FnO Contract Details

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

PERSISTENT Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 4,060.00 4,100.00 3,887.45 3,909.10 NA -3.82 % NA NA
30-Dec-21 4,059.95 4,109.55 3,902.00 3,919.45 244,650 -4.10 % -2.28 % Long Windup
27-Jan-22 4,076.75 4,109.15 3,907.95 3,929.15 4,650 -4.40 % 24.00 % Short Buildup
Cummulative NA NA NA NA 249,300 NA -15.68 % Long Windup
PERSISTENT Options OI PCR:  0.76   (Expiry : 30-Dec-21 )   PUT OI: 9,150   CALL OI: 12,000 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4200.00 4500 7.14% 88.05 -16.42% Short Buildup
4000.00 3750 13.64% 142.85 -28.58% Short Buildup
4300.00 1500 0.00% 60.45 -26.68% 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
4000.00 3750 13.64% 142.85 -28.58% Short Buildup
4200.00 4500 7.14% 88.05 -16.42% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4000.00 3450 -17.86% 219.10 71.57% Short Covering
3800.00 1650 120.00% 122.00 87.69% Long Buildup
3900.00 1350 125.00% 158.00 125.71% 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
3800.00 1650 120.00% 122.00 87.69% Long Buildup
3900.00 1350 125.00% 158.00 125.71% Long Buildup
4200.00 450 50.00% 273.00 23.95% 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
4000.00 3450 -17.86% 219.10 71.57% Short Covering
None
None
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 %
26-Nov-21 3,909.10 3,919.45 244,650 249,300 -4.10 % -2.28 % -15.68 % 0.4502 0.76 1.87 % Long Windup 40.60%23.71 10.35 0.26 %
25-Nov-21 4,064.30 4,086.95 250,350 295,650 -0.57 % 25.30 % -13.63 % 0.4477 0.69 - Long Windup 66.34%61.87 22.65 0.56 %
24-Nov-21 4,107.20 4,110.20 199,800 342,300 -2.15 % 18.40 % -14.08 % 0.4488 0.83 - Long Windup 36.26%23.74 3 0.07 %
23-Nov-21 4,177.75 4,200.30 168,750 398,400 1.83 % 26.12 % 3.15 % 0.4490 0.95 - Long Buildup 39.78%24.81 22.55 0.54 %
22-Nov-21 4,102.35 4,124.75 133,800 386,250 -1.33 % 52.74 % 0.23 % 0.4495 2.00 - Short Buildup 38.51%34.10 22.4 0.55 %
18-Nov-21 4,161.45 4,180.30 87,600 385,350 -3.62 % 42.09 % -1.42 % 0.4502 3.33 - Long Windup 25.36%49.82 18.85 0.45 %
17-Nov-21 4,316.45 4,337.45 61,650 390,900 0.54 % 16.43 % 2.20 % 0.4487 1.50 - Long Buildup 54.46%42.36 21 0.49 %
16-Nov-21 4,301.20 4,313.95 52,950 382,500 0.64 % 127.74 % 4.72 % 0.4498 - - Long Buildup 51.87%66.15 12.75 0.3 %
15-Nov-21 4,255.85 4,286.35 23,250 365,250 2.54 % 7.64 % 4.28 % 0.4508 - - Long Buildup 46.87%52.34 30.5 0.72 %
12-Nov-21 4,146.95 4,180.05 21,600 350,250 0.56 % -2.04 % 8.91 % 0.4507 - - Long Buildup 68.27%57.53 33.1 0.8 %
11-Nov-21 4,130.55 4,156.95 22,050 321,600 -0.76 % 0.68 % -3.16 % 0.4517 - - Long Windup 35.63%13.19 26.4 0.64 %
10-Nov-21 4,154.20 4,188.65 21,900 332,100 0.68 % 0.00 % 0.32 % 0.4527 - - Long Buildup 34.84%18.51 34.45 0.83 %
09-Nov-21 4,137.35 4,160.45 21,900 331,050 0.47 % 14.06 % 4.80 % 0.4538 - - Long Buildup 55.97%43.70 23.1 0.56 %
08-Nov-21 4,104.10 4,140.80 19,200 315,900 1.63 % 52.38 % 17.72 % 0.4549 - - Long Buildup 47.69%59.64 36.7 0.89 %
04-Nov-21 4,049.35 4,074.55 12,600 268,350 1.12 % 3.70 % -0.28 % 0.4555 - - Short Covering 44.88%4.82 25.2 0.62 %
03-Nov-21 4,003.00 4,029.50 12,150 269,100 -1.86 % 2.53 % -1.48 % 0.4563 - - Long Windup 42.96%11.49 26.5 0.66 %
02-Nov-21 4,072.30 4,105.95 11,850 273,150 0.27 % 6.76 % -0.76 % 0.4567 - - Short Covering 60.74%42.31 33.65 0.83 %
01-Nov-21 4,050.90 4,094.75 11,100 275,250 3.56 % 2.78 % 11.21 % 0.4578 - - Long Buildup 38.55%34.82 43.85 1.08 %
29-Oct-21 3,923.70 3,954.15 10,800 247,500 -1.44 % 12.50 % -9.24 % 0.4568 - - Long Windup 56.58%46.34 30.45 0.78 %
28-Oct-21 3,988.50 4,012.00 9,600 272,700 -1.60 % 18.52 % -12.34 % 0.4575 - - Long Windup 71.90%107.94 23.5 0.59 %
27-Oct-21 4,038.05 4,077.30 8,100 311,100 3.59 % 42.11 % -26.77 % 0.4583 - - Short Covering 27.86%96.95 39.25 0.97 %
26-Oct-21 3,929.55 3,935.85 5,700 424,800 -0.48 % 52.00 % 26.88 % 0.4575 - - Short Buildup 39.50%57.31 6.3 0.16 %
25-Oct-21 3,959.70 3,955.00 3,750 334,800 6.35 % 0.00 % 5.38 % 0.4585 - - Long Buildup 37.00%74.77 -4.7 -0.12 %
22-Oct-21 3,871.90 3,718.70 3,750 317,700 -8.65 % -3.85 % 3.37 % 0.4588 - - Short Buildup 47.58%137.73 -153.2 -3.96 %
21-Oct-21 4,036.75 4,071.00 3,900 307,350 -4.54 % 23.81 % 3.59 % 0.4563 - - Short Buildup 38.04%66.20 34.25 0.85 %
20-Oct-21 4,225.30 4,264.45 3,150 296,700 -0.29 % 0.00 % -8.17 % 0.4533 - - Long Windup 38.53%59.11 39.15 0.93 %
19-Oct-21 4,191.95 4,276.65 3,150 323,100 2.45 % 0.00 % 5.23 % 0.4543 - - Long Buildup 35.00%104.01 84.7 2.02 %
18-Oct-21 4,128.50 4,174.45 3,150 307,050 -2.39 % 31.25 % -7.04 % 0.4549 - - Long Windup 48.91%50.22 45.95 1.11 %
14-Oct-21 4,212.00 4,276.60 2,400 330,300 7.75 % -5.88 % 4.56 % 0.4553 - - Long Buildup 34.94%96.50 64.6 1.53 %
13-Oct-21 4,002.35 3,969.00 2,550 315,900 0.00 % 0.00 % -1.17 % 0.4517 - - 41.49%40.19 -33.35 -0.83 %
12-Oct-21 3,891.05 3,969.00 2,550 319,650 -0.29 % 6.25 % -5.37 % 0.4512 - - Long Windup 52.08%39.29 77.95 2 %
11-Oct-21 3,947.55 3,980.70 2,400 337,800 -1.76 % 100.00 % 0.67 % 0.4520 - - Short Buildup 35.55%32.30 33.15 0.84 %
08-Oct-21 4,012.50 4,052.00 1,200 335,550 6.07 % 166.67 % 54.06 % 0.4523 - - Long Buildup 27.24%86.18 39.5 0.98 %
07-Oct-21 3,811.85 3,820.00 450 217,800 1.50 % 50.00 % 9.83 % 0.4478 - - Long Buildup 56.20%58.93 8.15 0.21 %
06-Oct-21 3,721.40 3,763.70 300 198,300 0.00 % 0.00 % 0.92 % 0.4477 - - 48.03%18.93 42.3 1.14 %
05-Oct-21 3,751.05 3,763.70 300 196,500 0.00 % 0.00 % 45.23 % 0.4487 - - 50.39%67.42 12.65 0.34 %
04-Oct-21 3,714.30 3,763.70 300 135,300 0.00 % 0.00 % 66.73 % 0.4496 - - 65.50%80.13 49.4 1.33 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
23.71 Crore Rs. 36.44 Crore Rs. 33.65 Crore Rs. 40.82 Crore Rs. 39.37 Crore Rs. 43.63 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 >>
40.60 % 50.29 % 45.73 % 42.37 % 45.10 % 45.00 % More details >>
PERSISTENT 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
3636.9 3769.45 3844.45 3977 4052 4184.55 4259.55
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
3815.68 3867.56 3884.86 3902.15 3977 3936.75 3954.04 3971.34 4023.23
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
3769.45 3848.73 3897.72 3977 4056.28 4105.27 4184.55
DeMark Pivot
Support 1 Pivot Point Resistance 1
3806.95 3958.25 4014.5
PERSISTENT Result / Events
Date Description Status
26-Oct-21Financial Results/Other business mattersCompleted
23-Jul-21Financial Results/Other business mattersCompleted