FnO Contract Details

Expiry:
Symbol:

BAJAJ-AUTO analysis for the selected expiry [Aug-20] as on 13-Aug-20

BAJAJ-AUTO Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 3,040.00 3,040.00 3,000.00 3,017.95 NA -0.17 % NA NA
27-Aug-20 3,040.50 3,043.55 3,004.40 3,024.30 1,490,000 -0.36 % 2.39 % Short Buildup
24-Sep-20 3,039.35 3,049.15 3,018.00 3,035.55 25,500 0.01 % 12.09 % Long Buildup
Cummulative NA NA NA NA 1,515,500 NA 2.54 % Short Buildup
BAJAJ-AUTO Options OI PCR:  0.39   (Expiry : 27-Aug-20 )   PUT OI: 197,000   CALL OI: 502,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3200.00 103500 8.09% 24.20 -8.68% Short Buildup
3100.00 78500 21.24% 48.90 -8.08% Short Buildup
3400.00 52000 -0.48% 5.75 -3.36% 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
3100.00 78500 21.24% 48.90 -8.08% Short Buildup
3050.00 46750 25.50% 67.15 -8.70% Short Buildup
3200.00 103500 8.09% 24.20 -8.68% 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
3000.00 34250 -4.86% 91.25 -7.22% Long Windup
2950.00 23250 -1.06% 124.45 -1.23% Long Windup
3400.00 52000 -0.48% 5.75 -3.36% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2900.00 40750 -16.41% 32.65 11.24% Short Covering
2800.00 40000 0.00% 13.85 14.94% Short Covering
3000.00 32500 4.84% 66.55 6.99% 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
3000.00 32500 4.84% 66.55 6.99% Long Buildup
2500.00 8500 3.03% 5.00 1.01% Long Buildup
2850.00 14250 1.79% 21.05 11.67% Long 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
2900.00 40750 -16.41% 32.65 11.24% Short Covering
2700.00 18500 -8.64% 9.55 27.33% Short Covering
2950.00 17250 -9.21% 48.35 8.77% Short Covering
 
 
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 %
13-Aug-20 3,017.95 3,024.30 1,490,000 1,515,500 -0.36 % 2.39 % 2.54 % 0.4522 0.39 1.68 % Short Buildup 14.95%20.85 6.35 0.21 %
12-Aug-20 3,023.00 3,035.20 1,455,250 1,478,000 0.45 % 1.45 % 1.48 % 0.4533 0.45 1.54 % Long Buildup 10.80%15.98 12.2 0.4 %
11-Aug-20 3,007.45 3,021.65 1,434,500 1,456,500 0.38 % -3.09 % -2.82 % 0.4544 0.44 1.51 % Short Covering 19.40%40.66 14.2 0.47 %
10-Aug-20 2,993.80 3,010.10 1,480,250 1,498,750 -0.26 % -0.08 % -0.03 % 0.4555 0.45 1.23 % Long Windup 14.86%19.67 16.3 0.54 %
07-Aug-20 3,001.70 3,017.90 1,481,500 1,499,250 0.36 % 0.53 % 0.86 % 0.4566 0.47 1.18 % Long Buildup 26.07%40.34 16.2 0.54 %
06-Aug-20 2,991.80 3,006.95 1,473,750 1,486,500 -0.43 % 1.36 % 1.75 % 0.4577 0.47 0.86 % Short Buildup 22.11%56.43 15.15 0.51 %
05-Aug-20 3,009.00 3,019.80 1,454,000 1,461,000 1.16 % -1.41 % -1.28 % 0.4588 0.56 0.48 % Short Covering 15.93%32.52 10.8 0.36 %
04-Aug-20 2,969.95 2,985.10 1,474,750 1,480,000 1.79 % -1.01 % -1.07 % 0.4596 0.39 0.35 % Short Covering 9.45%19.83 15.15 0.51 %
03-Aug-20 2,917.45 2,932.75 1,489,750 1,496,000 -2.85 % 2.07 % 2.08 % 0.4601 0.49 0.42 % Short Buildup 16.31%59.27 15.3 0.52 %
31-Jul-20 3,004.95 3,018.85 1,459,500 1,465,500 -1.29 % 1.50 % -6.58 % 0.4596 0.73 0.41 % Long Windup 18.18%30.67 13.9 0.46 %
30-Jul-20 3,048.95 3,058.30 1,438,000 1,568,750 -1.76 % 17.01 % -3.68 % 0.4603 0.72 - Long Windup 25.49%44.32 9.35 0.31 %
29-Jul-20 3,099.30 3,113.00 1,229,000 1,628,750 -0.39 % 15.83 % -7.75 % 0.4609 0.77 - Long Windup 9.92%17.93 13.7 0.44 %
28-Jul-20 3,119.35 3,125.05 1,061,000 1,765,500 3.22 % 61.74 % -2.81 % 0.4620 0.73 - Short Covering 15.88%62.59 5.7 0.18 %
27-Jul-20 3,020.50 3,027.65 656,000 1,816,500 1.11 % 285.88 % 12.11 % 0.4611 0.72 - Long Buildup 17.22%32.35 7.15 0.24 %
24-Jul-20 2,985.50 2,994.55 170,000 1,620,250 -1.56 % 27.82 % -3.38 % 0.4620 1.10 - Long Windup 18.33%29.74 9.05 0.3 %
23-Jul-20 3,032.10 3,042.15 133,000 1,677,000 1.76 % 96.31 % 2.08 % 0.4627 1.82 - Long Buildup 17.88%57.31 10.05 0.33 %
22-Jul-20 2,985.40 2,989.40 67,750 1,642,750 -1.07 % 54.86 % 1.33 % 0.4633 3.94 - Short Buildup 14.48%88.65 4 0.13 %
21-Jul-20 3,004.30 3,021.80 43,750 1,621,250 0.04 % 23.24 % 0.31 % 0.4644 3.71 - Long Buildup 20.22%50.69 17.5 0.58 %
20-Jul-20 3,002.55 3,020.55 35,500 1,616,250 0.48 % 11.81 % -0.43 % 0.4656 - - Short Covering 17.17%39.52 18 0.6 %
17-Jul-20 2,995.00 3,006.15 31,750 1,623,250 2.07 % 25.74 % -0.23 % 0.4667 - - Short Covering 16.08%33.10 11.15 0.37 %
16-Jul-20 2,942.30 2,945.30 25,250 1,627,000 -0.07 % 0.00 % -0.87 % 0.4673 - - Long Windup 22.28%34.42 3 0.1 %
15-Jul-20 2,942.05 2,947.25 25,250 1,641,250 1.44 % 5.21 % -2.61 % 0.4685 - - Short Covering 26.75%71.25 5.2 0.18 %
14-Jul-20 2,899.50 2,905.30 24,000 1,685,250 -0.06 % 6.67 % -2.33 % 0.4692 - - Long Windup 34.62%61.53 5.8 0.2 %
13-Jul-20 2,900.00 2,906.95 22,500 1,725,500 0.06 % 0.00 % -1.07 % 0.4704 - - Short Covering 21.68%30.27 6.95 0.24 %
10-Jul-20 2,894.70 2,905.25 22,500 1,744,250 0.34 % 2.27 % 3.61 % 0.4716 - - Long Buildup 19.66%39.17 10.55 0.36 %
09-Jul-20 2,882.00 2,895.50 22,000 1,683,500 1.11 % 79.59 % -1.65 % 0.4727 - - Short Covering 14.71%29.69 13.5 0.47 %
08-Jul-20 2,852.45 2,863.85 12,250 1,711,750 0.16 % 11.36 % -2.13 % 0.4737 - - Short Covering 21.54%82.86 11.4 0.4 %
07-Jul-20 2,847.15 2,859.40 11,000 1,749,000 -1.81 % -13.73 % 2.30 % 0.4749 - - Short Buildup 30.29%186.98 12.25 0.43 %
06-Jul-20 2,897.10 2,912.10 12,750 1,709,750 -1.08 % 8.51 % -1.61 % 0.4755 - - Long Windup 26.72%87.20 15 0.52 %
03-Jul-20 2,932.40 2,944.00 11,750 1,737,750 1.74 % 0.00 % -1.79 % 0.4764 - - Short Covering 14.32%58.56 11.6 0.4 %
02-Jul-20 2,879.35 2,893.55 11,750 1,769,500 1.43 % -7.84 % 1.99 % 0.4769 - - Long Buildup 21.99%47.80 14.2 0.49 %
01-Jul-20 2,842.05 2,852.65 12,750 1,735,000 0.87 % 4.08 % -2.32 % 0.4778 - - Short Covering 19.67%29.40 10.6 0.37 %
30-Jun-20 2,826.05 2,828.15 12,250 1,776,250 -0.84 % 4.26 % 0.44 % 0.4790 - - Short Buildup 25.28%53.71 2.1 0.07 %
29-Jun-20 2,859.50 2,852.00 11,750 1,768,500 0.07 % 14.63 % -1.06 % 0.4799 - - Short Covering 32.58%63.37 -7.5 -0.26 %
26-Jun-20 2,867.60 2,849.90 10,250 1,787,500 0.62 % 86.36 % -3.06 % 0.4811 - - Short Covering 20.91%73.62 -17.7 -0.62 %
25-Jun-20 2,820.45 2,832.30 5,500 1,844,000 0.21 % 57.14 % -0.45 % 0.4818 - - Short Covering 26.55%100.48 11.85 0.42 %
24-Jun-20 2,817.25 2,826.35 3,500 1,852,250 -1.57 % 0.00 % -6.71 % 0.4830 - - Long Windup 18.97%86.41 9.1 0.32 %
23-Jun-20 2,862.15 2,871.50 3,500 1,985,500 0.23 % 27.27 % -5.09 % 0.4837 - - Short Covering 20.85%65.03 9.35 0.33 %
22-Jun-20 2,855.75 2,865.00 2,750 2,092,000 6.22 % 57.14 % 4.86 % 0.4849 - - Long Buildup 24.09%128.82 9.25 0.32 %
19-Jun-20 2,674.35 2,697.15 1,750 1,995,000 0.21 % 133.33 % 6.53 % 0.4780 - - Long Buildup 43.13%107.17 22.8 0.85 %
18-Jun-20 2,678.35 2,691.55 750 1,872,750 -1.62 % 0.00 % 3.84 % 0.4791 - - Short Buildup 35.10%54.49 13.2 0.49 %
17-Jun-20 2,689.45 2,736.00 750 1,803,500 0.00 % 0.00 % 3.90 % 0.4803 - - 29.54%47.70 46.55 1.73 %
16-Jun-20 2,718.45 2,736.00 750 1,735,750 0.00 % 0.00 % 0.83 % 0.4813 - - 22.17%36.85 17.55 0.65 %
15-Jun-20 2,728.55 2,736.00 750 1,721,500 -0.87 % 50.00 % -1.80 % 0.4825 - - Long Windup 13.63%19.24 7.45 0.27 %
12-Jun-20 2,782.15 2,760.00 500 1,753,000 0.00 % 0.00 % -1.59 % 0.4830 - - 16.70%41.63 -22.15 -0.8 %
11-Jun-20 2,718.55 2,760.00 500 1,781,250 0.00 % 0.00 % -0.97 % 0.4832 - - 15.41%27.71 41.45 1.52 %
10-Jun-20 2,717.20 2,760.00 500 1,798,750 -2.44 % 100.00 % 3.78 % 0.4844 - - Short Buildup 26.42%49.39 42.8 1.58 %
09-Jun-20 2,791.15 2,829.10 250 1,733,250 0.00 % 0.00 % 1.03 % 0.4842 - - 21.09%36.46 37.95 1.36 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.85 Crore Rs. 25.83 Crore Rs. 27.50 Crore Rs. 30.78 Crore Rs. 35.46 Crore Rs. 39.37 Crore Rs. More details >>
Average Delivery Percentage
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
14.95 % 15.60 % 17.54 % 16.94 % 16.87 % 17.02 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside CandleExplosive Move Predictor
 
 
BAJAJ-AUTO Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 14-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2965.46 2984.93 3004.61 3024.08 3043.76 3063.23 3082.91
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
3004.73 3014.51 3017.78 3021.04 3024.08 3027.56 3030.83 3034.09 3043.88
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2984.93 2999.89 3009.12 3024.08 3039.04 3048.27 3063.23
DeMark Pivot
Support 1 Pivot Point Resistance 1
2994.78 3019.16 3033.93
 
 
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