FnO Contract Details

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

UBL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,557.00 1,568.00 1,483.20 1,501.75 NA -4.14 % NA NA
30-Dec-21 1,573.95 1,573.95 1,486.85 1,502.05 1,287,650 -4.59 % 8.81 % Short Buildup
27-Jan-22 1,552.05 1,552.05 1,494.80 1,507.85 10,150 -4.15 % 11.54 % Short Buildup
Cummulative NA NA NA NA 1,297,800 NA 1.26 % Short Buildup
UBL Options OI PCR:  0.35   (Expiry : 30-Dec-21 )   PUT OI: 71,400   CALL OI: 205,100 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 85750 24.37% 19.60 -44.40% Short Buildup
1700.00 49000 -13.58% 8.15 -36.58% Long Windup
1500.00 17500 0.00% 51.05 0.00% 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
1600.00 85750 24.37% 19.60 -44.40% Short Buildup
1560.00 11550 312.50% 29.10 -45.61% Short Buildup
1800.00 14000 53.85% 5.35 -19.55% 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
1700.00 49000 -13.58% 8.15 -36.58% Long Windup
1620.00 7350 -34.38% 15.90 -46.55% Long Windup
1640.00 6650 -17.39% 14.00 -45.84% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1500.00 23450 272.22% 49.55 180.74% Long Buildup
1600.00 16800 -14.29% 121.25 109.78% Short Covering
1700.00 10500 0.00% 201.60 50.06% 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
1500.00 23450 272.22% 49.55 180.74% Long Buildup
1560.00 4900 27.27% 86.80 132.71% Long Buildup
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1600.00 16800 -14.29% 121.25 109.78% Short Covering
1660.00 2100 -14.29% 172.40 72.40% Short Covering
None
UBL 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 1,501.75 1,502.05 1,287,650 1,297,800 -4.59 % 8.81 % 1.26 % 0.3697 0.35 0.78 % Short Buildup 48.45%36.43 0.3 0.02 %
25-Nov-21 1,566.55 1,574.25 1,183,350 1,281,700 0.01 % 8.47 % -15.70 % 0.3662 0.29 - Short Covering 44.71%13.15 7.7 0.49 %
24-Nov-21 1,571.35 1,574.05 1,090,950 1,520,400 -1.65 % 24.88 % -17.21 % 0.3671 0.28 - Long Windup 40.39%10.59 2.7 0.17 %
23-Nov-21 1,594.10 1,600.40 873,600 1,836,450 0.25 % 47.43 % 6.34 % 0.3675 0.23 - Long Buildup 31.33%9.21 6.3 0.4 %
22-Nov-21 1,586.80 1,596.35 592,550 1,726,900 -2.66 % 221.86 % 19.47 % 0.3684 0.33 - Short Buildup 30.33%11.78 9.55 0.6 %
18-Nov-21 1,628.00 1,640.00 184,100 1,445,500 -1.03 % 106.27 % 5.25 % 0.3677 1.50 - Short Buildup 17.61%4.45 12 0.74 %
17-Nov-21 1,655.75 1,657.15 89,250 1,373,400 -1.88 % 29.44 % 0.41 % 0.3679 6.00 - Short Buildup 32.13%7.83 1.4 0.08 %
16-Nov-21 1,677.20 1,688.85 68,950 1,367,800 -2.32 % 15.20 % 2.87 % 0.3684 - - Short Buildup 49.89%31.33 11.65 0.69 %
15-Nov-21 1,716.95 1,728.95 59,850 1,329,650 -0.72 % 16.33 % 3.83 % 0.3680 - - Short Buildup 27.64%11.39 12 0.7 %
12-Nov-21 1,734.80 1,741.50 51,450 1,280,650 0.95 % 7.30 % -1.80 % 0.3686 - - Short Covering 25.90%8.37 6.7 0.39 %
11-Nov-21 1,714.15 1,725.05 47,950 1,304,100 -1.48 % -1.44 % -1.30 % 0.3692 - - Long Windup 40.72%18.09 10.9 0.64 %
10-Nov-21 1,741.35 1,751.05 48,650 1,321,250 -2.07 % 6.92 % -1.82 % 0.3695 - - Long Windup 20.77%8.93 9.7 0.56 %
09-Nov-21 1,778.60 1,788.05 45,500 1,345,750 2.77 % 26.21 % -3.12 % 0.3693 - - Short Covering 26.22%46.63 9.45 0.53 %
08-Nov-21 1,732.05 1,739.85 36,050 1,389,150 3.26 % 21.18 % 3.90 % 0.3685 - - Long Buildup 30.84%40.01 7.8 0.45 %
04-Nov-21 1,675.20 1,684.90 29,750 1,337,000 0.08 % 1.19 % 0.08 % 0.3666 - - Long Buildup 40.38%2.18 9.7 0.58 %
03-Nov-21 1,667.55 1,683.50 29,400 1,335,950 -0.75 % 9.09 % 1.22 % 0.3675 - - Short Buildup 41.38%55.20 15.95 0.96 %
02-Nov-21 1,685.90 1,696.20 26,950 1,319,850 0.56 % -4.94 % -0.42 % 0.3681 - - Short Covering 22.05%17.44 10.3 0.61 %
01-Nov-21 1,672.10 1,686.70 28,350 1,325,450 0.89 % -1.22 % 2.52 % 0.3689 - - Long Buildup 49.19%45.75 14.6 0.87 %
29-Oct-21 1,658.55 1,671.75 28,700 1,292,900 3.41 % 7.89 % -5.96 % 0.3696 - - Short Covering 14.12%15.26 13.2 0.8 %
28-Oct-21 1,630.95 1,616.65 26,600 1,374,800 -5.49 % 52.00 % -22.31 % 0.3699 - - Long Windup 21.47%53.63 -14.3 -0.88 %
27-Oct-21 1,693.30 1,710.50 17,500 1,769,600 2.26 % 0.00 % 4.03 % 0.3673 - - Long Buildup 25.38%24.56 17.2 1.02 %
26-Oct-21 1,663.95 1,672.75 17,500 1,701,000 -0.49 % 25.00 % 6.95 % 0.3675 - - Short Buildup 23.54%5.83 8.8 0.53 %
25-Oct-21 1,626.55 1,681.00 14,000 1,590,400 0.00 % 0.00 % 11.81 % 0.3671 - - 17.07%10.92 54.45 3.35 %
22-Oct-21 1,630.40 1,681.00 14,000 1,422,400 0.59 % -4.76 % 4.80 % 0.3680 - - Long Buildup 25.57%15.12 50.6 3.1 %
21-Oct-21 1,654.95 1,671.20 14,700 1,357,300 -1.11 % 5.00 % 1.36 % 0.3683 - - Short Buildup 30.02%13.13 16.25 0.98 %
20-Oct-21 1,659.75 1,690.00 14,000 1,339,100 0.00 % 0.00 % -1.19 % 0.3692 - - 34.02%15.17 30.25 1.82 %
19-Oct-21 1,672.15 1,690.00 14,000 1,355,200 0.51 % 33.33 % -4.44 % 0.3700 - - Short Covering 21.89%12.89 17.85 1.07 %
18-Oct-21 1,676.70 1,681.50 10,500 1,418,200 -3.29 % 7.14 % -1.89 % 0.3709 - - Long Windup 39.64%25.14 4.8 0.29 %
14-Oct-21 1,709.35 1,738.65 9,800 1,445,500 0.00 % 0.00 % -2.04 % 0.3709 - - 25.18%10.34 29.3 1.71 %
13-Oct-21 1,723.40 1,738.65 9,800 1,475,600 2.27 % -6.67 % -6.89 % 0.3717 - - Short Covering 54.98%54.32 15.25 0.88 %
12-Oct-21 1,718.15 1,700.00 10,500 1,584,800 0.00 % 0.00 % 10.44 % 0.3726 - - 33.10%48.76 -18.15 -1.06 %
11-Oct-21 1,700.30 1,700.00 10,500 1,435,000 2.29 % 7.14 % -3.85 % 0.3733 - - Short Covering 36.94%42.94 -0.3 -0.02 %
08-Oct-21 1,650.05 1,662.00 9,800 1,492,400 -0.77 % -6.67 % 0.19 % 0.3720 - - Short Buildup 49.43%57.89 11.95 0.72 %
07-Oct-21 1,643.70 1,674.90 10,500 1,489,600 4.62 % 36.36 % -2.96 % 0.3729 - - Short Covering 40.92%78.50 31.2 1.9 %
06-Oct-21 1,589.15 1,600.95 7,700 1,535,100 -1.77 % 266.67 % -6.60 % 0.3710 - - Long Windup 49.16%28.59 11.8 0.74 %
05-Oct-21 1,613.35 1,629.80 2,100 1,643,600 3.15 % 200.00 % 4.45 % 0.3714 - - Long Buildup 39.29%26.51 16.45 1.02 %
04-Oct-21 1,602.20 1,580.00 700 1,573,600 0.00 % 0.00 % -1.62 % 0.3722 - - 33.95%16.05 -22.2 -1.39 %
01-Oct-21 1,577.45 1,580.00 700 1,599,500 0.00 % 0.00 % -4.51 % 0.3726 - - 50.68%25.68 2.55 0.16 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
36.43 Crore Rs. 20.05 Crore Rs. 16.23 Crore Rs. 15.59 Crore Rs. 16.78 Crore Rs. 22.48 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 >>
48.45 % 46.06 % 40.94 % 40.14 % 33.93 % 30.67 % More details >>
UBL 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
1380.85 1433.85 1467.95 1520.95 1555.05 1608.05 1642.15
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1458.5 1480.28 1487.53 1494.79 1520.95 1509.31 1516.57 1523.83 1545.6
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1433.85 1467.12 1487.68 1520.95 1554.22 1574.78 1608.05
DeMark Pivot
Support 1 Pivot Point Resistance 1
1450.9 1512.43 1538
UBL Result / Events
Date Description Status
27-Oct-21Financial ResultsCompleted
28-Jul-21Financial ResultsCompleted
06-Nov-20Financial ResultsCompleted
24-Jun-20Financial Results/DividendCompleted
06-Feb-20Financial ResultsCompleted
07-Nov-19Financial Results/Other business mattersCompleted
20-May-19Financial Results/DividendCompleted
14-Feb-19Financial ResultsCompleted