FnO Contract Details

TATASTEEL analysis for the selected expiry [Aug-21] as on 30-Jul-21

TATASTEEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,455.65 1,472.70 1,427.80 1,434.30 NA -1.67 % NA NA
26-Aug-21 1,465.00 1,474.75 1,432.85 1,439.20 42,454,100 -1.48 % -1.58 % Long Windup
30-Sep-21 1,457.25 1,479.70 1,438.85 1,443.60 409,700 -1.54 % 10.55 % Short Buildup
28-Oct-21 1,459.55 1,480.05 1,445.00 1,450.05 23,800 0.00 % 0.00 %
Cummulative NA NA NA NA 42,887,600 NA -9.47 % Long Windup
TATASTEEL Options OI PCR:  0.00   (Expiry : 26-Aug-21 )   PUT OI: 0   CALL OI: 0 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 2086750 13.82% 37.40 -24.37% Short Buildup
1400.00 1672800 51.27% 82.80 -17.98% Short Buildup
1600.00 1339600 18.23% 15.40 -33.04% 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
1400.00 1672800 51.27% 82.80 -17.98% Short Buildup
1500.00 2086750 13.82% 37.40 -24.37% Short Buildup
1600.00 1339600 18.23% 15.40 -33.04% 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
1200.00 937550 -36.10% 243.25 -9.12% Long Windup
1300.00 637500 -16.48% 151.30 -14.18% Long Windup
1240.00 153000 -36.62% 208.00 -11.26% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 1274150 -0.33% 15.40 -6.10% Long Windup
1200.00 1214650 -14.23% 5.45 -22.70% Long Windup
1400.00 1087150 16.91% 43.50 8.89% 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
1400.00 1087150 16.91% 43.50 8.89% Long Buildup
1340.00 599250 28.18% 23.55 0.21% Long Buildup
1500.00 281350 57.62% 97.10 9.72% 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
1440.00 439450 -36.56% 61.30 9.17% Short Covering
1200.00 1214650 -14.23% 5.45 -22.70% Long Windup
1460.00 332350 -20.53% 72.60 11.69% Short Covering
TATASTEEL 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 %
30-Jul-21 1,434.30 1,439.20 42,454,100 42,887,600 -1.48 % -1.58 % -9.47 % 0.5260 - 1.01 % Long Windup 20.31%409.22 4.9 0.34 %
29-Jul-21 1,458.60 1,460.85 43,134,100 47,373,900 6.81 % 13.36 % 2.74 % 0.5268 - - Long Buildup 19.47%853.85 2.25 0.15 %
28-Jul-21 1,365.00 1,367.70 38,049,400 46,109,950 2.47 % 23.63 % -0.14 % 0.5205 - - Short Covering 15.43%270.25 2.7 0.2 %
27-Jul-21 1,330.65 1,334.75 30,777,650 46,176,250 2.31 % 31.36 % -0.24 % 0.5206 - - Short Covering 22.20%305.45 4.1 0.31 %
26-Jul-21 1,297.95 1,304.65 23,429,400 46,288,450 1.36 % 149.38 % 3.46 % 0.5209 - - Long Buildup 18.21%205.11 6.7 0.52 %
23-Jul-21 1,281.40 1,287.20 9,395,050 44,739,750 0.90 % 91.26 % 0.64 % 0.5219 - - Long Buildup 14.74%163.19 5.8 0.45 %
22-Jul-21 1,273.00 1,275.75 4,912,150 44,456,700 2.75 % 75.60 % 0.47 % 0.5231 - - Long Buildup 22.86%229.70 2.75 0.22 %
20-Jul-21 1,233.35 1,241.65 2,797,350 44,249,300 -2.31 % 35.04 % 1.81 % 0.5227 - - Short Buildup 23.63%250.08 8.3 0.67 %
19-Jul-21 1,266.40 1,271.05 2,071,450 43,463,050 -1.02 % 26.93 % -2.93 % 0.5227 - - Long Windup 24.30%274.01 4.65 0.37 %
16-Jul-21 1,278.45 1,284.10 1,632,000 44,776,300 1.74 % 7.50 % -0.30 % 0.5239 - - Short Covering 24.75%268.91 5.65 0.44 %
15-Jul-21 1,255.95 1,262.15 1,518,100 44,910,600 0.83 % 5.43 % -0.72 % 0.5247 - - Short Covering 31.22%378.65 6.2 0.49 %
14-Jul-21 1,244.70 1,251.80 1,439,900 45,237,000 1.05 % 1.50 % -0.66 % 0.5258 - - Short Covering 25.38%263.50 7.1 0.57 %
13-Jul-21 1,228.75 1,238.85 1,418,650 45,538,750 0.25 % 4.77 % -1.17 % 0.5269 - - Short Covering 22.54%219.19 10.1 0.82 %
12-Jul-21 1,226.95 1,235.80 1,354,050 46,079,350 -1.08 % 2.51 % -4.08 % 0.5282 - - Long Windup 14.66%299.44 8.85 0.72 %
09-Jul-21 1,239.35 1,249.30 1,320,900 48,041,150 4.34 % 13.18 % 1.39 % 0.5293 - - Long Buildup 14.01%310.19 9.95 0.8 %
08-Jul-21 1,189.75 1,197.30 1,167,050 47,382,400 -2.90 % 5.13 % -1.61 % 0.5278 - - Long Windup 17.60%259.89 7.55 0.63 %
07-Jul-21 1,218.65 1,233.05 1,110,100 48,160,150 4.65 % 15.68 % 5.97 % 0.5281 - - Long Buildup 19.35%394.86 14.4 1.18 %
06-Jul-21 1,167.25 1,178.30 959,650 45,447,800 0.86 % 1.07 % -1.68 % 0.5262 - - Short Covering 18.66%199.26 11.05 0.95 %
05-Jul-21 1,156.85 1,168.30 949,450 46,223,850 1.87 % 4.69 % -0.51 % 0.5274 - - Short Covering 17.22%153.01 11.45 0.99 %
02-Jul-21 1,136.00 1,146.90 906,950 46,462,700 -2.40 % 7.13 % -0.02 % 0.5281 - - Long Windup 20.80%178.96 10.9 0.96 %
01-Jul-21 1,163.55 1,175.05 846,600 46,472,050 -0.15 % 5.40 % 0.01 % 0.5285 - - Short Buildup 18.47%120.64 11.5 0.99 %
30-Jun-21 1,166.60 1,176.85 803,250 46,468,650 -0.50 % 0.85 % -0.22 % 0.5298 - - Long Windup 16.98%159.29 10.25 0.88 %
29-Jun-21 1,172.55 1,182.75 796,450 46,572,350 -1.29 % 2.63 % -0.35 % 0.5311 - - Long Windup 17.23%157.62 10.2 0.87 %
28-Jun-21 1,184.00 1,198.20 776,050 46,737,250 1.72 % 11.21 % 2.22 % 0.5322 - - Long Buildup 17.78%245.52 14.2 1.2 %
25-Jun-21 1,165.25 1,177.95 697,850 45,720,650 4.80 % 3.14 % -0.39 % 0.5331 - - Short Covering 22.42%470.94 12.7 1.09 %
24-Jun-21 1,113.15 1,124.05 676,600 45,897,450 1.22 % 26.95 % -2.99 % 0.5309 - - Short Covering 23.04%185.67 10.9 0.98 %
23-Jun-21 1,100.10 1,110.55 532,950 47,311,850 -1.32 % 6.81 % -1.56 % 0.5320 - - Long Windup 18.46%158.55 10.45 0.95 %
22-Jun-21 1,112.30 1,125.35 498,950 48,063,250 0.47 % -3.45 % -3.16 % 0.5331 - - Short Covering 21.99%220.70 13.05 1.17 %
21-Jun-21 1,106.15 1,120.05 516,800 49,631,500 1.45 % 0.00 % 0.30 % 0.5344 - - Long Buildup 24.79%356.47 13.9 1.26 %
18-Jun-21 1,092.30 1,104.00 516,800 49,481,900 -1.19 % -2.09 % -2.37 % 0.5354 - - Long Windup 44.90%1,978.63 11.7 1.07 %
17-Jun-21 1,103.75 1,117.25 527,850 50,682,950 -1.29 % 2.48 % 2.02 % 0.5366 - - Short Buildup 23.53%420.90 13.5 1.22 %
16-Jun-21 1,142.15 1,131.90 515,100 49,679,100 -2.68 % 2.36 % 2.72 % 0.5377 - - Short Buildup 24.07%481.65 -10.25 -0.9 %
15-Jun-21 1,174.30 1,163.05 503,200 48,364,150 0.71 % 62.19 % -2.90 % 0.5377 - - Short Covering 28.13%322.71 -11.25 -0.96 %
14-Jun-21 1,164.80 1,154.80 310,250 49,807,450 0.12 % -29.40 % -3.27 % 0.5390 - - Short Covering 18.48%345.04 -10 -0.86 %
11-Jun-21 1,158.35 1,153.45 439,450 51,493,000 4.15 % -4.44 % 3.74 % 0.5403 - - Long Buildup 24.83%501.78 -4.9 -0.42 %
10-Jun-21 1,114.45 1,107.45 459,850 49,635,750 1.28 % -1.81 % -0.19 % 0.5391 - - Short Covering 26.68%231.24 -7 -0.63 %
09-Jun-21 1,101.00 1,093.50 468,350 49,731,800 -0.92 % -14.04 % 2.27 % 0.5402 - - Short Buildup 30.79%376.76 -7.5 -0.68 %
08-Jun-21 1,111.10 1,103.60 544,850 48,630,200 -1.40 % 1.42 % 0.62 % 0.5414 - - Short Buildup 28.12%338.47 -7.5 -0.68 %
07-Jun-21 1,128.70 1,119.30 537,200 48,329,300 0.60 % 161.16 % 1.90 % 0.5423 - - Long Buildup 27.38%377.55 -9.4 -0.83 %
04-Jun-21 1,120.70 1,112.60 205,700 47,430,000 -0.21 % 1.26 % -0.58 % 0.5436 - - Long Windup 20.85%226.96 -8.1 -0.72 %
03-Jun-21 1,122.00 1,114.90 203,150 47,705,400 -0.24 % 3.02 % 0.82 % 0.5450 - - Short Buildup 28.34%385.08 -7.1 -0.63 %
02-Jun-21 1,124.05 1,117.55 197,200 47,316,950 2.23 % -13.11 % -2.36 % 0.5463 - - Short Covering 34.80%503.13 -6.5 -0.58 %
01-Jun-21 1,100.90 1,093.20 226,950 48,459,350 -1.96 % -35.51 % 5.58 % 0.5470 - - Short Buildup 24.47%476.64 -7.7 -0.7 %
31-May-21 1,125.65 1,115.05 351,900 45,900,000 1.77 % 269.64 % 3.96 % 0.5475 - - Long Buildup 18.00%312.57 -10.6 -0.94 %
28-May-21 1,103.50 1,095.65 95,200 44,150,700 0.00 % 0.00 % -3.67 % 0.5482 - - 20.03%424.58 -7.85 -0.71 %
Average Delivery Volume
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
409.22 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. More details >>
Average Delivery Percentage
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.31 % 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % More details >>
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside Candle-
SPOTInside Candle-
SPOTBearish Harami-
TATASTEEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Aug-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1381.21 1407.03 1423.11 1448.93 1465.01 1490.83 1506.91
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1418.25 1428.73 1432.22 1435.71 1448.93 1442.69 1446.18 1449.68 1460.15
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1407.03 1423.04 1432.92 1448.93 1464.94 1474.82 1490.83
DeMark Pivot
Support 1 Pivot Point Resistance 1
1415.08 1444.91 1456.98
TATASTEEL Result / Events
Date Description Status
24-Apr-20Fund RaisingCompleted
07-Feb-20Financial ResultsCompleted
26-Feb-19Fund RaisingCompleted