FnO Contract Details

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

TATACONSUM Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 725.00 725.00 688.50 691.45 NA -4.83 % NA NA
27-Jan-22 723.95 726.45 688.25 693.05 5,456,025 -4.89 % -31.64 % Long Windup
24-Feb-22 726.55 726.55 690.85 695.15 6,075,000 -4.93 % 76.71 % Short Buildup
31-Mar-22 722.95 725.30 695.80 698.60 130,275 -4.76 % 36.88 % Short Buildup
Cummulative NA NA NA NA 11,661,300 NA 1.28 % Short Buildup
TATACONSUM Options OI PCR:  0.25   (Expiry : 27-Jan-22 )   PUT OI: 1,353,375   CALL OI: 5,422,275 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 795150 -21.31% 0.55 -59.26% Long Windup
750.00 564975 -16.13% 1.35 -68.60% Long Windup
740.00 523800 -1.15% 1.70 -72.58% 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
700.00 205200 560.87% 5.45 -82.92% Short Buildup
690.00 162675 4720.00% 7.95 -80.89% Short Buildup
720.00 258525 126.63% 2.80 -81.52% 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
800.00 795150 -21.31% 0.55 -59.26% Long Windup
760.00 514350 -20.29% 1.10 -66.15% Long Windup
780.00 409725 -22.97% 0.75 -64.29% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
720.00 193725 -44.91% 29.50 357.36% Short Covering
710.00 175500 -42.22% 21.70 463.64% Short Covering
700.00 157275 -46.56% 12.10 348.15% 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
650.00 64125 33.80% 0.85 142.86% Long Buildup
690.00 84375 5.93% 5.80 213.51% Long Buildup
670.00 62100 3.37% 1.95 129.41% 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
720.00 193725 -44.91% 29.50 357.36% Short Covering
700.00 157275 -46.56% 12.10 348.15% Short Covering
710.00 175500 -42.22% 21.70 463.64% Short Covering
TATACONSUM 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-22 691.45 693.05 5,456,025 11,661,300 -4.89 % -31.64 % 1.28 % 0.3664 0.25 53.21 % Short Buildup -- 1.6 0.23 %
21-Jan-22 726.55 728.65 7,981,200 11,514,150 0.33 % -13.90 % 1.71 % 0.3612 0.34 30.68 % Long Buildup 49.04%172.95 2.1 0.29 %
20-Jan-22 723.45 726.25 9,269,775 11,320,425 1.09 % -4.08 % 2.76 % 0.3621 0.32 18.11 % Long Buildup 31.95%122.46 2.8 0.39 %
19-Jan-22 717.65 718.40 9,663,975 11,016,000 -1.97 % -9.12 % -2.31 % 0.3628 0.31 12.27 % Long Windup 41.27%71.86 0.75 0.1 %
18-Jan-22 731.45 732.80 10,633,275 11,276,550 -4.30 % -3.53 % -1.63 % 0.3628 0.33 5.70 % Long Windup 38.85%75.99 1.35 0.18 %
17-Jan-22 765.10 765.70 11,022,750 11,462,850 0.01 % -2.69 % -1.99 % 0.3586 0.45 3.84 % Short Covering 40.56%57.64 0.6 0.08 %
14-Jan-22 762.50 765.60 11,327,850 11,695,725 4.42 % 1.40 % 1.49 % 0.3594 0.47 3.15 % Long Buildup 26.26%174.86 3.1 0.41 %
13-Jan-22 730.20 733.20 11,171,925 11,523,600 -0.83 % 1.80 % 2.34 % 0.3555 0.42 3.05 % Short Buildup 44.87%52.58 3 0.41 %
12-Jan-22 736.10 739.35 10,974,150 11,259,675 -0.15 % 2.17 % 2.44 % 0.3563 0.45 2.54 % Short Buildup 64.35%86.08 3.25 0.44 %
11-Jan-22 738.65 740.45 10,740,600 10,991,700 0.71 % 0.04 % 0.15 % 0.3571 0.46 2.28 % Long Buildup 50.09%70.50 1.8 0.24 %
10-Jan-22 731.90 735.20 10,735,875 10,975,500 -0.60 % 0.47 % 0.59 % 0.3578 0.51 2.18 % Short Buildup 54.75%63.80 3.3 0.45 %
07-Jan-22 736.10 739.65 10,685,250 10,910,700 1.50 % 4.24 % 4.26 % 0.3586 0.54 2.07 % Long Buildup 38.81%60.20 3.55 0.48 %
06-Jan-22 725.45 728.70 10,250,550 10,465,200 -0.96 % 0.58 % 0.71 % 0.3590 0.52 2.05 % Short Buildup 45.10%67.98 3.25 0.45 %
05-Jan-22 733.60 735.80 10,191,150 10,391,625 -0.77 % 3.35 % 3.47 % 0.3596 0.47 1.93 % Short Buildup 48.57%73.99 2.2 0.3 %
04-Jan-22 738.85 741.50 9,861,075 10,043,325 -1.11 % -1.11 % -0.81 % 0.3603 0.48 1.81 % Long Windup 44.30%77.01 2.65 0.36 %
03-Jan-22 748.00 749.80 9,971,775 10,125,000 0.58 % -2.03 % -1.82 % 0.3609 0.46 1.51 % Short Covering 49.53%34.29 1.8 0.24 %
31-Dec-21 743.45 745.50 10,178,325 10,312,650 2.00 % -0.81 % -3.36 % 0.3617 0.45 1.30 % Short Covering 38.07%24.49 2.05 0.28 %
30-Dec-21 728.00 730.90 10,261,350 10,671,075 0.27 % 20.32 % -0.97 % 0.3615 0.43 - Short Covering 28.12%45.67 2.9 0.4 %
29-Dec-21 726.65 728.95 8,528,625 10,775,700 -0.04 % 32.37 % -1.81 % 0.3624 0.52 - Long Windup 49.71%28.31 2.3 0.32 %
28-Dec-21 726.95 729.25 6,442,875 10,974,150 1.06 % 63.75 % -3.01 % 0.3633 0.45 - Short Covering 51.62%30.74 2.3 0.32 %
27-Dec-21 718.50 721.60 3,934,575 11,314,350 0.02 % 90.30 % -0.76 % 0.3639 0.37 - Short Covering 29.69%14.76 3.1 0.43 %
24-Dec-21 718.95 721.45 2,067,525 11,400,750 -1.33 % 28.37 % -0.38 % 0.3648 0.38 - Long Windup 36.86%24.68 2.5 0.35 %
23-Dec-21 726.75 731.15 1,610,550 11,443,950 1.52 % 69.58 % -0.70 % 0.3654 0.39 - Short Covering 44.60%35.51 4.4 0.61 %
22-Dec-21 714.95 720.20 949,725 11,524,275 1.30 % 9.15 % 0.31 % 0.3657 0.56 - Long Buildup 41.84%30.98 5.25 0.73 %
21-Dec-21 705.70 710.95 870,075 11,489,175 -0.24 % 17.18 % 6.88 % 0.3661 0.56 - Short Buildup 48.41%92.10 5.25 0.74 %
20-Dec-21 709.55 712.65 742,500 10,749,375 -2.26 % 43.42 % 4.28 % 0.3670 0.58 - Short Buildup 57.53%102.88 3.1 0.44 %
17-Dec-21 726.35 729.10 517,725 10,307,925 -2.29 % 10.68 % -1.60 % 0.3665 0.50 - Long Windup 58.55%72.03 2.75 0.38 %
16-Dec-21 740.25 746.20 467,775 10,475,325 -0.63 % 17.26 % -0.53 % 0.3666 0.34 - Long Windup 54.87%59.01 5.95 0.8 %
15-Dec-21 746.30 750.90 398,925 10,531,350 0.76 % 0.00 % -0.88 % 0.3673 0.21 - Short Covering 49.48%61.92 4.6 0.62 %
14-Dec-21 739.50 745.25 398,925 10,625,175 -2.10 % 41.73 % 2.46 % 0.3680 0.10 - Short Buildup 51.03%88.07 5.75 0.78 %
13-Dec-21 754.10 761.25 281,475 10,370,025 -1.89 % 25.98 % 2.48 % 0.3680 0.14 - Short Buildup 63.20%92.68 7.15 0.95 %
10-Dec-21 769.65 775.90 223,425 10,118,925 -0.91 % 15.73 % 0.65 % 0.3679 0.21 - Short Buildup 39.78%43.25 6.25 0.81 %
09-Dec-21 777.50 783.00 193,050 10,053,450 0.57 % 3.25 % 0.51 % 0.3686 0.19 - Long Buildup 47.24%34.37 5.5 0.71 %
08-Dec-21 772.15 778.55 186,975 10,002,150 1.77 % 25.34 % 1.16 % 0.3694 0.21 - Long Buildup 48.27%37.36 6.4 0.83 %
07-Dec-21 760.70 765.00 149,175 9,887,400 1.44 % 18.82 % 0.72 % 0.3697 0.26 - Long Buildup 46.36%61.43 4.3 0.57 %
06-Dec-21 747.60 754.15 125,550 9,816,525 -3.39 % 9.41 % 1.96 % 0.3699 0.35 - Short Buildup 49.91%61.72 6.55 0.88 %
03-Dec-21 774.30 780.60 114,750 9,627,525 0.09 % 4.29 % -0.19 % 0.3678 0.43 - Short Covering 53.71%58.56 6.3 0.81 %
02-Dec-21 773.25 779.90 110,025 9,645,750 0.07 % 2.52 % 3.98 % 0.3687 0.75 - Long Buildup 58.02%79.26 6.65 0.86 %
01-Dec-21 772.80 779.35 107,325 9,276,525 -0.82 % 17.78 % -0.36 % 0.3696 - - Long Windup 42.00%41.02 6.55 0.85 %
30-Nov-21 778.60 785.80 91,125 9,309,600 2.22 % -4.26 % -2.05 % 0.3704 - - Short Covering 54.34%149.33 7.2 0.92 %
29-Nov-21 766.00 768.75 95,175 9,504,000 -0.47 % -2.08 % 0.37 % 0.3707 - - Short Buildup 41.09%49.87 2.75 0.36 %
26-Nov-21 766.70 772.40 97,200 9,468,900 -4.99 % 26.32 % 4.27 % 0.3716 - - Short Buildup 48.42%97.14 5.7 0.74 %
25-Nov-21 807.80 813.00 76,950 9,080,775 0.58 % 34.12 % -2.44 % 0.3658 - - Short Covering 19.53%27.88 5.2 0.64 %
24-Nov-21 798.95 808.30 57,375 9,308,250 -1.91 % 41.67 % 0.91 % 0.3664 - - Short Buildup 51.63%67.40 9.35 1.17 %
23-Nov-21 820.95 824.05 40,500 9,224,550 0.46 % 3.45 % -0.87 % 0.3655 - - Short Covering 39.84%33.52 3.1 0.38 %
22-Nov-21 812.75 820.30 39,150 9,305,550 -2.11 % 16.00 % 2.94 % 0.3661 - - Short Buildup 51.56%81.78 7.55 0.93 %
18-Nov-21 832.05 838.00 33,750 9,039,600 -0.67 % 42.86 % -0.32 % 0.3657 - - Long Windup 51.87%48.85 5.95 0.72 %
17-Nov-21 836.40 843.65 23,625 9,068,625 0.07 % 0.00 % -0.27 % 0.3665 - - Short Covering 49.99%60.18 7.25 0.87 %
16-Nov-21 833.40 843.10 23,625 9,092,925 -2.42 % 66.67 % 1.38 % 0.3674 - - Short Buildup 48.50%67.46 9.7 1.16 %
15-Nov-21 852.55 864.00 14,175 8,968,725 0.66 % 16.67 % 2.12 % 0.3670 - - Long Buildup 50.90%51.67 11.45 1.34 %
12-Nov-21 847.90 858.30 12,150 8,782,425 1.66 % 12.50 % -3.38 % 0.3679 - - Short Covering 42.97%43.01 10.4 1.23 %
11-Nov-21 837.65 844.30 10,800 9,089,550 -0.58 % -5.88 % -1.47 % 0.3684 - - Long Windup 51.70%61.12 6.65 0.79 %
10-Nov-21 842.40 849.25 11,475 9,225,225 0.74 % 21.43 % -2.53 % 0.3693 - - Short Covering 50.18%57.99 6.85 0.81 %
09-Nov-21 835.65 843.05 9,450 9,464,850 -0.40 % -56.25 % -2.29 % 0.3701 - - Long Windup 51.96%64.31 7.4 0.89 %
08-Nov-21 836.35 846.40 21,600 9,686,925 0.53 % 700.00 % 0.07 % 0.3710 - - Long Buildup 35.19%26.23 10.05 1.2 %
04-Nov-21 827.40 841.90 2,700 9,680,175 0.00 % 0.00 % 0.03 % 0.3716 - - 57.24%8.33 14.5 1.75 %
03-Nov-21 826.90 841.90 2,700 9,676,800 0.00 % 0.00 % 0.35 % 0.3726 - - 46.51%40.17 15 1.81 %
02-Nov-21 833.80 841.90 2,700 9,643,050 -0.36 % 100.00 % -1.18 % 0.3733 - - Long Windup 39.56%41.28 8.1 0.97 %
01-Nov-21 824.90 844.95 1,350 9,758,475 0.00 % 0.00 % -1.26 % 0.3740 - - 37.29%47.77 20.05 2.43 %
TATACONSUM 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
640.51 664.38 678.71 702.58 716.91 740.78 755.11
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
673.95 683.5 686.68 689.87 702.58 696.23 699.42 702.6 712.15
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
664.38 678.97 687.99 702.58 717.17 726.19 740.78
DeMark Pivot
Support 1 Pivot Point Resistance 1
671.55 699 709.75
TATACONSUM Result / Events
Date Description Status
02-Feb-22Financial ResultsUpcoming
22-Oct-21Financial ResultsCompleted
03-Aug-21Financial ResultsCompleted
02-Feb-21Financial ResultsCompleted
06-Nov-20Financial ResultsCompleted
04-Aug-20Financial ResultsCompleted