FnO Contract Details

Expiry:
Symbol:

BAJFINANCE analysis for the selected expiry [Mar-21] as on 01-Mar-21

BAJFINANCE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 5,315.00 5,369.90 5,195.00 5,266.80 NA 0.04 % NA NA
25-Mar-21 5,299.95 5,386.00 5,224.30 5,300.60 3,826,000 0.28 % -0.69 % Short Covering
29-Apr-21 5,341.25 5,389.35 5,236.15 5,313.30 55,000 0.13 % 27.91 % Long Buildup
27-May-21 5,374.80 5,374.80 5,320.00 5,320.00 750 0.38 % 200.00 % Long Buildup
Cummulative NA NA NA NA 3,881,750 NA -0.37 % Short Covering
BAJFINANCE Options OI PCR:  0.80   (Expiry : 25-Mar-21 )   PUT OI: 1,137,750   CALL OI: 1,425,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
6000.00 232000 14.29% 45.70 -13.20% Short Buildup
5500.00 189750 17.13% 156.00 -6.67% Short Buildup
5600.00 133250 15.37% 123.60 -8.04% 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
5400.00 114000 35.31% 195.35 -5.35% Short Buildup
6000.00 232000 14.29% 45.70 -13.20% Short Buildup
5500.00 189750 17.13% 156.00 -6.67% 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
4500.00 7750 -16.22% 818.55 -4.79% Long Windup
4000.00 12750 -1.92% 1298.50 -2.11% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4000.00 181000 3.87% 9.90 -21.74% Short Buildup
5000.00 155500 33.48% 121.55 -15.00% Short Buildup
4500.00 130500 11.30% 28.75 -24.24% 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
5000.00 155500 33.48% 121.55 -15.00% Short Buildup
5200.00 112250 28.65% 195.10 -10.71% Short Buildup
4800.00 65750 39.15% 71.90 -19.26% 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
5500.00 71500 -7.14% 356.70 -5.21% Long Windup
6000.00 3250 -7.14% 734.55 -2.22% Long Windup
None
 
 
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 %
01-Mar-21 5,266.80 5,300.60 3,826,000 3,881,750 0.28 % -0.69 % -0.37 % 0.6127 0.80 1.44 % Short Covering 17.38%185.94 33.8 0.64 %
26-Feb-21 5,264.90 5,285.55 3,852,750 3,896,000 -5.04 % 2.62 % -4.57 % 0.6142 0.80 1.11 % Long Windup 30.47%595.79 20.65 0.39 %
25-Feb-21 5,529.95 5,565.90 3,754,250 4,082,750 -0.36 % 11.44 % -3.33 % 0.6121 0.79 - Long Windup 22.72%199.09 35.95 0.65 %
24-Feb-21 5,562.90 5,586.15 3,368,750 4,223,250 3.36 % 9.36 % -5.65 % 0.6136 0.88 - Short Covering 21.96%233.15 23.25 0.42 %
23-Feb-21 5,383.70 5,404.55 3,080,500 4,476,250 0.05 % 26.60 % -9.78 % 0.6136 0.81 - Short Covering 15.41%181.67 20.85 0.39 %
22-Feb-21 5,376.85 5,402.00 2,433,250 4,961,500 -2.28 % 372.25 % 22.08 % 0.6151 0.74 - Short Buildup 16.58%178.32 25.15 0.47 %
19-Feb-21 5,497.95 5,527.80 515,250 4,064,000 -1.19 % 108.81 % -0.10 % 0.6159 0.73 - Long Windup 14.55%219.61 29.85 0.54 %
18-Feb-21 5,563.35 5,594.40 246,750 4,068,000 -2.14 % 28.85 % -1.73 % 0.6173 0.96 - Long Windup 25.25%325.60 31.05 0.56 %
17-Feb-21 5,705.15 5,716.45 191,500 4,139,750 -1.13 % 10.69 % -3.33 % 0.6179 1.15 - Long Windup 23.64%316.52 11.3 0.2 %
16-Feb-21 5,760.25 5,781.60 173,000 4,282,500 -0.27 % -1.28 % -4.12 % 0.6193 1.17 - Long Windup 10.01%122.64 21.35 0.37 %
15-Feb-21 5,779.85 5,797.50 175,250 4,466,750 3.64 % 1.89 % 8.32 % 0.6208 1.29 - Long Buildup 15.50%283.91 17.65 0.31 %
12-Feb-21 5,577.45 5,593.70 172,000 4,123,750 0.00 % 6.01 % -1.07 % 0.6205 1.43 - 14.39%130.49 16.25 0.29 %
11-Feb-21 5,567.05 5,593.65 162,250 4,168,500 1.54 % 7.81 % 3.13 % 0.6221 1.60 - Long Buildup 14.07%158.87 26.6 0.48 %
10-Feb-21 5,475.90 5,508.95 150,500 4,042,000 1.48 % 0.67 % 1.49 % 0.6232 1.79 - Long Buildup 15.35%221.71 33.05 0.6 %
09-Feb-21 5,400.30 5,428.55 149,500 3,982,500 -1.57 % 4.36 % -0.93 % 0.6245 1.97 - Long Windup 23.62%288.76 28.25 0.52 %
08-Feb-21 5,497.70 5,515.40 143,250 4,020,000 0.02 % 18.14 % 4.47 % 0.6256 1.81 - Long Buildup 19.86%305.88 17.7 0.32 %
05-Feb-21 5,538.55 5,514.05 121,250 3,848,000 -0.04 % 21.55 % -1.05 % 0.6271 1.71 - Long Windup 18.62%457.67 -24.5 -0.44 %
04-Feb-21 5,504.85 5,516.20 99,750 3,888,750 4.93 % 11.14 % 5.36 % 0.6286 1.88 - Long Buildup 21.10%618.55 11.35 0.21 %
03-Feb-21 5,245.10 5,257.05 89,750 3,691,000 1.29 % 3.16 % -2.61 % 0.6268 2.04 - Short Covering 20.11%279.63 11.95 0.23 %
02-Feb-21 5,173.20 5,190.05 87,000 3,790,000 1.90 % 34.36 % -5.80 % 0.6281 1.88 - Short Covering 21.52%484.15 16.85 0.33 %
01-Feb-21 5,058.60 5,093.05 64,750 4,023,250 6.66 % 21.03 % -0.27 % 0.6289 1.93 - Short Covering 15.43%334.91 34.45 0.68 %
29-Jan-21 4,734.55 4,774.90 53,500 4,034,250 -1.03 % 2.88 % -20.16 % 0.6241 1.96 - Long Windup 16.83%339.53 40.35 0.85 %
28-Jan-21 4,810.25 4,824.40 52,000 5,052,750 -0.77 % 28.40 % -4.85 % 0.6253 2.36 - Long Windup 8.96%149.89 14.15 0.29 %
27-Jan-21 4,845.00 4,861.70 40,500 5,310,250 -1.46 % 14.89 % -5.14 % 0.6268 2.11 - Long Windup 17.93%243.29 16.7 0.34 %
25-Jan-21 4,908.70 4,933.90 35,250 5,598,000 -1.01 % 8.46 % -1.12 % 0.6281 2.71 - Long Windup 13.27%239.23 25.2 0.51 %
22-Jan-21 4,972.55 4,984.45 32,500 5,661,250 -3.05 % 10.17 % -2.04 % 0.6294 3.61 - Long Windup 16.85%258.48 11.9 0.24 %
21-Jan-21 5,118.30 5,141.45 29,500 5,779,250 2.77 % -11.28 % -2.08 % 0.6298 4.92 - Short Covering 21.38%772.82 23.15 0.45 %
20-Jan-21 4,981.95 5,003.05 33,250 5,902,000 0.22 % 1.53 % -0.16 % 0.6303 4.38 - Short Covering 10.94%180.73 21.1 0.42 %
19-Jan-21 4,959.15 4,992.00 32,750 5,911,500 5.56 % -19.14 % -5.15 % 0.6319 7.00 - Short Covering 14.13%334.15 32.85 0.66 %
18-Jan-21 4,719.85 4,729.00 40,500 6,232,250 -3.70 % 14.08 % -1.32 % 0.6299 - - Long Windup 26.33%460.29 9.15 0.19 %
15-Jan-21 4,883.60 4,910.65 35,500 6,315,500 -0.17 % 8.40 % 1.01 % 0.6298 - - Short Buildup 10.22%126.99 27.05 0.55 %
14-Jan-21 4,877.35 4,919.00 32,750 6,252,250 -0.51 % 4.80 % -0.28 % 0.6314 - - Long Windup 17.78%232.52 41.65 0.85 %
13-Jan-21 4,902.90 4,944.00 31,250 6,270,000 -2.49 % 60.26 % 7.76 % 0.6329 - - Short Buildup 20.51%328.68 41.1 0.84 %
12-Jan-21 5,042.20 5,070.00 19,500 5,818,250 1.09 % -10.34 % 0.76 % 0.6334 - - Long Buildup 13.26%223.00 27.8 0.55 %
11-Jan-21 4,984.25 5,015.25 21,750 5,774,250 -1.83 % 55.36 % 5.45 % 0.6348 - - Short Buildup 24.53%357.55 31 0.62 %
08-Jan-21 5,082.00 5,108.85 14,000 5,476,000 -0.18 % 9.80 % 0.50 % 0.6358 - - Short Buildup 26.19%399.07 26.85 0.53 %
07-Jan-21 5,081.00 5,118.15 12,750 5,448,750 1.09 % -8.93 % -2.60 % 0.6374 - - Short Covering 19.12%294.91 37.15 0.73 %
06-Jan-21 5,030.30 5,062.90 14,000 5,594,000 -1.64 % 33.33 % 2.73 % 0.6389 - - Short Buildup 28.29%513.52 32.6 0.65 %
05-Jan-21 5,119.00 5,147.50 10,500 5,445,250 -1.71 % 147.06 % 3.69 % 0.6400 - - Short Buildup 25.53%516.73 28.5 0.56 %
04-Jan-21 5,216.20 5,237.20 4,250 5,251,500 -1.20 % 41.67 % 1.21 % 0.6411 - - Short Buildup 23.01%280.09 21 0.4 %
01-Jan-21 5,280.15 5,300.60 3,000 5,188,500 0.00 % 0.00 % -8.28 % 0.6425 - - 17.12%130.85 20.45 0.39 %
 
 
Average Delivery Volume
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
185.94 Crore Rs. 326.94 Crore Rs. 279.13 Crore Rs. 264.90 Crore Rs. 240.89 Crore Rs. 291.56 Crore Rs. More details >>
Average Delivery Percentage
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
17.38 % 25.17 % 22.76 % 21.19 % 19.12 % 19.26 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREDoji-
FUTUREBullish Harami-
 
 
BAJFINANCE Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Mar-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
5059.56 5141.93 5221.26 5303.63 5382.96 5465.33 5544.66
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
5219.75 5260.18 5273.65 5287.13 5303.63 5314.08 5327.55 5341.03 5381.45
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
5141.93 5203.7 5241.86 5303.63 5365.4 5403.56 5465.33
DeMark Pivot
Support 1 Pivot Point Resistance 1
5262.45 5324.23 5424.15
 
 
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