FnO Contract Details

Expiry:
Symbol:

BAJAJFINSV analysis for the selected expiry [Apr-21] as on 19-Apr-21

BAJAJFINSV Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 9,505.50 9,654.00 9,392.60 9,469.90 NA -3.61 % NA NA
29-Apr-21 9,584.05 9,664.65 9,405.00 9,505.85 579,375 -3.18 % 0.06 % Short Buildup
27-May-21 9,550.75 9,677.55 9,450.00 9,535.60 28,750 -3.21 % 6.98 % Short Buildup
24-Jun-21 9,648.55 9,648.55 9,500.00 9,555.55 1,125 -3.41 % -30.77 % Long Windup
Cummulative NA NA NA NA 609,250 NA 0.29 % Short Buildup
BAJAJFINSV Options OI PCR:  0.87   (Expiry : 29-Apr-21 )   PUT OI: 207,875   CALL OI: 240,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
10000.00 48750 19.63% 86.70 -55.82% Short Buildup
10500.00 46625 2.19% 26.80 -58.64% Short Buildup
9800.00 28625 5.05% 139.40 -52.30% 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
10000.00 48750 19.63% 86.70 -55.82% Short Buildup
9600.00 8875 47.92% 211.90 -42.71% Short Buildup
9700.00 10625 30.77% 171.95 -48.62% 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
10200.00 12500 -30.07% 54.70 -57.18% Long Windup
10100.00 4375 -53.33% 68.05 -57.30% Long Windup
11000.00 21000 -4.55% 10.60 -52.78% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
9000.00 47750 -15.30% 92.45 60.64% Short Covering
8500.00 33375 2.30% 31.10 27.98% Long Buildup
8000.00 28375 -2.16% 12.30 16.04% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
8500.00 33375 2.30% 31.10 27.98% Long Buildup
10000.00 7750 5.08% 566.00 50.91% Long Buildup
7500.00 6250 2.04% 6.95 39.00% 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
9500.00 15750 -37.93% 253.25 67.88% Short Covering
9000.00 47750 -15.30% 92.45 60.64% Short Covering
9200.00 8125 -39.25% 143.90 71.31% 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 %
19-Apr-21 9,469.90 9,505.85 579,375 609,250 -3.18 % 0.06 % 0.29 % 0.5624 0.87 4.90 % Short Buildup 40.61%268.22 35.95 0.38 %
16-Apr-21 9,824.75 9,817.70 579,000 607,500 0.79 % 5.13 % 5.56 % 0.5616 1.08 4.69 % Long Buildup 27.90%109.69 -7.05 -0.07 %
15-Apr-21 9,739.70 9,741.10 550,750 575,500 -0.67 % -3.12 % -2.02 % 0.5629 1.13 4.30 % Long Windup 33.58%192.15 1.4 0.01 %
13-Apr-21 9,806.70 9,807.20 568,500 587,375 6.98 % 4.07 % 5.01 % 0.5642 1.08 3.21 % Long Buildup 24.14%196.72 0.5 0.01 %
12-Apr-21 9,163.15 9,167.45 546,250 559,375 -5.08 % 0.30 % 0.31 % 0.5581 0.91 2.35 % Short Buildup 35.88%186.38 4.3 0.05 %
09-Apr-21 9,629.05 9,657.65 544,625 557,625 -0.24 % -0.57 % -0.38 % 0.5555 0.75 2.33 % Long Windup 29.52%93.42 28.6 0.3 %
08-Apr-21 9,654.80 9,680.50 547,750 559,750 0.77 % -4.93 % -4.70 % 0.5569 0.81 2.14 % Short Covering 37.51%128.06 25.7 0.27 %
07-Apr-21 9,539.60 9,606.50 576,125 587,375 0.62 % 1.21 % 1.23 % 0.5580 0.77 1.92 % Long Buildup 28.82%82.48 66.9 0.7 %
06-Apr-21 9,519.50 9,547.00 569,250 580,250 0.42 % -3.52 % -3.31 % 0.5594 0.76 1.90 % Short Covering 26.58%87.07 27.5 0.29 %
05-Apr-21 9,481.65 9,506.85 590,000 600,125 -3.57 % 0.34 % -0.02 % 0.5608 0.78 1.69 % Long Windup 29.97%173.97 25.2 0.27 %
01-Apr-21 9,789.50 9,859.30 588,000 600,250 1.65 % -0.28 % -0.58 % 0.5605 0.89 2.04 % Short Covering 29.91%90.78 69.8 0.71 %
31-Mar-21 9,668.60 9,699.00 589,625 603,750 1.46 % -1.62 % 6.72 % 0.0000 0.82 2.34 % Long Buildup 36.43%149.37 30.4 0.31 %
30-Mar-21 9,502.35 9,559.80 554,375 565,750 0.49 % -3.17 % -2.52 % 0.5626 0.85 2.01 % Short Covering 28.79%97.52 57.45 0.6 %
26-Mar-21 9,467.45 9,513.65 572,500 580,375 4.21 % 2.64 % -1.84 % 0.5640 0.85 1.36 % Short Covering 24.06%154.56 46.2 0.49 %
25-Mar-21 9,057.55 9,129.50 557,750 591,250 -1.46 % 34.16 % 1.59 % 0.5622 0.95 - Short Buildup 24.13%83.50 71.95 0.79 %
24-Mar-21 9,202.05 9,264.65 415,750 582,000 -2.38 % 34.17 % 1.20 % 0.5632 0.92 - Short Buildup 26.78%82.66 62.6 0.68 %
23-Mar-21 9,405.20 9,490.60 309,875 575,125 0.19 % 172.12 % -2.27 % 0.5639 0.86 - Short Covering 26.49%73.86 85.4 0.91 %
22-Mar-21 9,405.85 9,472.15 113,875 588,500 -0.58 % 99.78 % -0.51 % 0.5653 0.94 - Long Windup 18.77%51.74 66.3 0.7 %
19-Mar-21 9,440.65 9,527.20 57,000 591,500 0.07 % 50.50 % -1.87 % 0.5667 0.83 - Short Covering 22.19%102.25 86.55 0.92 %
18-Mar-21 9,430.15 9,520.15 37,875 602,750 -0.71 % 19.76 % -0.39 % 0.5681 0.90 - Long Windup 17.94%67.85 90 0.95 %
17-Mar-21 9,525.10 9,588.25 31,625 605,125 -1.29 % 0.40 % -3.01 % 0.5694 0.66 - Long Windup 22.90%64.01 63.15 0.66 %
16-Mar-21 9,613.30 9,713.50 31,500 623,875 -0.76 % 10.04 % 2.51 % 0.5707 0.87 - Short Buildup 22.10%78.73 100.2 1.04 %
15-Mar-21 9,689.05 9,787.70 28,625 608,625 -2.34 % 65.94 % 4.84 % 0.5720 0.93 - Short Buildup 23.90%126.42 98.65 1.02 %
12-Mar-21 9,934.10 10,022.00 17,250 580,500 -0.72 % 13.11 % -0.51 % 0.5724 0.23 - Long Windup 18.46%83.31 87.9 0.88 %
10-Mar-21 9,991.45 10,095.00 15,250 583,500 0.46 % 7.02 % 2.77 % 0.5738 0.75 - Long Buildup 21.83%53.35 103.55 1.04 %
09-Mar-21 9,969.15 10,048.50 14,250 567,750 1.40 % 9.62 % -1.86 % 0.5753 0.75 - Short Covering 9.71%29.63 79.35 0.8 %
08-Mar-21 9,839.10 9,909.75 13,000 578,500 -1.17 % 9.47 % -2.12 % 0.5764 1.00 - Long Windup 15.68%40.73 70.65 0.72 %
05-Mar-21 9,958.10 10,026.65 11,875 591,000 -1.60 % 3.26 % 3.21 % 0.5776 1.00 - Short Buildup 15.63%55.26 68.55 0.69 %
04-Mar-21 10,129.95 10,189.60 11,500 572,625 -2.88 % -3.16 % 0.97 % 0.5786 1.00 - Short Buildup 19.41%81.03 59.65 0.59 %
03-Mar-21 10,395.60 10,492.30 11,875 567,125 5.71 % 4.40 % 3.47 % 0.5790 2.00 - Long Buildup 22.85%119.76 96.7 0.93 %
02-Mar-21 9,877.00 9,925.75 11,375 548,125 0.63 % -1.09 % -3.71 % 0.5763 1.00 - Short Covering 18.80%55.15 48.75 0.49 %
01-Mar-21 9,774.05 9,864.05 11,500 569,250 1.40 % 19.48 % -2.11 % 0.5776 1.00 - Short Covering 11.83%37.27 90 0.92 %
26-Feb-21 9,648.60 9,728.00 9,625 581,500 -6.52 % 13.24 % 0.13 % 0.5788 - - Short Buildup 27.21%222.25 79.4 0.82 %
25-Feb-21 10,264.45 10,406.45 8,500 580,750 1.28 % 30.77 % -5.34 % 0.5742 - - Short Covering 19.54%71.17 142 1.38 %
24-Feb-21 10,199.60 10,275.15 6,500 613,500 2.24 % 6.12 % 1.36 % 0.5755 - - Long Buildup 19.43%53.49 75.55 0.74 %
23-Feb-21 10,008.65 10,049.65 6,125 605,250 -0.94 % 8.89 % -2.97 % 0.5764 - - Long Windup 12.55%43.03 41 0.41 %
22-Feb-21 10,000.60 10,145.00 5,625 623,750 -1.02 % 104.55 % -4.46 % 0.5778 - - Long Windup 25.94%110.75 144.4 1.44 %
19-Feb-21 10,250.45 10,250.00 2,750 652,875 -0.13 % 0.00 % -8.93 % 0.5783 - - Long Windup 14.76%94.30 -0.45 -0 %
18-Feb-21 10,198.95 10,263.40 2,750 716,875 -0.37 % 4.76 % -2.30 % 0.5797 - - Long Windup 27.91%123.73 64.45 0.63 %
17-Feb-21 10,185.65 10,301.60 2,625 733,750 -1.94 % 16.67 % -1.06 % 0.5812 - - Long Windup 23.39%138.70 115.95 1.14 %
16-Feb-21 10,460.60 10,505.60 2,250 741,625 -1.43 % 5.88 % -2.39 % 0.5815 - - Long Windup 8.49%31.86 45 0.43 %
15-Feb-21 10,537.70 10,658.15 2,125 759,750 3.29 % 0.00 % 1.42 % 0.5829 - - Long Buildup 12.99%73.42 120.45 1.14 %
12-Feb-21 10,278.80 10,318.40 2,125 749,125 0.55 % -5.56 % -2.19 % 0.5834 - - Short Covering 13.40%52.36 39.6 0.39 %
11-Feb-21 10,216.65 10,262.10 2,250 765,875 -0.90 % 5.88 % 0.43 % 0.5848 - - Short Buildup 10.35%75.66 45.45 0.44 %
10-Feb-21 10,227.95 10,355.00 2,125 762,625 2.63 % 13.33 % 5.65 % 0.5863 - - Long Buildup 7.55%110.46 127.05 1.24 %
09-Feb-21 9,941.65 10,090.00 1,875 721,875 -0.12 % 7.14 % -1.32 % 0.5865 - - Long Windup 11.21%57.14 148.35 1.49 %
08-Feb-21 10,021.05 10,102.30 1,750 731,500 1.71 % 27.27 % 6.73 % 0.5878 - - Long Buildup 19.16%189.33 81.25 0.81 %
05-Feb-21 9,722.20 9,932.25 1,375 685,375 1.69 % 10.00 % -5.22 % 0.5879 - - Short Covering 15.16%136.01 210.05 2.16 %
04-Feb-21 9,700.55 9,767.00 1,250 723,125 1.21 % 11.11 % 3.51 % 0.5894 - - Long Buildup 10.41%61.06 66.45 0.69 %
03-Feb-21 9,536.05 9,650.00 1,125 698,625 1.23 % -10.00 % -0.29 % 0.5904 - - Short Covering 8.32%49.50 113.95 1.19 %
02-Feb-21 9,476.30 9,532.65 1,250 700,625 -1.59 % 66.67 % -1.04 % 0.5918 - - Long Windup 11.73%155.00 56.35 0.59 %
01-Feb-21 9,721.80 9,686.95 750 708,000 6.69 % 500.00 % 7.03 % 0.5923 - - Long Buildup 16.10%245.04 -34.85 -0.36 %
29-Jan-21 8,722.75 9,079.50 125 661,500 0.00 % 0.00 % 2.00 % 0.5754 - - 20.99%133.19 356.75 4.09 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
268.22 Crore Rs. 190.02 Crore Rs. 190.63 Crore Rs. 157.14 Crore Rs. 142.76 Crore Rs. 120.77 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
40.61 % 35.14 % 32.31 % 32.28 % 31.69 % 28.70 % More details >>
 
 
BAJAJFINSV Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
9126.04 9265.52 9385.69 9525.17 9645.34 9784.82 9904.99
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
9376.03 9440.94 9462.58 9484.21 9525.17 9527.49 9549.13 9570.76 9635.68
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
9265.52 9364.71 9425.98 9525.17 9624.36 9685.63 9784.82
DeMark Pivot
Support 1 Pivot Point Resistance 1
9325.6 9495.13 9585.25
 
 
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