FnO Contract Details

Expiry:
Symbol:

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

BAJFINANCE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,914.00 1,980.00 1,891.00 1,953.65 NA 0.31 % NA NA
25-Jun-20 1,909.75 1,978.65 1,881.30 1,944.05 6,691,000 0.47 % 6.91 % Long Buildup
30-Jul-20 1,901.05 1,981.60 1,865.10 1,946.55 76,000 0.48 % 19.69 % Long Buildup
27-Aug-20 1,949.50 1,988.75 1,949.50 1,965.00 500 0.00 % 0.00 %
Cummulative NA NA NA NA 6,767,500 NA -1.22 % Short Covering
BAJFINANCE Options OI PCR:  0.77   (Expiry : 25-Jun-20 )   PUT OI: 1,231,250   CALL OI: 1,606,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2000.00 347250 42.46% 105.05 4.01% Long Buildup
2200.00 259250 11.03% 45.05 5.38% Long Buildup
2100.00 213750 -3.39% 69.80 5.36% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2000.00 347250 42.46% 105.05 4.01% Long Buildup
2300.00 151000 33.33% 28.75 2.31% Long Buildup
2200.00 259250 11.03% 45.05 5.38% 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
2100.00 213750 -3.39% 69.80 5.36% Short Covering
1800.00 29750 -16.20% 217.85 7.87% Short Covering
1700.00 5250 -8.70% 287.90 3.02% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1800.00 279750 -0.89% 69.40 -6.15% Long Windup
1700.00 252000 5.22% 41.10 -8.97% Short Buildup
1900.00 200000 13.80% 110.60 -2.38% 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
1900.00 200000 13.80% 110.60 -2.38% Short Buildup
1600.00 121000 20.40% 23.30 -13.06% Short Buildup
1700.00 252000 5.22% 41.10 -8.97% 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
1800.00 279750 -0.89% 69.40 -6.15% Long Windup
1200.00 16500 -7.04% 2.20 -62.07% 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 %
29-May-20 1,953.65 1,944.05 6,691,000 6,767,500 0.47 % 6.91 % -1.22 % 0.9400 0.77 1.13 % Short Covering 21.57%436.70 -9.6 -0.49 %
28-May-20 1,947.70 1,935.05 6,258,500 6,851,250 -0.10 % 22.51 % -1.55 % 0.9820 0.83 - Long Windup 13.86%244.37 -12.65 -0.65 %
27-May-20 1,936.45 1,937.00 5,108,500 6,959,250 5.77 % 58.33 % 2.88 % 1.0125 0.83 - Long Buildup 15.18%509.50 0.55 0.03 %
26-May-20 1,829.00 1,831.30 3,226,500 6,764,250 -2.91 % 100.68 % -2.99 % 1.0101 0.71 - Long Windup 23.35%421.48 2.3 0.13 %
22-May-20 1,895.30 1,886.20 1,607,750 6,973,000 -5.14 % 88.21 % 3.56 % 1.0326 0.83 - Short Buildup 21.56%- -9.1 -0.48 %
21-May-20 1,990.20 1,988.50 854,250 6,733,000 -3.13 % 42.97 % -4.20 % 1.0327 1.18 - Long Windup 17.24%338.94 -1.7 -0.09 %
20-May-20 2,042.80 2,052.80 597,500 7,028,250 4.40 % 79.97 % 9.79 % 1.0536 1.58 - Long Buildup 10.67%355.55 10 0.49 %
19-May-20 1,964.95 1,966.35 332,000 6,401,750 1.52 % 27.82 % 0.81 % 1.0680 1.11 - Long Buildup 11.36%210.11 1.4 0.07 %
18-May-20 1,938.60 1,936.85 259,750 6,350,250 -7.37 % 56.01 % -2.51 % 1.0986 1.11 - Long Windup 26.51%556.06 -1.75 -0.09 %
15-May-20 2,086.45 2,090.85 166,500 6,513,500 -1.30 % 3.58 % -1.66 % 1.0710 0.98 - Long Windup 13.31%222.86 4.4 0.21 %
14-May-20 2,112.00 2,118.45 160,750 6,623,250 -2.36 % -0.46 % -1.97 % 1.1026 0.73 - Long Windup 14.15%427.52 6.45 0.31 %
13-May-20 2,161.05 2,169.75 161,500 6,756,250 4.23 % 0.00 % -1.04 % 1.1311 0.66 - Short Covering 20.28%413.80 8.7 0.4 %
12-May-20 2,069.70 2,081.65 161,500 6,827,250 3.02 % 57.95 % 7.14 % 1.1486 0.88 - Long Buildup 13.02%278.46 11.95 0.58 %
11-May-20 2,015.05 2,020.70 102,250 6,372,500 -0.39 % 4.34 % 1.45 % 1.1757 0.77 - Short Buildup 16.36%252.42 5.65 0.28 %
08-May-20 2,024.15 2,028.65 98,000 6,281,500 -2.02 % 12.00 % -4.03 % 1.2125 0.79 - Long Windup 18.21%256.84 4.5 0.22 %
07-May-20 2,060.55 2,070.40 87,500 6,545,250 -2.54 % 6.06 % -3.19 % 1.2466 0.75 - Long Windup 13.06%209.04 9.85 0.48 %
06-May-20 2,106.25 2,124.40 82,500 6,761,000 5.67 % 2.17 % 7.34 % 1.2796 0.76 - Long Buildup 10.67%295.52 18.15 0.86 %
05-May-20 2,002.35 2,010.40 80,750 6,298,500 -3.93 % 14.54 % 6.85 % 1.2934 0.76 - Short Buildup 17.95%414.14 8.05 0.4 %
04-May-20 2,079.65 2,092.60 70,500 5,894,500 -9.64 % 73.01 % 3.91 % 1.3191 1.20 - Short Buildup 31.56%479.90 12.95 0.62 %
30-Apr-20 2,318.10 2,315.85 40,750 5,672,750 0.26 % 25.38 % -5.61 % 1.2569 - - Short Covering 18.24%375.69 -2.25 -0.1 %
29-Apr-20 2,296.45 2,309.80 32,500 6,009,750 2.51 % 17.12 % -6.27 % 1.2955 - - Short Covering 18.11%626.42 13.35 0.58 %
28-Apr-20 2,228.10 2,253.25 27,750 6,412,000 9.11 % 27.59 % 11.50 % 1.3298 - - Long Buildup 15.77%518.38 25.15 1.13 %
27-Apr-20 2,044.05 2,065.05 21,750 5,750,500 3.90 % -3.33 % 7.77 % 1.3073 - - Long Buildup 16.18%479.45 21 1.03 %
24-Apr-20 1,976.25 1,987.55 22,500 5,336,000 -9.24 % 63.64 % 8.25 % 1.3359 - - Short Buildup 31.71%657.59 11.3 0.57 %
23-Apr-20 2,172.45 2,189.95 13,750 4,929,250 0.42 % -1.79 % 0.59 % 1.2976 - - Long Buildup 16.23%251.94 17.5 0.81 %
22-Apr-20 2,148.25 2,180.75 14,000 4,900,250 2.92 % -5.08 % 3.40 % 1.3378 - - Long Buildup 15.94%310.34 32.5 1.51 %
21-Apr-20 2,099.75 2,118.95 14,750 4,739,000 -9.29 % 37.21 % -4.57 % 1.3739 - - Long Windup 30.96%480.05 19.2 0.91 %
20-Apr-20 2,308.25 2,336.00 10,750 4,965,750 -0.39 % -12.24 % -3.86 % 1.3383 - - Long Windup 14.84%185.06 27.75 1.2 %
17-Apr-20 2,308.15 2,345.05 12,250 5,165,000 4.03 % 44.12 % 0.30 % 1.3804 - - Long Buildup 21.99%517.19 36.9 1.6 %
16-Apr-20 2,220.00 2,254.25 8,500 5,149,750 2.12 % -2.86 % 6.90 % 1.4113 - - Long Buildup 15.36%247.15 34.25 1.54 %
15-Apr-20 2,182.45 2,207.45 8,750 4,817,500 -4.44 % 59.09 % 1.11 % 1.4533 - - Short Buildup 24.49%498.83 25 1.15 %
13-Apr-20 2,287.30 2,310.00 5,500 4,764,500 -9.51 % 29.41 % 6.98 % 1.4818 - - Short Buildup 26.77%501.09 22.7 0.99 %
09-Apr-20 2,551.85 2,552.80 4,250 4,453,500 8.63 % 6.25 % -4.73 % 1.4342 - - Short Covering 19.39%355.91 0.95 0.04 %
08-Apr-20 2,332.90 2,350.00 4,000 4,674,500 3.12 % 23.08 % -4.11 % 1.4151 - - Short Covering 20.85%443.01 17.1 0.73 %
07-Apr-20 2,253.35 2,279.00 3,250 4,875,000 -1.37 % 30.00 % 5.41 % 1.4537 - - Short Buildup 22.93%576.71 25.65 1.14 %
03-Apr-20 2,207.50 2,310.55 2,500 4,625,000 4.35 % 0.00 % -4.09 % 1.4949 - - Short Covering 23.05%314.06 103.05 4.67 %
01-Apr-20 2,219.35 2,214.20 2,500 4,822,000 -1.53 % -9.09 % -3.88 % 1.5418 - - Long Windup 13.32%189.46 -5.15 -0.23 %
31-Mar-20 2,215.80 2,248.55 2,750 5,016,750 -1.34 % 37.50 % 8.93 % 1.5901 - - Short Buildup 31.23%764.17 32.75 1.48 %
30-Mar-20 2,242.10 2,279.10 2,000 4,605,500 -12.28 % 300.00 % 7.28 % 1.6389 - - Short Buildup 37.05%639.45 37 1.65 %
27-Mar-20 2,542.30 2,598.15 500 4,293,000 0.00 % 0.00 % -4.71 % 1.5852 - - 22.69%413.72 55.85 2.2 %
 
 
Average Delivery Volume
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
436.70 Crore Rs. 396.85 Crore Rs. 322.41 Crore Rs. 314.58 Crore Rs. 339.64 Crore Rs. 348.82 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 >>
21.57 % 16.66 % 18.97 % 16.69 % 16.95 % 17.12 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTPiercing Line-
 
 
BAJFINANCE 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
1793.34 1837.32 1890.69 1934.67 1988.04 2032.02 2085.39
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1895.38 1919.71 1927.83 1935.94 1934.67 1952.16 1960.28 1968.39 1992.73
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1837.32 1874.51 1897.48 1934.67 1971.86 1994.83 2032.02
DeMark Pivot
Support 1 Pivot Point Resistance 1
1912.68 1945.66 2010.03
 
 
BAJFINANCE Result / Events
Date Description Status
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