FnO Contract Details

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

TATACHEM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 961.00 962.00 903.35 912.15 NA -5.48 % NA NA
27-Jan-22 960.00 960.00 903.80 912.70 3,152,000 -5.43 % -38.28 % Long Windup
24-Feb-22 959.25 962.95 907.00 915.70 3,619,000 -5.49 % 96.26 % Short Buildup
31-Mar-22 966.45 966.45 915.00 920.10 64,000 -5.68 % 23.08 % Short Buildup
Cummulative NA NA NA NA 6,835,000 NA -2.40 % Long Windup
TATACHEM Options OI PCR:  0.41   (Expiry : 27-Jan-22 )   PUT OI: 2,262,000   CALL OI: 5,539,000 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1040.00 800000 4.30% 0.75 -66.67% Short Buildup
1000.00 712000 -7.53% 0.95 -80.41% Long Windup
1100.00 610000 -26.24% 0.15 -78.57% 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
950.00 180000 76.47% 3.25 -85.71% Short Buildup
960.00 158000 59.60% 2.25 -86.36% Short Buildup
930.00 121000 80.60% 5.95 -84.24% 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
1100.00 610000 -26.24% 0.15 -78.57% Long Windup
1050.00 486000 -21.86% 0.65 -64.86% Long Windup
1030.00 252000 -26.32% 0.80 -71.43% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
850.00 240000 -8.40% 0.65 116.67% Short Covering
900.00 209000 -13.64% 6.70 346.67% Short Covering
1000.00 190000 -11.21% 88.00 131.58% 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
920.00 128000 23.08% 16.30 565.31% Long Buildup
910.00 88000 18.92% 10.95 434.15% Long Buildup
860.00 72000 4.35% 1.10 120.00% 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
960.00 88000 -42.86% 49.50 328.57% Short Covering
800.00 129000 -27.12% 0.90 200.00% Short Covering
950.00 136000 -26.09% 40.05 423.53% Short Covering
TATACHEM 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-22 912.15 912.70 3,152,000 6,835,000 -5.43 % -38.28 % -2.40 % 0.4678 0.41 53.88 % Long Windup -- 0.55 0.06 %
21-Jan-22 965.00 965.10 5,107,000 7,003,000 -3.68 % -11.21 % 0.56 % 0.4627 0.45 27.07 % Short Buildup 23.34%26.59 0.1 0.01 %
20-Jan-22 998.05 1,002.00 5,752,000 6,964,000 -1.29 % -9.56 % -0.90 % 0.4616 0.49 17.40 % Long Windup 33.74%32.93 3.95 0.4 %
19-Jan-22 1,011.65 1,015.05 6,360,000 7,027,000 0.69 % -2.56 % -3.73 % 0.4624 0.54 9.49 % Short Covering 20.31%31.00 3.4 0.34 %
18-Jan-22 1,005.95 1,008.10 6,527,000 7,299,000 -2.41 % -4.95 % -3.80 % 0.4635 0.54 10.58 % Long Windup 25.33%30.91 2.15 0.21 %
17-Jan-22 1,029.25 1,033.00 6,867,000 7,587,000 0.05 % 0.53 % 1.87 % 0.4636 0.66 9.49 % Long Buildup 32.31%91.91 3.75 0.36 %
14-Jan-22 1,028.75 1,032.45 6,831,000 7,448,000 1.56 % -3.53 % -2.72 % 0.4648 0.67 8.28 % Short Covering 26.75%95.38 3.7 0.36 %
13-Jan-22 1,014.05 1,016.60 7,081,000 7,656,000 2.29 % 0.44 % 1.19 % 0.4656 0.76 7.51 % Long Buildup 33.36%92.06 2.55 0.25 %
12-Jan-22 993.00 993.80 7,050,000 7,566,000 1.90 % -5.77 % -4.87 % 0.4659 0.65 6.82 % Short Covering 36.44%130.73 0.8 0.08 %
11-Jan-22 972.20 975.30 7,482,000 7,953,000 3.41 % 10.13 % 13.44 % 0.4662 0.50 5.92 % Long Buildup 23.41%114.72 3.1 0.32 %
10-Jan-22 939.25 943.15 6,794,000 7,011,000 1.33 % -3.05 % -2.61 % 0.4650 0.58 3.10 % Short Covering 23.00%32.52 3.9 0.42 %
07-Jan-22 927.20 930.75 7,008,000 7,199,000 2.39 % -0.30 % -0.55 % 0.4658 0.58 2.65 % Short Covering 25.78%30.74 3.55 0.38 %
06-Jan-22 904.15 909.05 7,029,000 7,239,000 -1.16 % 1.08 % 1.51 % 0.4657 0.55 2.90 % Short Buildup 30.30%19.08 4.9 0.54 %
05-Jan-22 915.20 919.70 6,954,000 7,131,000 0.81 % 2.11 % 2.08 % 0.4666 0.56 2.48 % Long Buildup 23.48%16.11 4.5 0.49 %
04-Jan-22 909.10 912.35 6,810,000 6,986,000 -0.73 % 1.01 % 1.19 % 0.4677 0.63 2.52 % Short Buildup 24.97%15.96 3.25 0.36 %
03-Jan-22 914.15 919.10 6,742,000 6,904,000 2.28 % 0.34 % 0.32 % 0.4688 0.62 2.35 % Long Buildup 36.24%26.47 4.95 0.54 %
31-Dec-21 894.20 898.65 6,719,000 6,882,000 1.31 % 0.16 % -3.30 % 0.4690 0.56 2.37 % Short Covering 19.46%10.15 4.45 0.5 %
30-Dec-21 883.95 887.05 6,708,000 7,117,000 -1.89 % 21.59 % 0.96 % 0.4700 0.61 - Short Buildup 24.38%17.75 3.1 0.35 %
29-Dec-21 901.00 904.10 5,517,000 7,049,000 -0.75 % 27.15 % -2.17 % 0.4704 0.60 - Long Windup 23.27%21.74 3.1 0.34 %
28-Dec-21 907.65 910.95 4,339,000 7,205,000 3.14 % 103.52 % 0.03 % 0.4715 0.59 - Long Buildup 21.50%32.65 3.3 0.36 %
27-Dec-21 879.90 883.25 2,132,000 7,203,000 0.90 % 41.57 % -1.19 % 0.4708 0.48 - Short Covering 17.20%7.69 3.35 0.38 %
24-Dec-21 872.20 875.40 1,506,000 7,290,000 -1.66 % 33.39 % 0.94 % 0.4718 0.55 - Short Buildup 18.74%10.54 3.2 0.37 %
23-Dec-21 886.10 890.15 1,129,000 7,222,000 0.38 % 30.67 % -0.81 % 0.4725 0.52 - Short Covering 21.42%12.15 4.05 0.46 %
22-Dec-21 882.45 886.75 864,000 7,281,000 3.01 % 16.13 % -2.39 % 0.4737 0.64 - Short Covering 22.59%19.10 4.3 0.49 %
21-Dec-21 856.45 860.85 744,000 7,459,000 1.82 % 7.83 % -0.71 % 0.4732 0.80 - Short Covering 18.99%13.57 4.4 0.51 %
20-Dec-21 842.35 845.50 690,000 7,512,000 -4.82 % 28.49 % -3.78 % 0.4738 0.85 - Long Windup 30.08%41.71 3.15 0.37 %
17-Dec-21 883.60 888.30 537,000 7,807,000 -2.79 % 19.60 % -0.43 % 0.4706 0.64 - Long Windup 34.55%38.63 4.7 0.53 %
16-Dec-21 906.90 913.80 449,000 7,841,000 -1.73 % 17.54 % 0.50 % 0.4704 0.75 - Short Buildup 23.37%15.66 6.9 0.76 %
15-Dec-21 921.80 929.90 382,000 7,802,000 -1.26 % 10.72 % 0.19 % 0.4711 0.44 - Short Buildup 27.44%16.11 8.1 0.88 %
14-Dec-21 933.35 941.75 345,000 7,787,000 -0.32 % 8.83 % -0.78 % 0.4720 0.44 - Long Windup 22.63%15.10 8.4 0.9 %
13-Dec-21 935.90 944.75 317,000 7,848,000 -0.31 % 10.45 % -0.22 % 0.4731 0.42 - Long Windup 27.12%18.56 8.85 0.95 %
10-Dec-21 940.15 947.70 287,000 7,865,000 0.77 % 29.28 % -2.07 % 0.4743 0.39 - Short Covering 34.69%75.23 7.55 0.8 %
09-Dec-21 935.85 940.50 222,000 8,031,000 0.89 % 0.91 % 0.45 % 0.4754 0.25 - Long Buildup 26.04%36.29 4.65 0.5 %
08-Dec-21 923.90 932.20 220,000 7,995,000 1.52 % 2.80 % 0.73 % 0.4763 0.17 - Long Buildup 32.52%23.13 8.3 0.9 %
07-Dec-21 909.45 918.20 214,000 7,937,000 1.75 % 1.42 % 0.35 % 0.4770 0.43 - Long Buildup 18.26%17.78 8.75 0.96 %
06-Dec-21 896.20 902.40 211,000 7,909,000 -1.65 % 2.93 % -1.27 % 0.4778 0.43 - Long Windup 17.61%23.64 6.2 0.69 %
03-Dec-21 910.00 917.50 205,000 8,011,000 1.12 % 3.02 % 0.89 % 0.4786 0.29 - Long Buildup 13.87%32.46 7.5 0.82 %
02-Dec-21 900.00 907.30 199,000 7,940,000 1.74 % -1.97 % -0.19 % 0.4795 0.25 - Short Covering 20.91%23.40 7.3 0.81 %
01-Dec-21 883.90 891.80 203,000 7,955,000 1.70 % 2.01 % 0.21 % 0.4801 - - Long Buildup 24.44%21.44 7.9 0.89 %
30-Nov-21 872.25 876.85 199,000 7,938,000 0.46 % -5.69 % -0.90 % 0.4810 - - Short Covering 15.64%24.15 4.6 0.53 %
29-Nov-21 868.65 872.85 211,000 8,010,000 1.74 % -3.65 % -2.80 % 0.4822 - - Short Covering 15.94%43.40 4.2 0.48 %
26-Nov-21 853.70 857.95 219,000 8,241,000 -5.58 % 39.49 % -1.26 % 0.4828 - - Long Windup 25.65%45.89 4.25 0.5 %
25-Nov-21 900.60 908.70 157,000 8,346,000 -0.03 % 37.72 % -0.81 % 0.4786 - - Long Windup 32.18%35.96 8.1 0.9 %
24-Nov-21 900.40 909.00 114,000 8,414,000 -0.98 % 35.71 % -0.92 % 0.4798 - - Long Windup 18.54%25.87 8.6 0.96 %
23-Nov-21 912.30 918.00 84,000 8,492,000 1.95 % 16.67 % 2.95 % 0.4806 - - Long Buildup 31.24%47.93 5.7 0.62 %
22-Nov-21 892.00 900.45 72,000 8,249,000 -3.44 % 56.52 % -3.12 % 0.4809 - - Long Windup 28.61%40.59 8.45 0.95 %
18-Nov-21 925.35 932.50 46,000 8,515,000 -1.78 % 6.98 % -3.48 % 0.4795 - - Long Windup 31.59%42.32 7.15 0.77 %
17-Nov-21 940.65 949.40 43,000 8,822,000 0.64 % 2.38 % -2.61 % 0.4802 - - Short Covering 37.29%40.10 8.75 0.93 %
16-Nov-21 934.75 943.40 42,000 9,058,000 -0.34 % 20.00 % 3.39 % 0.4813 - - Short Buildup 22.87%42.08 8.65 0.93 %
15-Nov-21 937.50 946.65 35,000 8,761,000 -0.20 % 0.00 % 1.57 % 0.4825 - - Short Buildup 23.04%15.62 9.15 0.98 %
12-Nov-21 935.85 948.55 35,000 8,626,000 1.18 % 6.06 % 0.22 % 0.4837 - - Long Buildup 25.13%28.07 12.7 1.36 %
11-Nov-21 925.35 937.50 33,000 8,607,000 -0.90 % 0.00 % -0.75 % 0.4847 - - Long Windup 24.72%26.42 12.15 1.31 %
10-Nov-21 935.10 946.00 33,000 8,672,000 -1.66 % 6.45 % -0.83 % 0.4857 - - Long Windup 28.47%27.65 10.9 1.17 %
09-Nov-21 947.90 962.00 31,000 8,745,000 2.47 % 47.62 % -3.66 % 0.4866 - - Short Covering 40.52%120.98 14.1 1.49 %
08-Nov-21 925.85 938.80 21,000 9,077,000 2.96 % 40.00 % -2.25 % 0.4868 - - Short Covering 34.63%67.16 12.95 1.4 %
04-Nov-21 904.20 911.85 15,000 9,286,000 0.98 % 0.00 % -0.11 % 0.4869 - - Short Covering 56.65%13.34 7.65 0.85 %
03-Nov-21 896.10 903.00 15,000 9,296,000 -2.36 % -6.25 % 2.68 % 0.4880 - - Short Buildup 34.81%48.60 6.9 0.77 %
02-Nov-21 910.65 924.85 16,000 9,053,000 0.67 % 14.29 % 0.68 % 0.4888 - - Long Buildup 26.78%37.68 14.2 1.56 %
01-Nov-21 905.10 918.65 14,000 8,992,000 0.00 % 0.00 % 2.67 % 0.4899 - - 37.49%63.76 13.55 1.5 %
TATACHEM 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
834.8 869.3 891 925.5 947.2 981.7 1003.4
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
884.6 898.65 903.33 908.02 925.5 917.38 922.07 926.75 940.8
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
869.3 890.77 904.03 925.5 946.97 960.23 981.7
DeMark Pivot
Support 1 Pivot Point Resistance 1
880.15 920.08 936.35
TATACHEM Result / Events
Date Description Status
27-Oct-21Financial ResultsCompleted
05-Aug-21Financial ResultsCompleted
31-Jul-20Financial ResultsCompleted
03-Feb-20Financial ResultsCompleted
30-Oct-19Financial ResultsCompleted
08-Aug-19Financial ResultsCompleted
03-May-19Financial Results/DividendCompleted
05-Feb-19Financial ResultsCompleted