FnO Contract Details

Expiry:
Symbol:

NIFTY analysis for the selected expiry [Sep-21] as on 24-Sep-21

NIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 17,897.45 17,947.65 17,819.40 17,853.20 NA 0.17 % NA NA
30-Sep-21 17,894.95 17,935.00 17,820.00 17,853.60 12,059,850 0.11 % -2.06 % Short Covering
28-Oct-21 17,900.00 17,968.00 17,852.00 17,882.10 2,871,150 0.12 % 18.95 % Long Buildup
25-Nov-21 17,975.60 17,989.95 17,880.00 17,907.80 388,550 0.11 % 6.44 % Long Buildup
Cummulative NA NA NA NA 15,319,550 NA 1.51 % Long Buildup
NIFTY Options OI PCR:  1.11   (Expiry : 30-Sep-21 )   PUT OI: 62,863,725   CALL OI: 56,714,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
18500.00 5612650 57.60% 4.50 -16.67% Short Buildup
18000.00 5340975 51.76% 62.65 -8.34% Short Buildup
17900.00 3446600 110.63% 99.95 -4.67% 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
18500.00 5612650 57.60% 4.50 -16.67% Short Buildup
18000.00 5340975 51.76% 62.65 -8.34% Short Buildup
17900.00 3446600 110.63% 99.95 -4.67% 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
17700.00 1020700 -34.84% 217.35 1.31% Short Covering
17800.00 2031650 -19.23% 151.20 -1.63% Long Windup
17600.00 651600 -29.27% 294.45 2.35% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
17000.00 4819750 14.90% 7.15 -37.28% Short Buildup
16500.00 3812875 1.06% 3.30 -43.10% Short Buildup
17500.00 3745600 13.59% 25.75 -33.20% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
17900.00 1906650 599.94% 143.60 -16.07% Short Buildup
16800.00 2620900 72.98% 5.15 -37.58% Short Buildup
17700.00 3705650 28.39% 60.55 -26.74% 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
17550.00 619050 -15.13% 31.35 -31.02% Long Windup
16550.00 252050 -28.84% 3.60 -43.31% Long Windup
14500.00 1419600 -6.16% 1.25 -37.50% Long Windup
 
 
NIFTY 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)
Premium /
Discount
Premium /
Discount %
24-Sep-21 17,853.20 17,853.60 12,059,850 15,319,550 0.11 % -2.06 % 1.51 % 0.2326 1.11 19.23 % Long Buildup 0.4 0 %
23-Sep-21 17,822.95 17,833.10 12,313,200 15,091,950 1.51 % -2.85 % 1.93 % 0.2332 1.31 16.39 % Long Buildup 10.15 0.06 %
22-Sep-21 17,546.65 17,568.50 12,674,700 14,806,700 0.05 % -1.41 % 0.48 % 0.2329 1.38 12.47 % Long Buildup 21.85 0.12 %
21-Sep-21 17,562.00 17,559.30 12,856,200 14,735,800 0.99 % -5.45 % -3.82 % 0.2335 1.38 10.91 % Short Covering -2.7 -0.02 %
20-Sep-21 17,396.90 17,386.65 13,596,900 15,321,750 -1.23 % -5.90 % -4.75 % 0.2337 1.34 9.79 % Long Windup -10.25 -0.06 %
17-Sep-21 17,585.15 17,603.15 14,449,900 16,086,350 -0.05 % -4.98 % -3.95 % 0.2337 1.48 8.87 % Long Windup 18 0.1 %
16-Sep-21 17,629.50 17,611.25 15,207,150 16,748,300 0.43 % 0.15 % 1.11 % 0.2343 1.56 8.09 % Long Buildup -18.25 -0.1 %
15-Sep-21 17,519.45 17,535.45 15,184,900 16,563,800 0.87 % 3.88 % 4.41 % 0.2348 1.54 7.27 % Long Buildup 16 0.09 %
14-Sep-21 17,380.00 17,384.95 14,618,350 15,864,350 0.15 % 1.11 % 1.22 % 0.2351 1.50 6.90 % Long Buildup 4.95 0.03 %
13-Sep-21 17,355.30 17,359.30 14,457,200 15,673,050 -0.03 % -2.14 % -1.88 % 0.2357 1.52 6.83 % Long Windup 4 0.02 %
09-Sep-21 17,369.25 17,364.30 14,772,750 15,972,800 -0.04 % -0.88 % -0.60 % 0.2362 1.56 6.61 % Long Windup -4.95 -0.03 %
08-Sep-21 17,353.50 17,370.90 14,903,400 16,069,650 -0.03 % -0.51 % -0.61 % 0.2368 1.55 6.38 % Long Windup 17.4 0.1 %
07-Sep-21 17,362.10 17,375.80 14,979,800 16,168,050 -0.17 % 0.13 % -0.04 % 0.2374 1.52 6.51 % Long Windup 13.7 0.08 %
06-Sep-21 17,377.80 17,404.65 14,960,100 16,174,950 0.43 % 0.42 % 0.68 % 0.2380 1.52 6.69 % Long Buildup 26.85 0.15 %
03-Sep-21 17,323.60 17,329.35 14,897,250 16,066,150 0.48 % 0.55 % 0.89 % 0.2385 1.50 6.49 % Long Buildup 5.75 0.03 %
02-Sep-21 17,234.15 17,247.25 14,816,500 15,924,800 0.88 % 4.02 % 4.01 % 0.2391 1.47 6.21 % Long Buildup 13.1 0.08 %
01-Sep-21 17,076.25 17,096.95 14,243,950 15,310,900 -0.15 % -0.82 % -0.34 % 0.2394 1.43 6.27 % Long Windup 20.7 0.12 %
31-Aug-21 17,132.20 17,122.25 14,361,350 15,363,400 1.06 % 3.54 % 3.99 % 0.2400 1.52 5.87 % Long Buildup -9.95 -0.06 %
30-Aug-21 16,931.05 16,942.40 13,869,950 14,773,450 1.34 % 3.37 % 3.98 % 0.2401 1.49 5.62 % Long Buildup 11.35 0.07 %
27-Aug-21 16,705.20 16,718.15 13,418,250 14,208,600 0.42 % 8.24 % -8.61 % 0.2401 1.50 5.28 % Short Covering 12.95 0.08 %
26-Aug-21 16,636.90 16,647.65 12,397,300 15,546,850 -0.10 % 30.01 % 5.38 % 0.2406 1.41 - Short Buildup 10.75 0.06 %
25-Aug-21 16,634.65 16,664.90 9,535,400 14,753,250 0.05 % 63.08 % 5.36 % 0.2412 1.54 - Long Buildup 30.25 0.18 %
24-Aug-21 16,624.60 16,656.80 5,847,050 14,003,300 0.78 % 58.61 % 2.89 % 0.2418 1.61 - Long Buildup 32.2 0.19 %
23-Aug-21 16,496.45 16,528.40 3,686,400 13,610,150 0.37 % 31.96 % -2.41 % 0.2422 1.61 - Short Covering 31.95 0.19 %
20-Aug-21 16,450.50 16,467.45 2,793,550 13,946,200 -0.84 % 14.64 % -9.00 % 0.2427 1.67 - Long Windup 16.95 0.1 %
18-Aug-21 16,568.85 16,607.60 2,436,850 15,325,050 -0.13 % 15.65 % -1.65 % 0.2431 1.73 - Long Windup 38.75 0.23 %
17-Aug-21 16,614.60 16,628.65 2,107,000 15,582,350 0.20 % 9.92 % -0.35 % 0.2437 1.80 - Short Covering 14.05 0.08 %
16-Aug-21 16,563.05 16,595.30 1,916,850 15,636,600 0.28 % 9.16 % -0.04 % 0.2443 1.83 - Short Covering 32.25 0.19 %
13-Aug-21 16,529.10 16,549.20 1,756,000 15,643,350 0.92 % 25.42 % 7.37 % 0.2449 1.78 - Long Buildup 20.1 0.12 %
12-Aug-21 16,364.40 16,398.00 1,400,150 14,569,750 0.44 % 10.75 % 6.79 % 0.2451 1.73 - Long Buildup 33.6 0.21 %
11-Aug-21 16,282.25 16,326.75 1,264,250 13,643,150 0.04 % 1.24 % -3.55 % 0.2457 1.64 - Short Covering 44.5 0.27 %
10-Aug-21 16,280.10 16,319.95 1,248,800 14,145,850 0.09 % 3.05 % 2.54 % 0.2463 1.62 - Long Buildup 39.85 0.24 %
09-Aug-21 16,258.25 16,305.95 1,211,800 13,795,700 0.07 % -1.48 % 0.71 % 0.2469 1.60 - Long Buildup 47.7 0.29 %
06-Aug-21 16,238.20 16,294.20 1,229,950 13,698,850 -0.27 % 0.47 % 0.27 % 0.2475 1.53 - Short Buildup 56 0.34 %
05-Aug-21 16,294.60 16,338.80 1,224,250 13,662,450 0.26 % 10.53 % 5.21 % 0.2481 1.50 - Long Buildup 44.2 0.27 %
04-Aug-21 16,258.80 16,297.10 1,107,650 12,986,350 0.72 % 10.46 % 1.80 % 0.2487 1.52 - Long Buildup 38.3 0.24 %
03-Aug-21 16,130.75 16,180.55 1,002,800 12,757,050 1.48 % 11.56 % 11.81 % 0.2491 1.51 - Long Buildup 49.8 0.31 %
02-Aug-21 15,885.15 15,944.50 898,900 11,409,650 0.79 % 3.79 % 10.73 % 0.2490 1.62 - Long Buildup 59.35 0.37 %
30-Jul-21 15,763.05 15,819.60 866,050 10,304,350 -0.15 % 23.73 % -10.46 % 0.2493 1.65 - Long Windup 56.55 0.36 %
29-Jul-21 15,778.45 15,843.05 699,950 11,508,400 0.38 % 48.12 % 6.68 % 0.2499 1.67 - Long Buildup 64.6 0.41 %
28-Jul-21 15,709.40 15,782.95 472,550 10,787,650 -0.23 % 29.15 % 0.11 % 0.2505 1.75 - Short Buildup 73.55 0.47 %
27-Jul-21 15,746.45 15,819.55 365,900 10,775,900 -0.56 % 10.85 % 1.97 % 0.2511 1.77 - Short Buildup 73.1 0.46 %
26-Jul-21 15,824.45 15,907.95 330,100 10,567,200 -0.19 % 13.40 % 2.39 % 0.2517 1.73 - Short Buildup 83.5 0.53 %
23-Jul-21 15,856.05 15,938.15 291,100 10,320,550 0.24 % 10.77 % 2.86 % 0.2523 1.77 - Long Buildup 82.1 0.52 %
22-Jul-21 15,824.05 15,900.35 262,800 10,033,300 1.02 % 0.84 % -7.53 % 0.2529 1.99 - Short Covering 76.3 0.48 %
20-Jul-21 15,632.10 15,739.70 260,600 10,850,050 -0.70 % 4.12 % 5.05 % 0.2530 - - Short Buildup 107.6 0.69 %
19-Jul-21 15,752.40 15,850.10 250,300 10,328,850 -1.10 % 6.42 % -2.29 % 0.2535 2.08 - Long Windup 97.7 0.62 %
16-Jul-21 15,923.40 16,026.10 235,200 10,570,900 0.00 % 0.28 % -2.38 % 0.2536 2.09 - 102.7 0.64 %
15-Jul-21 15,924.20 16,026.90 234,550 10,828,800 0.42 % 24.96 % 4.08 % 0.2543 2.21 - Long Buildup 102.7 0.64 %
14-Jul-21 15,853.95 15,959.10 187,700 10,404,500 0.23 % 10.06 % 3.33 % 0.2548 2.36 - Long Buildup 105.15 0.66 %
13-Jul-21 15,812.35 15,922.70 170,550 10,069,500 0.76 % 48.63 % 0.32 % 0.2555 2.60 - Long Buildup 110.35 0.7 %
12-Jul-21 15,692.60 15,803.15 114,750 10,037,150 -0.09 % 2.68 % -2.31 % 0.2559 2.75 - Long Windup 110.55 0.7 %
09-Jul-21 15,689.80 15,817.10 111,750 10,274,200 -0.07 % 0.09 % -2.86 % 0.2565 2.80 - Long Windup 127.3 0.81 %
08-Jul-21 15,727.90 15,828.85 111,650 10,576,900 -0.89 % 9.25 % 5.32 % 0.2572 2.89 - Short Buildup 100.95 0.64 %
07-Jul-21 15,879.65 15,971.65 102,200 10,043,000 0.28 % 14.32 % -0.98 % 0.2575 2.82 - Short Covering 92 0.58 %
06-Jul-21 15,818.25 15,926.80 89,400 10,142,800 -0.14 % 12.74 % 2.41 % 0.2581 2.85 - Short Buildup 108.55 0.69 %
05-Jul-21 15,834.35 15,948.45 79,300 9,904,050 0.71 % 16.62 % 0.58 % 0.2588 3.04 - Long Buildup 114.1 0.72 %
02-Jul-21 15,722.20 15,836.35 68,000 9,847,350 0.19 % 31.78 % -3.42 % 0.2592 3.19 - Short Covering 114.15 0.73 %
01-Jul-21 15,680.00 15,806.15 51,600 10,195,900 -0.30 % 12.42 % 0.37 % 0.2599 3.18 - Short Buildup 126.15 0.8 %
30-Jun-21 15,721.50 15,853.30 45,900 10,158,800 -0.19 % 28.93 % 2.64 % 0.2605 3.35 - Short Buildup 131.8 0.84 %
29-Jun-21 15,748.45 15,883.35 35,600 9,897,100 -0.43 % 14.84 % -0.37 % 0.2611 3.61 - Long Windup 134.9 0.86 %
28-Jun-21 15,814.70 15,952.40 31,000 9,934,050 -0.16 % 25.00 % -1.24 % 0.2617 3.77 - Long Windup 137.7 0.87 %
25-Jun-21 15,860.35 15,978.05 24,800 10,058,450 0.00 % 0.00 % -12.46 % 0.2623 3.97 - 117.7 0.74 %
 
 
NIFTY Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 27-Sep-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
17689.06 17754.53 17804.06 17869.53 17919.06 17984.53 18034.06
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
17796.1 17824.85 17834.43 17844.02 17869.53 17863.18 17872.77 17882.35 17911.1
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
17754.53 17798.46 17825.6 17869.53 17913.46 17940.6 17984.53
DeMark Pivot
Support 1 Pivot Point Resistance 1
17779.3 17857.15 17894.3