FnO Contract Details

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

OFSS Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 3,695.50 3,695.50 3,471.00 3,508.65 NA -4.50 % NA NA
27-Jan-22 3,644.15 3,650.00 3,469.00 3,506.05 328,625 -4.45 % -19.85 % Long Windup
24-Feb-22 3,662.20 3,666.85 3,480.05 3,516.65 243,000 -4.54 % 32.52 % Short Buildup
31-Mar-22 3,680.00 3,680.00 3,532.00 3,536.75 7,500 -4.41 % 9.09 % Short Buildup
Cummulative NA NA NA NA 579,125 NA -3.52 % Long Windup
OFSS Options OI PCR:  0.23   (Expiry : 27-Jan-22 )   PUT OI: 26,125   CALL OI: 113,125 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4000.00 24500 -19.01% 2.95 -52.03% Long Windup
4500.00 13250 -7.02% 0.35 -82.50% Long Windup
4300.00 13125 -17.32% 1.80 -45.45% 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
3700.00 4000 146.15% 6.80 -80.06% Short Buildup
None
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3800.00 12375 -41.76% 6.60 -31.96% Long Windup
4000.00 24500 -19.01% 2.95 -52.03% Long Windup
4100.00 10250 -35.43% 4.40 -1.12% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3700.00 6125 -10.91% 173.80 184.68% Short Covering
3800.00 5750 -6.12% 330.00 131.58% Short Covering
4000.00 3750 -6.25% 493.00 56.51% 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
3600.00 1750 27.27% 120.00 540.00% Long Buildup
3500.00 2625 5.00% 36.60 624.75% 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
3700.00 6125 -10.91% 173.80 184.68% Short Covering
3800.00 5750 -6.12% 330.00 131.58% Short Covering
4100.00 1375 -21.43% 590.00 48.78% Short Covering
OFSS 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 3,508.65 3,506.05 328,625 579,125 -4.45 % -19.85 % -3.52 % 0.3810 0.23 43.25 % Long Windup -- -2.6 -0.07 %
21-Jan-22 3,674.15 3,669.50 410,000 600,250 -1.03 % -21.08 % -2.18 % 0.3769 0.20 31.70 % Long Windup 42.74%29.33 -4.65 -0.13 %
20-Jan-22 3,698.65 3,707.75 519,500 613,625 -7.55 % -11.84 % -1.74 % 0.3776 0.21 15.34 % Long Windup 46.48%89.92 9.1 0.25 %
19-Jan-22 3,996.15 4,010.55 589,250 624,500 0.85 % 0.68 % 2.04 % 0.3633 0.27 5.64 % Long Buildup 46.61%17.24 14.4 0.36 %
18-Jan-22 3,979.05 3,976.85 585,250 612,000 -2.80 % -4.41 % -3.18 % 0.3640 0.22 4.37 % Long Windup 58.91%20.38 -2.2 -0.06 %
17-Jan-22 4,073.65 4,091.40 612,250 632,125 -0.45 % 2.32 % 2.68 % 0.3629 0.23 3.14 % Short Buildup 66.17%17.06 17.75 0.44 %
14-Jan-22 4,098.00 4,109.70 598,375 615,625 -1.29 % -0.64 % -0.30 % 0.3638 0.24 2.80 % Long Windup 37.90%8.21 11.7 0.29 %
13-Jan-22 4,155.50 4,163.35 602,250 617,500 -0.93 % -2.15 % -1.73 % 0.3643 0.24 2.47 % Long Windup 38.03%12.55 7.85 0.19 %
12-Jan-22 4,198.15 4,202.55 615,500 628,375 1.33 % -1.76 % -1.84 % 0.3650 0.23 2.05 % Short Covering 44.68%22.36 4.4 0.1 %
11-Jan-22 4,142.50 4,147.45 626,500 640,125 1.34 % -4.57 % -4.39 % 0.3654 0.26 2.13 % Short Covering 45.75%20.92 4.95 0.12 %
10-Jan-22 4,084.75 4,092.60 656,500 669,500 2.16 % -0.83 % -0.65 % 0.3659 0.27 1.94 % Short Covering 40.12%17.49 7.85 0.19 %
07-Jan-22 4,000.30 4,006.00 662,000 673,875 -0.41 % 0.06 % 0.32 % 0.3657 0.28 1.76 % Short Buildup 38.75%6.18 5.7 0.14 %
06-Jan-22 4,010.80 4,022.60 661,625 671,750 -0.75 % -0.82 % -0.76 % 0.3666 0.28 1.51 % Long Windup 46.82%8.06 11.8 0.29 %
05-Jan-22 4,043.70 4,052.80 667,125 676,875 -0.92 % -3.23 % -2.84 % 0.3673 0.26 1.44 % Long Windup 52.03%19.20 9.1 0.23 %
04-Jan-22 4,085.45 4,090.60 689,375 696,625 1.40 % -2.89 % -2.72 % 0.3680 0.25 1.04 % Short Covering 43.21%21.53 5.15 0.13 %
03-Jan-22 4,020.85 4,034.15 709,875 716,125 1.25 % 0.39 % 0.46 % 0.3685 0.36 0.87 % Long Buildup 59.14%18.82 13.3 0.33 %
31-Dec-21 3,961.20 3,984.35 707,125 712,875 0.29 % 1.85 % 1.44 % 0.3690 0.40 0.81 % Long Buildup 50.73%20.51 23.15 0.58 %
30-Dec-21 3,956.20 3,972.75 694,250 702,750 0.34 % 19.36 % -2.11 % 0.3699 0.24 - Short Covering 45.37%10.85 16.55 0.42 %
29-Dec-21 3,936.80 3,959.15 581,625 717,875 -0.52 % 40.45 % 1.09 % 0.3708 0.22 - Short Buildup 52.08%19.24 22.35 0.57 %
28-Dec-21 3,961.80 3,980.00 414,125 710,125 0.94 % 112.92 % 2.25 % 0.3717 1.07 - Long Buildup 61.24%19.00 18.2 0.46 %
27-Dec-21 3,920.65 3,942.90 194,500 694,500 0.44 % 57.49 % -1.65 % 0.3724 0.64 - Short Covering 52.27%26.61 22.25 0.57 %
24-Dec-21 3,905.65 3,925.65 123,500 706,125 -2.35 % 50.61 % 5.00 % 0.3733 0.33 - Short Buildup 59.93%21.85 20 0.51 %
23-Dec-21 3,993.70 4,020.15 82,000 672,500 -0.08 % 51.50 % 4.12 % 0.3724 0.11 - Short Buildup 63.52%20.64 26.45 0.66 %
22-Dec-21 3,995.80 4,023.45 54,125 645,875 -0.67 % 26.24 % 0.58 % 0.3734 - - Short Buildup 56.79%12.51 27.65 0.69 %
21-Dec-21 4,028.95 4,050.60 42,875 642,125 1.06 % 23.38 % -0.41 % 0.3742 - - Short Covering 45.64%6.95 21.65 0.54 %
20-Dec-21 3,980.70 4,008.20 34,750 644,750 -3.52 % 51.09 % -1.41 % 0.3749 - - Long Windup 41.49%12.74 27.5 0.69 %
17-Dec-21 4,131.75 4,154.25 23,000 654,000 -1.81 % 73.58 % 1.87 % 0.3723 - - Short Buildup 49.61%22.14 22.5 0.54 %
16-Dec-21 4,188.90 4,230.95 13,250 642,000 0.14 % 19.10 % 0.98 % 0.3727 - - Long Buildup 54.29%12.62 42.05 1 %
15-Dec-21 4,184.60 4,224.85 11,125 635,750 -2.41 % 21.92 % -0.29 % 0.3737 - - Long Windup 47.48%11.21 40.25 0.96 %
14-Dec-21 4,298.35 4,329.25 9,125 637,625 0.16 % -3.95 % 0.45 % 0.3728 - - Long Buildup 36.44%23.84 30.9 0.72 %
13-Dec-21 4,288.85 4,322.30 9,500 634,750 -0.55 % 15.15 % -0.78 % 0.3738 - - Long Windup 50.82%23.23 33.45 0.78 %
10-Dec-21 4,307.40 4,346.40 8,250 639,750 1.99 % -1.49 % 1.69 % 0.3747 - - Long Buildup 26.62%15.52 39 0.91 %
09-Dec-21 4,224.40 4,261.80 8,375 629,125 0.09 % 3.08 % -0.18 % 0.3747 - - Short Covering 46.74%10.36 37.4 0.89 %
08-Dec-21 4,227.35 4,257.80 8,125 630,250 1.26 % 10.17 % 0.26 % 0.3756 - - Long Buildup 31.50%4.91 30.45 0.72 %
07-Dec-21 4,171.80 4,205.00 7,375 628,625 1.74 % -1.67 % -1.64 % 0.3761 - - Short Covering 61.62%16.51 33.2 0.8 %
06-Dec-21 4,104.75 4,132.90 7,500 639,125 -1.30 % 1.69 % -0.80 % 0.3764 - - Long Windup 60.72%9.91 28.15 0.69 %
03-Dec-21 4,158.05 4,187.35 7,375 644,250 -0.76 % 5.36 % -0.88 % 0.3770 - - Long Windup 55.52%17.80 29.3 0.7 %
02-Dec-21 4,186.45 4,219.40 7,000 650,000 0.65 % 1.82 % -0.21 % 0.3778 - - Short Covering 43.01%7.29 32.95 0.79 %
01-Dec-21 4,134.60 4,192.20 6,875 651,375 -1.51 % 7.84 % 1.88 % 0.3784 - - Short Buildup 50.77%15.21 57.6 1.39 %
30-Nov-21 4,235.20 4,256.30 6,375 639,375 0.75 % 8.51 % -4.25 % 0.3779 - - Short Covering 50.82%20.68 21.1 0.5 %
29-Nov-21 4,209.55 4,224.65 5,875 667,750 0.67 % -4.08 % -3.01 % 0.3788 - - Short Covering 33.80%22.54 15.1 0.36 %
26-Nov-21 4,181.80 4,196.70 6,125 688,500 -0.85 % 19.51 % -5.43 % 0.3796 - - Long Windup 48.94%23.81 14.9 0.36 %
25-Nov-21 4,180.65 4,232.70 5,125 728,000 1.37 % 5.13 % -3.11 % 0.3806 - - Short Covering 37.97%11.72 52.05 1.25 %
24-Nov-21 4,159.40 4,175.50 4,875 751,375 -2.46 % 62.50 % 2.49 % 0.3815 - - Short Buildup 42.15%14.30 16.1 0.39 %
23-Nov-21 4,240.70 4,281.00 3,000 733,125 0.49 % 26.32 % -0.44 % 0.3816 - - Short Covering 39.96%13.32 40.3 0.95 %
22-Nov-21 4,247.65 4,260.00 2,375 736,375 -3.73 % 111.11 % -3.93 % 0.3825 - - Long Windup 41.52%17.80 12.35 0.29 %
18-Nov-21 4,375.70 4,425.00 1,125 766,500 -2.66 % 50.00 % 1.52 % 0.3814 - - Short Buildup 48.52%26.18 49.3 1.13 %
17-Nov-21 4,476.35 4,546.00 750 755,000 0.13 % 50.00 % -1.18 % 0.3811 - - Short Covering 28.50%7.27 69.65 1.56 %
16-Nov-21 4,466.60 4,540.00 500 764,000 0.58 % 33.33 % -1.48 % 0.3820 - - Short Covering 52.62%22.20 73.4 1.64 %
15-Nov-21 4,456.70 4,513.90 375 775,500 0.00 % 0.00 % 0.05 % 0.3830 - - 51.53%11.99 57.2 1.28 %
12-Nov-21 4,450.30 4,513.90 375 775,125 0.00 % 0.00 % 0.68 % 0.3839 - - 61.63%26.92 63.6 1.43 %
11-Nov-21 4,465.75 4,513.90 375 769,875 0.00 % 0.00 % -0.47 % 0.3848 - - 70.02%26.43 48.15 1.08 %
10-Nov-21 4,490.15 4,513.90 375 773,500 0.00 % 0.00 % -1.64 % 0.3857 - - 64.65%38.83 23.75 0.53 %
09-Nov-21 4,440.35 4,513.90 375 786,375 -0.62 % 200.00 % 0.02 % 0.3864 - - Short Buildup 53.62%11.81 73.55 1.66 %
08-Nov-21 4,477.50 4,542.10 125 786,250 0.00 % 0.00 % -2.59 % 0.3873 - - 50.77%20.81 64.6 1.44 %
OFSS 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
3252.36 3360.68 3433.36 3541.68 3614.36 3722.68 3795.36
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
3415.55 3460.8 3475.88 3490.97 3541.68 3521.13 3536.22 3551.3 3596.55
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
3360.68 3429.82 3472.54 3541.68 3610.82 3653.54 3722.68
DeMark Pivot
Support 1 Pivot Point Resistance 1
3397.03 3523.51 3578.03
OFSS Result / Events
Date Description Status
19-Jan-22Financial ResultsCompleted
27-Oct-21Financial ResultsCompleted
09-May-19Financial ResultsCompleted
13-Feb-19Financial ResultsCompleted