FnO Contract Details

Expiry:
Symbol:

BAJAJ-AUTO analysis for the selected expiry [Mar-21] as on 01-Mar-21

BAJAJ-AUTO Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 3,798.70 3,858.80 3,751.00 3,814.05 NA 0.40 % NA NA
25-Mar-21 3,823.10 3,881.05 3,776.60 3,836.95 1,892,500 0.40 % 10.87 % Long Buildup
29-Apr-21 3,854.80 3,882.05 3,801.80 3,853.05 12,750 0.43 % 13.33 % Long Buildup
Cummulative NA NA NA NA 1,905,250 NA 10.88 % Long Buildup
BAJAJ-AUTO Options OI PCR:  0.57   (Expiry : 25-Mar-21 )   PUT OI: 154,250   CALL OI: 270,750 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4000.00 57250 8.02% 71.50 -3.90% Short Buildup
4200.00 41500 22.06% 31.20 -4.15% Short Buildup
4500.00 28750 19.79% 9.10 -6.67% 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
3850.00 13500 1250.00% 128.70 -26.46% Short Buildup
3900.00 26500 82.76% 106.75 0.38% Long Buildup
4300.00 22750 102.22% 19.90 -8.72% 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
4150.00 2750 -47.62% 37.90 -22.42% Long Windup
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4000.00 33250 0.76% 224.20 -3.63% Short Buildup
3800.00 19000 1.33% 111.80 -14.26% Short Buildup
3500.00 17750 69.05% 29.75 -20.13% 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
3600.00 14000 180.00% 48.35 -11.69% Short Buildup
3500.00 17750 69.05% 29.75 -20.13% Short Buildup
3400.00 14000 40.00% 17.65 -19.95% 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
4100.00 3250 -18.75% 318.00 59.84% Short Covering
None
None
 
 
BAJAJ-AUTO 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 %
01-Mar-21 3,814.05 3,836.95 1,892,500 1,905,250 0.40 % 10.87 % 10.88 % 0.3986 0.57 0.67 % Long Buildup 25.93%71.67 22.9 0.6 %
26-Feb-21 3,798.70 3,821.85 1,707,000 1,718,250 -3.60 % 8.45 % -4.98 % 0.3996 0.63 0.65 % Long Windup 37.78%105.08 23.15 0.61 %
25-Feb-21 3,944.80 3,964.70 1,574,000 1,808,250 0.23 % 22.09 % -1.58 % 0.3973 0.70 - Short Covering 25.94%64.77 19.9 0.5 %
24-Feb-21 3,931.85 3,955.60 1,289,250 1,837,250 0.54 % 29.05 % 0.45 % 0.3983 1.00 - Long Buildup 30.92%48.60 23.75 0.6 %
23-Feb-21 3,912.25 3,934.55 999,000 1,829,000 -1.26 % 75.65 % 2.21 % 0.3993 1.17 - Short Buildup 33.01%103.68 22.3 0.57 %
22-Feb-21 3,971.55 3,984.65 568,750 1,789,500 -0.96 % 143.32 % 3.25 % 0.3997 1.71 - Short Buildup 11.08%33.55 13.1 0.33 %
19-Feb-21 4,001.10 4,023.20 233,750 1,733,250 -2.48 % 64.61 % 0.01 % 0.4006 1.91 - Short Buildup 31.71%96.69 22.1 0.55 %
18-Feb-21 4,115.45 4,125.35 142,000 1,733,000 -1.41 % 22.94 % -0.13 % 0.3998 3.00 - Long Windup 30.84%55.91 9.9 0.24 %
17-Feb-21 4,165.70 4,184.35 115,500 1,735,250 0.63 % 20.94 % -0.17 % 0.4005 3.13 - Short Covering 18.30%42.27 18.65 0.45 %
16-Feb-21 4,132.85 4,158.15 95,500 1,738,250 0.29 % 15.76 % -1.93 % 0.4013 3.33 - Short Covering 13.95%18.36 25.3 0.61 %
15-Feb-21 4,122.30 4,146.25 82,500 1,772,500 -0.46 % 5.77 % -0.21 % 0.4023 3.44 - Long Windup 13.80%16.38 23.95 0.58 %
12-Feb-21 4,136.05 4,165.30 78,000 1,776,250 -0.78 % -2.19 % 0.47 % 0.4033 3.58 - Short Buildup 22.60%33.65 29.25 0.71 %
11-Feb-21 4,181.90 4,198.25 79,750 1,768,000 0.45 % 6.69 % -0.14 % 0.4040 3.85 - Short Covering 35.74%81.75 16.35 0.39 %
10-Feb-21 4,151.55 4,179.65 74,750 1,770,500 -0.25 % 13.26 % 1.71 % 0.4049 3.26 - Short Buildup 22.92%94.13 28.1 0.68 %
09-Feb-21 4,154.90 4,190.15 66,000 1,740,750 -1.64 % 42.70 % 1.95 % 0.4060 2.90 - Short Buildup 35.51%106.41 35.25 0.85 %
08-Feb-21 4,237.45 4,260.15 46,250 1,707,500 0.35 % 9.47 % 0.49 % 0.4061 2.10 - Long Buildup 17.43%45.53 22.7 0.54 %
05-Feb-21 4,231.25 4,245.50 42,250 1,699,250 -0.15 % 4.32 % -2.43 % 0.4071 0.45 - Long Windup 18.77%57.90 14.25 0.34 %
04-Feb-21 4,223.50 4,251.90 40,500 1,741,500 -0.04 % 13.29 % -2.29 % 0.4081 0.43 - Long Windup 23.32%114.60 28.4 0.67 %
03-Feb-21 4,236.35 4,253.50 35,750 1,782,250 0.95 % 7.52 % 0.72 % 0.4091 - - Long Buildup 18.50%53.46 17.15 0.4 %
02-Feb-21 4,201.45 4,213.45 33,250 1,769,500 1.67 % 12.71 % -0.66 % 0.4100 - - Short Covering 24.07%118.12 12 0.29 %
01-Feb-21 4,114.70 4,144.20 29,500 1,781,250 2.60 % 73.53 % -1.87 % 0.4101 - - Short Covering 15.81%48.46 29.5 0.72 %
29-Jan-21 4,005.80 4,039.15 17,000 1,815,250 -2.69 % 119.35 % -12.82 % 0.4095 - - Long Windup 20.89%117.68 33.35 0.83 %
28-Jan-21 4,135.80 4,150.65 7,750 2,082,250 0.02 % 19.23 % -2.82 % 0.4082 - - Short Covering 22.45%117.27 14.85 0.36 %
27-Jan-21 4,146.35 4,149.80 6,500 2,142,750 -0.25 % 73.33 % -3.65 % 0.4092 - - Long Windup 18.15%155.22 3.45 0.08 %
25-Jan-21 4,168.95 4,160.00 3,750 2,224,000 1.44 % 7.14 % -0.11 % 0.4102 - - Short Covering 13.91%137.34 -8.95 -0.21 %
22-Jan-21 4,089.50 4,100.85 3,500 2,226,500 9.87 % 55.56 % 24.07 % 0.4104 - - Long Buildup 7.30%254.86 11.35 0.28 %
21-Jan-21 3,703.30 3,732.50 2,250 1,794,500 2.09 % 0.00 % 1.54 % 0.3889 - - Long Buildup 17.23%97.88 29.2 0.79 %
20-Jan-21 3,643.95 3,655.95 2,250 1,767,250 0.00 % 0.00 % 0.31 % 0.3892 - - 21.19%42.39 12 0.33 %
19-Jan-21 3,641.00 3,655.95 2,250 1,761,750 1.84 % 80.00 % -3.12 % 0.3902 - - Short Covering 23.78%50.76 14.95 0.41 %
18-Jan-21 3,563.75 3,590.00 1,250 1,818,500 0.14 % 66.67 % -1.62 % 0.3901 - - Short Covering 11.95%25.63 26.25 0.74 %
15-Jan-21 3,580.30 3,585.00 750 1,848,500 0.00 % 0.00 % 0.68 % 0.3910 - - 12.71%31.15 4.7 0.13 %
14-Jan-21 3,576.05 3,585.00 750 1,836,000 -1.54 % 50.00 % 0.64 % 0.3920 - - Short Buildup 26.64%70.86 8.95 0.25 %
13-Jan-21 3,600.90 3,640.90 500 1,824,250 0.00 % 0.00 % -1.64 % 0.3929 - - 22.00%40.82 40 1.11 %
12-Jan-21 3,624.25 3,640.90 500 1,854,750 0.00 % 0.00 % 0.77 % 0.3938 - - 22.15%69.31 16.65 0.46 %
11-Jan-21 3,617.35 3,640.90 500 1,840,500 0.00 % 0.00 % 7.26 % 0.3948 - - 18.05%51.47 23.55 0.65 %
 
 
Average Delivery Volume
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
71.67 Crore Rs. 80.51 Crore Rs. 78.76 Crore Rs. 72.49 Crore Rs. 59.41 Crore Rs. 67.19 Crore Rs. More details >>
Average Delivery Percentage
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
25.93 % 30.09 % 30.90 % 28.14 % 26.51 % 24.51 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBullish Harami-
 
 
BAJAJ-AUTO Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Mar-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
3677.56 3727.08 3782.01 3831.53 3886.46 3935.98 3990.91
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
3784.73 3810.84 3819.54 3828.25 3831.53 3845.65 3854.36 3863.06 3889.18
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
3727.08 3766.98 3791.63 3831.53 3871.43 3896.08 3935.98
DeMark Pivot
Support 1 Pivot Point Resistance 1
3806.78 3843.91 3911.23
 
 
BAJAJ-AUTO Result / Events
Date Description Status
22-Jul-20Financial ResultsCompleted
20-May-20Financial ResultsCompleted
21-Feb-20DividendCompleted
30-Jan-20Financial ResultsCompleted
23-Oct-19Financial ResultsCompleted
26-Jul-19Financial ResultsCompleted
17-May-19Financial Results/DividendCompleted
30-Jan-19Financial ResultsCompleted