FnO Contract Details

Expiry:
Symbol:

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

BAJAJFINSV Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 4,240.00 4,428.95 4,201.50 4,404.90 NA 2.78 % NA NA
25-Jun-20 4,207.30 4,427.90 4,200.00 4,377.90 833,250 2.60 % 2.59 % Long Buildup
30-Jul-20 4,270.00 4,425.05 4,247.55 4,387.30 4,500 2.57 % 33.33 % Long Buildup
Cummulative NA NA NA NA 837,750 NA 1.09 % Long Buildup
BAJAJFINSV Options OI PCR:  0.80   (Expiry : 25-Jun-20 )   PUT OI: 92,500   CALL OI: 115,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
5000.00 29250 -13.97% 67.65 24.36% Short Covering
4500.00 19000 -12.14% 203.95 29.53% Short Covering
5500.00 11750 20.51% 22.00 16.09% 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
4400.00 5375 86.96% 247.05 25.60% Long Buildup
4700.00 10250 28.13% 134.05 30.27% Long Buildup
5500.00 11750 20.51% 22.00 16.09% 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
5000.00 29250 -13.97% 67.65 24.36% Short Covering
4300.00 6750 -39.33% 292.95 22.52% Short Covering
4500.00 19000 -12.14% 203.95 29.53% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4000.00 31250 81.16% 113.85 -17.62% Short Buildup
4300.00 8375 55.81% 218.95 -20.74% Short Buildup
3500.00 7875 61.54% 27.30 -26.22% 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
4000.00 31250 81.16% 113.85 -17.62% Short Buildup
4400.00 6000 500.00% 268.20 -14.37% Short Buildup
4300.00 8375 55.81% 218.95 -20.74% 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
3700.00 4750 -17.39% 50.80 -16.86% Long Windup
3600.00 7000 -6.67% 41.35 -12.95% Long Windup
None
 
 
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 %
29-May-20 4,404.90 4,377.90 833,250 837,750 2.60 % 2.59 % 1.09 % 0.8091 0.80 0.54 % Long Buildup 26.17%160.77 -27 -0.61 %
28-May-20 4,285.95 4,267.00 812,250 828,750 0.28 % 34.42 % -1.60 % 0.8261 0.57 - Short Covering 17.80%95.16 -18.95 -0.44 %
27-May-20 4,258.05 4,254.95 604,250 842,250 3.82 % 59.28 % -1.52 % 0.8513 0.63 - Short Covering 16.82%178.92 -3.1 -0.07 %
26-May-20 4,097.25 4,098.20 379,375 855,250 -5.26 % 118.03 % 11.31 % 0.8591 0.54 - Short Buildup 26.12%168.62 0.95 0.02 %
22-May-20 4,315.55 4,325.75 174,000 768,375 -4.93 % 166.67 % 9.79 % 0.8502 0.57 - Short Buildup 17.86%- 10.2 0.24 %
21-May-20 4,539.20 4,550.30 65,250 699,875 -3.43 % 42.23 % 5.13 % 0.8422 0.33 - Short Buildup 18.01%89.31 11.1 0.24 %
20-May-20 4,702.05 4,711.75 45,875 665,750 3.68 % 167.88 % 6.01 % 0.8521 0.17 - Long Buildup 16.14%44.23 9.7 0.21 %
19-May-20 4,535.45 4,544.50 17,125 628,000 1.69 % 57.47 % 1.17 % 0.8630 0.36 - Long Buildup 10.49%27.32 9.05 0.2 %
18-May-20 4,465.45 4,468.85 10,875 620,750 -5.61 % 0.00 % -7.21 % 0.8859 - - Long Windup 21.76%62.86 3.4 0.08 %
15-May-20 4,723.25 4,734.70 10,875 669,000 -1.26 % -1.14 % -2.53 % 0.8694 - - Long Windup 12.46%23.25 11.45 0.24 %
14-May-20 4,790.25 4,795.25 11,000 686,375 -0.79 % -6.38 % -6.49 % 0.8935 - - Long Windup 18.76%71.27 5 0.1 %
13-May-20 4,816.40 4,833.65 11,750 734,000 2.81 % -1.05 % -0.49 % 0.9207 - - Short Covering 19.14%64.42 17.25 0.36 %
12-May-20 4,668.20 4,701.75 11,875 737,625 2.49 % 79.25 % 8.63 % 0.9392 - - Long Buildup 23.46%111.57 33.55 0.72 %
11-May-20 4,558.00 4,587.70 6,625 679,000 -0.72 % 3.92 % 1.51 % 0.9610 - - Short Buildup 21.09%56.25 29.7 0.65 %
08-May-20 4,601.00 4,620.95 6,375 668,875 -1.70 % 2.00 % -0.63 % 0.9901 - - Long Windup 17.01%38.23 19.95 0.43 %
07-May-20 4,673.40 4,700.65 6,250 673,125 -0.11 % 11.11 % -4.39 % 1.0186 - - Long Windup 19.36%58.39 27.25 0.58 %
06-May-20 4,692.90 4,706.05 5,625 704,000 1.04 % 15.38 % 19.80 % 1.0499 - - Long Buildup 18.87%111.82 13.15 0.28 %
05-May-20 4,629.20 4,657.65 4,875 587,625 -2.83 % 5.41 % 0.21 % 1.0805 - - Short Buildup 14.94%56.44 28.45 0.61 %
04-May-20 4,762.35 4,793.35 4,625 586,375 -6.22 % 48.00 % -13.03 % 1.1076 - - Long Windup 36.31%140.17 31 0.65 %
30-Apr-20 5,104.35 5,111.00 3,125 674,250 0.58 % 13.64 % -8.00 % 1.1015 - - Short Covering 26.71%145.11 6.65 0.13 %
29-Apr-20 4,998.65 5,081.30 2,750 732,875 3.64 % 10.00 % -3.07 % 1.1300 - - Short Covering 13.95%106.27 82.65 1.65 %
28-Apr-20 4,861.80 4,903.00 2,500 756,125 5.37 % -13.04 % 5.00 % 1.1595 - - Long Buildup 19.80%146.38 41.2 0.85 %
27-Apr-20 4,617.50 4,653.15 2,875 720,125 5.47 % 9.52 % -2.19 % 1.1682 - - Short Covering 18.39%96.28 35.65 0.77 %
24-Apr-20 4,389.80 4,411.90 2,625 736,250 -8.47 % 5.00 % -0.41 % 1.1802 - - Long Windup 32.39%145.32 22.1 0.5 %
23-Apr-20 4,729.60 4,820.00 2,500 739,250 1.44 % 33.33 % -0.15 % 1.1607 - - Short Covering 16.15%52.84 90.4 1.91 %
22-Apr-20 4,775.75 4,751.60 1,875 740,375 5.05 % 36.36 % 3.19 % 1.1954 - - Long Buildup 14.01%53.01 -24.15 -0.51 %
21-Apr-20 4,595.05 4,523.35 1,375 717,500 -8.80 % 0.00 % -4.67 % 1.2172 - - Long Windup 26.11%80.49 -71.7 -1.56 %
20-Apr-20 4,882.25 4,960.00 1,375 752,625 -1.60 % 10.00 % -2.08 % 1.2163 - - Long Windup 19.99%88.13 77.75 1.59 %
17-Apr-20 4,999.70 5,040.60 1,250 768,625 11.10 % 11.11 % 1.38 % 1.2496 - - Long Buildup 14.14%95.57 40.9 0.82 %
16-Apr-20 4,699.60 4,537.10 1,125 758,125 0.00 % 0.00 % 5.09 % 1.2512 - - 19.86%69.77 -162.5 -3.46 %
15-Apr-20 4,599.10 4,537.10 1,125 721,375 -3.81 % 0.00 % -5.59 % 1.2833 - - Long Windup 26.07%117.89 -62 -1.35 %
13-Apr-20 4,491.40 4,716.70 1,125 764,125 -3.35 % 12.50 % -1.28 % 1.3200 - - Long Windup 24.74%99.08 225.3 5.02 %
09-Apr-20 4,820.25 4,880.00 1,000 774,000 2.59 % -11.11 % 5.07 % 1.3203 - - Long Buildup 24.47%101.95 59.75 1.24 %
08-Apr-20 4,608.50 4,757.00 1,125 736,625 -2.79 % 28.57 % 1.92 % 1.3442 - - Short Buildup 20.87%107.06 148.5 3.22 %
07-Apr-20 4,724.90 4,893.50 875 722,750 6.15 % 16.67 % 8.70 % 1.3799 - - Long Buildup 22.24%118.80 168.6 3.57 %
03-Apr-20 4,510.75 4,609.90 750 664,875 0.38 % 20.00 % -0.30 % 1.3986 - - Short Covering 27.84%90.70 99.15 2.2 %
01-Apr-20 4,501.90 4,592.45 625 666,875 -3.09 % 25.00 % 5.27 % 1.4425 - - Short Buildup 24.13%82.33 90.55 2.01 %
31-Mar-20 4,591.20 4,738.85 500 633,500 0.00 % 0.00 % 8.73 % 1.4848 - - 25.16%133.58 147.65 3.22 %
30-Mar-20 4,661.15 4,738.85 500 582,625 -5.22 % 300.00 % 6.15 % 1.5298 - - Short Buildup 23.16%81.06 77.7 1.67 %
27-Mar-20 4,890.60 5,000.00 125 548,875 0.00 % 0.00 % -24.93 % 1.5609 - - 16.98%107.27 109.4 2.24 %
 
 
Average Delivery Volume
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
160.77 Crore Rs. 144.95 Crore Rs. 120.69 Crore Rs. 95.54 Crore Rs. 84.44 Crore Rs. 86.21 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 >>
26.17 % 19.59 % 20.18 % 19.30 % 19.47 % 19.83 % More details >>
 
 
BAJAJFINSV 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
4014.74 4107.37 4242.64 4335.27 4470.54 4563.17 4698.44
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
4263.95 4320.93 4339.92 4358.91 4335.27 4396.89 4415.88 4434.88 4491.85
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
4107.37 4194.43 4248.21 4335.27 4422.33 4476.11 4563.17
DeMark Pivot
Support 1 Pivot Point Resistance 1
4288.95 4358.43 4516.85
 
 
BAJAJFINSV Result / Events
Date Description Status
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