FnO Contract Details

PEL analysis for the selected expiry [Aug-21] as on 30-Jul-21

PEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,335.85 2,354.15 2,311.00 2,318.60 NA 0.04 % NA NA
26-Aug-21 2,324.90 2,357.55 2,315.00 2,322.60 3,121,250 -0.13 % -2.52 % Long Windup
30-Sep-21 2,355.00 2,365.15 2,340.20 2,340.20 13,475 1.60 % 75.00 % Long Buildup
Cummulative NA NA NA NA 3,134,725 NA -4.04 % Short Covering
PEL Options OI PCR:  0.00   (Expiry : 26-Aug-21 )   PUT OI: 0   CALL OI: 0 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2400.00 129250 -6.56% 85.30 -9.45% Long Windup
2500.00 119900 12.08% 54.85 -11.67% Short Buildup
2350.00 58850 -12.65% 105.35 -8.87% 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
2500.00 119900 12.08% 54.85 -11.67% Short Buildup
2800.00 12375 104.55% 15.75 -27.42% Short Buildup
2700.00 28325 27.16% 23.65 -18.31% 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
2400.00 129250 -6.56% 85.30 -9.45% Long Windup
2350.00 58850 -12.65% 105.35 -8.87% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2100.00 51975 107.69% 45.65 -3.39% Short Buildup
2200.00 39600 24.14% 68.20 -6.96% Short Buildup
2000.00 36575 329.03% 34.35 16.84% 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
2000.00 36575 329.03% 34.35 16.84% Long Buildup
2100.00 51975 107.69% 45.65 -3.39% Short Buildup
2200.00 39600 24.14% 68.20 -6.96% Short 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
2400.00 6325 -14.81% 155.60 -7.10% Long Windup
None
None
PEL 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 %
30-Jul-21 2,318.60 2,322.60 3,121,250 3,134,725 -0.13 % -2.52 % -4.04 % 0.5921 - 0.43 % Long Windup 53.52%85.64 4 0.17 %
29-Jul-21 2,317.70 2,325.65 3,202,100 3,266,725 0.31 % 13.49 % 1.73 % 0.5935 - - Long Buildup 46.74%169.18 7.95 0.34 %
28-Jul-21 2,310.75 2,318.55 2,821,500 3,211,175 0.28 % 22.03 % -2.01 % 0.5950 - - Short Covering 29.75%84.89 7.8 0.34 %
27-Jul-21 2,305.60 2,312.05 2,312,200 3,277,175 2.33 % 91.31 % -0.84 % 0.5965 - - Short Covering 17.27%87.82 6.45 0.28 %
26-Jul-21 2,252.60 2,259.50 1,208,625 3,304,950 -0.08 % 203.73 % 0.18 % 0.5972 - - Short Buildup 28.11%18.60 6.9 0.31 %
23-Jul-21 2,255.05 2,261.20 397,925 3,299,175 0.48 % 16.69 % 1.35 % 0.5987 - - Long Buildup 19.91%24.17 6.15 0.27 %
22-Jul-21 2,234.65 2,250.40 341,000 3,255,175 1.77 % 412.40 % 0.23 % 0.6000 - - Long Buildup 25.11%26.18 15.75 0.7 %
20-Jul-21 2,198.55 2,211.35 66,550 3,247,750 -4.15 % 40.70 % 0.01 % 0.6011 - - Short Buildup 35.08%51.60 12.8 0.58 %
19-Jul-21 2,298.60 2,307.05 47,300 3,247,475 -2.48 % 0.58 % -4.19 % 0.5996 - - Long Windup 33.71%47.34 8.45 0.37 %
16-Jul-21 2,351.25 2,365.65 47,025 3,389,375 3.01 % 15.54 % -0.48 % 0.6003 - - Short Covering 15.61%41.74 14.4 0.61 %
15-Jul-21 2,277.25 2,296.55 40,700 3,405,600 -0.48 % -1.33 % 0.77 % 0.6003 - - Short Buildup 15.15%22.08 19.3 0.85 %
14-Jul-21 2,289.65 2,307.55 41,250 3,379,475 -1.50 % 5.63 % 0.50 % 0.6018 - - Short Buildup 24.39%28.57 17.9 0.78 %
13-Jul-21 2,321.55 2,342.70 39,050 3,362,700 0.66 % 10.94 % 1.05 % 0.6030 - - Long Buildup 27.58%26.72 21.15 0.91 %
12-Jul-21 2,308.50 2,327.25 35,200 3,327,775 -0.35 % 6.67 % 1.34 % 0.6044 - - Short Buildup 33.76%39.87 18.75 0.81 %
09-Jul-21 2,312.15 2,335.40 33,000 3,283,775 -0.13 % 22.45 % 1.50 % 0.6060 - - Short Buildup 31.67%42.11 23.25 1.01 %
08-Jul-21 2,320.45 2,338.35 26,950 3,235,100 -0.43 % 1.03 % 0.37 % 0.6075 - - Short Buildup 13.74%19.20 17.9 0.77 %
07-Jul-21 2,331.90 2,348.45 26,675 3,223,275 -0.90 % 1.04 % 0.95 % 0.6089 - - Short Buildup 25.29%27.17 16.55 0.71 %
06-Jul-21 2,348.95 2,369.85 26,400 3,193,025 -1.27 % -2.04 % -1.99 % 0.6104 - - Long Windup 20.46%32.11 20.9 0.89 %
05-Jul-21 2,408.70 2,400.40 26,950 3,257,925 -0.56 % 13.95 % 2.42 % 0.6117 - - Short Buildup 28.89%36.22 -8.3 -0.34 %
02-Jul-21 2,404.75 2,414.00 23,650 3,180,925 1.01 % 4.88 % 0.28 % 0.6133 - - Long Buildup 17.29%28.69 9.25 0.38 %
01-Jul-21 2,398.90 2,389.75 22,550 3,172,125 0.03 % 7.89 % 2.14 % 0.6148 - - Long Buildup 22.57%34.21 -9.15 -0.38 %
30-Jun-21 2,398.25 2,389.10 20,900 3,105,575 -0.77 % 16.92 % -0.44 % 0.6163 - - Long Windup 16.12%44.91 -9.15 -0.38 %
29-Jun-21 2,414.40 2,407.65 17,875 3,119,325 0.08 % 3.17 % 0.82 % 0.6178 - - Long Buildup 21.74%33.75 -6.75 -0.28 %
28-Jun-21 2,417.05 2,405.75 17,325 3,094,025 -0.23 % 18.87 % 1.29 % 0.6194 - - Short Buildup 10.02%33.61 -11.3 -0.47 %
25-Jun-21 2,423.15 2,411.40 14,575 3,054,700 0.63 % 15.22 % -5.01 % 0.6209 - - Short Covering 15.10%28.04 -11.75 -0.48 %
24-Jun-21 2,398.85 2,396.40 12,650 3,215,850 -1.18 % 2.22 % -4.19 % 0.6223 - - Long Windup 20.90%45.06 -2.45 -0.1 %
23-Jun-21 2,432.55 2,424.95 12,375 3,356,650 -0.05 % -11.76 % -5.12 % 0.6236 - - Long Windup 9.07%42.56 -7.6 -0.31 %
22-Jun-21 2,446.30 2,426.10 14,025 3,537,875 4.98 % 41.67 % 3.33 % 0.6251 - - Long Buildup 8.61%77.27 -20.2 -0.83 %
21-Jun-21 2,321.40 2,311.00 9,900 3,423,750 3.48 % 16.13 % 1.66 % 0.6226 - - Long Buildup 25.31%96.87 -10.4 -0.45 %
18-Jun-21 2,236.50 2,233.20 8,525 3,367,925 3.65 % 10.71 % -0.24 % 0.6222 - - Short Covering 27.42%86.08 -3.3 -0.15 %
17-Jun-21 2,163.10 2,154.65 7,700 3,375,900 -3.38 % -3.45 % -1.04 % 0.6221 - - Long Windup 14.72%27.56 -8.45 -0.39 %
16-Jun-21 2,210.65 2,230.00 7,975 3,411,375 1.09 % -3.33 % -1.06 % 0.6229 - - Short Covering 11.35%17.05 19.35 0.88 %
15-Jun-21 2,217.05 2,205.90 8,250 3,447,950 -0.35 % -3.23 % 0.66 % 0.6245 - - Short Buildup 11.70%23.17 -11.15 -0.5 %
14-Jun-21 2,218.60 2,213.55 8,525 3,425,400 -1.50 % 3.33 % -3.61 % 0.6261 - - Long Windup 8.74%18.32 -5.05 -0.23 %
11-Jun-21 2,252.80 2,247.20 8,250 3,553,825 2.81 % 3.45 % 1.79 % 0.6273 - - Long Buildup 6.62%50.74 -5.6 -0.25 %
10-Jun-21 2,195.95 2,185.80 7,975 3,491,400 3.18 % 3.57 % 2.23 % 0.6279 - - Long Buildup 16.78%46.38 -10.15 -0.46 %
09-Jun-21 2,128.45 2,118.45 7,700 3,415,225 -1.58 % 7.69 % -4.85 % 0.6281 - - Long Windup 10.01%59.44 -10 -0.47 %
08-Jun-21 2,166.70 2,152.55 7,150 3,589,300 8.99 % 52.94 % 5.86 % 0.6292 - - Long Buildup 7.39%97.58 -14.15 -0.65 %
07-Jun-21 1,960.75 1,975.00 4,675 3,390,750 4.50 % 13.33 % 0.20 % 0.6161 - - Long Buildup 11.39%66.71 14.25 0.73 %
04-Jun-21 1,928.10 1,890.00 4,125 3,383,875 2.94 % 7.14 % 0.56 % 0.6172 - - Long Buildup 19.67%77.74 -38.1 -1.98 %
03-Jun-21 1,841.15 1,835.95 3,850 3,364,900 1.27 % 55.56 % 2.13 % 0.6156 - - Long Buildup 18.95%23.24 -5.2 -0.28 %
02-Jun-21 1,841.30 1,813.00 2,475 3,294,775 0.99 % 0.00 % -0.06 % 0.6171 - - Short Covering 25.82%44.15 -28.3 -1.54 %
01-Jun-21 1,796.95 1,795.20 2,475 3,296,700 -0.37 % 125.00 % -3.06 % 0.6178 - - Long Windup 23.89%35.43 -1.75 -0.1 %
31-May-21 1,816.20 1,801.80 1,100 3,400,650 -0.18 % 100.00 % -1.19 % 0.6192 - - Long Windup 18.64%39.80 -14.4 -0.79 %
28-May-21 1,785.90 1,805.00 550 3,441,625 0.00 % 0.00 % -3.43 % 0.6203 - - 18.56%31.20 19.1 1.07 %
Average Delivery Volume
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
85.64 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. More details >>
Average Delivery Percentage
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
53.52 % 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % More details >>
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside CandleExplosive Move Predictor
SPOTInside CandleExplosive Move Predictor
PEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Aug-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2263.34 2289.17 2305.89 2331.72 2348.44 2374.27 2390.99
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2301.33 2311.96 2315.51 2319.05 2331.72 2326.15 2329.69 2333.24 2343.88
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2289.17 2305.42 2315.47 2331.72 2347.97 2358.02 2374.27
DeMark Pivot
Support 1 Pivot Point Resistance 1
2297.53 2327.54 2340.08
PEL Result / Events
Date Description Status
13-May-21Financial Results/DividendCompleted
30-Jul-20Financial ResultsCompleted
04-Feb-20Financial ResultsCompleted
25-Oct-19Fund RaisingCompleted
21-Oct-19Financial ResultsCompleted
30-Jul-19Financial ResultsCompleted
28-Jan-19Financial ResultsCompleted