FnO Contract Details

Expiry:
Symbol:

DLF analysis for the selected expiry [Jan-21] as on 15-Jan-21

DLF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 281.60 286.90 274.70 279.45 NA -0.76 % NA NA
28-Jan-21 281.25 287.40 275.70 280.70 22,911,900 -0.76 % -3.21 % Long Windup
25-Feb-21 282.00 287.85 276.35 280.75 884,400 -0.90 % 4.69 % Short Buildup
25-Mar-21 285.00 285.00 280.10 280.10 49,500 -1.37 % 25.00 % Short Buildup
Cummulative NA NA NA NA 23,845,800 NA -2.89 % Long Windup
DLF Options OI PCR:  0.82   (Expiry : 28-Jan-21 )   PUT OI: 10,899,900   CALL OI: 13,219,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
290.00 1722600 -3.15% 11.05 -11.60% Long Windup
300.00 1600500 -26.40% 7.75 -14.36% Long Windup
270.00 1174800 -5.32% 20.80 -6.94% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
320.00 349800 100.00% 3.65 -17.05% Short Buildup
285.00 653400 12.50% 13.15 -9.93% Short Buildup
325.00 69300 61.54% 2.75 -27.63% 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
300.00 1600500 -26.40% 7.75 -14.36% Long Windup
310.00 1098900 -20.33% 5.40 -14.29% Long Windup
295.00 462000 -15.66% 9.30 -13.08% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
220.00 2220900 -0.59% 0.95 0.00%
250.00 1221000 3.35% 4.05 -1.22% Short Buildup
260.00 950400 0.35% 6.55 1.55% 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
270.00 914100 27.06% 10.20 3.55% Long Buildup
250.00 1221000 3.35% 4.05 -1.22% Short Buildup
230.00 762300 3.59% 1.50 -6.25% 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
240.00 861300 -12.71% 2.45 -5.77% Long Windup
280.00 561000 -12.37% 14.55 2.46% Short Covering
275.00 151800 -25.81% 12.20 2.52% Short Covering
 
 
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 %
15-Jan-21 279.45 280.70 22,911,900 23,845,800 -0.76 % -3.21 % -2.89 % 0.6251 0.82 3.92 % Long Windup 10.14%52.77 1.25 0.45 %
14-Jan-21 281.60 282.85 23,670,900 24,555,300 0.41 % -2.41 % -1.92 % 0.6266 0.77 3.60 % Short Covering 7.49%38.08 1.25 0.44 %
13-Jan-21 280.45 281.70 24,255,000 25,037,100 4.94 % -2.31 % -1.79 % 0.6282 0.77 3.12 % Short Covering 8.05%120.05 1.25 0.45 %
12-Jan-21 267.55 268.45 24,829,200 25,492,500 8.31 % -4.21 % -3.05 % 0.6265 0.93 2.60 % Short Covering 11.41%169.94 0.9 0.34 %
11-Jan-21 246.95 247.85 25,921,500 26,294,400 -0.06 % -3.82 % -3.91 % 0.6186 0.73 1.42 % Long Windup 13.24%43.76 0.9 0.36 %
08-Jan-21 248.30 248.00 26,951,100 27,363,600 1.06 % -0.78 % -0.64 % 0.6201 0.70 1.51 % Short Covering 18.73%69.98 -0.3 -0.12 %
07-Jan-21 245.40 245.40 27,162,300 27,538,500 1.34 % 0.17 % 0.30 % 0.6215 0.70 1.37 % Long Buildup 27.44%108.83 0 0 %
06-Jan-21 241.05 242.15 27,116,100 27,456,000 -0.12 % 0.11 % 0.16 % 0.6226 0.40 1.24 % Short Buildup 12.03%37.70 1.1 0.46 %
05-Jan-21 241.75 242.45 27,086,400 27,413,100 -0.92 % 1.31 % 1.42 % 0.6241 0.41 1.19 % Short Buildup 17.83%73.84 0.7 0.29 %
04-Jan-21 244.30 244.70 26,736,600 27,030,300 2.19 % -1.24 % -1.00 % 0.6255 0.46 1.09 % Short Covering 14.87%62.40 0.4 0.16 %
01-Jan-21 238.35 239.45 27,073,200 27,304,200 2.39 % 3.30 % -9.31 % 0.6262 0.49 0.85 % Short Covering 10.55%25.18 1.1 0.46 %
31-Dec-20 232.85 233.85 26,208,600 30,105,900 -1.43 % 7.41 % -1.93 % 0.6270 0.47 - Long Windup 15.33%42.79 1 0.43 %
30-Dec-20 235.95 237.25 24,400,200 30,699,900 2.11 % 16.92 % 2.17 % 0.6283 0.53 - Long Buildup 8.73%18.69 1.3 0.55 %
29-Dec-20 231.45 232.35 20,869,200 30,046,500 -0.85 % 58.26 % 2.34 % 0.6293 0.63 - Short Buildup 9.15%24.51 0.9 0.39 %
28-Dec-20 233.20 234.35 13,186,800 29,360,100 3.12 % 75.73 % 2.76 % 0.6308 0.37 - Long Buildup 6.43%41.63 1.15 0.49 %
24-Dec-20 226.10 227.25 7,504,200 28,571,400 -1.28 % 132.52 % 2.40 % 0.6310 0.44 - Short Buildup 6.10%17.15 1.15 0.51 %
23-Dec-20 228.85 230.20 3,227,400 27,901,500 3.86 % 16.71 % 3.87 % 0.6324 0.66 - Long Buildup 7.90%32.50 1.35 0.59 %
22-Dec-20 219.35 221.65 2,765,400 26,862,000 2.66 % 16.55 % 2.27 % 0.6314 0.61 - Long Buildup 22.17%95.96 2.3 1.05 %
21-Dec-20 214.80 215.90 2,372,700 26,264,700 -7.30 % 19.63 % -9.31 % 0.6323 0.54 - Long Windup 22.56%86.11 1.1 0.51 %
18-Dec-20 231.40 232.90 1,983,300 28,960,800 -0.56 % 16.02 % 0.00 % 0.6259 0.79 - 14.50%32.18 1.5 0.65 %
17-Dec-20 234.30 234.20 1,709,400 28,960,800 -1.14 % 23.92 % -2.30 % 0.6272 0.84 - Long Windup 24.49%127.90 -0.1 -0.04 %
16-Dec-20 235.40 236.90 1,379,400 29,643,900 9.96 % 234.40 % -0.44 % 0.6287 0.98 - Short Covering 21.49%349.74 1.5 0.64 %
15-Dec-20 214.55 215.45 412,500 29,775,900 0.30 % 6.84 % -5.20 % 0.6177 1.78 - Short Covering 16.86%44.92 0.9 0.42 %
14-Dec-20 213.50 214.80 386,100 31,409,400 -1.98 % 14.71 % 3.31 % 0.6192 2.00 - Short Buildup 23.35%37.35 1.3 0.61 %
11-Dec-20 218.80 219.15 336,600 30,402,900 -0.07 % -9.73 % -4.69 % 0.6199 2.29 - Long Windup 18.51%85.81 0.35 0.16 %
10-Dec-20 217.90 219.30 372,900 31,897,800 2.84 % 8.65 % 2.23 % 0.6214 - - Long Buildup 18.40%57.07 1.4 0.64 %
09-Dec-20 212.20 213.25 343,200 31,201,500 2.28 % 7.22 % 4.22 % 0.6219 - - Long Buildup 16.73%45.26 1.05 0.49 %
08-Dec-20 206.50 208.50 320,100 29,937,600 -0.95 % 8.99 % 0.51 % 0.6224 - - Short Buildup 20.89%45.49 2 0.97 %
07-Dec-20 208.15 210.50 293,700 29,785,800 -1.10 % 5.95 % 0.12 % 0.6238 - - Short Buildup 25.91%51.38 2.35 1.13 %
04-Dec-20 211.30 212.85 277,200 29,749,500 4.16 % 20.00 % -4.55 % 0.6251 - - Short Covering 30.23%136.40 1.55 0.73 %
03-Dec-20 203.00 204.35 231,000 31,168,500 1.06 % -2.78 % 3.62 % 0.6243 - - Long Buildup 30.24%90.57 1.35 0.67 %
02-Dec-20 200.85 202.20 237,600 30,079,500 3.08 % -20.88 % 4.25 % 0.6257 - - Long Buildup 16.52%53.13 1.35 0.67 %
01-Dec-20 195.10 196.15 300,300 28,851,900 4.61 % 35.82 % 1.33 % 0.6260 - - Long Buildup 18.00%67.51 1.05 0.54 %
27-Nov-20 187.20 187.50 221,100 28,472,400 0.81 % 4.69 % -1.68 % 0.6251 - - Short Covering 20.16%62.03 0.3 0.16 %
26-Nov-20 184.45 186.00 211,200 28,957,500 0.13 % 56.10 % 0.78 % 0.6264 - - Long Buildup 12.28%23.05 1.55 0.84 %
25-Nov-20 182.85 185.75 135,300 28,733,100 -3.03 % 10.81 % -1.52 % 0.6278 - - Long Windup 18.98%44.59 2.9 1.59 %
24-Nov-20 189.50 191.55 122,100 29,175,300 2.46 % 0.00 % 2.15 % 0.6275 - - Long Buildup 20.69%46.81 2.05 1.08 %
23-Nov-20 186.10 186.95 122,100 28,561,500 0.00 % 0.00 % -10.46 % 0.6286 - - 24.65%51.49 0.85 0.46 %
20-Nov-20 181.95 186.95 122,100 31,897,800 0.00 % 0.00 % -8.06 % 0.6295 - - 25.26%59.68 5 2.75 %
19-Nov-20 184.90 186.95 122,100 34,692,900 -1.48 % 37.04 % 9.42 % 0.6307 - - Short Buildup 14.55%87.94 2.05 1.11 %
18-Nov-20 190.75 189.75 89,100 31,706,400 0.13 % 0.00 % 2.30 % 0.6308 - - Long Buildup 15.93%64.69 -1 -0.52 %
17-Nov-20 188.35 189.50 89,100 30,993,600 1.31 % 58.82 % -0.70 % 0.6322 - - Short Covering 24.97%62.65 1.15 0.61 %
14-Nov-20 184.60 187.05 56,100 31,211,400 1.44 % 13.33 % 0.25 % 0.6332 - - Long Buildup 34.41%10.81 2.45 1.33 %
13-Nov-20 184.65 184.40 49,500 31,132,200 0.41 % 0.00 % 4.29 % 0.6348 - - Long Buildup 15.48%28.78 -0.25 -0.14 %
12-Nov-20 182.65 183.65 49,500 29,851,800 1.77 % 15.38 % 6.52 % 0.6362 - - Long Buildup 14.51%35.37 1 0.55 %
11-Nov-20 182.90 180.45 42,900 28,023,600 -0.41 % 30.00 % -6.11 % 0.6378 - - Long Windup 28.13%80.88 -2.45 -1.34 %
10-Nov-20 180.50 181.20 33,000 29,848,500 4.44 % 66.67 % 7.26 % 0.6391 - - Long Buildup 24.53%68.64 0.7 0.39 %
09-Nov-20 172.80 173.50 19,800 27,828,900 2.33 % 20.00 % 0.02 % 0.6380 - - Long Buildup 24.35%50.54 0.7 0.41 %
06-Nov-20 167.90 169.55 16,500 27,822,300 1.41 % -16.67 % -1.50 % 0.6384 - - Short Covering 27.06%46.09 1.65 0.98 %
05-Nov-20 165.80 167.20 19,800 28,244,700 0.18 % 20.00 % 4.30 % 0.6398 - - Long Buildup 37.55%82.94 1.4 0.84 %
04-Nov-20 162.80 166.90 16,500 27,079,800 0.00 % 0.00 % 4.60 % 0.6409 - - 23.60%33.29 4.1 2.52 %
03-Nov-20 163.65 166.90 16,500 25,888,500 0.91 % 66.67 % -3.67 % 0.6425 - - Short Covering 13.70%24.31 3.25 1.99 %
02-Nov-20 164.80 165.40 9,900 26,875,200 6.37 % 0.00 % -8.86 % 0.6440 - - Short Covering 10.68%52.75 0.6 0.36 %
30-Oct-20 158.30 155.50 9,900 29,488,800 0.00 % 0.00 % -0.99 % 0.6434 - - 19.06%45.69 -2.8 -1.77 %
 
 
Average Delivery Volume
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
52.77 Crore Rs. 70.30 Crore Rs. 84.92 Crore Rs. 80.14 Crore Rs. 66.46 Crore Rs. 62.95 Crore Rs. More details >>
Average Delivery Percentage
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
10.14 % 8.37 % 9.85 % 12.04 % 12.57 % 13.25 % More details >>
 
 
DLF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 18-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
263.44 269.57 275.14 281.27 286.84 292.97 298.54
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
274.85 277.78 278.75 279.73 281.27 281.68 282.65 283.63 286.55
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
269.57 274.04 276.8 281.27 285.74 288.5 292.97
DeMark Pivot
Support 1 Pivot Point Resistance 1
272.35 279.88 284.05
 
 
DLF Result / Events
Date Description Status
30-Oct-20Financial ResultsCompleted
05-Feb-20Financial Results/DividendCompleted
29-Jul-19Financial ResultsCompleted
05-Feb-19Financial ResultsCompleted