FnO Contract Details

Expiry:
Symbol:

DLF analysis for the selected expiry [Oct-20] as on 23-Oct-20

DLF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 173.35 174.00 170.60 171.30 NA -0.70 % NA NA
29-Oct-20 173.45 174.00 170.65 171.50 26,848,800 -0.78 % -4.03 % Long Windup
26-Nov-20 173.90 174.45 171.35 172.10 2,748,900 -0.78 % 34.57 % Short Buildup
31-Dec-20 173.90 175.00 173.90 175.00 128,700 0.86 % 0.00 %
Cummulative NA NA NA NA 29,726,400 NA -1.40 % Long Windup
DLF Options OI PCR:  0.59   (Expiry : 29-Oct-20 )   PUT OI: 6,402,000   CALL OI: 10,843,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
175.00 2319900 12.12% 3.35 -27.17% Short Buildup
170.00 2105400 -12.48% 5.45 -21.01% Long Windup
180.00 1679700 -15.87% 1.95 -33.90% 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
175.00 2319900 12.12% 3.35 -27.17% Short Buildup
185.00 762300 2.67% 1.10 -38.89% Short Buildup
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
180.00 1679700 -15.87% 1.95 -33.90% Long Windup
170.00 2105400 -12.48% 5.45 -21.01% Long Windup
165.00 419100 -18.59% 8.50 -16.67% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
170.00 1082400 7.54% 3.85 -6.10% Short Buildup
160.00 1016400 -1.28% 1.00 -25.93% Long Windup
165.00 600600 -26.61% 2.05 -12.77% 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
170.00 1082400 7.54% 3.85 -6.10% Short Buildup
180.00 33000 11.11% 10.15 -4.25% Short Buildup
185.00 29700 12.50% 13.25 -11.67% 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
165.00 600600 -26.61% 2.05 -12.77% Long Windup
140.00 491700 -10.78% 0.10 -50.00% Long Windup
150.00 580800 -7.85% 0.35 -30.00% Long Windup
 
 
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 %
23-Oct-20 171.30 171.50 26,848,800 29,726,400 -0.78 % -4.03 % -1.40 % 0.6434 0.59 9.68 % Long Windup 8.11%11.80 0.2 0.12 %
22-Oct-20 172.50 172.85 27,977,400 30,148,800 0.06 % -3.40 % -1.53 % 0.6449 0.59 7.20 % Short Covering 7.78%21.33 0.35 0.2 %
21-Oct-20 172.10 172.75 28,960,800 30,617,400 3.10 % 0.45 % 2.16 % 0.6466 0.59 5.41 % Long Buildup 11.39%36.70 0.65 0.38 %
20-Oct-20 167.45 167.55 28,832,100 29,970,600 1.36 % -4.70 % -4.09 % 0.6471 0.52 3.80 % Short Covering 16.03%42.33 0.1 0.06 %
19-Oct-20 164.70 165.30 30,254,400 31,247,700 1.19 % -1.22 % -0.07 % 0.6483 0.53 3.18 % Short Covering 8.26%17.55 0.6 0.36 %
16-Oct-20 162.55 163.35 30,627,300 31,270,800 5.08 % 12.61 % 12.76 % 0.6497 0.57 2.06 % Long Buildup 23.38%46.92 0.8 0.49 %
15-Oct-20 155.45 155.45 27,198,600 27,733,200 -2.54 % 1.24 % 1.34 % 0.6485 0.53 1.93 % Short Buildup 28.63%69.78 0 0 %
14-Oct-20 159.10 159.50 26,865,300 27,366,900 2.61 % -4.92 % -4.70 % 0.6494 0.55 1.83 % Short Covering 17.29%27.95 0.4 0.25 %
13-Oct-20 155.10 155.45 28,254,600 28,716,600 -0.58 % -2.36 % -2.31 % 0.6501 0.52 1.61 % Long Windup 9.32%9.66 0.35 0.23 %
12-Oct-20 155.85 156.35 28,937,700 29,396,400 -0.86 % 0.03 % 0.16 % 0.6517 0.56 1.56 % Short Buildup 8.66%10.46 0.5 0.32 %
09-Oct-20 157.00 157.70 28,927,800 29,350,200 -1.74 % 4.58 % 4.65 % 0.6533 0.55 1.44 % Short Buildup 18.78%38.47 0.7 0.45 %
08-Oct-20 159.80 160.50 27,660,600 28,046,700 0.75 % 0.06 % 0.02 % 0.6545 0.60 1.38 % Long Buildup 6.94%7.39 0.7 0.44 %
07-Oct-20 158.70 159.30 27,644,100 28,040,100 -2.78 % -5.59 % -5.43 % 0.6561 0.63 1.41 % Long Windup 12.02%13.27 0.6 0.38 %
06-Oct-20 162.90 163.85 29,280,900 29,650,500 2.41 % 8.41 % 8.24 % 0.6568 0.69 1.25 % Long Buildup 10.97%22.92 0.95 0.58 %
05-Oct-20 159.25 160.00 27,010,500 27,393,300 2.07 % 0.95 % 0.99 % 0.6577 0.73 1.40 % Long Buildup 13.68%18.56 0.75 0.47 %
01-Oct-20 155.90 156.75 26,756,400 27,126,000 2.22 % 0.10 % 0.22 % 0.6587 0.70 1.36 % Long Buildup 8.07%11.74 0.85 0.55 %
30-Sep-20 152.65 153.35 26,730,000 27,066,600 -1.45 % -0.33 % -0.18 % 0.6598 0.67 1.24 % Long Windup 7.34%10.92 0.7 0.46 %
29-Sep-20 154.85 155.60 26,819,100 27,116,100 -1.86 % -2.96 % -2.94 % 0.6611 0.71 1.10 % Long Windup 10.48%13.49 0.75 0.48 %
28-Sep-20 157.70 158.55 27,637,500 27,937,800 4.41 % -0.02 % 0.34 % 0.6623 0.72 1.07 % Long Buildup 15.35%25.44 0.85 0.54 %
25-Sep-20 151.35 151.85 27,644,100 27,842,100 3.48 % 1.37 % -1.56 % 0.6616 0.69 0.71 % Short Covering 7.25%12.87 0.5 0.33 %
24-Sep-20 146.25 146.75 27,271,200 28,284,300 -3.10 % 12.07 % -1.10 % 0.6617 0.73 - Long Windup 14.96%20.16 0.5 0.34 %
23-Sep-20 150.45 151.45 24,334,200 28,597,800 1.37 % 28.02 % -5.24 % 0.6622 0.69 - Short Covering 25.24%89.25 1 0.66 %
22-Sep-20 148.95 149.40 19,008,000 30,178,500 -1.97 % 98.28 % -2.93 % 0.6638 0.74 - Long Windup 13.20%23.81 0.45 0.3 %
21-Sep-20 151.90 152.40 9,586,500 31,089,300 -5.84 % 114.08 % -4.19 % 0.6649 0.76 - Long Windup 16.94%39.02 0.5 0.33 %
18-Sep-20 161.25 161.85 4,478,100 32,448,900 2.66 % 62.71 % 4.78 % 0.6616 1.00 - Long Buildup 11.38%35.99 0.6 0.37 %
17-Sep-20 156.85 157.65 2,752,200 30,967,200 -4.25 % 61.00 % -2.74 % 0.6622 0.92 - Long Windup 10.53%17.09 0.8 0.51 %
16-Sep-20 163.35 164.65 1,709,400 31,838,400 5.21 % 116.74 % 6.28 % 0.6616 1.83 - Long Buildup 11.97%34.80 1.3 0.8 %
15-Sep-20 155.55 156.50 788,700 29,957,400 0.61 % 9.63 % -1.04 % 0.6600 3.91 - Short Covering 7.02%9.38 0.95 0.61 %
14-Sep-20 155.70 155.55 719,400 30,270,900 0.78 % 0.46 % 0.05 % 0.6616 5.31 - Long Buildup 12.46%20.51 -0.15 -0.1 %
11-Sep-20 154.30 154.35 716,100 30,254,400 2.76 % 6.90 % -0.13 % 0.6631 6.00 - Short Covering 8.46%22.62 0.05 0.03 %
10-Sep-20 150.20 150.20 669,900 30,294,000 0.17 % 15.34 % 1.79 % 0.6638 6.54 - Long Buildup 7.26%10.60 0 0 %
09-Sep-20 150.10 149.95 580,800 29,762,700 -0.17 % 23.08 % 2.93 % 0.6655 6.85 - Short Buildup 7.86%11.93 -0.15 -0.1 %
08-Sep-20 150.25 150.20 471,900 28,914,600 -0.92 % 7.52 % 0.02 % 0.6671 8.45 - Short Buildup 12.25%14.36 -0.05 -0.03 %
07-Sep-20 152.15 151.60 438,900 28,908,000 -2.41 % 9.92 % 4.01 % 0.6686 10.11 - Short Buildup 15.40%26.25 -0.55 -0.36 %
04-Sep-20 154.85 155.35 399,300 27,792,600 -2.60 % 14.15 % 1.65 % 0.6698 13.67 - Short Buildup 18.99%30.18 0.5 0.32 %
03-Sep-20 158.65 159.50 349,800 27,340,500 -1.48 % 2.91 % 2.11 % 0.6707 16.40 - Short Buildup 18.68%23.48 0.85 0.54 %
02-Sep-20 161.10 161.90 339,900 26,776,200 0.50 % 15.73 % 7.78 % 0.6721 20.50 - Long Buildup 27.58%75.49 0.8 0.5 %
01-Sep-20 160.90 161.10 293,700 24,842,400 1.29 % -4.30 % 6.86 % 0.6738 24.33 - Long Buildup 16.95%47.02 0.2 0.12 %
31-Aug-20 158.35 159.05 306,900 23,248,500 -8.30 % 10.71 % 5.81 % 0.6751 23.67 - Short Buildup 29.16%95.13 0.7 0.44 %
28-Aug-20 173.05 173.45 277,200 21,971,400 -1.25 % 18.31 % -9.89 % 0.6660 19.33 - Long Windup 11.93%51.88 0.4 0.23 %
27-Aug-20 175.90 175.65 234,300 24,383,700 9.03 % 82.05 % -15.32 % 0.6673 12.33 - Short Covering 18.02%242.32 -0.25 -0.14 %
26-Aug-20 160.00 161.10 128,700 28,795,800 2.48 % 8.33 % 0.66 % 0.6566 18.00 - Long Buildup 14.10%23.94 1.1 0.69 %
25-Aug-20 156.40 157.20 118,800 28,607,700 -0.69 % 12.50 % -1.26 % 0.6575 18.00 - Long Windup 17.89%41.04 0.8 0.51 %
24-Aug-20 157.70 158.30 105,600 28,974,000 -2.70 % 6.67 % 1.40 % 0.6591 18.00 - Short Buildup 18.90%84.63 0.6 0.38 %
21-Aug-20 161.70 162.70 99,000 28,574,700 1.37 % 30.43 % -0.63 % 0.6599 - - Short Covering 31.78%53.57 1 0.62 %
20-Aug-20 160.90 160.50 75,900 28,756,200 1.49 % 27.78 % 1.22 % 0.6615 - - Long Buildup 19.77%56.61 -0.4 -0.25 %
19-Aug-20 157.55 158.15 59,400 28,409,700 -1.16 % 5.88 % -1.16 % 0.6625 - - Long Windup 16.48%24.51 0.6 0.38 %
18-Aug-20 157.15 160.00 56,100 28,743,000 9.44 % -15.00 % 7.85 % 0.6642 - - Long Buildup 14.86%91.53 2.85 1.81 %
17-Aug-20 147.15 146.20 66,000 26,650,800 2.42 % -4.76 % -0.98 % 0.6599 - - Short Covering 15.94%20.27 -0.95 -0.65 %
14-Aug-20 142.45 142.75 69,300 26,914,800 -4.26 % 40.00 % 0.44 % 0.6601 - - Short Buildup 34.11%48.53 0.3 0.21 %
13-Aug-20 147.75 149.10 49,500 26,796,000 1.26 % 0.00 % 1.82 % 0.6599 - - Long Buildup 16.63%19.39 1.35 0.91 %
12-Aug-20 146.55 147.25 49,500 26,317,500 -0.51 % 25.00 % 0.15 % 0.6614 - - Short Buildup 15.77%12.15 0.7 0.48 %
11-Aug-20 146.55 148.00 39,600 26,277,900 -0.87 % 33.33 % 0.62 % 0.6631 - - Short Buildup 18.34%16.82 1.45 0.99 %
10-Aug-20 148.65 149.30 29,700 26,116,200 4.44 % 0.00 % 3.38 % 0.6645 - - Long Buildup 28.78%62.14 0.65 0.44 %
07-Aug-20 141.85 142.95 29,700 25,261,500 -2.76 % 80.00 % 4.36 % 0.6631 - - Short Buildup 51.34%76.39 1.1 0.78 %
06-Aug-20 142.65 147.00 16,500 24,205,500 2.26 % 25.00 % 2.93 % 0.6647 - - Long Buildup 14.56%30.88 4.35 3.05 %
05-Aug-20 142.55 143.75 13,200 23,515,800 0.00 % 0.00 % 3.89 % 0.6664 - - 17.07%21.42 1.2 0.84 %
 
 
Average Delivery Volume
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
11.80 Crore Rs. 23.28 Crore Rs. 25.94 Crore Rs. 34.30 Crore Rs. 27.20 Crore Rs. 23.32 Crore Rs. More details >>
Average Delivery Percentage
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
8.11 % 9.42 % 10.66 % 15.26 % 14.45 % 13.22 % More details >>
 
 
DLF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Oct-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
166.75 168.7 170.1 172.05 173.45 175.4 176.8
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
169.83 170.66 170.94 171.22 172.05 171.78 172.06 172.34 173.18
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
168.7 169.98 170.77 172.05 173.33 174.12 175.4
DeMark Pivot
Support 1 Pivot Point Resistance 1
169.4 171.7 172.75
 
 
DLF Result / Events
Date Description Status
05-Feb-20Financial Results/DividendCompleted
29-Jul-19Financial ResultsCompleted
05-Feb-19Financial ResultsCompleted