FnO Contract Details

Expiry:
Symbol:

BAJAJ-AUTO analysis for the selected expiry [Jun-20] as on 29-May-20

BAJAJ-AUTO Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,603.00 2,741.00 2,591.25 2,710.50 NA 4.25 % NA NA
25-Jun-20 2,596.15 2,697.30 2,590.00 2,687.55 1,907,000 3.54 % 0.42 % Long Buildup
30-Jul-20 2,639.20 2,699.50 2,639.20 2,691.45 14,250 3.29 % 18.75 % Long Buildup
Cummulative NA NA NA NA 1,921,250 NA -1.59 % Short Covering
BAJAJ-AUTO Options OI PCR:  0.76   (Expiry : 25-Jun-20 )   PUT OI: 112,750   CALL OI: 147,750 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2700.00 34000 32.04% 101.15 61.71% Long Buildup
3000.00 27000 100.00% 19.10 87.25% Long Buildup
2800.00 21500 40.98% 60.50 67.59% 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
3100.00 16250 1525.00% 10.55 106.86% Long Buildup
3000.00 27000 100.00% 19.10 87.25% Long Buildup
2700.00 34000 32.04% 101.15 61.71% 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
2600.00 14250 -25.97% 157.90 52.12% Short Covering
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2400.00 27500 50.68% 22.65 -36.73% Short Buildup
2600.00 25750 232.26% 69.65 -36.25% Short Buildup
2500.00 22250 154.29% 40.75 -36.87% 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
2600.00 25750 232.26% 69.65 -36.25% Short Buildup
2500.00 22250 154.29% 40.75 -36.87% Short Buildup
2700.00 11750 683.33% 113.10 -31.41% 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
2200.00 2000 -11.11% 5.05 -57.92% Long Windup
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 %
29-May-20 2,710.50 2,687.55 1,907,000 1,921,250 3.54 % 0.42 % -1.59 % 0.6428 0.76 0.74 % Short Covering 28.84%160.83 -22.95 -0.85 %
28-May-20 2,600.00 2,595.70 1,899,000 1,952,250 0.57 % 34.75 % 0.55 % 0.6318 0.55 - Long Buildup 30.37%85.85 -4.3 -0.17 %
27-May-20 2,580.55 2,580.95 1,409,250 1,941,500 0.49 % 43.36 % 2.14 % 0.6506 0.63 - Long Buildup 24.24%35.27 0.4 0.02 %
26-May-20 2,564.85 2,568.30 983,000 1,900,750 0.36 % 81.62 % -1.20 % 0.6704 0.63 - Short Covering 25.80%45.42 3.45 0.13 %
22-May-20 2,553.75 2,559.20 541,250 1,923,750 -3.17 % 126.23 % 10.24 % 0.6912 0.60 - Short Buildup 33.19%- 5.45 0.21 %
21-May-20 2,640.35 2,643.00 239,250 1,745,000 3.36 % 85.47 % 8.72 % 0.6945 0.67 - Long Buildup 13.20%121.33 2.65 0.1 %
20-May-20 2,557.75 2,557.05 129,000 1,605,000 1.58 % 51.76 % 3.63 % 0.6997 0.73 - Long Buildup 28.47%69.00 -0.7 -0.03 %
19-May-20 2,509.30 2,517.20 85,000 1,548,750 1.21 % 35.46 % 1.94 % 0.7158 2.11 - Long Buildup 18.32%29.50 7.9 0.31 %
18-May-20 2,477.45 2,487.10 62,750 1,519,250 -6.99 % 134.58 % -0.31 % 0.7357 2.58 - Long Windup 27.10%78.75 9.65 0.39 %
15-May-20 2,663.60 2,674.10 26,750 1,524,000 -1.47 % 5.94 % -0.23 % 0.6734 1.20 - Long Windup 12.28%21.12 10.5 0.39 %
14-May-20 2,702.65 2,714.00 25,250 1,527,500 0.37 % 29.49 % 2.98 % 0.6910 0.73 - Long Buildup 11.64%28.11 11.35 0.42 %
13-May-20 2,696.00 2,704.00 19,500 1,483,250 2.53 % 23.81 % -1.97 % 0.7126 1.00 - Short Covering 24.09%81.69 8 0.3 %
12-May-20 2,628.85 2,637.40 15,750 1,513,000 2.52 % 75.00 % 0.55 % 0.7249 1.33 - Long Buildup 21.59%75.78 8.55 0.33 %
11-May-20 2,566.30 2,572.50 9,000 1,504,750 6.57 % 38.46 % 1.90 % 0.7386 0.83 - Long Buildup 10.31%43.06 6.2 0.24 %
08-May-20 2,419.05 2,414.00 6,500 1,476,750 -0.26 % 13.04 % -1.01 % 0.7063 - - Long Windup 23.78%26.22 -5.05 -0.21 %
07-May-20 2,406.55 2,420.35 5,750 1,491,750 -2.43 % 35.29 % -2.71 % 0.7281 - - Long Windup 10.87%11.04 13.8 0.57 %
06-May-20 2,471.85 2,480.70 4,250 1,533,250 1.24 % 6.25 % 4.23 % 0.7398 - - Long Buildup 20.69%39.82 8.85 0.36 %
05-May-20 2,422.80 2,450.30 4,000 1,471,000 -0.70 % 0.00 % -0.66 % 0.7569 - - Long Windup 22.04%35.44 27.5 1.14 %
04-May-20 2,442.15 2,467.45 4,000 1,480,750 -5.68 % 23.08 % -0.34 % 0.7797 - - Long Windup 26.07%36.59 25.3 1.04 %
30-Apr-20 2,623.30 2,616.00 3,250 1,485,750 0.00 % 0.00 % 7.60 % 0.7261 - - 25.22%74.01 -7.3 -0.28 %
 
 
Average Delivery Volume
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
160.83 Crore Rs. 93.98 Crore Rs. 65.47 Crore Rs. 68.40 Crore Rs. 64.05 Crore Rs. 383.78 Crore Rs. More details >>
Average Delivery Percentage
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
28.84 % 28.59 % 29.32 % 23.39 % 22.47 % 23.97 % More details >>
 
 
BAJAJ-AUTO Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 01-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2511.96 2550.98 2619.26 2658.28 2726.56 2765.58 2833.86
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2633.9 2660.73 2669.67 2678.61 2658.28 2696.49 2705.43 2714.38 2741.2
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2550.98 2591.97 2617.29 2658.28 2699.27 2724.59 2765.58
DeMark Pivot
Support 1 Pivot Point Resistance 1
2638.78 2668.04 2746.08
 
 
BAJAJ-AUTO Result / Events
Date Description Status
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