FnO Contract Details

Expiry:
Symbol:

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

DLF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 154.00 154.75 149.50 151.25 NA -1.05 % NA NA
30-Jul-20 154.05 154.80 149.60 151.70 28,010,400 -0.91 % 0.95 % Short Buildup
27-Aug-20 153.30 153.30 149.65 151.75 217,800 -1.08 % 11.86 % Short Buildup
Cummulative NA NA NA NA 28,228,200 NA 1.03 % Short Buildup
DLF Options OI PCR:  0.46   (Expiry : 30-Jul-20 )   PUT OI: 4,237,200   CALL OI: 9,240,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
170.00 1597200 8.04% 2.80 -15.15% Short Buildup
160.00 1382700 15.75% 5.20 -11.86% Short Buildup
200.00 986700 16.34% 0.55 -15.38% 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
160.00 1382700 15.75% 5.20 -11.86% Short Buildup
155.00 597300 34.07% 7.05 -11.32% Short Buildup
200.00 986700 16.34% 0.55 -15.38% 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
185.00 36300 -21.43% 1.00 -23.08% Long Windup
162.50 102300 -3.13% 4.45 -14.42% Long Windup
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
140.00 924000 6.87% 3.80 5.56% Long Buildup
130.00 745800 5.12% 1.65 3.12% Long Buildup
150.00 603900 9.58% 7.65 7.75% 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
145.00 343200 42.47% 5.40 9.09% Long Buildup
140.00 924000 6.87% 3.80 5.56% Long Buildup
150.00 603900 9.58% 7.65 7.75% 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
155.00 115500 -14.63% 10.50 7.69% Short Covering
137.50 36300 -8.33% 3.20 -3.03% Long Windup
None
 
 
DLF 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-20 151.25 151.70 28,010,400 28,228,200 -0.91 % 0.95 % 1.03 % 0.6933 0.46 0.77 % Short Buildup 18.44%18.68 0.45 0.3 %
02-Jul-20 152.85 153.10 27,746,400 27,941,100 1.63 % 0.30 % 0.30 % 0.6949 0.48 0.70 % Long Buildup 15.41%13.55 0.25 0.16 %
01-Jul-20 150.25 150.65 27,663,900 27,858,600 1.69 % 1.82 % 1.86 % 0.6963 0.48 0.70 % Long Buildup 10.41%11.46 0.4 0.27 %
30-Jun-20 148.05 148.15 27,168,900 27,350,400 -2.15 % 1.60 % 1.76 % 0.6977 0.47 0.66 % Short Buildup 24.91%25.78 0.1 0.07 %
29-Jun-20 151.50 151.40 26,739,900 26,878,500 -2.10 % 0.26 % 0.27 % 0.6988 0.47 0.52 % Short Buildup 15.57%12.66 -0.1 -0.07 %
26-Jun-20 154.40 154.65 26,670,600 26,805,900 -1.97 % 1.81 % -4.15 % 0.7001 0.53 0.50 % Long Windup 15.18%24.67 0.25 0.16 %
25-Jun-20 157.25 157.75 26,195,400 27,967,500 -1.68 % 26.91 % -2.16 % 0.7014 0.50 - Long Windup 18.37%30.66 0.5 0.32 %
24-Jun-20 160.05 160.45 20,641,500 28,584,600 -5.09 % 83.75 % -7.23 % 0.7027 0.41 - Long Windup 14.46%32.10 0.4 0.25 %
23-Jun-20 168.65 169.05 11,233,200 30,812,100 5.26 % 100.71 % 3.21 % 0.7009 0.50 - Long Buildup 16.08%43.80 0.4 0.24 %
22-Jun-20 159.95 160.60 5,596,800 29,855,100 -0.96 % 50.89 % -2.09 % 0.6990 0.48 - Long Windup 15.26%31.43 0.65 0.41 %
19-Jun-20 161.80 162.15 3,709,200 30,492,000 9.34 % 58.53 % 7.07 % 0.7006 - - Long Buildup 16.40%60.00 0.35 0.22 %
18-Jun-20 147.70 148.30 2,339,700 28,479,000 -1.17 % 26.61 % 3.04 % 0.6914 1.22 - Short Buildup 20.18%19.28 0.6 0.41 %
17-Jun-20 150.05 150.05 1,848,000 27,637,500 2.14 % 124.90 % 5.72 % 0.6928 1.69 - Long Buildup 13.61%16.00 0 0 %
16-Jun-20 146.60 146.90 821,700 26,142,600 0.41 % 57.59 % -0.16 % 0.6938 1.76 - Short Covering 10.51%13.29 0.3 0.2 %
15-Jun-20 145.90 146.30 521,400 26,185,500 -4.91 % 18.80 % 2.67 % 0.6955 0.60 - Short Buildup 18.56%31.45 0.4 0.27 %
12-Jun-20 154.05 153.85 438,900 25,505,700 1.92 % -5.67 % 1.19 % 0.6934 0.44 - Long Buildup 19.48%33.72 -0.2 -0.13 %
11-Jun-20 150.75 150.95 465,300 25,205,400 -3.91 % 2.92 % -3.08 % 0.6945 0.50 - Long Windup 22.18%45.28 0.2 0.13 %
10-Jun-20 156.80 157.10 452,100 26,007,300 2.88 % -6.16 % 1.43 % 0.6942 0.50 - Long Buildup 11.86%13.38 0.3 0.19 %
09-Jun-20 153.35 152.70 481,800 25,641,000 -0.23 % 2.10 % -2.86 % 0.6953 0.57 - Long Windup 18.00%29.39 -0.65 -0.42 %
08-Jun-20 152.95 153.05 471,900 26,396,700 -2.48 % 2.14 % -2.55 % 0.6970 0.67 - Long Windup 18.61%37.60 0.1 0.07 %
05-Jun-20 157.20 156.95 462,000 27,086,400 0.67 % 1.45 % 2.42 % 0.6978 0.50 - Long Buildup 6.49%25.37 -0.25 -0.16 %
04-Jun-20 156.35 155.90 455,400 26,446,200 0.00 % 15.00 % -1.10 % 0.6995 0.17 - 17.18%29.67 -0.45 -0.29 %
03-Jun-20 156.00 155.90 396,000 26,739,900 -0.98 % 12.15 % -4.83 % 0.7013 - - Long Windup 17.82%44.90 -0.1 -0.06 %
02-Jun-20 157.20 157.45 353,100 28,096,200 3.82 % 20.22 % 3.99 % 0.7029 1.00 - Long Buildup 10.51%17.61 0.25 0.16 %
01-Jun-20 152.20 151.65 293,700 27,017,100 2.16 % 50.85 % -6.44 % 0.7033 - - Short Covering 18.11%36.22 -0.55 -0.36 %
29-May-20 150.65 148.45 194,700 28,878,300 3.67 % 103.45 % 5.05 % 0.7447 - - Long Buildup 19.63%45.77 -2.2 -1.46 %
28-May-20 144.05 143.20 95,700 27,489,000 3.77 % 45.00 % 4.90 % 0.7391 - - Long Buildup 12.86%16.09 -0.85 -0.59 %
27-May-20 137.65 138.00 66,000 26,205,300 1.43 % 42.86 % 0.51 % 0.7312 - - Long Buildup 12.55%8.40 0.35 0.25 %
26-May-20 136.75 136.05 46,200 26,073,300 1.11 % 16.67 % -0.53 % 0.7531 - - Short Covering 14.90%9.37 -0.7 -0.51 %
22-May-20 135.15 134.55 39,600 26,211,900 -2.36 % 9.09 % 0.60 % 0.7746 - - Short Buildup 17.89%- -0.6 -0.44 %
21-May-20 138.60 137.80 36,300 26,056,800 3.26 % 0.00 % 0.64 % 0.7885 - - Long Buildup 9.66%7.85 -0.8 -0.58 %
20-May-20 139.25 133.45 36,300 25,891,800 -4.03 % 37.50 % 6.57 % 0.8124 - - Short Buildup 12.44%20.42 -5.8 -4.17 %
19-May-20 131.45 139.05 26,400 24,294,600 0.00 % 0.00 % 2.12 % 0.7884 - - 7.22%5.76 7.6 5.78 %
18-May-20 132.45 139.05 26,400 23,789,700 0.00 % 0.00 % -3.98 % 0.8123 - - 14.76%13.70 6.6 4.98 %
15-May-20 138.80 139.05 26,400 24,776,400 1.02 % 14.29 % -1.53 % 0.8068 - - Short Covering 16.23%18.22 0.25 0.18 %
14-May-20 137.05 137.65 23,100 25,162,500 -4.31 % 250.00 % -0.50 % 0.8299 - - Long Windup 20.12%24.00 0.6 0.44 %
13-May-20 141.10 143.85 6,600 25,287,900 9.06 % 100.00 % 3.40 % 0.8443 - - Long Buildup 20.36%32.05 2.75 1.95 %
12-May-20 136.95 131.90 3,300 24,456,300 0.00 % 0.00 % 2.01 % 0.8589 - - 13.70%14.47 -5.05 -3.69 %
11-May-20 133.35 131.90 3,300 23,974,500 0.00 % 0.00 % 0.97 % 0.8765 - - 14.61%12.76 -1.45 -1.09 %
08-May-20 130.15 131.90 3,300 23,743,500 0.00 % 0.00 % -1.80 % 0.8964 - - 11.49%8.80 1.75 1.34 %
07-May-20 129.15 131.90 3,300 24,179,100 0.00 % 0.00 % -0.08 % 0.9238 - - 12.28%9.34 2.75 2.13 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
18.68 Crore Rs. 14.56 Crore Rs. 16.43 Crore Rs. 21.20 Crore Rs. 26.16 Crore Rs. 27.12 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 >>
18.44 % 14.58 % 16.99 % 16.40 % 16.27 % 15.70 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREDark Cloud Cover-
SPOTDark Cloud Cover-
 
 
DLF 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
144.06 146.83 149.26 152.03 154.46 157.23 159.66
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
149.1 150.4 150.83 151.27 152.03 152.13 152.57 153 154.3
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
146.83 148.82 150.04 152.03 154.02 155.24 157.23
DeMark Pivot
Support 1 Pivot Point Resistance 1
148.05 151.43 153.25
 
 
DLF Result / Events
Date Description Status
05-Feb-20Financial Results/DividendCompleted
29-Jul-19Financial ResultsCompleted
05-Feb-19Financial ResultsCompleted