FnO Contract Details

Expiry:
Symbol:

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

BAJFINANCE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 3,450.00 3,472.00 3,401.00 3,419.65 NA 0.04 % NA NA
27-Aug-20 3,433.05 3,468.40 3,395.40 3,421.40 5,562,500 0.31 % -1.78 % Short Covering
24-Sep-20 3,437.20 3,464.80 3,392.00 3,415.40 234,750 0.27 % 34.72 % Long Buildup
29-Oct-20 3,434.00 3,461.85 3,400.00 3,418.75 16,750 0.34 % -6.94 % Short Covering
Cummulative NA NA NA NA 5,814,000 NA -0.71 % Short Covering
BAJFINANCE Options OI PCR:  0.80   (Expiry : 27-Aug-20 )   PUT OI: 2,173,500   CALL OI: 2,718,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3500.00 557500 2.43% 105.80 -0.80% Short Buildup
3600.00 358250 -3.37% 71.65 -1.65% Long Windup
3700.00 311000 -4.82% 46.75 -1.89% 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
3450.00 117750 30.47% 127.15 -0.20% Short Buildup
3800.00 286500 6.51% 30.30 -3.66% Short Buildup
3500.00 557500 2.43% 105.80 -0.80% 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
3700.00 311000 -4.82% 46.75 -1.89% Long Windup
3600.00 358250 -3.37% 71.65 -1.65% Long Windup
3950.00 134750 -4.43% 15.95 -2.15% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3000.00 298250 2.23% 20.90 -13.81% Short Buildup
3200.00 287000 6.10% 55.45 -9.76% Short Buildup
2500.00 193250 -6.98% 4.35 -4.40% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3400.00 156500 17.67% 128.65 -7.21% Short Buildup
3200.00 287000 6.10% 55.45 -9.76% Short Buildup
2800.00 175750 9.50% 9.25 -14.75% 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
2500.00 193250 -6.98% 4.35 -4.40% Long Windup
3150.00 60250 -8.71% 43.45 -11.60% Long Windup
2600.00 52250 -7.52% 4.95 2.06% Short Covering
 
 
BAJFINANCE 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 3,419.65 3,421.40 5,562,500 5,814,000 0.31 % -1.78 % -0.71 % 0.7281 0.80 4.33 % Short Covering 8.49%135.45 1.75 0.05 %
12-Aug-20 3,418.25 3,410.80 5,663,250 5,855,500 -1.19 % 4.15 % 4.45 % 0.7300 0.79 3.28 % Short Buildup 6.51%125.95 -7.45 -0.22 %
11-Aug-20 3,457.40 3,451.85 5,437,500 5,606,250 0.52 % 0.54 % 0.60 % 0.7316 0.87 3.01 % Long Buildup 6.09%117.25 -5.55 -0.16 %
10-Aug-20 3,442.95 3,433.85 5,408,250 5,572,750 -1.28 % 9.91 % 10.02 % 0.7335 0.86 2.95 % Short Buildup 18.25%447.99 -9.1 -0.26 %
07-Aug-20 3,464.30 3,478.30 4,920,750 5,065,250 3.74 % -4.83 % -4.43 % 0.7352 0.91 2.85 % Short Covering 11.38%400.18 14 0.4 %
06-Aug-20 3,345.20 3,352.90 5,170,750 5,300,250 2.62 % -6.27 % -5.72 % 0.7356 0.74 2.44 % Short Covering 12.62%344.92 7.7 0.23 %
05-Aug-20 3,262.15 3,267.40 5,516,500 5,622,000 0.99 % -4.30 % -4.25 % 0.7366 0.67 1.88 % Short Covering 13.71%312.31 5.25 0.16 %
04-Aug-20 3,235.60 3,235.30 5,764,500 5,871,750 2.20 % -1.90 % -1.87 % 0.7384 0.72 1.83 % Short Covering 10.46%226.01 -0.3 -0.01 %
03-Aug-20 3,174.50 3,165.65 5,876,000 5,983,750 -2.54 % 4.94 % 5.27 % 0.7398 0.67 1.80 % Short Buildup 15.58%220.75 -8.85 -0.28 %
31-Jul-20 3,251.30 3,248.05 5,599,500 5,684,000 1.60 % -4.99 % -11.26 % 0.7409 0.69 1.49 % Short Covering 7.60%178.87 -3.25 -0.1 %
30-Jul-20 3,218.30 3,196.90 5,893,500 6,405,000 -2.60 % 22.34 % 0.92 % 0.7427 0.62 - Short Buildup 14.63%306.39 -21.4 -0.66 %
29-Jul-20 3,284.25 3,282.20 4,817,250 6,346,750 1.58 % 17.98 % -10.19 % 0.7440 0.53 - Short Covering 10.69%283.38 -2.05 -0.06 %
28-Jul-20 3,239.60 3,231.15 4,083,250 7,067,000 2.73 % 57.06 % -11.69 % 0.7457 0.61 - Short Covering 10.72%285.24 -8.45 -0.26 %
27-Jul-20 3,171.15 3,145.15 2,599,750 8,002,750 -2.72 % 141.16 % -3.88 % 0.7470 0.62 - Long Windup 13.57%305.17 -26 -0.82 %
24-Jul-20 3,251.85 3,233.05 1,078,000 8,326,000 -1.56 % 30.90 % 1.69 % 0.7481 0.59 - Short Buildup 9.22%199.00 -18.8 -0.58 %
23-Jul-20 3,297.80 3,284.15 823,500 8,187,500 1.74 % 25.49 % -1.70 % 0.7497 0.62 - Short Covering 8.79%252.87 -13.65 -0.41 %
22-Jul-20 3,253.00 3,228.10 656,250 8,329,250 -1.29 % 19.70 % -1.53 % 0.7514 0.61 - Long Windup 9.25%513.65 -24.9 -0.77 %
21-Jul-20 3,292.45 3,270.20 548,250 8,459,000 -5.08 % 38.45 % 23.54 % 0.7531 0.74 - Short Buildup 12.58%1,075.10 -22.25 -0.68 %
20-Jul-20 3,441.50 3,445.20 396,000 6,847,250 4.31 % 1.21 % 1.32 % 0.7526 0.93 - Long Buildup 12.49%453.75 3.7 0.11 %
17-Jul-20 3,301.30 3,302.95 391,250 6,757,750 2.74 % 5.53 % 3.85 % 0.7524 0.84 - Long Buildup 18.24%507.26 1.65 0.05 %
16-Jul-20 3,204.80 3,214.80 370,750 6,507,000 1.86 % 0.88 % -3.27 % 0.7532 0.77 - Short Covering 6.86%219.98 10 0.31 %
15-Jul-20 3,149.25 3,156.00 367,500 6,726,750 -1.36 % 3.96 % -0.19 % 0.7547 0.76 - Long Windup 8.07%279.11 6.75 0.21 %
14-Jul-20 3,190.95 3,199.55 353,500 6,739,500 -1.20 % 2.39 % -7.03 % 0.7564 0.72 - Long Windup 10.93%432.61 8.6 0.27 %
13-Jul-20 3,234.60 3,238.50 345,250 7,249,500 -1.95 % 5.99 % -0.59 % 0.7581 0.73 - Long Windup 10.63%451.80 3.9 0.12 %
10-Jul-20 3,314.15 3,302.90 325,750 7,292,250 -0.75 % 9.77 % 3.83 % 0.7592 0.76 - Short Buildup 5.76%308.50 -11.25 -0.34 %
09-Jul-20 3,330.00 3,327.85 296,750 7,023,250 4.21 % 2.42 % -1.59 % 0.7611 0.71 - Short Covering 7.28%454.77 -2.15 -0.06 %
08-Jul-20 3,208.05 3,193.30 289,750 7,136,750 -4.46 % 16.25 % 2.94 % 0.7613 0.73 - Short Buildup 13.89%852.03 -14.75 -0.46 %
07-Jul-20 3,351.95 3,342.20 249,250 6,933,250 7.26 % 60.55 % 8.10 % 0.7609 0.76 - Long Buildup 8.21%629.73 -9.75 -0.29 %
06-Jul-20 3,108.80 3,116.05 155,250 6,413,750 6.48 % 13.32 % 2.40 % 0.7560 0.74 - Long Buildup 16.96%602.93 7.25 0.23 %
03-Jul-20 2,931.50 2,926.50 137,000 6,263,500 -0.85 % 3.01 % 0.59 % 0.7537 0.75 - Short Buildup 7.77%194.61 -5 -0.17 %
02-Jul-20 2,964.25 2,951.45 133,000 6,227,000 -0.12 % 0.57 % 1.40 % 0.7554 0.79 - Short Buildup 9.14%314.89 -12.8 -0.43 %
01-Jul-20 2,953.90 2,954.90 132,250 6,140,750 4.76 % 2.32 % -3.84 % 0.7573 0.66 - Short Covering 12.85%482.14 1 0.03 %
30-Jun-20 2,831.00 2,820.65 129,250 6,386,000 -1.66 % 7.48 % 1.40 % 0.7570 0.34 - Short Buildup 8.08%221.82 -10.35 -0.37 %
29-Jun-20 2,857.95 2,868.25 120,250 6,298,000 -0.68 % -1.03 % -7.87 % 0.7588 0.32 - Long Windup 11.93%395.85 10.3 0.36 %
26-Jun-20 2,903.50 2,887.85 121,500 6,835,750 -3.41 % 39.66 % -4.60 % 0.7604 0.35 - Long Windup 9.68%353.42 -15.65 -0.54 %
25-Jun-20 3,005.35 2,989.65 87,000 7,165,250 2.38 % 36.47 % -7.36 % 0.7609 0.37 - Short Covering 7.70%369.62 -15.7 -0.52 %
24-Jun-20 2,934.45 2,920.25 63,750 7,734,750 -3.10 % 36.36 % -6.35 % 0.7621 0.40 - Long Windup 10.75%634.61 -14.2 -0.48 %
23-Jun-20 3,025.50 3,013.80 46,750 8,259,250 5.89 % 16.15 % 13.16 % 0.7629 0.24 - Long Buildup 15.28%748.08 -11.7 -0.39 %
22-Jun-20 2,840.30 2,846.25 40,250 7,298,750 5.34 % 21.97 % 2.90 % 0.7600 0.29 - Long Buildup 13.44%532.27 5.95 0.21 %
19-Jun-20 2,698.60 2,701.95 33,000 7,093,000 6.74 % 4.76 % 5.40 % 0.7588 - - Long Buildup 9.81%492.35 3.35 0.12 %
18-Jun-20 2,525.95 2,531.45 31,500 6,729,750 5.48 % 20.00 % 9.27 % 0.7554 0.19 - Long Buildup 16.21%521.71 5.5 0.22 %
17-Jun-20 2,396.00 2,400.00 26,250 6,159,000 1.35 % -2.78 % -2.75 % 0.7539 0.20 - Short Covering 6.38%147.53 4 0.17 %
16-Jun-20 2,365.00 2,368.00 27,000 6,333,000 1.01 % 11.34 % 2.05 % 0.7556 0.22 - Long Buildup 7.59%231.85 3 0.13 %
15-Jun-20 2,351.40 2,344.35 24,250 6,206,000 -4.90 % 21.25 % 2.04 % 0.7574 0.16 - Short Buildup 7.97%226.17 -7.05 -0.3 %
12-Jun-20 2,450.15 2,465.20 20,000 6,081,750 4.71 % -13.98 % 0.96 % 0.7573 0.16 - Long Buildup 8.82%362.94 15.05 0.61 %
11-Jun-20 2,338.90 2,354.35 23,250 6,023,750 -4.10 % 12.05 % -1.43 % 0.7566 0.16 - Long Windup 9.54%224.18 15.45 0.66 %
10-Jun-20 2,435.65 2,455.00 20,750 6,111,000 0.49 % 0.00 % -0.02 % 0.7565 0.16 - Short Covering 7.43%162.19 19.35 0.79 %
09-Jun-20 2,443.60 2,443.05 20,750 6,112,500 -2.38 % 22.06 % 3.09 % 0.7584 0.06 - Short Buildup 8.39%253.70 -0.55 -0.02 %
08-Jun-20 2,507.25 2,502.50 17,000 5,929,000 4.05 % -1.45 % 3.55 % 0.7595 0.06 - Long Buildup 18.05%678.66 -4.75 -0.19 %
05-Jun-20 2,390.35 2,405.05 17,250 5,725,750 3.37 % -4.17 % 0.26 % 0.7586 0.03 - Long Buildup 5.75%217.89 14.7 0.61 %
04-Jun-20 2,313.05 2,326.70 18,000 5,710,750 -3.41 % 63.64 % -1.85 % 0.7592 0.04 - Long Windup 8.81%332.57 13.65 0.59 %
03-Jun-20 2,411.90 2,408.90 11,000 5,818,250 2.53 % 46.67 % -10.34 % 0.7590 - - Short Covering 19.73%890.15 -3 -0.12 %
02-Jun-20 2,346.20 2,349.35 7,500 6,489,250 8.44 % 400.00 % -7.64 % 0.7600 - - Short Covering 14.98%823.74 3.15 0.13 %
01-Jun-20 2,160.85 2,166.55 1,500 7,026,250 10.26 % 200.00 % 3.82 % 0.7537 - - Long Buildup 18.61%760.77 5.7 0.26 %
29-May-20 1,953.65 1,965.00 500 6,767,500 0.00 % 0.00 % -1.22 % 0.9400 - - 21.57%436.70 11.35 0.58 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
135.45 Crore Rs. 126.22 Crore Rs. 245.37 Crore Rs. 263.76 Crore Rs. 260.36 Crore Rs. 329.12 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 >>
8.49 % 6.94 % 10.73 % 11.35 % 11.38 % 11.37 % More details >>
 
 
BAJFINANCE 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
3315.4 3355.4 3388.4 3428.4 3461.4 3501.4 3534.4
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
3384.9 3403.15 3409.23 3415.32 3428.4 3427.48 3433.57 3439.65 3457.9
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
3355.4 3383.29 3400.51 3428.4 3456.29 3473.51 3501.4
DeMark Pivot
Support 1 Pivot Point Resistance 1
3371.9 3420.15 3444.9
 
 
BAJFINANCE Result / Events
Date Description Status
21-Jul-20Financial ResultsCompleted
19-May-20Financial ResultsCompleted
21-Feb-20DividendCompleted
29-Jan-20Fund RaisingCompleted
22-Oct-19Fund RaisingCompleted
25-Jul-19Financial ResultsCompleted
16-May-19Fund RaisingCompleted
29-Jan-19Financial ResultsCompleted