FnO Contract Details

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

MCX Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,701.00 1,719.50 1,660.20 1,665.20 NA -3.21 % NA NA
30-Dec-21 1,704.75 1,725.00 1,664.50 1,667.95 1,351,350 -3.46 % -2.60 % Long Windup
27-Jan-22 1,720.85 1,720.85 1,671.00 1,675.40 21,700 -3.44 % 19.23 % Short Buildup
Cummulative NA NA NA NA 1,373,050 NA -5.42 % Long Windup
MCX Options OI PCR:  0.51   (Expiry : 30-Dec-21 )   PUT OI: 125,650   CALL OI: 247,100 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1800.00 80500 12.20% 29.35 -27.08% Short Buildup
2000.00 63700 8.33% 10.05 -24.44% Short Buildup
1700.00 40250 125.49% 58.95 -25.66% 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
1700.00 40250 125.49% 58.95 -25.66% Short Buildup
1800.00 80500 12.20% 29.35 -27.08% Short Buildup
1900.00 33950 29.33% 14.25 -34.18% 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
2100.00 7700 -8.33% 6.70 -4.96% Long Windup
1780.00 1400 -20.00% 21.75 -56.50% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1700.00 54250 -6.63% 88.60 68.12% Short Covering
1600.00 32550 45.31% 41.50 97.62% Long Buildup
1800.00 24150 -4.17% 153.65 42.80% 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
1600.00 32550 45.31% 41.50 97.62% Long Buildup
1500.00 9100 52.94% 16.35 130.28% Long Buildup
1900.00 2100 50.00% 216.55 13.97% 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
1700.00 54250 -6.63% 88.60 68.12% Short Covering
1800.00 24150 -4.17% 153.65 42.80% Short Covering
None
MCX 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 1,665.20 1,667.95 1,351,350 1,373,050 -3.46 % -2.60 % -5.42 % 0.4746 0.51 1.58 % Long Windup 28.36%13.69 2.75 0.17 %
25-Nov-21 1,720.35 1,727.65 1,387,400 1,451,800 0.33 % 31.56 % -3.02 % 0.4734 0.57 - Short Covering 36.88%29.68 7.3 0.42 %
24-Nov-21 1,713.00 1,721.90 1,054,550 1,496,950 -1.80 % 38.59 % 4.55 % 0.4745 0.60 - Short Buildup 43.63%29.80 8.9 0.52 %
23-Nov-21 1,745.00 1,753.45 760,900 1,431,850 1.05 % 79.52 % 0.64 % 0.4751 0.56 - Long Buildup 21.41%18.09 8.45 0.48 %
22-Nov-21 1,725.80 1,735.25 423,850 1,422,750 -4.78 % 76.53 % -5.79 % 0.4760 0.57 - Long Windup 31.98%31.71 9.45 0.55 %
18-Nov-21 1,812.05 1,822.45 240,100 1,510,250 -3.36 % 24.50 % -6.15 % 0.4725 0.88 - Long Windup 22.34%21.05 10.4 0.57 %
17-Nov-21 1,871.90 1,885.80 192,850 1,609,300 -3.11 % 84.28 % 2.84 % 0.4715 0.44 - Short Buildup 36.23%30.37 13.9 0.74 %
16-Nov-21 1,936.50 1,946.40 104,650 1,564,850 -1.86 % 2.05 % -1.71 % 0.4707 0.39 - Long Windup 21.22%41.87 9.9 0.51 %
15-Nov-21 1,970.00 1,983.20 102,550 1,592,150 1.07 % 13.13 % 4.02 % 0.4711 0.73 - Long Buildup 22.54%38.79 13.2 0.67 %
12-Nov-21 1,948.65 1,962.20 90,650 1,530,550 -0.58 % 5.71 % -1.11 % 0.4720 2.75 - Long Windup 24.39%15.01 13.55 0.7 %
11-Nov-21 1,952.80 1,973.65 85,750 1,547,700 1.03 % 21.89 % 1.01 % 0.4731 2.75 - Long Buildup 17.49%14.93 20.85 1.07 %
10-Nov-21 1,934.55 1,953.60 70,350 1,532,300 5.41 % 187.14 % 8.66 % 0.4742 2.00 - Long Buildup 15.97%64.39 19.05 0.98 %
09-Nov-21 1,838.75 1,853.40 24,500 1,410,150 0.52 % 4.48 % -1.54 % 0.4703 2.00 - Short Covering 26.60%11.62 14.65 0.8 %
08-Nov-21 1,828.60 1,843.90 23,450 1,432,200 4.19 % -1.47 % -1.14 % 0.4714 1.00 - Short Covering 26.15%28.70 15.3 0.84 %
04-Nov-21 1,776.15 1,769.80 23,800 1,448,650 0.00 % 0.00 % 0.07 % 0.4701 1.00 - 37.70%6.37 -6.35 -0.36 %
03-Nov-21 1,760.50 1,769.80 23,800 1,447,600 0.24 % 17.24 % -0.96 % 0.4712 1.00 - Short Covering 22.02%23.18 9.3 0.53 %
02-Nov-21 1,753.15 1,765.55 20,300 1,461,600 1.64 % 1.75 % -0.02 % 0.4724 1.00 - Short Covering 29.28%19.83 12.4 0.71 %
01-Nov-21 1,722.25 1,737.05 19,950 1,461,950 1.11 % 3.64 % -1.07 % 0.4729 1.00 - Short Covering 25.90%25.98 14.8 0.86 %
29-Oct-21 1,703.75 1,718.05 19,250 1,477,700 3.29 % -1.79 % -8.71 % 0.4739 - - Short Covering 30.27%34.40 14.3 0.84 %
28-Oct-21 1,652.55 1,663.40 19,600 1,618,750 -2.44 % 16.67 % -6.74 % 0.4732 - - Long Windup 53.07%50.01 10.85 0.66 %
27-Oct-21 1,696.20 1,705.00 16,800 1,735,650 -1.43 % 6.67 % -1.51 % 0.4730 - - Long Windup 44.69%44.09 8.8 0.52 %
26-Oct-21 1,712.00 1,729.65 15,750 1,762,250 2.44 % 18.42 % -7.61 % 0.4740 - - Short Covering 24.87%52.83 17.65 1.03 %
25-Oct-21 1,672.60 1,688.45 13,300 1,907,500 -9.11 % 11.76 % -0.82 % 0.4744 - - Long Windup 21.37%45.15 15.85 0.95 %
22-Oct-21 1,793.75 1,857.75 11,900 1,923,250 -2.57 % 6.25 % 7.53 % 0.4654 - - Short Buildup 40.35%61.52 64 3.57 %
21-Oct-21 1,879.40 1,906.70 11,200 1,788,500 -2.37 % 0.00 % 0.99 % 0.4623 - - Short Buildup 30.91%31.76 27.3 1.45 %
20-Oct-21 1,927.90 1,953.05 11,200 1,771,000 -1.36 % 3.23 % -3.55 % 0.4621 - - Long Windup 17.72%20.50 25.15 1.3 %
19-Oct-21 1,943.20 1,980.00 10,850 1,836,100 -1.27 % 19.23 % -2.16 % 0.4633 - - Long Windup 20.88%44.38 36.8 1.89 %
18-Oct-21 1,978.25 2,005.55 9,100 1,876,700 -4.15 % 44.44 % -1.45 % 0.4635 - - Long Windup 16.00%61.18 27.3 1.38 %
14-Oct-21 2,067.75 2,092.45 6,300 1,904,350 1.97 % -5.26 % 0.72 % 0.4608 - - Long Buildup 13.48%40.75 24.7 1.19 %
13-Oct-21 2,026.35 2,052.05 6,650 1,890,700 -2.75 % 26.67 % -3.90 % 0.4611 - - Long Windup 21.78%29.95 25.7 1.27 %
12-Oct-21 2,055.95 2,110.00 5,250 1,967,350 1.18 % 50.00 % -1.95 % 0.4618 - - Short Covering 16.60%85.31 54.05 2.63 %
11-Oct-21 2,032.70 2,085.35 3,500 2,006,550 5.86 % 150.00 % -4.24 % 0.4626 - - Short Covering 13.83%93.59 52.65 2.59 %
08-Oct-21 1,922.55 1,970.00 1,400 2,095,450 11.30 % 300.00 % 5.55 % 0.4582 - - Long Buildup 14.06%126.21 47.45 2.47 %
07-Oct-21 1,819.90 1,770.00 350 1,985,200 0.00 % 0.00 % 11.46 % 0.4540 - - 21.82%89.59 -49.9 -2.74 %
06-Oct-21 1,719.90 1,770.00 350 1,781,150 0.00 % 0.00 % -0.61 % 0.4472 - - 20.47%55.24 50.1 2.91 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
13.69 Crore Rs. 24.39 Crore Rs. 24.59 Crore Rs. 27.03 Crore Rs. 27.77 Crore Rs. 28.27 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 >>
28.36 % 37.07 % 32.33 % 28.82 % 24.01 % 27.06 % More details >>
MCX 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
1586.14 1625.32 1646.64 1685.82 1707.14 1746.32 1767.64
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1637.7 1652.83 1657.87 1662.91 1685.82 1672.99 1678.03 1683.08 1698.2
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1625.32 1648.43 1662.71 1685.82 1708.93 1723.21 1746.32
DeMark Pivot
Support 1 Pivot Point Resistance 1
1635.98 1680.49 1696.48