FnO Contract Details

Expiry:
Symbol:

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

BHEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 36.50 39.55 36.20 38.95 NA 8.04 % NA NA
27-Aug-20 36.65 39.75 36.35 39.10 66,234,000 7.71 % 15.07 % Long Buildup
24-Sep-20 36.75 39.80 36.55 39.15 6,258,000 7.70 % 49.75 % Long Buildup
29-Oct-20 36.75 39.70 36.75 39.25 609,000 7.39 % 0.00 %
Cummulative NA NA NA NA 73,101,000 NA 17.24 % Long Buildup
BHEL Options OI PCR:  0.38   (Expiry : 27-Aug-20 )   PUT OI: 16,758,000   CALL OI: 44,247,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
40.00 10962000 52.19% 1.90 100.00% Long Buildup
50.00 6531000 11.07% 0.30 100.00% Long Buildup
45.00 5838000 17.30% 0.70 100.00% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
40.00 10962000 52.19% 1.90 100.00% Long Buildup
44.00 2520000 96.72% 0.85 112.50% Long Buildup
41.00 2205000 118.75% 1.55 82.35% 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
37.00 2037000 -34.90% 3.40 88.89% Short Covering
38.00 3444000 -14.58% 2.80 86.67% Short Covering
36.00 882000 -40.00% 4.05 80.00% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
35.00 2499000 3.48% 0.70 -51.72% Short Buildup
32.00 1827000 -18.69% 0.20 -55.56% Long Windup
30.00 1827000 33.85% 0.10 -50.00% 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
38.00 1197000 119.23% 1.75 -45.31% Short Buildup
30.00 1827000 33.85% 0.10 -50.00% Short Buildup
37.00 1218000 34.88% 1.30 -49.02% 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
32.00 1827000 -18.69% 0.20 -55.56% Long Windup
33.00 1470000 -11.39% 0.30 -57.14% Long Windup
31.00 693000 -15.38% 0.15 -40.00% Long Windup
 
 
BHEL 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 38.95 39.10 66,234,000 73,101,000 7.71 % 15.07 % 17.24 % 0.7067 0.38 9.39 % Long Buildup 28.75%143.60 0.15 0.39 %
12-Aug-20 36.05 36.30 57,561,000 62,349,000 0.97 % 12.20 % 13.15 % 0.7013 0.43 7.68 % Long Buildup 30.32%55.79 0.25 0.69 %
11-Aug-20 35.75 35.95 51,303,000 55,104,000 -1.37 % 7.95 % 8.47 % 0.7030 0.43 6.90 % Short Buildup 37.91%51.88 0.2 0.56 %
10-Aug-20 36.25 36.45 47,523,000 50,799,000 2.68 % 6.34 % 7.18 % 0.7045 0.42 6.45 % Long Buildup 24.29%53.61 0.2 0.55 %
07-Aug-20 35.25 35.50 44,688,000 47,397,000 -1.11 % 3.70 % 4.73 % 0.7053 0.43 5.72 % Short Buildup 32.82%39.27 0.25 0.71 %
06-Aug-20 35.70 35.90 43,092,000 45,255,000 -2.71 % 2.86 % 3.36 % 0.7070 0.45 4.78 % Short Buildup 32.92%44.21 0.2 0.56 %
05-Aug-20 36.70 36.90 41,895,000 43,785,000 0.14 % -0.05 % 0.24 % 0.7077 0.44 4.32 % Long Buildup 19.45%13.99 0.2 0.54 %
04-Aug-20 36.65 36.85 41,916,000 43,680,000 1.66 % 7.25 % 7.55 % 0.7095 0.43 4.04 % Long Buildup 14.59%18.22 0.2 0.55 %
03-Aug-20 36.20 36.25 39,081,000 40,614,000 0.55 % 2.76 % 3.42 % 0.7110 0.43 3.77 % Long Buildup 11.90%15.05 0.05 0.14 %
31-Jul-20 35.95 36.05 38,031,000 39,270,000 -2.30 % 2.09 % -2.25 % 0.7127 0.45 3.16 % Long Windup 26.98%35.99 0.1 0.28 %
30-Jul-20 36.80 36.90 37,254,000 40,173,000 -4.65 % 17.02 % -10.73 % 0.7138 0.46 - Long Windup 22.47%40.40 0.1 0.27 %
29-Jul-20 38.45 38.70 31,836,000 45,003,000 2.79 % 271.57 % 5.41 % 0.7127 0.53 - Long Buildup 14.86%56.58 0.25 0.65 %
28-Jul-20 37.45 37.65 8,568,000 42,693,000 3.43 % -2.63 % -14.07 % 0.7137 0.94 - Short Covering 19.85%27.60 0.2 0.53 %
27-Jul-20 36.20 36.40 8,799,000 49,686,000 -4.08 % -4.56 % -7.47 % 0.7139 0.94 - Long Windup 18.63%17.13 0.2 0.55 %
24-Jul-20 36.90 37.95 9,219,000 53,697,000 -1.43 % -2.01 % -2.96 % 0.7154 0.94 - Long Windup 23.33%18.06 1.05 2.85 %
23-Jul-20 37.70 38.50 9,408,000 55,335,000 0.00 % 0.00 % -1.01 % 0.7166 0.94 - 30.11%16.89 0.8 2.12 %
22-Jul-20 38.00 38.50 9,408,000 55,902,000 0.79 % -1.32 % -3.48 % 0.7183 0.94 - Short Covering 19.50%29.30 0.5 1.32 %
21-Jul-20 38.00 38.20 9,534,000 57,918,000 0.26 % -4.62 % -4.63 % 0.7201 0.94 - Short Covering 24.23%22.21 0.2 0.53 %
20-Jul-20 38.00 38.10 9,996,000 60,732,000 -1.17 % -1.65 % -4.52 % 0.7219 0.94 - Long Windup 25.30%26.15 0.1 0.26 %
17-Jul-20 38.35 38.55 10,164,000 63,609,000 3.91 % 21.61 % 16.68 % 0.7235 0.94 - Long Buildup 14.83%44.87 0.2 0.52 %
16-Jul-20 36.90 37.10 8,358,000 54,516,000 0.54 % 3.38 % 3.10 % 0.7235 0.73 - Long Buildup 16.42%41.61 0.2 0.54 %
15-Jul-20 36.80 36.90 8,085,000 52,878,000 -5.26 % 19.20 % 9.91 % 0.7253 0.71 - Short Buildup 19.67%49.94 0.1 0.27 %
14-Jul-20 38.90 38.95 6,783,000 48,111,000 -9.52 % 99.38 % 1.15 % 0.7232 0.73 - Short Buildup 19.58%96.49 0.05 0.13 %
13-Jul-20 42.60 43.05 3,402,000 47,565,000 1.53 % -0.61 % -2.87 % 0.7140 1.18 - Short Covering 26.94%51.43 0.45 1.06 %
10-Jul-20 41.40 42.40 3,423,000 48,972,000 2.29 % -1.81 % -2.87 % 0.7149 1.18 - Short Covering 21.27%30.56 1 2.42 %
09-Jul-20 42.05 41.45 3,486,000 50,421,000 0.00 % 0.00 % -4.11 % 0.7165 1.18 - 19.55%48.41 -0.6 -1.43 %
08-Jul-20 41.25 41.45 3,486,000 52,584,000 -2.93 % -3.49 % -9.93 % 0.7177 1.18 - Long Windup 23.09%59.41 0.2 0.48 %
07-Jul-20 42.55 42.70 3,612,000 58,380,000 -2.06 % -9.95 % -15.40 % 0.7179 1.08 - Long Windup 22.18%105.46 0.15 0.35 %
06-Jul-20 43.55 43.60 4,011,000 69,006,000 12.37 % 42.54 % 7.84 % 0.7191 1.08 - Long Buildup 12.44%137.46 0.05 0.11 %
03-Jul-20 38.65 38.80 2,814,000 63,987,000 5.29 % 2.29 % 23.41 % 0.7030 1.20 - Long Buildup 17.44%97.29 0.15 0.39 %
02-Jul-20 36.70 36.85 2,751,000 51,849,000 1.94 % 5.65 % -0.08 % 0.7011 2.60 - Short Covering 21.20%29.74 0.15 0.41 %
01-Jul-20 36.05 36.15 2,604,000 51,891,000 1.97 % 15.89 % 2.66 % 0.7025 3.25 - Long Buildup 14.59%24.88 0.1 0.28 %
30-Jun-20 35.70 35.45 2,247,000 50,547,000 -0.84 % 20.22 % 6.04 % 0.7040 2.00 - Short Buildup 15.56%45.09 -0.25 -0.7 %
29-Jun-20 35.75 35.75 1,869,000 47,670,000 -3.25 % 7.23 % -1.60 % 0.7058 7.00 - Long Windup 17.34%28.73 0 0 %
26-Jun-20 36.90 36.95 1,743,000 48,447,000 -3.27 % 38.33 % -10.61 % 0.7064 14.00 - Long Windup 19.87%66.33 0.05 0.14 %
25-Jun-20 37.85 38.20 1,260,000 54,196,200 4.66 % 13.21 % 10.15 % 0.7069 14.00 - Long Buildup 13.36%73.08 0.35 0.92 %
24-Jun-20 36.35 36.50 1,113,000 49,201,000 3.55 % 39.47 % -3.84 % 0.7068 14.00 - Short Covering 16.04%125.59 0.15 0.41 %
23-Jun-20 34.90 35.25 798,000 51,166,000 2.17 % 22.58 % -3.54 % 0.7058 14.00 - Short Covering 19.11%60.95 0.35 1 %
22-Jun-20 33.65 34.50 651,000 53,041,800 7.64 % -6.06 % -13.58 % 0.7061 14.00 - Short Covering 23.78%73.42 0.85 2.53 %
19-Jun-20 32.45 32.05 693,000 61,378,800 0.00 % -2.94 % -15.33 % 0.7060 - - 27.75%91.00 -0.4 -1.23 %
18-Jun-20 31.75 32.05 714,000 72,494,200 16.12 % 41.67 % 43.58 % 0.7071 14.00 - Long Buildup 16.57%132.05 0.3 0.94 %
17-Jun-20 27.45 27.60 504,000 50,490,600 -11.96 % 140.00 % 8.19 % 0.6805 - - Short Buildup 25.73%48.80 0.15 0.55 %
16-Jun-20 28.35 31.35 210,000 46,668,200 0.00 % 0.00 % -5.16 % 0.6810 - - 21.24%37.71 3 10.58 %
15-Jun-20 29.10 31.35 210,000 49,207,200 0.00 % 0.00 % -11.70 % 0.6817 - - 19.62%58.84 2.25 7.73 %
12-Jun-20 31.40 31.35 210,000 55,730,000 0.00 % 0.00 % -3.93 % 0.6766 - - 21.55%49.53 -0.05 -0.16 %
11-Jun-20 30.00 31.35 210,000 58,009,000 0.00 % 0.00 % -11.89 % 0.6757 - - 25.45%60.68 1.35 4.5 %
10-Jun-20 31.30 31.35 210,000 65,833,400 3.64 % 66.67 % 14.02 % 0.6747 - - Long Buildup 20.19%85.97 0.05 0.16 %
09-Jun-20 30.65 30.25 126,000 57,736,400 11.62 % -14.29 % -13.55 % 0.6759 - - Short Covering 25.23%122.46 -0.4 -1.31 %
08-Jun-20 27.95 27.10 147,000 66,788,600 0.00 % 0.00 % -11.13 % 0.6647 - - 33.14%48.04 -0.85 -3.04 %
05-Jun-20 27.75 27.10 147,000 75,151,000 3.44 % 75.00 % 10.51 % 0.6663 - - Long Buildup 20.23%28.26 -0.65 -2.34 %
04-Jun-20 26.80 26.20 84,000 68,003,400 -7.26 % 0.00 % -3.25 % 0.6660 - - Long Windup 26.47%34.05 -0.6 -2.24 %
03-Jun-20 27.70 28.25 84,000 70,284,400 0.00 % 0.00 % 0.78 % 0.6666 - - 24.33%32.94 0.55 1.99 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
143.60 Crore Rs. 83.75 Crore Rs. 68.83 Crore Rs. 52.57 Crore Rs. 45.86 Crore Rs. 38.69 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 >>
28.75 % 30.73 % 29.70 % 28.23 % 24.40 % 22.77 % More details >>
 
 
BHEL 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
33.65 35 37.05 38.4 40.45 41.8 43.85
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
37.4 38.25 38.53 38.82 38.4 39.38 39.67 39.95 40.8
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
35 36.3 37.1 38.4 39.7 40.5 41.8
DeMark Pivot
Support 1 Pivot Point Resistance 1
37.73 38.74 41.13
 
 
BHEL Result / Events
Date Description Status
13-Jun-20Financial ResultsCompleted
11-Feb-20Financial ResultsCompleted
13-Nov-19Financial ResultsCompleted
27-May-19DividendCompleted
05-Feb-19DividendCompleted