FnO Contract Details

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

PERSISTENT Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 4,282.00 4,358.25 4,020.00 4,066.15 NA -5.47 % NA NA
27-Jan-22 4,245.10 4,268.50 4,016.75 4,044.25 410,250 -5.67 % -20.61 % Long Windup
24-Feb-22 4,256.50 4,279.00 4,031.95 4,054.95 219,000 -5.70 % 60.09 % Short Buildup
31-Mar-22 4,200.00 4,200.00 4,051.25 4,065.65 11,250 -5.80 % 25.00 % Short Buildup
Cummulative NA NA NA NA 640,500 NA -3.33 % Long Windup
PERSISTENT Options OI PCR:  0.30   (Expiry : 27-Jan-22 )   PUT OI: 83,250   CALL OI: 278,250 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
5000.00 70350 -12.99% 1.35 -75.23% Long Windup
4500.00 32850 -23.16% 6.50 -78.51% Long Windup
4600.00 25050 -19.71% 3.25 -84.15% 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
4200.00 13350 888.89% 23.95 -83.53% Short Buildup
4300.00 12750 25.00% 15.85 -82.43% Short Buildup
4100.00 750 66.67% 42.05 -87.09% 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
5000.00 70350 -12.99% 1.35 -75.23% Long Windup
4500.00 32850 -23.16% 6.50 -78.51% Long Windup
4600.00 25050 -19.71% 3.25 -84.15% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4000.00 16350 -14.17% 44.05 158.36% Short Covering
4500.00 14250 -5.94% 360.00 63.64% Short Covering
4200.00 13050 -45.28% 175.75 214.68% 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
4900.00 1500 11.11% 800.00 19.40% Long Buildup
5000.00 3150 5.00% 850.00 41.31% 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
4200.00 13050 -45.28% 175.75 214.68% Short Covering
4000.00 16350 -14.17% 44.05 158.36% Short Covering
4300.00 8250 -20.29% 271.70 164.81% Short Covering
PERSISTENT 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 4,066.15 4,044.25 410,250 640,500 -5.67 % -20.61 % -3.33 % 0.4449 0.30 35.95 % Long Windup -- -21.9 -0.54 %
21-Jan-22 4,301.60 4,287.50 516,750 662,550 1.21 % -5.41 % 2.06 % 0.4389 0.33 22.01 % Long Buildup 27.27%111.09 -14.1 -0.33 %
20-Jan-22 4,246.70 4,236.15 546,300 649,200 -0.48 % -5.45 % -1.23 % 0.4397 0.32 15.85 % Long Windup 47.40%78.03 -10.55 -0.25 %
19-Jan-22 4,267.25 4,256.50 577,800 657,300 -1.60 % -1.83 % 0.60 % 0.4408 0.28 12.09 % Short Buildup 52.29%71.43 -10.75 -0.25 %
18-Jan-22 4,349.00 4,325.55 588,600 653,400 -1.62 % -4.06 % -2.13 % 0.4413 0.30 9.92 % Long Windup 48.46%57.62 -23.45 -0.54 %
17-Jan-22 4,377.85 4,396.75 613,500 667,650 -1.22 % 2.71 % 4.51 % 0.4419 0.32 8.11 % Short Buildup 57.41%82.76 18.9 0.43 %
14-Jan-22 4,445.55 4,451.25 597,300 638,850 -1.81 % -1.26 % -0.28 % 0.4427 0.31 6.50 % Long Windup 53.85%44.82 5.7 0.13 %
13-Jan-22 4,518.35 4,533.35 604,950 640,650 0.62 % -0.67 % -0.12 % 0.4431 0.32 5.57 % Short Covering 47.61%51.19 15 0.33 %
12-Jan-22 4,485.50 4,505.55 609,000 641,400 -0.16 % 2.86 % 3.29 % 0.4441 0.30 5.05 % Short Buildup 74.56%93.29 20.05 0.45 %
11-Jan-22 4,491.95 4,512.80 592,050 621,000 0.17 % 7.02 % 7.23 % 0.4452 0.30 4.66 % Long Buildup 57.55%46.41 20.85 0.46 %
10-Jan-22 4,493.85 4,505.05 553,200 579,150 -1.36 % -0.30 % 0.36 % 0.4463 0.31 4.48 % Short Buildup 67.28%104.14 11.2 0.25 %
07-Jan-22 4,545.10 4,567.05 554,850 577,050 0.20 % 6.11 % 6.15 % 0.4471 0.31 3.85 % Long Buildup 48.82%49.51 21.95 0.48 %
06-Jan-22 4,534.15 4,557.85 522,900 543,600 -2.99 % 8.94 % 9.72 % 0.4482 0.31 3.81 % Short Buildup 54.38%110.14 23.7 0.52 %
05-Jan-22 4,678.95 4,698.30 480,000 495,450 -3.35 % 10.31 % 11.21 % 0.4474 0.27 3.12 % Short Buildup 55.22%95.59 19.35 0.41 %
04-Jan-22 4,836.20 4,861.35 435,150 445,500 -0.52 % 2.62 % 2.91 % 0.4462 0.24 2.32 % Short Buildup 45.04%39.68 25.15 0.52 %
03-Jan-22 4,872.10 4,886.90 424,050 432,900 -0.65 % 3.52 % 3.40 % 0.4472 0.25 2.04 % Short Buildup 30.05%44.42 14.8 0.3 %
31-Dec-21 4,904.35 4,918.70 409,650 418,650 1.59 % 4.76 % -23.05 % 0.4483 0.19 2.15 % Short Covering 21.76%37.27 14.35 0.29 %
30-Dec-21 4,810.60 4,841.55 391,050 544,050 3.63 % 19.48 % -1.47 % 0.4489 0.15 - Short Covering 27.61%64.96 30.95 0.64 %
29-Dec-21 4,648.25 4,672.00 327,300 552,150 0.04 % 47.13 % -0.81 % 0.4474 0.31 - Short Covering 55.71%40.94 23.75 0.51 %
28-Dec-21 4,647.10 4,670.25 222,450 556,650 0.42 % 28.51 % 0.95 % 0.4485 0.25 - Long Buildup 53.35%36.12 23.15 0.5 %
27-Dec-21 4,622.55 4,650.55 173,100 551,400 0.11 % 39.20 % 3.08 % 0.4496 0.24 - Long Buildup 32.78%28.48 28 0.61 %
24-Dec-21 4,618.05 4,645.25 124,350 534,900 -0.45 % 16.43 % 2.74 % 0.4508 0.24 - Short Buildup 24.22%40.83 27.2 0.59 %
23-Dec-21 4,629.70 4,666.15 106,800 520,650 2.06 % 36.92 % 17.03 % 0.4519 0.30 - Long Buildup 46.04%57.73 36.45 0.79 %
22-Dec-21 4,539.60 4,571.75 78,000 444,900 2.51 % 11.11 % 2.31 % 0.4522 0.26 - Long Buildup 46.69%66.37 32.15 0.71 %
21-Dec-21 4,430.30 4,459.95 70,200 434,850 0.45 % 14.99 % 9.15 % 0.4522 0.24 - Long Buildup 42.33%121.29 29.65 0.67 %
20-Dec-21 4,417.55 4,440.00 61,050 398,400 -5.07 % 36.12 % -8.63 % 0.4533 0.29 - Long Windup 38.37%75.94 22.45 0.51 %
17-Dec-21 4,640.15 4,677.25 44,850 436,050 3.08 % 41.71 % 12.15 % 0.4492 0.45 - Long Buildup 27.58%168.74 37.1 0.8 %
16-Dec-21 4,503.70 4,537.40 31,650 388,800 2.89 % -24.37 % -3.25 % 0.4484 0.62 - Short Covering 25.07%43.24 33.7 0.75 %
15-Dec-21 4,383.45 4,410.10 41,850 401,850 -0.82 % 26.82 % -1.76 % 0.4481 0.62 - Long Windup 37.52%32.33 26.65 0.61 %
14-Dec-21 4,407.90 4,446.60 33,000 409,050 -0.11 % 48.65 % 3.06 % 0.4491 0.62 - Short Buildup 25.02%36.68 38.7 0.88 %
13-Dec-21 4,413.00 4,451.35 22,200 396,900 1.82 % 3.50 % 30.54 % 0.4502 0.89 - Long Buildup 34.91%84.70 38.35 0.87 %
10-Dec-21 4,337.60 4,371.60 21,450 304,050 -0.12 % 2.88 % -2.59 % 0.4505 - - Long Windup 40.49%20.85 34 0.78 %
09-Dec-21 4,338.15 4,376.90 20,850 312,150 1.15 % 57.95 % 8.61 % 0.4517 - - Long Buildup 30.81%29.42 38.75 0.89 %
08-Dec-21 4,286.85 4,327.00 13,200 287,400 2.81 % 14.29 % 14.52 % 0.4525 - - Long Buildup 30.56%47.17 40.15 0.94 %
07-Dec-21 4,176.35 4,208.80 11,550 250,950 -1.11 % 4.05 % 9.20 % 0.4520 - - Short Buildup 41.08%35.18 32.45 0.78 %
06-Dec-21 4,240.70 4,256.20 11,100 229,800 -2.25 % 4.23 % -8.48 % 0.4528 - - Long Windup 46.40%27.63 15.5 0.37 %
03-Dec-21 4,336.25 4,354.30 10,650 251,100 -1.47 % 7.58 % -4.23 % 0.4528 - - Long Windup 41.35%49.30 18.05 0.42 %
02-Dec-21 4,392.60 4,419.10 9,900 262,200 4.49 % 22.22 % 11.05 % 0.4535 - - Long Buildup 39.02%84.07 26.5 0.6 %
01-Dec-21 4,206.95 4,229.25 8,100 236,100 2.49 % 5.88 % -1.25 % 0.4505 - - Short Covering 41.73%30.58 22.3 0.53 %
30-Nov-21 4,138.80 4,126.45 7,650 239,100 2.34 % 34.21 % -8.65 % 0.4504 - - Short Covering 33.27%67.69 -12.35 -0.3 %
29-Nov-21 4,012.25 4,032.15 5,700 261,750 2.62 % 22.58 % 4.99 % 0.4504 - - Long Buildup 51.80%49.15 19.9 0.5 %
26-Nov-21 3,909.10 3,929.15 4,650 249,300 -4.40 % 24.00 % -15.68 % 0.4502 - - Long Windup 40.60%23.71 20.05 0.51 %
25-Nov-21 4,064.30 4,110.00 3,750 295,650 -0.17 % 31.58 % -13.63 % 0.4477 - - Long Windup 66.34%61.87 45.7 1.12 %
24-Nov-21 4,107.20 4,117.00 2,850 342,300 -0.28 % 0.00 % -14.08 % 0.4488 - - Long Windup 36.26%23.74 9.8 0.24 %
23-Nov-21 4,177.75 4,128.75 2,850 398,400 1.20 % -5.00 % 3.15 % 0.4490 - - Long Buildup 39.78%24.81 -49 -1.17 %
22-Nov-21 4,102.35 4,079.90 3,000 386,250 -7.69 % 122.22 % 0.23 % 0.4495 - - Short Buildup 38.51%34.10 -22.45 -0.55 %
18-Nov-21 4,161.45 4,420.00 1,350 385,350 2.22 % 125.00 % -1.42 % 0.4502 - - Short Covering 25.36%49.82 258.55 6.21 %
17-Nov-21 4,316.45 4,323.80 600 390,900 0.79 % 33.33 % 2.20 % 0.4487 - - Long Buildup 54.46%42.36 7.35 0.17 %
16-Nov-21 4,301.20 4,290.00 450 382,500 0.00 % 0.00 % 4.72 % 0.4498 - - 51.87%66.15 -11.2 -0.26 %
15-Nov-21 4,255.85 4,290.00 450 365,250 2.14 % 50.00 % 4.28 % 0.4508 - - Long Buildup 46.87%52.34 34.15 0.8 %
12-Nov-21 4,146.95 4,200.00 300 350,250 0.00 % 0.00 % 8.91 % 0.4507 - - 68.27%57.53 53.05 1.28 %
11-Nov-21 4,130.55 4,200.00 300 321,600 0.00 % 0.00 % -3.16 % 0.4517 - - 35.63%13.19 69.45 1.68 %
10-Nov-21 4,154.20 4,200.00 300 332,100 0.96 % -33.33 % 0.32 % 0.4527 - - Long Buildup 34.84%18.51 45.8 1.1 %
09-Nov-21 4,137.35 4,160.00 450 331,050 0.10 % 50.00 % 4.80 % 0.4538 - - Long Buildup 55.97%43.70 22.65 0.55 %
08-Nov-21 4,104.10 4,155.75 300 315,900 0.00 % 0.00 % 17.72 % 0.4549 - - 47.69%59.64 51.65 1.26 %
04-Nov-21 4,049.35 4,155.75 300 268,350 0.00 % 0.00 % -0.28 % 0.4555 - - 44.88%4.82 106.4 2.63 %
03-Nov-21 4,003.00 4,155.75 300 269,100 0.00 % 0.00 % -1.48 % 0.4563 - - 42.96%11.49 152.75 3.82 %
02-Nov-21 4,072.30 4,155.75 300 273,150 0.00 % 0.00 % -0.76 % 0.4567 - - 60.74%42.31 83.45 2.05 %
01-Nov-21 4,050.90 4,155.75 300 275,250 0.00 % 0.00 % 11.21 % 0.4578 - - 38.55%34.82 104.85 2.59 %
PERSISTENT 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
3699.41 3858.08 3951.16 4109.83 4202.91 4361.58 4454.66
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
3918.38 3981.31 4002.29 4023.27 4109.83 4065.23 4086.21 4107.19 4170.13
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
3858.08 3954.25 4013.66 4109.83 4206 4265.41 4361.58
DeMark Pivot
Support 1 Pivot Point Resistance 1
3904.63 4086.56 4156.38
PERSISTENT Result / Events
Date Description Status
20-Jan-22Financial Results/Dividend/Other business mattersCompleted
26-Oct-21Financial Results/Other business mattersCompleted
23-Jul-21Financial Results/Other business mattersCompleted