FnO Contract Details

Expiry:
Symbol:

BAJAJFINSV analysis for the selected expiry [Dec-20] as on 04-Dec-20

BAJAJFINSV Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 9,159.00 9,234.50 8,970.00 9,052.45 NA -0.68 % NA NA
31-Dec-20 9,220.00 9,278.30 9,005.05 9,098.00 745,250 -0.83 % -3.50 % Long Windup
28-Jan-21 9,188.00 9,289.85 9,034.35 9,122.75 24,625 -0.72 % 13.87 % Short Buildup
25-Feb-21 9,187.00 9,187.00 9,187.00 9,187.00 875 3.59 % 16.67 % Long Buildup
Cummulative NA NA NA NA 770,750 NA -3.00 % Long Windup
BAJAJFINSV Options OI PCR:  1.00   (Expiry : 31-Dec-20 )   PUT OI: 376,375   CALL OI: 377,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10000.00 69875 12.02% 132.40 -14.39% Short Buildup
9500.00 57625 3.36% 258.25 -12.86% Short Buildup
9000.00 53125 -11.27% 458.20 -10.66% 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
10000.00 69875 12.02% 132.40 -14.39% Short Buildup
9200.00 27125 32.32% 372.00 -11.28% Short Buildup
9100.00 23250 35.77% 412.65 -10.88% 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
9000.00 53125 -11.27% 458.20 -10.66% Long Windup
8900.00 9750 -9.30% 511.05 -11.01% Long Windup
8700.00 5000 -4.76% 670.00 -5.90% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
8000.00 100000 1.27% 71.55 -5.11% Short Buildup
7000.00 55375 -3.06% 12.30 -17.73% Long Windup
8500.00 46250 18.59% 169.50 0.38% 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
9000.00 32000 88.24% 363.70 4.78% Long Buildup
8500.00 46250 18.59% 169.50 0.38% Long Buildup
8200.00 13500 107.69% 99.85 -2.78% 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
7000.00 55375 -3.06% 12.30 -17.73% Long Windup
8800.00 15125 -8.33% 269.85 2.53% Short Covering
8900.00 8500 -6.85% 318.55 3.59% Short Covering
 
 
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 %
04-Dec-20 9,052.45 9,098.00 745,250 770,750 -0.83 % -3.50 % -3.00 % 0.6118 1.00 3.31 % Long Windup 8.71%83.74 45.55 0.5 %
03-Dec-20 9,114.05 9,173.75 772,250 794,625 3.61 % -8.39 % -8.04 % 0.6133 0.97 2.82 % Short Covering 23.10%302.49 59.7 0.66 %
02-Dec-20 8,802.20 8,854.35 843,000 864,125 0.74 % 2.00 % 2.05 % 0.6130 0.91 2.44 % Long Buildup 17.88%139.32 52.15 0.59 %
01-Dec-20 8,746.55 8,789.05 826,500 846,750 -0.16 % -5.10 % -4.87 % 0.6145 1.00 2.39 % Long Windup 18.21%110.58 42.5 0.49 %
27-Nov-20 8,758.80 8,803.00 870,875 890,125 -0.37 % -2.52 % -12.98 % 0.6160 0.95 2.16 % Long Windup 33.47%416.14 44.2 0.5 %
26-Nov-20 8,806.70 8,835.65 893,375 1,022,875 1.92 % 20.52 % -0.91 % 0.6175 0.97 - Short Covering 14.13%157.02 28.95 0.33 %
25-Nov-20 8,717.75 8,669.60 741,250 1,032,250 -1.74 % 25.32 % -4.18 % 0.6189 1.18 - Long Windup 25.30%438.07 -48.15 -0.55 %
24-Nov-20 8,859.70 8,823.25 591,500 1,077,250 1.17 % 22.43 % -1.46 % 0.6201 1.09 - Short Covering 23.84%378.10 -36.45 -0.41 %
23-Nov-20 8,774.35 8,721.40 483,125 1,093,250 1.85 % 117.26 % 9.08 % 0.6215 1.08 - Long Buildup 16.43%520.09 -52.95 -0.6 %
20-Nov-20 8,542.60 8,563.00 222,375 1,002,250 8.97 % 79.88 % 5.47 % 0.6220 1.17 - Long Buildup 10.70%375.70 20.4 0.24 %
19-Nov-20 7,823.40 7,857.85 123,625 950,250 0.36 % 110.43 % -6.02 % 0.6121 0.37 - Short Covering 11.05%292.81 34.45 0.44 %
18-Nov-20 7,789.95 7,830.05 58,750 1,011,125 5.66 % 62.07 % 5.26 % 0.6136 0.36 - Long Buildup 13.09%150.47 40.1 0.51 %
17-Nov-20 7,365.35 7,410.85 36,250 960,625 0.89 % 10.69 % -2.51 % 0.6105 0.29 - Short Covering 16.23%140.18 45.5 0.62 %
14-Nov-20 7,335.55 7,345.55 32,750 985,375 0.56 % -0.76 % -0.32 % 0.6120 0.32 - Short Covering 14.95%34.72 10 0.14 %
13-Nov-20 7,261.10 7,304.60 33,000 988,500 3.55 % 15.28 % -2.77 % 0.6134 0.32 - Short Covering 13.46%161.66 43.5 0.6 %
12-Nov-20 7,026.20 7,054.25 28,625 1,016,625 1.19 % 10.63 % -2.80 % 0.6133 0.26 - Short Covering 10.44%93.98 28.05 0.4 %
11-Nov-20 6,944.80 6,971.55 25,875 1,045,875 3.46 % -1.90 % -13.59 % 0.6146 0.30 - Short Covering 16.53%291.78 26.75 0.39 %
10-Nov-20 6,687.65 6,738.15 26,375 1,210,375 6.69 % 7.65 % 2.74 % 0.6140 0.75 - Long Buildup 15.03%218.15 50.5 0.76 %
09-Nov-20 6,283.35 6,315.80 24,500 1,178,125 -0.24 % 2.62 % -0.81 % 0.6098 1.00 - Long Windup 19.02%115.71 32.45 0.52 %
06-Nov-20 6,286.45 6,331.25 23,875 1,187,750 3.63 % 26.49 % -0.91 % 0.6113 1.00 - Short Covering 20.08%196.85 44.8 0.71 %
05-Nov-20 6,055.15 6,109.55 18,875 1,198,625 4.87 % -1.95 % -0.06 % 0.6107 - - Short Covering 28.33%145.59 54.4 0.9 %
04-Nov-20 5,811.85 5,826.00 19,250 1,199,375 0.76 % -1.28 % -3.14 % 0.6097 - - Short Covering 28.51%97.91 14.15 0.24 %
03-Nov-20 5,743.60 5,782.20 19,500 1,238,250 0.74 % -4.88 % -1.12 % 0.6111 - - Short Covering 23.45%77.51 38.6 0.67 %
02-Nov-20 5,701.45 5,740.00 20,500 1,252,250 2.31 % 0.00 % -0.15 % 0.6125 - - Short Covering 19.82%55.54 38.55 0.68 %
30-Oct-20 5,573.50 5,610.20 20,500 1,254,125 -0.66 % 17.14 % 1.44 % 0.6133 - - Short Buildup 15.63%45.86 36.7 0.66 %
29-Oct-20 5,623.95 5,647.55 17,500 1,236,375 -0.48 % 26.13 % 19.00 % 0.6147 - - Short Buildup 42.57%234.82 23.6 0.42 %
28-Oct-20 5,642.35 5,675.00 13,875 1,039,000 -0.61 % 11.00 % -3.25 % 0.6162 - - Long Windup 17.32%64.37 32.65 0.58 %
27-Oct-20 5,667.25 5,709.55 12,500 1,073,875 -0.95 % 36.99 % 17.73 % 0.6177 - - Short Buildup 23.72%208.47 42.3 0.75 %
26-Oct-20 5,700.95 5,764.60 9,125 912,125 -2.02 % 15.87 % 1.47 % 0.6192 - - Short Buildup 18.00%80.37 63.65 1.12 %
23-Oct-20 5,831.55 5,883.20 7,875 898,875 -0.94 % 6.78 % -2.47 % 0.6200 - - Long Windup 24.78%93.47 51.65 0.89 %
22-Oct-20 5,873.40 5,938.75 7,375 921,625 -0.24 % 59.46 % 9.16 % 0.6215 - - Short Buildup 20.62%148.99 65.35 1.11 %
21-Oct-20 5,904.15 5,953.30 4,625 844,250 -0.87 % 105.56 % -3.89 % 0.6230 - - Long Windup 13.32%47.63 49.15 0.83 %
20-Oct-20 5,951.85 6,005.40 2,250 878,375 0.00 % 5.88 % 0.54 % 0.6245 - - 11.13%20.62 53.55 0.9 %
19-Oct-20 5,981.10 6,005.20 2,125 873,625 0.61 % -5.56 % 1.61 % 0.6260 - - Long Buildup 15.90%36.10 24.1 0.4 %
16-Oct-20 5,952.30 5,968.90 2,250 859,750 0.15 % 0.00 % -2.50 % 0.6276 - - Short Covering 6.66%18.89 16.6 0.28 %
15-Oct-20 5,899.05 5,960.00 2,250 881,750 -2.04 % -5.26 % -5.16 % 0.6290 - - Long Windup 13.24%61.06 60.95 1.03 %
14-Oct-20 6,100.05 6,084.00 2,375 929,750 3.13 % 0.00 % 5.47 % 0.6290 - - Long Buildup 15.61%98.01 -16.05 -0.26 %
13-Oct-20 5,867.65 5,899.50 2,375 881,500 -0.85 % 0.00 % 0.13 % 0.6284 - - Short Buildup 14.18%30.43 31.85 0.54 %
12-Oct-20 5,912.75 5,950.05 2,375 880,375 0.00 % 0.00 % 0.13 % 0.6299 - - 16.19%38.44 37.3 0.63 %
09-Oct-20 5,915.20 5,950.05 2,375 879,250 0.00 % 0.00 % -3.84 % 0.6314 - - 14.38%56.08 34.85 0.59 %
08-Oct-20 5,871.95 5,950.05 2,375 914,375 -1.77 % 0.00 % 3.80 % 0.6329 - - Short Buildup 18.80%65.01 78.1 1.33 %
07-Oct-20 5,905.25 6,057.20 2,375 880,875 0.00 % 0.00 % 5.46 % 0.6345 - - 14.49%49.74 151.95 2.57 %
06-Oct-20 5,995.40 6,057.20 2,375 835,250 1.80 % 111.11 % 7.95 % 0.6357 - - Long Buildup 15.31%55.64 61.8 1.03 %
05-Oct-20 5,881.15 5,950.00 1,125 773,750 -2.75 % 12.50 % -1.32 % 0.6368 - - Long Windup 15.30%66.39 68.85 1.17 %
01-Oct-20 6,053.60 6,118.45 1,000 784,125 3.40 % 166.67 % 3.57 % 0.6372 - - Long Buildup 16.24%66.92 64.85 1.07 %
30-Sep-20 5,852.35 5,917.20 375 757,125 -0.35 % 0.00 % -2.42 % 0.6372 - - Long Windup 7.51%16.51 64.85 1.11 %
29-Sep-20 5,876.70 5,938.00 375 775,875 -2.13 % -25.00 % -1.76 % 0.6387 - - Long Windup 6.37%23.75 61.3 1.04 %
28-Sep-20 5,985.95 6,067.30 500 789,750 7.00 % 300.00 % 3.59 % 0.6399 - - Long Buildup 9.48%38.16 81.35 1.36 %
25-Sep-20 5,803.30 5,670.20 125 762,375 0.00 % 0.00 % -4.64 % 0.6401 - - 16.50%93.70 -133.1 -2.29 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
83.74 Crore Rs. 175.18 Crore Rs. 210.45 Crore Rs. 253.18 Crore Rs. 269.59 Crore Rs. 226.82 Crore Rs. More details >>
Average Delivery Percentage
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
8.71 % 17.22 % 21.54 % 21.75 % 16.81 % 16.75 % More details >>
 
 
BAJAJFINSV Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 07-Dec-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
8702.69 8853.87 8975.94 9127.12 9249.19 9400.37 9522.44
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
8961.38 9029.69 9052.46 9075.23 9127.12 9120.77 9143.54 9166.31 9234.63
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
8853.87 8958.25 9022.74 9127.12 9231.5 9295.99 9400.37
DeMark Pivot
Support 1 Pivot Point Resistance 1
8914.9 9096.6 9188.15
 
 
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