 0.20 % -5.87 % 0.47 % 0.2236 2.22 - Long Buildup 98.55 0.58 %
26-Nov-21 17,026.45 17,119.05 601,300 11,450,850 -3.05 % 20.14 % -13.92 % 0.2242 2.33 - Long Windup 92.6 0.54 %
25-Nov-21 17,536.25 17,657.55 500,500 13,303,000 0.80 % 43.20 % 5.29 % 0.2208 2.35 - Long Buildup 121.3 0.69 %
24-Nov-21 17,415.05 17,517.90 349,500 12,634,350 -0.52 % 17.93 % 2.74 % 0.2211 2.83 - Short Buildup 102.85 0.59 %
23-Nov-21 17,503.35 17,608.60 296,350 12,297,150 0.30 % 30.12 % -0.28 % 0.2215 2.29 - Short Covering 105.25 0.6 %
22-Nov-21 17,416.55 17,555.15 227,750 12,332,200 -2.03 % 18.65 % 1.78 % 0.2220 1.34 - Short Buildup 138.6 0.8 %
18-Nov-21 17,764.80 17,919.00 191,950 12,116,250 -0.68 % 8.97 % 2.97 % 0.2209 1.32 - Short Buildup 154.2 0.87 %
17-Nov-21 17,898.65 18,041.85 176,150 11,766,400 -0.51 % 9.27 % 1.42 % 0.2213 1.40 - Short Buildup 143.2 0.8 %
16-Nov-21 17,999.20 18,135.00 161,200 11,601,750 -0.70 % 15.76 % 0.86 % 0.2217 1.39 - Short Buildup 135.8 0.75 %
15-Nov-21 18,109.45 18,263.10 139,250 11,502,850 0.08 % 17.81 % 1.64 % 0.2220 1.48 - Long Buildup 153.65 0.85 %
12-Nov-21 18,102.75 18,249.10 118,200 11,317,250 1.22 % 3.23 % -5.40 % 0.2226 1.40 - Short Covering 146.35 0.81 %
11-Nov-21 17,873.60 18,029.80 114,500 11,962,650 -0.69 % 27.15 % 4.90 % 0.2224 1.25 - Short Buildup 156.2 0.87 %
10-Nov-21 18,017.20 18,154.60 90,050 11,404,250 -0.19 % 23.78 % 2.47 % 0.2228 1.31 - Short Buildup 137.4 0.76 %
09-Nov-21 18,044.25 18,189.50 72,750 11,129,850 -0.28 % 2.90 % -3.12 % 0.2233 1.41 - Long Windup 145.25 0.8 %
08-Nov-21 18,068.55 18,240.95 70,700 11,487,850 1.19 % 38.90 % 2.29 % 0.2238 1.33 - Long Buildup 172.4 0.95 %
04-Nov-21 17,916.80 18,026.50 50,900 11,230,600 0.33 % 8.76 % 0.20 % 0.2239 1.07 - Long Buildup 109.7 0.61 %
03-Nov-21 17,829.20 17,967.30 46,800 11,208,000 -0.36 % 9.99 % 0.93 % 0.2244 1.08 - Short Buildup 138.1 0.77 %
02-Nov-21 17,888.95 18,032.65 42,550 11,104,650 -0.48 % 7.86 % -3.94 % 0.2249 1.00 - Long Windup 143.7 0.8 %
01-Nov-21 17,929.65 18,118.75 39,450 11,560,500 0.00 % 0.00 % 0.15 % 0.2253 1.09 - 189.1 1.05 %
NIFTY 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
16316.75 16664.25 16907.95 17255.45 17499.15 17846.65 18090.35
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
16856.05 17003.85 17053.12 17102.38 17255.45 17200.92 17250.18 17299.45 17447.25
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
16664.25 16890.09 17029.61 17255.45 17481.29 17620.81 17846.65
DeMark Pivot
Support 1 Pivot Point Resistance 1
16786.1 17194.53 17377.3