FnO Contract Details

Expiry:
Symbol:

BEL analysis for the selected expiry [Jul-20] as on 03-Jul-20

BEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 91.00 97.95 90.50 97.20 NA 9.15 % NA NA
30-Jul-20 90.90 97.50 90.40 97.15 22,784,800 8.91 % 3.56 % Long Buildup
27-Aug-20 90.80 96.70 90.00 96.35 896,800 8.81 % 19.19 % Long Buildup
24-Sep-20 92.15 96.60 92.15 96.30 144,400 8.57 % -53.66 % Short Covering
Cummulative NA NA NA NA 23,826,000 NA 3.29 % Long Buildup
BEL Options OI PCR:  0.88   (Expiry : 30-Jul-20 )   PUT OI: 10,442,400   CALL OI: 11,916,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 3731600 83.21% 3.85 133.33% Long Buildup
95.00 1953200 -19.18% 6.10 114.04% Short Covering
90.00 1618800 -50.23% 9.25 96.81% 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
100.00 3731600 83.21% 3.85 133.33% Long Buildup
101.00 486400 700.00% 3.45 122.58% Long Buildup
96.00 129200 142.86% 5.60 124.00% 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
90.00 1618800 -50.23% 9.25 96.81% Short Covering
95.00 1953200 -19.18% 6.10 114.04% Short Covering
85.00 501600 -44.07% 13.15 80.14% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
80.00 1694800 28.90% 0.55 -64.52% Short Buildup
90.00 1656800 159.52% 2.25 -59.09% Short Buildup
85.00 1504800 54.69% 1.10 -64.52% 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
90.00 1656800 159.52% 2.25 -59.09% Short Buildup
95.00 858800 769.23% 4.05 -53.98% Short Buildup
85.00 1504800 54.69% 1.10 -64.52% 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
75.00 836000 -20.86% 0.25 -64.29% Long Windup
77.50 30400 -60.00% 0.40 -84.31% Long Windup
65.00 212800 -9.68% 0.10 -33.33% Long Windup
 
 
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 %
03-Jul-20 97.20 97.15 22,784,800 23,826,000 8.91 % 3.56 % 3.29 % 0.6168 0.88 4.37 % Long Buildup 21.78%144.90 -0.05 -0.05 %
02-Jul-20 89.05 89.20 22,002,000 23,066,000 0.22 % -9.39 % -7.97 % 0.6074 0.57 4.61 % Short Covering 28.82%23.41 0.15 0.17 %
01-Jul-20 88.70 89.00 24,282,000 25,064,800 1.77 % -6.03 % -5.88 % 0.6089 0.55 3.12 % Short Covering 28.95%30.29 0.3 0.34 %
30-Jun-20 88.65 87.45 25,840,000 26,630,400 0.58 % 30.77 % 30.21 % 0.6100 0.53 2.97 % Long Buildup 26.76%147.63 -1.2 -1.35 %
29-Jun-20 87.55 86.95 19,760,000 20,451,600 2.11 % 20.31 % 20.24 % 0.6115 0.51 3.38 % Long Buildup 24.56%50.15 -0.6 -0.69 %
26-Jun-20 85.30 85.15 16,423,600 17,008,800 1.25 % -2.26 % -7.52 % 0.6124 0.58 3.44 % Short Covering 27.97%36.69 -0.15 -0.18 %
25-Jun-20 83.70 84.10 16,803,600 18,392,400 2.19 % 32.79 % 10.79 % 0.6137 0.70 - Long Buildup 37.07%62.86 0.4 0.48 %
24-Jun-20 82.50 82.30 12,654,000 16,601,200 -1.26 % 0.06 % -22.09 % 0.6145 0.72 - Long Windup 46.83%89.95 -0.2 -0.24 %
23-Jun-20 83.30 83.35 12,646,400 21,308,800 2.46 % 70.67 % -4.06 % 0.6159 0.62 - Short Covering 39.71%73.27 0.05 0.06 %
22-Jun-20 81.30 81.35 7,410,000 22,211,600 1.24 % 47.28 % -5.00 % 0.6166 0.55 - Short Covering 31.56%58.22 0.05 0.06 %
19-Jun-20 80.05 80.35 5,031,200 23,381,200 4.69 % 114.24 % 7.28 % 0.6179 - - Long Buildup 33.16%76.00 0.3 0.37 %
18-Jun-20 76.85 76.75 2,348,400 21,794,000 7.12 % 43.06 % -4.25 % 0.6169 0.79 - Short Covering 26.68%68.46 -0.1 -0.13 %
17-Jun-20 71.65 71.65 1,641,600 22,761,600 1.63 % 30.91 % 2.46 % 0.6111 0.84 - Long Buildup 29.41%25.04 0 0 %
16-Jun-20 70.65 70.50 1,254,000 22,215,600 -0.42 % 14.58 % -3.41 % 0.6124 0.84 - Long Windup 25.17%18.93 -0.15 -0.21 %
15-Jun-20 70.95 70.80 1,094,400 23,000,800 -1.87 % 14.29 % -2.94 % 0.6139 0.74 - Long Windup 29.56%19.43 -0.15 -0.21 %
12-Jun-20 71.90 72.15 957,600 23,696,400 1.91 % 9.57 % -0.80 % 0.6150 1.12 - Short Covering 16.99%17.23 0.25 0.35 %
11-Jun-20 70.65 70.80 874,000 23,888,000 -4.19 % 13.86 % -4.41 % 0.6160 1.27 - Long Windup 29.78%22.36 0.15 0.21 %
10-Jun-20 73.45 73.90 767,600 24,988,800 1.03 % 16.09 % 5.12 % 0.6148 1.42 - Long Buildup 21.99%15.21 0.45 0.61 %
09-Jun-20 73.05 73.15 661,200 23,772,400 -2.73 % -4.40 % -4.86 % 0.6162 1.25 - Long Windup 31.55%27.16 0.1 0.14 %
08-Jun-20 74.65 75.20 691,600 24,986,000 1.01 % 8.33 % 6.03 % 0.6169 0.83 - Long Buildup 26.56%30.26 0.55 0.74 %
05-Jun-20 73.95 74.45 638,400 23,566,000 2.41 % 13.51 % 0.73 % 0.6184 0.90 - Long Buildup 26.49%18.69 0.5 0.68 %
04-Jun-20 72.80 72.70 562,400 23,395,600 -1.22 % 7.25 % 1.29 % 0.6195 0.90 - Short Buildup 22.22%16.53 -0.1 -0.14 %
03-Jun-20 73.60 73.60 524,400 23,098,000 5.37 % 9.52 % -6.78 % 0.6210 - - Short Covering 39.87%71.37 0 0 %
02-Jun-20 69.65 69.85 478,800 24,778,400 0.36 % 14.55 % 2.43 % 0.6187 1.00 - Long Buildup 30.40%15.43 0.2 0.29 %
01-Jun-20 69.40 69.60 418,000 24,189,600 0.65 % 7.84 % 8.39 % 0.6203 1.00 - Long Buildup 37.09%40.68 0.2 0.29 %
29-May-20 69.20 69.15 387,600 22,317,600 -0.29 % 82.14 % -21.04 % 0.7309 - - Long Windup 44.27%41.00 -0.05 -0.07 %
28-May-20 69.65 69.35 212,800 28,262,800 3.74 % 64.71 % 5.01 % 0.7568 - - Long Buildup 34.51%56.34 -0.3 -0.43 %
27-May-20 66.65 66.85 129,200 26,913,200 2.30 % 6.25 % -10.67 % 0.7473 - - Short Covering 36.96%39.46 0.2 0.3 %
26-May-20 65.00 65.35 121,600 30,127,600 4.39 % 23.08 % -1.94 % 0.7615 - - Short Covering 32.39%22.75 0.35 0.54 %
22-May-20 63.05 62.60 98,800 30,722,800 -2.64 % 30.00 % 0.49 % 0.7712 - - Short Buildup 37.60%- -0.45 -0.71 %
21-May-20 63.00 64.30 76,000 30,574,000 1.42 % 0.00 % 3.10 % 0.7954 - - Long Buildup 24.79%31.83 1.3 2.06 %
20-May-20 63.20 63.40 76,000 29,656,000 0.32 % 25.00 % 1.43 % 0.8203 - - Long Buildup 26.17%27.68 0.2 0.32 %
19-May-20 62.30 63.20 60,800 29,238,800 -5.67 % 33.33 % 5.01 % 0.8432 - - Short Buildup 29.56%38.85 0.9 1.44 %
18-May-20 64.50 67.00 45,600 27,843,600 -0.96 % 50.00 % 6.29 % 0.8534 - - Short Buildup 27.95%77.34 2.5 3.88 %
15-May-20 67.75 67.65 30,400 26,196,400 3.28 % 0.00 % -7.09 % 0.8477 - - Short Covering 19.88%45.21 -0.1 -0.15 %
14-May-20 63.65 65.50 30,400 28,194,400 0.00 % 0.00 % 5.45 % 0.8215 - - 31.60%22.77 1.85 2.91 %
13-May-20 65.70 65.50 30,400 26,736,400 6.68 % -33.33 % 5.11 % 0.8335 - - Long Buildup 26.21%48.26 -0.2 -0.3 %
12-May-20 60.55 61.40 45,600 25,437,600 0.66 % 50.00 % 2.85 % 0.7630 - - Long Buildup 37.67%30.54 0.85 1.4 %
11-May-20 60.15 61.00 30,400 24,732,400 -0.08 % 33.33 % 2.93 % 0.7863 - - Short Buildup 38.18%33.32 0.85 1.41 %
08-May-20 59.70 61.05 22,800 24,028,800 -4.24 % 200.00 % 8.03 % 0.8102 - - Short Buildup 51.27%40.46 1.35 2.26 %
07-May-20 62.65 63.75 7,600 22,243,600 0.00 % 0.00 % 4.55 % 0.8048 - - 39.69%21.64 1.1 1.76 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
144.90 Crore Rs. 66.20 Crore Rs. 79.28 Crore Rs. 73.23 Crore Rs. 68.22 Crore Rs. 50.29 Crore Rs. More details >>
Average Delivery Percentage
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
21.78 % 23.44 % 24.77 % 28.25 % 29.47 % 28.71 % More details >>
 
 
BEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
85.44 87.92 92.54 95.02 99.64 102.12 106.74
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
93.6 95.38 95.97 96.56 95.02 97.74 98.33 98.93 100.7
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
87.92 90.63 92.31 95.02 97.73 99.41 102.12
DeMark Pivot
Support 1 Pivot Point Resistance 1
93.78 95.64 100.88
 
 
BEL Result / Events
Date Description Status
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