FnO Contract Details

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

ZEEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 334.00 351.10 326.00 342.55 NA 0.47 % NA NA
30-Dec-21 332.10 353.00 326.85 344.15 81,054,000 0.53 % 6.22 % Long Buildup
27-Jan-22 334.05 354.00 329.00 344.90 570,000 0.41 % 10.47 % Long Buildup
Cummulative NA NA NA NA 81,624,000 NA -0.61 % Short Covering
ZEEL Options OI PCR:  0.54   (Expiry : 30-Dec-21 )   PUT OI: 12,999,000   CALL OI: 23,883,000 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
350.00 5313000 25.51% 22.55 5.87% Long Buildup
340.00 2478000 -8.32% 26.80 5.93% Short Covering
380.00 2469000 16.90% 12.95 6.58% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
350.00 5313000 25.51% 22.55 5.87% Long Buildup
390.00 1737000 53.58% 10.80 7.46% Long Buildup
370.00 1368000 67.03% 15.65 6.83% Long Buildup
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
310.00 657000 -46.84% 44.10 2.68% Short Covering
385.00 852000 -31.40% 11.80 5.83% Short Covering
340.00 2478000 -8.32% 26.80 5.93% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
300.00 2436000 5.45% 7.65 3.38% Long Buildup
320.00 1368000 7.04% 13.40 3.08% Long Buildup
350.00 1245000 26.14% 28.20 0.89% 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
350.00 1245000 26.14% 28.20 0.89% Long Buildup
345.00 228000 590.91% 25.35 -2.69% Short Buildup
340.00 738000 32.97% 22.55 -1.31% Short 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
310.00 897000 -7.14% 10.20 5.70% Short Covering
270.00 333000 -15.27% 3.10 8.77% Short Covering
260.00 222000 -13.95% 2.35 4.44% Short Covering
ZEEL 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-21 342.55 344.15 81,054,000 81,624,000 0.53 % 6.22 % -0.61 % 0.7853 0.54 0.70 % Short Covering 17.26%274.14 1.6 0.47 %
25-Nov-21 340.95 342.35 76,305,000 82,125,000 1.87 % 24.86 % 8.05 % 0.7873 0.55 - Long Buildup 18.11%190.19 1.4 0.41 %
24-Nov-21 334.40 336.05 61,110,000 76,008,000 7.23 % 73.52 % 4.74 % 0.7888 0.52 - Long Buildup 20.45%275.74 1.65 0.49 %
23-Nov-21 312.40 313.40 35,217,000 72,570,000 4.29 % 87.58 % -4.97 % 0.7854 0.49 - Short Covering 26.56%123.78 1 0.32 %
22-Nov-21 298.95 300.50 18,774,000 76,362,000 -4.69 % 123.58 % -1.14 % 0.7851 0.40 - Long Windup 24.82%114.02 1.55 0.52 %
18-Nov-21 313.70 315.30 8,397,000 77,241,000 -2.10 % 84.87 % -1.73 % 0.7844 0.40 - Long Windup 26.45%118.56 1.6 0.51 %
17-Nov-21 320.20 322.05 4,542,000 78,597,000 -1.41 % 20.25 % 0.21 % 0.7859 0.71 - Short Buildup 14.37%41.60 1.85 0.58 %
16-Nov-21 324.65 326.65 3,777,000 78,432,000 -0.17 % 69.68 % 1.40 % 0.7876 0.70 - Short Buildup 16.81%176.62 2 0.62 %
15-Nov-21 325.05 327.20 2,226,000 77,346,000 3.87 % 23.46 % 3.18 % 0.7896 0.64 - Long Buildup 29.19%157.93 2.15 0.66 %
12-Nov-21 312.70 315.00 1,803,000 74,964,000 -0.49 % 39.12 % -0.49 % 0.7898 0.90 - Long Windup 12.85%52.62 2.3 0.74 %
11-Nov-21 314.05 316.55 1,296,000 75,333,000 -0.78 % 8.54 % 1.73 % 0.7918 1.90 - Short Buildup 16.21%51.23 2.5 0.8 %
10-Nov-21 317.35 319.05 1,194,000 74,055,000 -2.67 % 7.57 % 0.24 % 0.7937 1.59 - Short Buildup 19.65%51.34 1.7 0.54 %
09-Nov-21 324.60 327.80 1,110,000 73,878,000 2.53 % -3.65 % 2.60 % 0.7951 1.31 - Long Buildup 24.18%134.87 3.2 0.99 %
08-Nov-21 316.80 319.70 1,152,000 72,003,000 2.19 % 0.79 % 2.05 % 0.7964 2.63 - Long Buildup 29.85%134.86 2.9 0.92 %
04-Nov-21 310.15 312.85 1,143,000 70,554,000 0.98 % -0.52 % 0.06 % 0.7979 2.85 - Long Buildup 30.79%13.21 2.7 0.87 %
03-Nov-21 306.85 309.80 1,149,000 70,512,000 -2.35 % 6.69 % 0.42 % 0.7997 2.67 - Short Buildup 15.69%41.65 2.95 0.96 %
02-Nov-21 313.85 317.25 1,077,000 70,215,000 0.81 % 0.28 % 0.56 % 0.8012 1.79 - Long Buildup 21.70%62.26 3.4 1.08 %
01-Nov-21 311.15 314.70 1,074,000 69,822,000 3.62 % -1.10 % -2.61 % 0.8031 1.72 - Short Covering 25.52%85.54 3.55 1.14 %
29-Oct-21 300.95 303.70 1,086,000 71,691,000 1.32 % 18.69 % -5.63 % 0.8038 1.80 - Short Covering 13.87%61.27 2.75 0.91 %
28-Oct-21 297.30 299.75 915,000 75,966,000 -1.96 % 28.15 % -1.92 % 0.8057 1.82 - Long Windup 23.42%103.91 2.45 0.82 %
27-Oct-21 303.30 305.75 714,000 77,451,000 -4.59 % 16.67 % 1.26 % 0.8072 2.27 - Short Buildup 24.15%125.95 2.45 0.81 %
26-Oct-21 317.50 320.45 612,000 76,485,000 4.53 % -1.92 % -0.95 % 0.8069 1.80 - Short Covering 11.75%120.77 2.95 0.93 %
25-Oct-21 304.40 306.55 624,000 77,220,000 -1.57 % 10.64 % -2.08 % 0.8069 2.00 - Long Windup 13.10%61.70 2.15 0.71 %
22-Oct-21 308.00 311.45 564,000 78,861,000 -3.89 % 18.99 % 0.00 % 0.8088 1.50 - 14.94%143.85 3.45 1.12 %
21-Oct-21 321.05 324.05 474,000 78,864,000 -0.37 % 14.49 % 3.65 % 0.8089 1.17 - Short Buildup 18.61%238.83 3 0.93 %
20-Oct-21 320.05 325.25 414,000 76,086,000 4.20 % -2.13 % 10.63 % 0.8109 1.00 - Long Buildup 24.29%291.73 5.2 1.62 %
19-Oct-21 309.20 312.15 423,000 68,778,000 -0.57 % 33.02 % 2.73 % 0.8116 0.83 - Short Buildup 23.71%207.97 2.95 0.95 %
18-Oct-21 310.85 313.95 318,000 66,951,000 -2.85 % 35.90 % -0.07 % 0.8136 0.67 - Long Windup 38.94%253.42 3.1 1 %
14-Oct-21 319.85 323.15 234,000 66,999,000 0.26 % 11.43 % 0.54 % 0.8147 0.50 - Long Buildup 23.32%196.31 3.3 1.03 %
13-Oct-21 317.00 322.30 210,000 66,636,000 4.20 % 62.79 % 3.22 % 0.8167 0.50 - Long Buildup 16.01%228.61 5.3 1.67 %
12-Oct-21 306.15 309.30 129,000 64,560,000 0.28 % 48.28 % 11.53 % 0.8174 0.50 - Long Buildup 26.29%287.47 3.15 1.03 %
11-Oct-21 306.25 308.45 87,000 57,888,000 3.18 % 11.54 % 12.82 % 0.8194 0.33 - Long Buildup 32.60%268.67 2.2 0.72 %
08-Oct-21 294.65 298.95 78,000 51,312,000 1.01 % -7.14 % 2.46 % 0.8198 0.17 - Long Buildup 34.85%120.39 4.3 1.46 %
07-Oct-21 292.70 295.95 84,000 50,082,000 -0.27 % 27.27 % 0.38 % 0.8218 0.17 - Short Buildup 29.12%81.08 3.25 1.11 %
06-Oct-21 294.70 296.75 66,000 49,890,000 -1.97 % -21.43 % 1.17 % 0.8238 0.20 - Short Buildup 30.64%189.17 2.05 0.7 %
05-Oct-21 299.45 302.70 84,000 49,311,000 -0.80 % 21.74 % -3.00 % 0.8256 0.20 - Long Windup 31.24%174.64 3.25 1.09 %
04-Oct-21 301.25 305.15 69,000 50,835,000 1.80 % 21.05 % -0.24 % 0.8276 1.00 - Short Covering 19.14%125.90 3.9 1.29 %
01-Oct-21 295.85 299.75 57,000 50,958,000 0.00 % 0.00 % -3.89 % 0.8294 1.00 - 20.83%226.43 3.9 1.32 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
274.14 Crore Rs. 246.69 Crore Rs. 195.58 Crore Rs. 164.33 Crore Rs. 135.59 Crore Rs. 113.87 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 >>
17.26 % 18.58 % 20.03 % 19.72 % 20.12 % 20.72 % More details >>
ZEEL 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
303.51 315.18 329.66 341.33 355.81 367.48 381.96
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
331.08 337.61 339.79 341.97 341.33 346.33 348.51 350.69 357.23
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
315.18 325.17 331.34 341.33 351.32 357.49 367.48
DeMark Pivot
Support 1 Pivot Point Resistance 1
335.5 344.25 361.65
ZEEL Result / Events
Date Description Status
11-Nov-21Financial ResultsCompleted
27-Oct-21Financial ResultsCompleted
06-Aug-21Financial ResultsCompleted
20-May-21Financial Results/DividendCompleted
04-Feb-21Financial ResultsCompleted
02-Nov-20Financial ResultsCompleted
21-Jan-20Financial ResultsCompleted
23-Jul-19Financial ResultsCompleted
27-May-19Financial ResultsCompleted
15-Jan-19Financial ResultsCompleted