FnO Contract Details

Expiry:
Symbol:

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

BAJAJFINSV Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 6,400.00 6,432.00 6,324.10 6,350.00 NA -0.11 % NA NA
27-Aug-20 6,422.95 6,461.00 6,340.00 6,378.95 824,000 -0.09 % 0.53 % Short Buildup
24-Sep-20 6,425.10 6,473.25 6,370.00 6,401.30 15,500 -0.02 % 12.73 % Short Buildup
29-Oct-20 6,415.30 6,415.30 6,415.30 6,415.30 1,625 -0.23 % 62.50 % Short Buildup
Cummulative NA NA NA NA 841,125 NA 0.81 % Short Buildup
BAJAJFINSV Options OI PCR:  0.44   (Expiry : 27-Aug-20 )   PUT OI: 111,875   CALL OI: 255,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
7000.00 71625 8.52% 49.20 -6.11% Short Buildup
6500.00 39250 3.29% 166.05 -5.52% Short Buildup
6400.00 23750 6.74% 205.35 -5.89% 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
7000.00 71625 8.52% 49.20 -6.11% Short Buildup
6900.00 10625 23.19% 64.40 -5.78% Short Buildup
6400.00 23750 6.74% 205.35 -5.89% 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
6600.00 19875 -3.05% 132.70 -5.35% Long Windup
6200.00 7375 -6.35% 313.50 -3.54% Long Windup
6000.00 1500 -14.29% 447.65 1.70% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
6000.00 29250 -2.90% 76.00 -2.38% Long Windup
5500.00 11750 1.08% 17.20 7.50% Long Buildup
6400.00 10500 6.33% 229.30 -0.91% 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
6400.00 10500 6.33% 229.30 -0.91% Short Buildup
6600.00 750 20.00% 321.50 -9.32% Short Buildup
5600.00 1125 12.50% 32.90 10.40% 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
6000.00 29250 -2.90% 76.00 -2.38% Long Windup
6100.00 7750 -8.82% 102.15 -3.50% Long Windup
6200.00 9000 -6.49% 136.55 -3.09% Long Windup
 
 
BAJAJFINSV 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 6,350.00 6,378.95 824,000 841,125 -0.09 % 0.53 % 0.81 % 0.6698 0.44 2.04 % Short Buildup 12.48%30.95 28.95 0.46 %
12-Aug-20 6,357.20 6,384.90 819,625 834,375 -1.34 % 1.13 % 1.31 % 0.6715 0.47 1.77 % Short Buildup 15.95%39.08 27.7 0.44 %
11-Aug-20 6,440.35 6,471.90 810,500 823,625 0.69 % 0.61 % 0.73 % 0.6729 0.51 1.59 % Long Buildup 11.13%30.88 31.55 0.49 %
10-Aug-20 6,402.80 6,427.55 805,625 817,625 -1.12 % -4.39 % -4.18 % 0.6746 0.51 1.47 % Long Windup 15.38%59.62 24.75 0.39 %
07-Aug-20 6,467.15 6,500.45 842,625 853,250 2.70 % 2.73 % 3.02 % 0.6761 0.65 1.25 % Long Buildup 19.90%106.25 33.3 0.51 %
06-Aug-20 6,295.70 6,329.50 820,250 828,250 0.84 % -3.87 % -3.79 % 0.6768 0.57 0.97 % Short Covering 11.25%44.36 33.8 0.54 %
05-Aug-20 6,242.05 6,276.65 853,250 860,875 1.34 % 0.86 % 0.89 % 0.6784 0.58 0.89 % Long Buildup 12.28%53.32 34.6 0.55 %
04-Aug-20 6,162.00 6,193.50 846,000 853,250 1.12 % 4.98 % 4.85 % 0.6799 0.56 0.85 % Long Buildup 16.53%62.80 31.5 0.51 %
03-Aug-20 6,103.15 6,124.60 805,875 813,750 -1.83 % -2.94 % -2.60 % 0.6815 0.59 0.97 % Long Windup 14.09%43.82 21.45 0.35 %
31-Jul-20 6,205.90 6,238.80 830,250 835,500 0.62 % 1.61 % -3.80 % 0.6828 0.53 0.63 % Short Covering 12.93%60.16 32.9 0.53 %
30-Jul-20 6,177.60 6,200.50 817,125 868,500 -2.54 % 20.08 % -1.70 % 0.6845 0.56 - Long Windup 15.51%58.48 22.9 0.37 %
29-Jul-20 6,328.60 6,361.85 680,500 883,500 -0.12 % 38.00 % -1.08 % 0.6854 0.67 - Long Windup 15.51%75.03 33.25 0.53 %
28-Jul-20 6,342.80 6,369.75 493,125 893,125 2.92 % 41.20 % -4.27 % 0.6871 0.66 - Short Covering 13.06%69.43 26.95 0.42 %
27-Jul-20 6,173.20 6,189.10 349,250 933,000 -1.67 % 71.52 % 2.32 % 0.6879 0.41 - Short Buildup 12.40%50.24 15.9 0.26 %
24-Jul-20 6,270.30 6,294.00 203,625 911,875 -1.86 % 98.90 % 2.30 % 0.6893 0.50 - Short Buildup 11.53%63.23 23.7 0.38 %
23-Jul-20 6,381.35 6,413.45 102,375 891,375 0.67 % 44.19 % 0.42 % 0.6906 0.63 - Long Buildup 13.11%77.39 32.1 0.5 %
22-Jul-20 6,347.40 6,370.80 71,000 887,625 -0.70 % 25.94 % 3.86 % 0.6923 0.60 - Short Buildup 9.16%125.42 23.4 0.37 %
21-Jul-20 6,384.35 6,415.75 56,375 854,625 -3.47 % 20.59 % 2.57 % 0.6940 0.92 - Short Buildup 13.44%159.87 31.4 0.49 %
20-Jul-20 6,620.15 6,646.25 46,750 833,250 3.73 % 17.98 % 5.22 % 0.6940 1.67 - Long Buildup 18.29%147.93 26.1 0.39 %
17-Jul-20 6,361.60 6,407.30 39,625 791,875 1.76 % 2.92 % 0.27 % 0.6937 5.00 - Long Buildup 10.09%36.60 45.7 0.72 %
16-Jul-20 6,264.90 6,296.45 38,500 789,750 1.56 % 34.50 % 4.52 % 0.6951 5.00 - Long Buildup 12.31%64.04 31.55 0.5 %
15-Jul-20 6,168.45 6,199.60 28,625 755,625 -1.31 % 6.51 % -5.19 % 0.6965 - - Long Windup 7.61%46.09 31.15 0.5 %
14-Jul-20 6,243.45 6,282.20 26,875 797,000 -3.32 % 14.36 % 9.52 % 0.6981 - - Short Buildup 17.67%124.52 38.75 0.62 %
13-Jul-20 6,461.45 6,497.70 23,500 727,750 -0.12 % -0.53 % -0.95 % 0.6983 - - Long Windup 6.79%35.59 36.25 0.56 %
10-Jul-20 6,483.80 6,505.25 23,625 734,750 -1.43 % 19.62 % 0.36 % 0.7000 - - Short Buildup 8.54%67.56 21.45 0.33 %
09-Jul-20 6,569.20 6,599.70 19,750 732,125 2.80 % -17.28 % -2.66 % 0.7016 - - Short Covering 9.38%81.50 30.5 0.46 %
08-Jul-20 6,405.40 6,419.85 23,875 752,125 -2.84 % 16.46 % -4.60 % 0.7025 - - Long Windup 14.26%127.90 14.45 0.23 %
07-Jul-20 6,589.60 6,607.75 20,500 788,375 4.68 % 29.13 % -5.02 % 0.7032 - - Short Covering 12.68%167.68 18.15 0.28 %
06-Jul-20 6,285.00 6,312.45 15,875 830,000 2.51 % 14.41 % 7.18 % 0.7020 - - Long Buildup 12.69%97.32 27.45 0.44 %
03-Jul-20 6,149.40 6,157.90 13,875 774,375 -0.63 % 35.37 % -3.43 % 0.7032 - - Long Windup 8.72%44.69 8.5 0.14 %
02-Jul-20 6,188.80 6,197.10 10,250 801,875 0.24 % -3.53 % -7.36 % 0.7049 - - Short Covering 17.77%168.20 8.3 0.13 %
01-Jul-20 6,169.35 6,182.30 10,625 865,625 5.69 % 3.66 % 6.21 % 0.7066 - - Long Buildup 14.13%150.31 12.95 0.21 %
30-Jun-20 5,845.15 5,849.60 10,250 815,000 -1.28 % 46.43 % 3.85 % 0.7046 - - Short Buildup 7.32%41.79 4.45 0.08 %
29-Jun-20 5,890.20 5,925.60 7,000 784,750 -0.67 % -18.84 % 4.76 % 0.7063 - - Short Buildup 13.81%82.19 35.4 0.6 %
26-Jun-20 5,946.30 5,965.75 8,625 749,125 -1.40 % 30.19 % -8.32 % 0.7080 - - Long Windup 9.75%61.91 19.45 0.33 %
25-Jun-20 6,021.15 6,050.15 6,625 817,125 0.15 % 23.26 % 3.04 % 0.7096 - - Long Buildup 17.62%201.65 29 0.48 %
24-Jun-20 6,046.05 6,040.90 5,375 793,000 -4.83 % 0.00 % 1.81 % 0.7113 - - Short Buildup 13.34%152.10 -5.15 -0.09 %
23-Jun-20 6,319.65 6,347.15 5,375 778,875 3.12 % 30.30 % 3.99 % 0.7106 - - Long Buildup 9.21%115.34 27.5 0.44 %
22-Jun-20 6,183.55 6,155.00 4,125 749,000 4.72 % 83.33 % -7.07 % 0.7117 - - Short Covering 9.88%153.66 -28.55 -0.46 %
19-Jun-20 5,899.80 5,877.40 2,250 806,000 8.70 % 350.00 % -4.52 % 0.7107 - - Short Covering 24.34%516.25 -22.4 -0.38 %
18-Jun-20 5,427.55 5,407.05 500 844,125 5.74 % -20.00 % 2.58 % 0.7035 - - Long Buildup 20.88%204.69 -20.5 -0.38 %
17-Jun-20 5,036.95 5,113.70 625 822,875 -0.34 % -28.57 % 8.56 % 0.6979 - - Short Buildup 14.67%77.58 76.75 1.52 %
16-Jun-20 5,128.30 5,131.00 875 758,000 -0.37 % -22.22 % 0.31 % 0.6993 - - Short Buildup 11.42%68.46 2.7 0.05 %
15-Jun-20 5,103.60 5,150.00 1,125 755,625 -3.20 % 12.50 % -5.93 % 0.7010 - - Long Windup 11.26%58.80 46.4 0.91 %
12-Jun-20 5,285.95 5,320.00 1,000 803,250 0.38 % -11.11 % -0.73 % 0.7011 - - Short Covering 10.67%93.34 34.05 0.64 %
11-Jun-20 5,158.00 5,300.00 1,125 809,125 -0.12 % 0.00 % 1.17 % 0.7021 - - Short Buildup 10.45%56.99 142 2.75 %
10-Jun-20 5,223.00 5,306.55 1,125 799,750 -0.35 % 0.00 % 5.46 % 0.7037 - - Short Buildup 13.89%84.30 83.55 1.6 %
09-Jun-20 5,310.80 5,325.00 1,125 758,375 -2.47 % 28.57 % -1.51 % 0.7051 - - Long Windup 9.24%57.11 14.2 0.27 %
08-Jun-20 5,440.95 5,460.00 875 770,000 3.64 % 0.00 % -5.33 % 0.7061 - - Short Covering 21.73%165.09 19.05 0.35 %
05-Jun-20 5,236.40 5,268.10 875 813,375 1.64 % 40.00 % 2.80 % 0.7059 - - Long Buildup 7.58%60.07 31.7 0.61 %
04-Jun-20 5,136.80 5,183.25 625 791,250 -4.01 % 66.67 % 0.76 % 0.7072 - - Short Buildup 7.97%81.62 46.45 0.9 %
03-Jun-20 5,286.05 5,400.00 375 785,250 7.73 % 0.00 % -13.46 % 0.7079 - - Short Covering 16.54%210.89 113.95 2.16 %
02-Jun-20 5,184.70 5,012.60 375 907,375 2.94 % 200.00 % 0.15 % 0.7092 - - Long Buildup 15.15%211.59 -172.1 -3.32 %
01-Jun-20 4,763.20 4,869.25 125 906,000 0.00 % 0.00 % 8.15 % 0.7017 - - 16.35%164.37 106.05 2.23 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
30.95 Crore Rs. 33.64 Crore Rs. 53.36 Crore Rs. 53.41 Crore Rs. 56.48 Crore Rs. 69.47 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 >>
12.48 % 13.11 % 15.75 % 14.72 % 14.47 % 13.41 % More details >>
 
 
BAJAJFINSV 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
6204.64 6272.32 6325.64 6393.32 6446.64 6514.32 6567.64
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
6318.45 6348.7 6358.78 6368.87 6393.32 6389.03 6399.12 6409.2 6439.45
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
6272.32 6318.54 6347.1 6393.32 6439.54 6468.1 6514.32
DeMark Pivot
Support 1 Pivot Point Resistance 1
6298.98 6379.99 6419.98
 
 
BAJAJFINSV Result / Events
Date Description Status
21-Jul-20Financial ResultsCompleted
21-May-20Financial ResultsCompleted
21-Feb-20DividendCompleted
29-Jan-20Financial ResultsCompleted
22-Oct-19Financial ResultsCompleted
25-Jul-19Financial ResultsCompleted
16-May-19Financial Results/DividendCompleted
29-Jan-19Financial ResultsCompleted