FnO Contract Details

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

PVR Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,518.50 1,518.50 1,372.30 1,391.00 NA -10.89 % NA NA
30-Dec-21 1,523.00 1,523.00 1,376.30 1,392.70 2,843,709 -10.99 % -1.13 % Long Windup
27-Jan-22 1,510.70 1,515.85 1,390.20 1,398.90 122,100 -11.08 % 38.89 % Short Buildup
Cummulative NA NA NA NA 2,965,809 NA -3.83 % Long Windup
PVR Options OI PCR:  0.52   (Expiry : 30-Dec-21 )   PUT OI: 588,522   CALL OI: 1,133,902 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 204314 79.93% 21.20 -56.60% Short Buildup
1700.00 200651 27.72% 11.75 -47.31% Short Buildup
1500.00 199430 4354.55% 40.80 -53.10% 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
1500.00 199430 4354.55% 40.80 -53.10% Short Buildup
1600.00 204314 79.93% 21.20 -56.60% Short Buildup
1400.00 61457 2057.14% 78.65 -53.60% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 109890 154.72% 84.10 446.10% Long Buildup
1300.00 101343 758.62% 44.60 461.01% Long Buildup
1500.00 91168 26.55% 146.50 303.03% 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
1300.00 101343 758.62% 44.60 461.01% Long Buildup
1400.00 109890 154.72% 84.10 446.10% Long Buildup
1500.00 91168 26.55% 146.50 303.03% 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
1540.00 8140 -62.26% 167.10 231.22% Short Covering
1600.00 44770 -10.57% 224.90 176.12% Short Covering
1700.00 39886 -4.85% 316.05 106.43% Short Covering
PVR 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 1,391.00 1,392.70 2,843,709 2,965,809 -10.99 % -1.13 % -3.83 % 0.5176 0.52 4.12 % Long Windup 26.46%139.71 1.7 0.12 %
25-Nov-21 1,561.00 1,564.65 2,876,269 3,083,839 -0.59 % 19.05 % -1.78 % 0.4949 0.51 - Long Windup 24.88%41.31 3.65 0.23 %
24-Nov-21 1,568.65 1,573.95 2,415,952 3,139,598 -2.20 % 46.32 % 8.18 % 0.4961 0.41 - Short Buildup 29.90%51.95 5.3 0.34 %
23-Nov-21 1,603.40 1,609.40 1,651,199 2,902,317 0.00 % 75.63 % 0.42 % 0.4965 0.41 - 24.99%24.45 6 0.37 %
22-Nov-21 1,604.30 1,609.45 940,170 2,890,107 -5.33 % 112.71 % -3.73 % 0.4977 0.54 - Long Windup 34.62%54.22 5.15 0.32 %
18-Nov-21 1,694.95 1,700.05 442,002 3,002,032 -2.62 % 92.21 % -4.81 % 0.4934 0.63 - Long Windup 26.75%30.87 5.1 0.3 %
17-Nov-21 1,737.65 1,745.85 229,955 3,153,843 1.51 % 20.73 % 2.15 % 0.4934 0.49 - Long Buildup 27.98%39.34 8.2 0.47 %
16-Nov-21 1,709.85 1,719.80 190,476 3,087,502 0.00 % 19.08 % 1.04 % 0.4942 0.56 - 16.67%9.30 9.95 0.58 %
15-Nov-21 1,705.80 1,719.75 159,951 3,055,756 -1.34 % 14.58 % -0.56 % 0.4954 0.70 - Long Windup 27.87%30.99 13.95 0.82 %
12-Nov-21 1,733.95 1,743.15 139,601 3,072,850 0.97 % 10.65 % 1.63 % 0.4962 0.93 - Long Buildup 21.16%10.38 9.2 0.53 %
11-Nov-21 1,716.50 1,726.45 126,170 3,023,603 -2.88 % 26.02 % -1.39 % 0.4972 1.08 - Long Windup 31.76%34.87 9.95 0.58 %
10-Nov-21 1,767.75 1,777.70 100,122 3,066,338 -1.86 % 17.14 % -1.34 % 0.4969 1.78 - Long Windup 35.40%28.21 9.95 0.56 %
09-Nov-21 1,792.95 1,811.30 85,470 3,107,852 -0.08 % 6.60 % 0.25 % 0.4978 1.57 - Short Buildup 34.97%30.55 18.35 1.02 %
08-Nov-21 1,803.70 1,812.70 80,179 3,100,119 2.01 % 1.03 % -1.27 % 0.4990 1.29 - Short Covering 14.45%43.25 9 0.5 %
04-Nov-21 1,763.85 1,776.95 79,365 3,140,005 1.43 % 3.72 % 0.81 % 0.4993 1.33 - Long Buildup 37.29%10.08 13.1 0.74 %
03-Nov-21 1,739.50 1,751.95 76,516 3,114,771 0.04 % 2.17 % 2.75 % 0.5002 1.33 - Long Buildup 27.53%24.00 12.45 0.72 %
02-Nov-21 1,735.25 1,751.30 74,888 3,031,336 0.24 % 1.10 % 3.20 % 0.5014 2.00 - Long Buildup 31.29%22.20 16.05 0.92 %
01-Nov-21 1,729.85 1,747.05 74,074 2,937,319 3.53 % 0.55 % 2.63 % 0.5027 2.25 - Long Buildup 16.02%15.82 17.2 0.99 %
29-Oct-21 1,677.65 1,687.50 73,667 2,862,024 -0.02 % 6.47 % -4.97 % 0.5022 3.00 - Long Windup 18.34%19.38 9.85 0.59 %
28-Oct-21 1,674.85 1,687.90 69,190 3,011,800 -4.20 % 8.28 % -4.33 % 0.5035 3.00 - Long Windup 32.48%30.65 13.05 0.78 %
27-Oct-21 1,742.70 1,761.90 63,899 3,148,145 -0.93 % 7.53 % -1.14 % 0.5019 3.00 - Long Windup 19.91%19.78 19.2 1.1 %
26-Oct-21 1,758.60 1,778.45 59,422 3,184,368 1.79 % 84.81 % 1.93 % 0.5030 3.00 - Long Buildup 18.78%59.70 19.85 1.13 %
25-Oct-21 1,727.40 1,747.10 32,153 3,124,132 6.26 % -4.82 % 9.20 % 0.5037 - - Long Buildup 14.12%86.89 19.7 1.14 %
22-Oct-21 1,627.45 1,644.10 33,781 2,860,803 -2.20 % 15.28 % 1.37 % 0.4984 - - Short Buildup 20.84%54.09 16.65 1.02 %
21-Oct-21 1,662.70 1,681.05 29,304 2,822,138 -0.06 % 2.86 % -0.40 % 0.4988 - - Long Windup 23.16%26.78 18.35 1.1 %
20-Oct-21 1,672.20 1,682.00 28,490 2,833,534 -1.98 % 14.75 % 0.03 % 0.5000 - - Short Buildup 26.04%34.30 9.8 0.59 %
19-Oct-21 1,689.05 1,715.95 24,827 2,832,720 -1.74 % 3.39 % -1.76 % 0.5011 - - Long Windup 24.71%31.83 26.9 1.59 %
18-Oct-21 1,718.80 1,746.40 24,013 2,883,595 0.77 % 1.72 % 1.61 % 0.5018 - - Long Buildup 21.23%22.53 27.6 1.61 %
14-Oct-21 1,713.80 1,733.10 23,606 2,838,011 0.64 % 3.57 % -0.47 % 0.5031 - - Short Covering 21.56%17.21 19.3 1.13 %
13-Oct-21 1,712.95 1,722.15 22,792 2,851,442 0.24 % 47.37 % -4.77 % 0.5043 - - Short Covering 26.70%52.40 9.2 0.54 %
12-Oct-21 1,710.70 1,718.00 15,466 2,994,299 0.29 % 8.57 % 1.49 % 0.5056 - - Long Buildup 18.56%21.06 7.3 0.43 %
11-Oct-21 1,696.45 1,713.10 14,245 2,950,343 0.53 % 40.00 % -1.51 % 0.5067 - - Short Covering 17.83%14.47 16.65 0.98 %
08-Oct-21 1,695.65 1,704.10 10,175 2,995,520 0.54 % 66.67 % -2.44 % 0.5080 - - Short Covering 18.70%41.76 8.45 0.5 %
07-Oct-21 1,679.20 1,695.00 6,105 3,070,408 2.21 % -16.67 % 0.75 % 0.5091 - - Long Buildup 23.61%24.31 15.8 0.94 %
06-Oct-21 1,640.45 1,658.30 7,326 3,047,616 -1.01 % 38.46 % 1.55 % 0.5094 - - Short Buildup 12.59%23.18 17.85 1.09 %
05-Oct-21 1,659.65 1,675.30 5,291 3,001,218 0.74 % -7.14 % 0.30 % 0.5104 - - Long Buildup 15.64%20.48 15.65 0.94 %
04-Oct-21 1,646.55 1,663.00 5,698 2,992,264 3.05 % 366.67 % 6.63 % 0.5116 - - Long Buildup 21.74%64.93 16.45 1 %
01-Oct-21 1,599.55 1,613.80 1,221 2,806,265 0.00 % 0.00 % -1.23 % 0.5114 - - 27.53%49.64 14.25 0.89 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
139.71 Crore Rs. 77.66 Crore Rs. 62.33 Crore Rs. 48.90 Crore Rs. 40.47 Crore Rs. 33.87 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 >>
26.46 % 26.82 % 27.68 % 27.26 % 28.01 % 25.94 % More details >>
PVR 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
1191.64 1283.97 1338.34 1430.67 1485.04 1577.37 1631.74
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1319.35 1356.03 1368.25 1380.48 1430.67 1404.93 1417.15 1429.38 1466.05
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1283.97 1340.01 1374.63 1430.67 1486.71 1521.33 1577.37
DeMark Pivot
Support 1 Pivot Point Resistance 1
1311.15 1417.08 1457.85
PVR Result / Events
Date Description Status
22-Oct-21Financial ResultsCompleted
29-Jul-21Financial ResultsCompleted
03-Nov-20Financial ResultsCompleted
23-Jan-20Financial ResultsCompleted
17-Oct-19Financial ResultsCompleted
25-Jul-19Financial ResultsCompleted
10-May-19Financial Results/DividendCompleted
24-Jan-19Financial ResultsCompleted