FnO Contract Details

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

NAM-INDIA Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 358.00 358.00 331.30 333.65 NA -6.89 % NA NA
27-Jan-22 354.00 357.00 332.10 334.35 1,507,200 -6.63 % -42.10 % Long Windup
24-Feb-22 353.60 357.60 329.80 332.30 1,697,600 -7.11 % 59.07 % Short Buildup
31-Mar-22 353.00 353.00 331.05 331.70 51,200 -8.07 % 88.24 % Short Buildup
Cummulative NA NA NA NA 3,256,000 NA -11.94 % Long Windup
NAM-INDIA Options OI PCR:  0.27   (Expiry : 27-Jan-22 )   PUT OI: 185,600   CALL OI: 694,400 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
370.00 160000 -21.88% 0.80 -60.00% Long Windup
400.00 126400 -17.71% 0.15 -50.00% Long Windup
380.00 104000 -5.80% 0.35 -65.00% 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
350.00 76800 20.00% 1.25 -88.15% Short Buildup
360.00 78400 2.08% 0.90 -82.00% 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
370.00 160000 -21.88% 0.80 -60.00% Long Windup
400.00 126400 -17.71% 0.15 -50.00% Long Windup
380.00 104000 -5.80% 0.35 -65.00% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
350.00 68800 -15.69% 16.40 700.00% Short Covering
300.00 30400 -5.00% 0.50 900.00% Short Covering
340.00 22400 -17.65% 7.10 610.00% 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
None
None
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
350.00 68800 -15.69% 16.40 700.00% Short Covering
340.00 22400 -17.65% 7.10 610.00% Short Covering
360.00 20800 -13.33% 25.00 316.67% Short Covering
NAM-INDIA 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-22 333.65 334.35 1,507,200 3,256,000 -6.63 % -42.10 % -11.94 % 0.4471 0.27 53.71 % Long Windup -- 0.7 0.21 %
21-Jan-22 358.35 358.10 2,603,200 3,697,600 -1.05 % -14.86 % -1.20 % 0.4385 0.28 29.60 % Long Windup 35.66%6.39 -0.25 -0.07 %
20-Jan-22 360.25 361.90 3,057,600 3,742,400 0.81 % -6.42 % -3.23 % 0.4394 0.30 18.30 % Short Covering 25.33%5.34 1.65 0.46 %
19-Jan-22 360.25 359.00 3,267,200 3,867,200 1.24 % -2.25 % -0.25 % 0.4403 0.31 15.52 % Short Covering 38.86%6.39 -1.25 -0.35 %
18-Jan-22 355.10 354.60 3,342,400 3,876,800 -3.77 % 5.61 % 10.94 % 0.4411 0.31 13.78 % Short Buildup 41.75%4.55 -0.5 -0.14 %
17-Jan-22 367.40 368.50 3,164,800 3,494,400 0.49 % -0.35 % 0.00 % 0.4391 0.29 9.43 % 43.15%4.11 1.1 0.3 %
14-Jan-22 368.90 366.70 3,176,000 3,494,400 -0.45 % -0.70 % 0.23 % 0.4402 0.30 9.11 % Short Buildup 42.70%13.84 -2.2 -0.6 %
13-Jan-22 368.95 368.35 3,198,400 3,486,400 -0.71 % 6.96 % 7.23 % 0.4413 0.32 8.26 % Short Buildup 59.69%19.06 -0.6 -0.16 %
12-Jan-22 370.40 371.00 2,990,400 3,251,200 0.20 % -5.99 % -5.18 % 0.4423 0.34 8.02 % Short Covering 56.00%12.88 0.6 0.16 %
11-Jan-22 369.85 370.25 3,180,800 3,428,800 2.01 % -6.71 % -6.26 % 0.4434 0.33 7.23 % Short Covering 51.16%20.81 0.4 0.11 %
10-Jan-22 362.15 362.95 3,409,600 3,657,600 2.37 % 1.52 % 1.74 % 0.4436 0.36 6.78 % Long Buildup 38.17%11.99 0.8 0.22 %
07-Jan-22 353.80 354.55 3,358,400 3,595,200 -0.25 % 0.10 % 0.85 % 0.4436 0.44 6.59 % Short Buildup 54.84%9.89 0.75 0.21 %
06-Jan-22 355.00 355.45 3,355,200 3,564,800 -0.29 % -0.47 % -0.54 % 0.4447 0.46 5.88 % Long Windup 41.06%9.31 0.45 0.13 %
05-Jan-22 354.90 356.50 3,371,200 3,584,000 -0.24 % -1.13 % -0.97 % 0.4458 0.44 5.94 % Long Windup 40.17%7.53 1.6 0.45 %
04-Jan-22 356.00 357.35 3,409,600 3,619,200 0.38 % -2.47 % -2.84 % 0.4469 0.41 5.79 % Short Covering 40.85%3.78 1.35 0.38 %
03-Jan-22 355.30 356.00 3,496,000 3,724,800 0.66 % -1.35 % -0.77 % 0.4480 0.44 6.14 % Short Covering 49.47%8.11 0.7 0.2 %
31-Dec-21 351.85 353.65 3,544,000 3,753,600 1.87 % 4.14 % 1.65 % 0.4491 0.51 5.58 % Long Buildup 36.45%6.59 1.8 0.51 %
30-Dec-21 346.15 347.15 3,403,200 3,692,800 0.36 % 10.49 % -8.81 % 0.4495 0.64 - Short Covering 48.93%10.13 1 0.29 %
29-Dec-21 345.05 345.90 3,080,000 4,049,600 0.17 % 21.84 % -6.29 % 0.4506 0.68 - Short Covering 38.64%6.82 0.85 0.25 %
28-Dec-21 344.70 345.30 2,528,000 4,321,600 1.66 % 31.78 % -7.40 % 0.4517 0.38 - Short Covering 43.61%12.25 0.6 0.17 %
27-Dec-21 338.50 339.65 1,918,400 4,667,200 0.25 % 75.29 % -0.34 % 0.4523 0.53 - Short Covering 44.86%6.09 1.15 0.34 %
24-Dec-21 337.75 338.80 1,094,400 4,683,200 0.37 % 19.37 % -1.78 % 0.4534 0.55 - Short Covering 28.32%7.05 1.05 0.31 %
23-Dec-21 336.15 337.55 916,800 4,768,000 1.56 % 15.99 % 0.20 % 0.4545 0.64 - Long Buildup 31.85%7.58 1.4 0.42 %
22-Dec-21 329.70 332.35 790,400 4,758,400 0.97 % 9.78 % -0.77 % 0.4550 1.33 - Short Covering 41.14%9.06 2.65 0.8 %
21-Dec-21 327.45 329.15 720,000 4,795,200 2.14 % 8.43 % -1.87 % 0.4560 1.67 - Short Covering 58.54%16.42 1.7 0.52 %
20-Dec-21 320.65 322.25 664,000 4,886,400 -4.58 % 34.74 % 5.31 % 0.4563 3.33 - Short Buildup 38.19%22.61 1.6 0.5 %
17-Dec-21 335.30 337.70 492,800 4,640,000 -3.00 % 10.00 % 1.83 % 0.4532 4.50 - Short Buildup 47.98%20.56 2.4 0.72 %
16-Dec-21 345.65 348.15 448,000 4,556,800 -2.86 % 53.85 % 11.77 % 0.4524 2.50 - Short Buildup 60.04%45.65 2.5 0.72 %
15-Dec-21 355.15 358.40 291,200 4,076,800 -1.29 % 26.39 % 2.99 % 0.4520 0.50 - Short Buildup 60.39%16.15 3.25 0.92 %
14-Dec-21 359.70 363.10 230,400 3,958,400 -1.63 % 7.46 % 2.27 % 0.4527 0.50 - Short Buildup 68.40%23.27 3.4 0.95 %
13-Dec-21 366.35 369.10 214,400 3,870,400 -1.38 % 7.20 % -0.53 % 0.4533 - - Long Windup 60.23%12.51 2.75 0.75 %
10-Dec-21 370.85 374.25 200,000 3,891,200 -0.62 % 9.65 % 3.31 % 0.4541 - - Short Buildup 61.94%16.14 3.4 0.92 %
09-Dec-21 372.95 376.60 182,400 3,766,400 0.35 % 8.57 % 0.21 % 0.4551 - - Long Buildup 45.76%31.96 3.65 0.98 %
08-Dec-21 372.15 375.30 168,000 3,758,400 2.30 % 50.00 % 10.85 % 0.4563 - - Long Buildup 63.20%26.44 3.15 0.85 %
07-Dec-21 364.95 366.85 112,000 3,390,400 0.55 % 0.00 % 10.54 % 0.4564 - - Long Buildup 50.31%16.85 1.9 0.52 %
06-Dec-21 363.20 364.85 112,000 3,067,200 -1.04 % 12.90 % -2.29 % 0.4575 - - Long Windup 35.00%13.39 1.65 0.45 %
03-Dec-21 366.25 368.70 99,200 3,139,200 -1.77 % 31.91 % 9.67 % 0.4585 - - Short Buildup 62.01%17.55 2.45 0.67 %
02-Dec-21 370.35 375.35 75,200 2,862,400 -0.11 % 4.44 % 8.03 % 0.4591 - - Short Buildup 63.14%13.96 5 1.35 %
01-Dec-21 372.65 375.75 72,000 2,649,600 2.15 % 0.00 % 1.66 % 0.4603 - - Long Buildup 49.13%14.24 3.1 0.83 %
30-Nov-21 366.30 367.85 72,000 2,606,400 -1.76 % 9.76 % 1.43 % 0.4609 - - Short Buildup 42.66%5.45 1.55 0.42 %
29-Nov-21 369.10 374.45 65,600 2,569,600 -2.46 % 0.00 % -1.77 % 0.4620 - - Long Windup 26.74%2.56 5.35 1.45 %
26-Nov-21 376.30 383.90 65,600 2,616,000 -2.24 % 10.81 % -5.49 % 0.4624 - - Long Windup 30.09%6.77 7.6 2.02 %
25-Nov-21 388.35 392.70 59,200 2,768,000 -0.22 % 54.17 % -2.32 % 0.4614 - - Long Windup 38.44%5.14 4.35 1.12 %
24-Nov-21 390.90 393.55 38,400 2,833,600 -1.12 % 84.62 % -4.94 % 0.4625 - - Long Windup 43.07%4.58 2.65 0.68 %
23-Nov-21 394.55 398.00 20,800 2,980,800 1.30 % 85.71 % -6.24 % 0.4635 - - Short Covering 32.65%3.47 3.45 0.87 %
22-Nov-21 387.95 392.90 11,200 3,179,200 -3.77 % 40.00 % -1.34 % 0.4641 - - Long Windup 35.24%7.16 4.95 1.28 %
18-Nov-21 403.35 408.30 8,000 3,222,400 -4.09 % 25.00 % 7.01 % 0.4621 - - Short Buildup 29.87%5.50 4.95 1.23 %
17-Nov-21 419.20 425.70 6,400 3,011,200 0.00 % 0.00 % -1.05 % 0.4603 - - 45.82%5.07 6.5 1.55 %
16-Nov-21 418.30 425.70 6,400 3,043,200 0.00 % 0.00 % -0.99 % 0.4615 - - 46.85%5.86 7.4 1.77 %
15-Nov-21 417.50 425.70 6,400 3,073,600 -1.84 % 0.00 % 0.37 % 0.4626 - - Short Buildup 43.20%5.72 8.2 1.96 %
12-Nov-21 422.25 433.70 6,400 3,062,400 0.00 % 0.00 % 0.58 % 0.4635 - - 40.98%6.90 11.45 2.71 %
11-Nov-21 420.70 433.70 6,400 3,044,800 0.00 % 0.00 % -1.65 % 0.4646 - - 45.51%6.37 13 3.09 %
10-Nov-21 426.60 433.70 6,400 3,096,000 -0.90 % 0.00 % -1.93 % 0.4653 - - Long Windup 30.32%3.11 7.1 1.66 %
09-Nov-21 430.05 437.65 6,400 3,156,800 2.33 % 100.00 % -0.10 % 0.4663 - - Short Covering 31.79%6.74 7.6 1.77 %
08-Nov-21 426.40 427.70 3,200 3,160,000 0.74 % 100.00 % -1.25 % 0.4673 - - Short Covering 27.54%3.85 1.3 0.3 %
04-Nov-21 425.10 424.55 1,600 3,200,000 0.00 % 0.00 % -0.60 % 0.4682 - - 55.78%2.27 -0.55 -0.13 %
03-Nov-21 422.45 424.55 1,600 3,219,200 0.00 % 0.00 % -2.14 % 0.4693 - - 55.23%10.79 2.1 0.5 %
02-Nov-21 422.05 424.55 1,600 3,289,600 0.00 % 0.00 % 2.85 % 0.4705 - - 51.69%11.79 2.5 0.59 %
NAM-INDIA 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
300.4 316.25 325.3 341.15 350.2 366.05 375.1
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
321.9 328.13 330.2 332.28 341.15 336.43 338.5 340.58 346.8
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
316.25 325.76 331.64 341.15 350.66 356.54 366.05
DeMark Pivot
Support 1 Pivot Point Resistance 1
320.78 338.89 345.68
NAM-INDIA Result / Events
Date Description Status
27-Jan-22Financial ResultsUpcoming
26-Oct-21Financial ResultsCompleted
19-Jul-21Financial ResultsCompleted