FnO Contract Details

Expiry:
Symbol:

BEL analysis for the selected expiry [Oct-20] as on 24-Sep-20

BEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 92.20 92.95 89.65 90.45 NA -3.62 % NA NA
24-Sep-20 91.90 92.85 89.65 90.20 2,287,600 -3.89 % -74.12 % Long Windup
29-Oct-20 92.50 93.30 90.10 90.70 31,312,000 -3.87 % 17.75 % Short Buildup
26-Nov-20 92.20 93.40 90.50 91.00 456,000 -4.16 % 20.00 % Short Buildup
Cummulative NA NA NA NA 34,055,600 NA -4.90 % Long Windup
BEL Options OI PCR:  0.54   (Expiry : 29-Oct-20 )   PUT OI: 2,454,800   CALL OI: 4,522,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 1421200 30.77% 1.85 -38.33% Short Buildup
110.00 919600 12.04% 0.75 -28.57% Short Buildup
95.00 638400 42.37% 3.10 -36.08% 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
100.00 1421200 30.77% 1.85 -38.33% Short Buildup
95.00 638400 42.37% 3.10 -36.08% Short Buildup
90.00 174800 666.67% 5.10 -15.00% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 874000 9.52% 10.95 31.14% Long Buildup
90.00 456000 39.53% 4.30 34.38% Long Buildup
80.00 357200 -4.08% 1.20 0.00% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
90.00 456000 39.53% 4.30 34.38% Long Buildup
85.00 167200 100.00% 2.45 36.11% Long Buildup
100.00 874000 9.52% 10.95 31.14% 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
80.00 357200 -4.08% 1.20 0.00%
None
None
 
 
BEL 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 %
24-Sep-20 90.45 90.70 31,312,000 34,055,600 -3.87 % 17.75 % -4.90 % 0.5920 0.54 - Long Windup 44.85%41.70 0.25 0.28 %
23-Sep-20 93.85 94.35 26,592,400 35,811,200 1.67 % 25.37 % -3.99 % 0.5911 0.57 - Short Covering 41.10%62.68 0.5 0.53 %
22-Sep-20 92.20 92.80 21,211,600 37,300,800 -4.18 % 99.50 % 1.32 % 0.5922 0.58 - Short Buildup 31.64%47.22 0.6 0.65 %
21-Sep-20 96.30 96.85 10,632,400 36,814,400 -7.32 % 187.86 % 3.06 % 0.5906 0.61 - Short Buildup 39.29%51.49 0.55 0.57 %
18-Sep-20 103.90 104.50 3,693,600 35,720,000 0.14 % 87.64 % -0.09 % 0.5831 1.54 - Short Covering 46.85%45.41 0.6 0.58 %
17-Sep-20 103.55 104.35 1,968,400 35,750,400 0.19 % 21.60 % -0.17 % 0.5846 1.54 - Short Covering 42.34%31.75 0.8 0.77 %
16-Sep-20 103.45 104.15 1,618,800 35,811,200 -1.51 % 5.45 % 0.08 % 0.5861 2.06 - Short Buildup 26.05%13.15 0.7 0.68 %
15-Sep-20 104.80 105.75 1,535,200 35,780,800 -0.61 % 8.02 % 1.49 % 0.5872 3.10 - Short Buildup 32.55%30.63 0.95 0.91 %
14-Sep-20 107.05 106.40 1,421,200 35,256,400 4.72 % -6.03 % -7.46 % 0.5886 2.65 - Short Covering 24.18%46.21 -0.65 -0.61 %
11-Sep-20 102.25 101.60 1,512,400 38,098,800 0.79 % 0.51 % -1.03 % 0.5871 3.31 - Short Covering 16.40%7.88 -0.65 -0.64 %
10-Sep-20 101.60 100.80 1,504,800 38,494,000 0.20 % 4.76 % -0.43 % 0.5885 1.29 - Short Covering 22.37%17.96 -0.8 -0.79 %
09-Sep-20 101.05 100.60 1,436,400 38,661,200 -1.52 % 6.18 % 5.23 % 0.5900 1.27 - Short Buildup 41.08%47.83 -0.45 -0.45 %
08-Sep-20 102.65 102.15 1,352,800 36,738,400 -2.99 % 4.71 % 2.68 % 0.5910 2.80 - Short Buildup 35.70%37.01 -0.5 -0.49 %
07-Sep-20 105.60 105.30 1,292,000 35,780,800 -0.57 % 17.24 % 3.09 % 0.5908 2.80 - Short Buildup 30.43%20.52 -0.3 -0.28 %
04-Sep-20 106.40 105.90 1,102,000 34,709,200 -2.08 % 25.00 % 2.12 % 0.5922 4.67 - Short Buildup 34.37%36.51 -0.5 -0.47 %
03-Sep-20 108.45 108.15 881,600 33,987,200 -0.51 % 5.45 % 2.38 % 0.5931 5.50 - Short Buildup 28.23%27.20 -0.3 -0.28 %
02-Sep-20 109.00 108.70 836,000 33,196,800 0.65 % 19.57 % 3.38 % 0.5945 4.50 - Long Buildup 22.94%14.49 -0.3 -0.28 %
01-Sep-20 107.95 108.00 699,200 32,110,000 1.55 % 4.55 % 4.76 % 0.5959 1.00 - Long Buildup 25.54%31.51 0.05 0.05 %
31-Aug-20 106.10 106.35 668,800 30,650,800 -5.00 % 1.15 % 1.74 % 0.5970 1.00 - Short Buildup 28.57%43.17 0.25 0.24 %
28-Aug-20 112.05 111.95 661,200 30,126,400 1.82 % 24.29 % -8.58 % 0.5945 - - Short Covering 24.21%43.94 -0.1 -0.09 %
27-Aug-20 110.30 109.95 532,000 32,953,600 -1.79 % 16.67 % -3.17 % 0.5955 - - Long Windup 41.72%42.06 -0.35 -0.32 %
26-Aug-20 111.80 111.95 456,000 34,032,800 -0.58 % 15.38 % 6.80 % 0.5967 - - Short Buildup 30.81%41.96 0.15 0.13 %
25-Aug-20 112.40 112.60 395,200 31,866,800 -1.49 % -3.70 % 4.17 % 0.5981 - - Short Buildup 21.13%34.82 0.2 0.18 %
24-Aug-20 114.60 114.30 410,400 30,590,000 2.01 % 63.64 % 4.68 % 0.5991 - - Long Buildup 32.31%66.25 -0.3 -0.26 %
21-Aug-20 112.10 112.05 250,800 29,222,000 0.40 % 3.13 % 2.56 % 0.6001 - - Long Buildup 27.19%30.02 -0.05 -0.04 %
20-Aug-20 111.90 111.60 243,200 28,492,400 -1.76 % -8.57 % -0.11 % 0.6016 - - Long Windup 30.87%39.15 -0.3 -0.27 %
19-Aug-20 112.30 113.60 266,000 28,522,800 0.58 % 9.38 % 1.35 % 0.6031 - - Long Buildup 27.00%50.63 1.3 1.16 %
18-Aug-20 111.70 112.95 243,200 28,142,800 0.00 % 0.00 % 6.65 % 0.6046 - - 24.86%41.53 1.25 1.12 %
17-Aug-20 110.80 112.95 243,200 26,387,200 2.22 % 3.23 % 5.50 % 0.6060 - - Long Buildup 28.97%48.93 2.15 1.94 %
14-Aug-20 113.15 110.50 235,600 25,011,600 -3.28 % 14.81 % -9.84 % 0.6072 - - Long Windup 21.37%82.86 -2.65 -2.34 %
13-Aug-20 114.45 114.25 205,200 27,740,000 3.44 % 0.00 % -0.19 % 0.6085 - - Short Covering 34.35%117.76 -0.2 -0.17 %
12-Aug-20 110.65 110.45 205,200 27,793,200 4.74 % 8.00 % -1.72 % 0.6084 - - Short Covering 31.88%102.00 -0.2 -0.18 %
11-Aug-20 105.85 105.45 190,000 28,279,600 -2.81 % 8.70 % 9.83 % 0.6074 - - Short Buildup 26.68%60.53 -0.4 -0.38 %
10-Aug-20 108.30 108.50 174,800 25,748,800 9.60 % 35.29 % 4.37 % 0.6081 - - Long Buildup 22.86%162.98 0.2 0.18 %
07-Aug-20 99.20 99.00 129,200 24,669,600 -0.75 % 142.86 % 0.78 % 0.5974 - - Short Buildup 37.29%28.74 -0.2 -0.2 %
06-Aug-20 99.05 99.75 53,200 24,479,600 0.00 % 0.00 % -0.65 % 0.5988 - - 18.68%12.34 0.7 0.71 %
05-Aug-20 100.40 99.75 53,200 24,639,200 -0.15 % 40.00 % -1.58 % 0.6000 - - Long Windup 23.56%26.94 -0.65 -0.65 %
04-Aug-20 100.40 99.90 38,000 25,034,400 3.90 % 400.00 % 6.16 % 0.6015 - - Long Buildup 29.65%51.43 -0.5 -0.5 %
03-Aug-20 96.80 96.15 7,600 23,582,800 0.00 % 0.00 % -0.99 % 0.6011 - - 19.33%19.43 -0.65 -0.67 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
41.70 Crore Rs. 50.53 Crore Rs. 49.70 Crore Rs. 40.50 Crore Rs. 36.99 Crore Rs. 35.25 Crore Rs. More details >>
Average Delivery Percentage
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
44.85 % 38.42 % 39.80 % 38.49 % 34.99 % 32.83 % More details >>
 
 
BEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Sep-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
86.24 88.17 89.44 91.37 92.64 94.57 95.84
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
89.1 89.9 90.17 90.43 91.37 90.97 91.23 91.5 92.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
88.17 89.39 90.15 91.37 92.59 93.35 94.57
DeMark Pivot
Support 1 Pivot Point Resistance 1
88.8 91.05 92
 
 
BEL Result / Events
Date Description Status
27-Jul-20Financial ResultsCompleted
29-Jun-20Financial Results/DividendCompleted
30-Jan-20Financial Results/DividendCompleted
04-Nov-19Financial ResultsCompleted
29-Jul-19Financial ResultsCompleted
29-May-19Financial Results/DividendCompleted
09-Mar-19DividendCompleted
30-Jan-19Financial ResultsCompleted