FnO Contract Details

Expiry:
Symbol:

BHEL analysis for the selected expiry [Dec-19] as on 12-Dec-19

BHEL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 44.45 45.85 44.05 45.20 NA 2.26 % NA NA
26-Dec-19 44.60 46.05 44.30 45.40 54,855,000 2.14 % 0.03 % Long Buildup
30-Jan-20 44.60 46.15 44.40 45.60 4,680,000 2.13 % 7.40 % Long Buildup
27-Feb-20 44.30 45.70 44.30 45.30 1,196,000 1.80 % 7.48 % Long Buildup
Cummulative NA NA NA NA 60,731,000 NA 0.70 % Long Buildup
BHEL Options OI PCR:  0.38   (Expiry : 26-Dec-19 )   PUT OI: 11,302,500   CALL OI: 29,955,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
60.00 4882500 -0.91% 0.20 33.33% Short Covering
55.00 4657500 -1.74% 0.35 16.67% Short Covering
50.00 3765000 2.03% 0.70 16.67% 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
47.00 1545000 21.89% 1.35 22.73% Long Buildup
57.00 907500 27.37% 0.30 50.00% Long Buildup
46.00 780000 19.54% 1.70 21.43% 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
55.00 4657500 -1.74% 0.35 16.67% Short Covering
45.00 945000 -6.67% 2.10 20.00% Short Covering
48.00 945000 -5.97% 1.10 22.22% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
50.00 1620000 -1.82% 5.35 -8.55% Long Windup
45.00 1335000 9.20% 1.60 -30.43% Short Buildup
46.00 915000 -10.29% 2.35 -18.97% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
44.00 570000 52.00% 1.25 -30.56% Short Buildup
45.00 1335000 9.20% 1.60 -30.43% Short Buildup
43.00 360000 45.45% 0.90 -33.33% 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
46.00 915000 -10.29% 2.35 -18.97% Long Windup
51.00 675000 -8.16% 6.40 -12.93% Long Windup
50.00 1620000 -1.82% 5.35 -8.55% 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 %
12-Dec-19 45.20 45.40 54,855,000 60,731,000 2.14 % 0.03 % 0.70 % 0.5925 0.38 9.68 % Long Buildup 32.07%25.14 0.2 0.44 %
11-Dec-19 44.20 44.45 54,840,000 60,310,400 -1.00 % 1.41 % 2.67 % 0.6015 0.37 9.07 % Short Buildup 24.58%16.43 0.25 0.57 %
10-Dec-19 44.70 44.90 54,075,000 58,744,600 -2.81 % 1.66 % 2.56 % 0.6180 0.39 7.95 % Short Buildup 24.49%13.45 0.2 0.45 %
09-Dec-19 46.00 46.20 53,190,000 57,277,200 -1.28 % 3.20 % 4.57 % 0.6223 0.44 7.14 % Short Buildup 35.26%23.15 0.2 0.43 %
06-Dec-19 46.55 46.80 51,540,000 54,774,400 -4.49 % 2.89 % 4.30 % 0.6392 0.42 5.90 % Short Buildup 26.75%24.79 0.25 0.54 %
05-Dec-19 48.75 49.00 50,092,500 52,515,700 -2.49 % 4.79 % 5.32 % 0.6248 0.49 4.61 % Short Buildup 36.44%18.74 0.25 0.51 %
04-Dec-19 49.95 50.25 47,805,000 49,864,200 0.00 % 8.40 % 8.56 % 0.6329 0.54 4.13 % 38.30%35.22 0.3 0.6 %
03-Dec-19 50.00 50.25 44,100,000 45,930,400 -2.43 % 6.44 % 7.02 % 0.6527 0.54 3.99 % Short Buildup 28.95%22.97 0.25 0.5 %
02-Dec-19 51.20 51.50 41,430,000 42,917,200 -3.74 % 5.06 % 5.55 % 0.6627 0.53 3.47 % Short Buildup 35.14%33.77 0.3 0.59 %
29-Nov-19 53.30 53.50 39,435,000 40,662,200 -1.83 % -0.10 % -21.98 % 0.6583 0.52 3.02 % Long Windup 25.14%12.94 0.2 0.38 %
28-Nov-19 54.25 54.50 39,472,500 52,116,700 1.58 % 31.61 % -9.55 % 0.6760 0.59 - Short Covering 13.70%9.42 0.25 0.46 %
27-Nov-19 53.30 53.65 29,992,500 57,621,500 0.00 % 20.20 % -3.56 % 0.6930 0.58 - 27.16%13.24 0.35 0.66 %
26-Nov-19 53.50 53.65 24,952,500 59,746,700 -5.13 % 42.42 % 1.38 % 0.7148 0.75 - Short Buildup 31.61%27.78 0.15 0.28 %
25-Nov-19 56.15 56.55 17,520,000 58,933,900 0.53 % 95.64 % 0.77 % 0.6933 0.68 - Long Buildup 24.59%13.10 0.4 0.71 %
22-Nov-19 56.10 56.25 8,955,000 58,484,900 1.17 % 24.50 % -2.98 % 0.7146 0.81 - Short Covering 29.73%25.01 0.15 0.27 %
21-Nov-19 55.45 55.60 7,192,500 60,278,400 -0.89 % 14.03 % -3.52 % 0.7355 0.66 - Long Windup 31.38%27.46 0.15 0.27 %
20-Nov-19 55.80 56.10 6,307,500 62,480,500 -0.09 % 30.19 % 2.53 % 0.7571 0.69 - Short Buildup 23.13%31.44 0.3 0.54 %
19-Nov-19 55.65 56.15 4,845,000 60,937,200 3.22 % 68.23 % 6.20 % 0.7809 0.54 - Long Buildup 23.00%26.76 0.5 0.9 %
18-Nov-19 53.95 54.40 2,880,000 57,378,100 -0.18 % 20.75 % -0.61 % 0.7915 0.83 - Long Windup 23.30%13.25 0.45 0.83 %
15-Nov-19 54.20 54.50 2,385,000 57,727,700 0.55 % 3.92 % -0.53 % 0.8163 0.81 - Short Covering 23.08%13.59 0.3 0.55 %
14-Nov-19 53.85 54.20 2,295,000 58,035,000 -1.00 % 29.66 % 2.44 % 0.8413 0.76 - Short Buildup 21.79%25.59 0.35 0.65 %
13-Nov-19 54.60 54.75 1,770,000 56,651,100 -4.53 % 11.85 % -0.79 % 0.8655 0.16 - Long Windup 27.00%42.76 0.15 0.27 %
11-Nov-19 56.80 57.35 1,582,500 57,105,000 5.04 % 15.30 % 5.28 % 0.8693 0.32 - Long Buildup 17.12%25.40 0.55 0.97 %
08-Nov-19 54.25 54.60 1,372,500 54,240,000 -2.50 % 8.28 % -3.51 % 0.8667 0.36 - Long Windup 18.01%21.22 0.35 0.65 %
07-Nov-19 55.45 56.00 1,267,500 56,212,500 -0.18 % 3.05 % 3.67 % 0.8871 0.38 - Short Buildup 32.84%25.10 0.55 0.99 %
06-Nov-19 55.55 56.10 1,230,000 54,225,000 -0.97 % 5.81 % 4.04 % 0.9149 0.57 - Short Buildup 26.61%27.35 0.55 0.99 %
05-Nov-19 56.05 56.65 1,162,500 52,117,500 -0.26 % 19.23 % 2.74 % 0.9429 0.67 - Short Buildup 24.80%23.17 0.6 1.07 %
04-Nov-19 56.40 56.80 975,000 50,730,000 -0.87 % 9.24 % 1.73 % 0.9720 0.60 - Short Buildup 22.85%26.88 0.4 0.71 %
01-Nov-19 56.90 57.30 892,500 49,867,500 0.53 % 23.96 % -17.79 % 1.0017 1.50 - Short Covering 29.06%32.31 0.4 0.7 %
31-Oct-19 56.55 57.00 720,000 60,660,000 -4.12 % 35.21 % -5.96 % 1.0390 1.50 - Long Windup 31.10%66.35 0.45 0.8 %
30-Oct-19 58.90 59.45 532,500 64,507,500 9.59 % 36.54 % 0.50 % 1.0535 1.50 - Long Buildup 16.55%77.46 0.55 0.93 %
29-Oct-19 53.80 54.25 390,000 64,185,000 3.73 % 1.96 % 6.01 % 0.9968 - - Long Buildup 21.42%27.97 0.45 0.84 %
27-Oct-19 51.70 52.30 382,500 60,547,500 1.36 % 2.00 % 0.41 % 1.0100 - - Long Buildup 43.69%5.36 0.6 1.16 %
25-Oct-19 50.95 51.60 375,000 60,300,000 -0.67 % 2.04 % -5.82 % 1.0393 - - Long Windup 26.70%38.73 0.65 1.28 %
24-Oct-19 51.30 51.95 367,500 64,027,500 -5.03 % 4.26 % 7.09 % 1.0716 - - Short Buildup 23.54%34.37 0.65 1.27 %
23-Oct-19 53.85 54.70 352,500 59,790,000 4.49 % 9.30 % 3.37 % 1.0804 - - Long Buildup 13.58%29.95 0.85 1.58 %
22-Oct-19 51.80 52.35 322,500 57,840,000 -4.64 % 10.26 % -2.68 % 1.0993 - - Long Windup 18.04%53.58 0.55 1.06 %
18-Oct-19 54.35 54.90 292,500 59,430,000 21.86 % 25.81 % 7.02 % 1.1101 - - Long Buildup 17.29%157.58 0.55 1.01 %
17-Oct-19 44.60 45.05 232,500 55,530,000 6.12 % -11.43 % 1.16 % 0.6136 - - Long Buildup 26.96%24.40 0.45 1.01 %
16-Oct-19 41.85 42.45 262,500 54,892,500 -1.74 % 16.67 % 2.71 % 0.5570 - - Short Buildup 33.07%23.72 0.6 1.43 %
15-Oct-19 42.75 43.20 225,000 53,445,000 -0.69 % 11.11 % 2.00 % 0.5654 - - Short Buildup 47.09%34.06 0.45 1.05 %
14-Oct-19 42.85 43.50 202,500 52,395,000 -0.68 % 17.39 % 3.56 % 0.5830 - - Short Buildup 36.25%24.42 0.65 1.52 %
11-Oct-19 43.05 43.80 172,500 50,595,000 0.57 % 9.52 % 1.58 % 0.6009 - - Long Buildup 25.73%19.11 0.75 1.74 %
10-Oct-19 43.05 43.55 157,500 49,807,500 -2.13 % 23.53 % 2.01 % 0.6197 - - Short Buildup 26.17%22.33 0.5 1.16 %
09-Oct-19 43.65 44.50 127,500 48,825,000 3.25 % -5.56 % 0.00 % 0.6330 - - 20.66%13.73 0.85 1.95 %
07-Oct-19 42.80 43.10 135,000 48,825,000 -8.30 % 80.00 % 2.07 % 0.6413 - - Short Buildup 30.17%21.50 0.3 0.7 %
04-Oct-19 45.90 47.00 75,000 47,835,000 -2.29 % 66.67 % 1.59 % 0.5660 - - Short Buildup 26.26%14.09 1.1 2.4 %
03-Oct-19 47.20 48.10 45,000 47,085,000 2.01 % 20.00 % 1.03 % 0.5656 - - Long Buildup 21.70%11.38 0.9 1.91 %
01-Oct-19 46.85 47.15 37,500 46,605,000 -3.97 % 25.00 % -1.80 % 0.5815 - - Long Windup 23.29%16.60 0.3 0.64 %
30-Sep-19 48.40 49.10 30,000 47,460,000 0.00 % 0.00 % 3.05 % 0.5803 - - 16.47%9.18 0.7 1.45 %
 
 
Average Delivery Volume
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
25.14 Crore Rs. 18.34 Crore Rs. 20.59 Crore Rs. 22.49 Crore Rs. 21.31 Crore Rs. 21.58 Crore Rs. More details >>
Average Delivery Percentage
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
32.07 % 27.46 % 28.69 % 30.82 % 29.71 % 27.72 % More details >>
 
 
BHEL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 13-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
42.7 43.5 44.45 45.25 46.2 47 47.95
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
44.53 44.96 45.11 45.25 45.25 45.55 45.69 45.84 46.28
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
43.5 44.17 44.58 45.25 45.92 46.33 47
DeMark Pivot
Support 1 Pivot Point Resistance 1
44.85 45.45 46.6
 
 
BHEL Result / Events
Date Description Status
13-Nov-19Financial ResultsCompleted
27-May-19DividendCompleted
05-Feb-19DividendCompleted