FnO Contract Details

Expiry:
Symbol:

DABUR analysis for the selected expiry [Jul-20] as on 02-Jul-20

DABUR Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 469.50 471.50 463.90 465.05 NA -0.33 % NA NA
30-Jul-20 469.00 471.00 464.50 466.30 13,368,750 0.01 % 0.17 % Long Buildup
27-Aug-20 469.00 470.70 465.00 466.95 37,500 0.15 % 11.11 % Long Buildup
Cummulative NA NA NA NA 13,406,250 NA 0.20 % Short Buildup
DABUR Options OI PCR:  0.38   (Expiry : 30-Jul-20 )   PUT OI: 496,250   CALL OI: 1,322,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 355000 0.00% 4.50 -18.92%
480.00 320000 0.79% 9.60 -9.43% Short Buildup
450.00 190000 0.00% 23.95 -5.89% 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
470.00 122500 15.29% 13.70 -6.16% Short Buildup
480.00 320000 0.79% 9.60 -9.43% Short Buildup
510.00 6250 25.00% 3.20 -26.44% 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
520.00 71250 -9.52% 2.10 -14.29% Long Windup
460.00 108750 -5.43% 18.40 -4.42% Long Windup
490.00 28750 -8.00% 6.65 -13.07% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 106250 0.00% 0.90 5.88%
450.00 105000 20.00% 8.25 -7.82% Short Buildup
460.00 81250 -4.41% 12.10 -10.37% 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
450.00 105000 20.00% 8.25 -7.82% Short Buildup
455.00 15000 100.00% 9.95 -17.77% Short Buildup
470.00 20000 33.33% 17.75 0.57% 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
420.00 37500 -11.76% 2.15 -8.51% Long Windup
460.00 81250 -4.41% 12.10 -10.37% Long Windup
440.00 58750 -4.08% 5.45 -7.63% Long Windup
 
 
DABUR 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 %
02-Jul-20 465.05 466.30 13,368,750 13,406,250 0.01 % 0.17 % 0.20 % 0.3456 0.38 0.28 % Long Buildup 54.99%60.63 1.25 0.27 %
01-Jul-20 466.60 466.25 13,346,250 13,380,000 0.03 % -0.12 % -0.15 % 0.3464 0.36 0.25 % Short Covering 47.35%52.67 -0.35 -0.08 %
30-Jun-20 465.95 466.10 13,362,500 13,400,000 0.78 % 7.02 % 7.09 % 0.3473 0.37 0.28 % Long Buildup 48.57%113.13 0.15 0.03 %
29-Jun-20 463.75 462.50 12,486,250 12,512,500 0.57 % 1.91 % 1.96 % 0.3481 0.29 0.21 % Long Buildup 40.39%95.23 -1.25 -0.27 %
26-Jun-20 460.35 459.90 12,252,500 12,272,500 -0.02 % 0.19 % -11.82 % 0.3488 0.29 0.16 % Long Windup 48.41%69.14 -0.45 -0.1 %
25-Jun-20 459.15 460.00 12,228,750 13,917,500 1.05 % 43.76 % -4.01 % 0.3497 0.28 - Short Covering 49.97%88.25 0.85 0.19 %
24-Jun-20 455.05 455.20 8,506,250 14,498,750 -0.86 % 68.23 % -1.83 % 0.3503 0.31 - Long Windup 35.51%56.13 0.15 0.03 %
23-Jun-20 458.60 459.15 5,056,250 14,768,750 3.27 % 92.53 % 0.12 % 0.3511 0.31 - Long Buildup 37.97%97.46 0.55 0.12 %
22-Jun-20 443.50 444.60 2,626,250 14,751,250 0.09 % 71.79 % 1.64 % 0.3490 1.34 - Long Buildup 47.52%64.97 1.1 0.25 %
19-Jun-20 443.05 444.20 1,528,750 14,513,750 0.75 % 79.85 % 2.79 % 0.3499 - - Long Buildup 58.15%115.47 1.15 0.26 %
18-Jun-20 440.00 440.90 850,000 14,120,000 -0.15 % 68.32 % 2.20 % 0.3506 0.76 - Short Buildup 47.15%81.89 0.9 0.2 %
17-Jun-20 440.50 441.55 505,000 13,816,250 -1.71 % 143.37 % 7.90 % 0.3515 1.50 - Short Buildup 49.82%105.88 1.05 0.24 %
16-Jun-20 448.50 449.25 207,500 12,805,000 -0.97 % 28.68 % -0.10 % 0.3515 1.56 - Long Windup 44.93%67.58 0.75 0.17 %
15-Jun-20 453.65 453.65 161,250 12,817,500 -0.57 % 11.21 % -1.56 % 0.3521 1.00 - Long Windup 26.40%23.84 0 0 %
12-Jun-20 455.65 456.25 145,000 13,020,000 1.21 % 11.54 % -0.11 % 0.3529 0.13 - Short Covering 25.07%31.86 0.6 0.13 %
11-Jun-20 450.10 450.80 130,000 13,033,750 -2.69 % 5.05 % 2.40 % 0.3534 0.13 - Short Buildup 34.88%54.58 0.7 0.16 %
10-Jun-20 461.90 463.25 123,750 12,728,750 -0.71 % 3.13 % 3.49 % 0.3526 0.14 - Short Buildup 33.11%57.39 1.35 0.29 %
09-Jun-20 466.55 466.55 120,000 12,300,000 1.53 % 10.34 % -0.41 % 0.3532 0.25 - Short Covering 28.09%65.90 0 0 %
08-Jun-20 458.10 459.50 108,750 12,351,250 -0.87 % 1.16 % 0.35 % 0.3532 - - Short Buildup 38.53%45.10 1.4 0.31 %
05-Jun-20 462.85 463.55 107,500 12,308,750 -0.06 % 0.00 % -0.30 % 0.3538 - - Long Windup 35.06%41.37 0.7 0.15 %
04-Jun-20 462.55 463.85 107,500 12,346,250 -0.32 % 56.36 % 2.69 % 0.3547 - - Short Buildup 45.39%55.25 1.3 0.28 %
03-Jun-20 463.35 465.35 68,750 12,022,500 0.80 % 10.00 % -0.65 % 0.3556 - - Short Covering 29.65%53.17 2 0.43 %
02-Jun-20 460.85 461.65 62,500 12,101,250 -1.75 % 6.38 % 0.31 % 0.3564 - - Short Buildup 36.21%53.32 0.8 0.17 %
01-Jun-20 469.25 469.85 58,750 12,063,750 1.73 % -9.62 % -0.78 % 0.3565 - - Short Covering 26.57%77.60 0.6 0.13 %
29-May-20 466.45 461.85 65,000 12,158,750 3.59 % 1.96 % -1.59 % 0.5031 - - Short Covering 45.33%163.07 -4.6 -0.99 %
28-May-20 448.40 445.85 63,750 12,355,000 3.43 % 70.00 % -5.59 % 0.4844 - - Short Covering 40.46%196.08 -2.55 -0.57 %
27-May-20 428.95 431.05 37,500 13,086,250 0.13 % 130.77 % -0.75 % 0.4495 - - Short Covering 32.41%81.04 2.1 0.49 %
26-May-20 433.10 430.50 16,250 13,185,000 -2.96 % 116.67 % -0.78 % 0.4617 - - Long Windup 42.98%62.07 -2.6 -0.6 %
22-May-20 431.70 443.65 7,500 13,288,750 0.00 % 0.00 % 6.52 % 0.4762 - - 36.83%- 11.95 2.77 %
21-May-20 440.15 443.65 7,500 12,475,000 0.15 % 20.00 % 3.95 % 0.4820 - - Long Buildup 40.01%51.68 3.5 0.8 %
20-May-20 439.65 443.00 6,250 12,001,250 2.43 % 0.00 % 0.65 % 0.4969 - - Long Buildup 36.15%40.44 3.35 0.76 %
19-May-20 437.10 432.50 6,250 11,923,750 -2.16 % -16.67 % -2.28 % 0.5113 - - Long Windup 31.69%50.29 -4.6 -1.05 %
18-May-20 436.10 442.05 7,500 12,202,500 -8.38 % 50.00 % 0.91 % 0.5273 - - Short Buildup 29.67%39.55 5.95 1.36 %
15-May-20 443.90 482.50 5,000 12,092,500 0.00 % 0.00 % 4.00 % 0.5371 - - 28.85%51.86 38.6 8.7 %
14-May-20 458.60 482.50 5,000 11,627,500 0.00 % 300.00 % 1.16 % 0.5312 - - 25.82%43.94 23.9 5.21 %
13-May-20 444.05 482.50 1,250 11,493,750 0.00 % 0.00 % -0.12 % 0.5253 - - 37.92%37.09 38.45 8.66 %
12-May-20 443.15 482.50 1,250 11,507,500 0.00 % 0.00 % 3.25 % 0.5417 - - 37.97%41.49 39.35 8.88 %
11-May-20 446.55 482.50 1,250 11,145,000 0.00 % 0.00 % 1.66 % 0.5575 - - 40.08%51.74 35.95 8.05 %
08-May-20 446.80 482.50 1,250 10,962,500 0.00 % 0.00 % -0.76 % 0.5750 - - 39.68%57.42 35.7 7.99 %
07-May-20 441.90 482.50 1,250 11,046,250 0.00 % 0.00 % -3.96 % 0.5907 - - 32.68%48.48 40.6 9.19 %
06-May-20 455.70 482.50 1,250 11,501,250 0.00 % 0.00 % -0.53 % 0.5925 - - 31.27%58.26 26.8 5.88 %
05-May-20 452.50 482.50 1,250 11,562,500 0.00 % 0.00 % -0.23 % 0.6103 - - 41.68%69.33 30 6.63 %
04-May-20 468.75 482.50 1,250 11,588,750 0.00 % 0.00 % -3.71 % 0.6041 - - 46.48%71.19 13.75 2.93 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
60.63 Crore Rs. 75.48 Crore Rs. 78.16 Crore Rs. 79.08 Crore Rs. 82.19 Crore Rs. 68.75 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
54.99 % 49.83 % 46.91 % 44.39 % 46.57 % 42.09 % More details >>
 
 
DABUR Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
457.04 460.77 463.54 467.27 470.04 473.77 476.54
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
463.05 464.68 465.22 465.76 467.27 466.84 467.38 467.93 469.55
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
460.77 463.25 464.79 467.27 469.75 471.29 473.77
DeMark Pivot
Support 1 Pivot Point Resistance 1
462.15 466.58 468.65
 
 
DABUR Result / Events
Date Description Status
30-Jul-20Financial ResultsUpcoming
30-Jan-20Financial ResultsCompleted
05-Nov-19Financial Results/DividendCompleted
19-Jul-19Financial ResultsCompleted
02-May-19Financial Results/DividendCompleted
31-Jan-19Financial ResultsCompleted