FnO Contract Details

Expiry:
Symbol:

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

DLF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 258.10 262.00 257.10 260.70 NA 1.01 % NA NA
30-Jan-20 258.95 262.50 257.50 261.50 31,736,100 0.98 % -0.42 % Short Covering
27-Feb-20 259.55 263.55 259.55 262.50 2,745,600 0.96 % 21.11 % Long Buildup
26-Mar-20 261.50 263.00 261.50 262.75 145,200 0.94 % 10.00 % Long Buildup
Cummulative NA NA NA NA 34,626,900 NA 1.04 % Long Buildup
DLF Options OI PCR:  1.07   (Expiry : 30-Jan-20 )   PUT OI: 9,193,800   CALL OI: 8,619,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
260.00 1725900 -9.04% 4.90 12.64% Short Covering
265.00 1395900 37.79% 2.70 3.85% Long Buildup
270.00 1240800 -8.52% 1.40 -3.45% 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
265.00 1395900 37.79% 2.70 3.85% Long Buildup
290.00 72600 15.79% 0.15 -40.00% Short Buildup
300.00 105600 6.67% 0.30 50.00% 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
260.00 1725900 -9.04% 4.90 12.64% Short Covering
255.00 356400 -28.95% 8.25 14.58% Short Covering
270.00 1240800 -8.52% 1.40 -3.45% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
250.00 1603800 -0.61% 1.15 -42.50% Long Windup
240.00 1082400 -1.50% 0.45 -40.00% Long Windup
230.00 1046100 -10.96% 0.20 -42.86% 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
260.00 957000 4.69% 3.55 -35.45% Short Buildup
255.00 801900 1.67% 2.00 -41.18% Short Buildup
270.00 29700 50.00% 9.60 -31.43% 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
245.00 623700 -19.57% 0.70 -39.13% Long Windup
220.00 610500 -17.78% 0.15 -40.00% Long Windup
230.00 1046100 -10.96% 0.20 -42.86% 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-Jan-20 260.70 261.50 31,736,100 34,626,900 0.98 % -0.42 % 1.04 % 0.3471 1.07 8.35 % Long Buildup 6.88%9.15 0.8 0.31 %
22-Jan-20 258.10 258.95 31,871,400 34,270,500 0.37 % -1.01 % -0.04 % 0.3548 1.11 7.00 % Short Covering 21.08%29.79 0.85 0.33 %
21-Jan-20 257.10 258.00 32,198,100 34,283,700 -0.65 % -5.20 % -4.79 % 0.3656 1.11 6.08 % Long Windup 28.12%38.95 0.9 0.35 %
20-Jan-20 258.95 259.70 33,963,600 36,009,600 -0.97 % -2.39 % -2.16 % 0.3757 1.12 5.68 % Long Windup 10.56%16.67 0.75 0.29 %
17-Jan-20 261.25 262.25 34,795,200 36,804,900 1.08 % -1.47 % -1.00 % 0.3846 1.09 5.46 % Short Covering 12.14%18.30 1 0.38 %
16-Jan-20 258.15 259.45 35,313,300 37,177,800 0.91 % -1.92 % -1.58 % 0.3912 1.15 5.02 % Short Covering 14.66%19.81 1.3 0.5 %
15-Jan-20 255.90 257.10 36,003,000 37,775,100 0.57 % -0.17 % 0.16 % 0.4012 1.10 4.69 % Long Buildup 12.98%23.32 1.2 0.47 %
14-Jan-20 254.55 255.65 36,065,700 37,715,700 1.11 % -0.34 % -0.03 % 0.4131 1.03 4.37 % Short Covering 16.01%27.88 1.1 0.43 %
13-Jan-20 252.80 252.85 36,187,800 37,728,900 3.42 % -1.31 % -0.26 % 0.4247 1.05 4.08 % Short Covering 32.10%117.41 0.05 0.02 %
10-Jan-20 244.20 244.50 36,666,300 37,827,900 2.15 % 0.01 % 1.09 % 0.4050 0.86 3.07 % Long Buildup 32.42%117.13 0.3 0.12 %
09-Jan-20 238.25 239.35 36,663,000 37,418,700 4.82 % 8.86 % 9.58 % 0.4004 0.75 2.02 % Long Buildup 22.54%49.38 1.1 0.46 %
08-Jan-20 227.65 228.35 33,679,800 34,148,400 1.02 % 0.36 % 0.54 % 0.3497 0.73 1.37 % Long Buildup 17.73%25.52 0.7 0.31 %
07-Jan-20 225.50 226.05 33,557,700 33,963,600 1.73 % -2.18 % -1.98 % 0.3577 0.67 1.20 % Short Covering 12.13%12.72 0.55 0.24 %
06-Jan-20 220.95 222.20 34,306,800 34,650,000 -3.24 % -2.37 % -2.27 % 0.3556 0.72 0.99 % Long Windup 31.63%52.78 1.25 0.57 %
03-Jan-20 228.60 229.65 35,138,400 35,455,200 -2.17 % -1.56 % -1.62 % 0.3280 0.66 0.89 % Long Windup 19.15%18.78 1.05 0.46 %
02-Jan-20 233.75 234.75 35,696,100 36,039,300 2.56 % 1.32 % 1.52 % 0.3227 0.68 0.95 % Long Buildup 18.15%19.14 1 0.43 %
01-Jan-20 227.55 228.90 35,230,800 35,501,400 -1.63 % -1.72 % -1.70 % 0.3098 0.62 0.76 % Long Windup 17.76%15.20 1.35 0.59 %
31-Dec-19 230.90 232.70 35,847,900 36,115,200 -0.83 % -0.98 % -0.91 % 0.3094 0.61 0.74 % Long Windup 29.31%36.94 1.8 0.78 %
30-Dec-19 233.25 234.65 36,204,300 36,448,500 0.02 % -0.07 % -0.02 % 0.3166 0.63 0.67 % Short Covering 12.04%13.16 1.4 0.6 %
27-Dec-19 232.90 234.60 36,230,700 36,455,100 2.65 % 6.69 % 4.35 % 0.3266 0.60 0.62 % Long Buildup 21.36%33.44 1.7 0.73 %
26-Dec-19 226.75 228.55 33,960,300 34,935,500 -0.76 % 24.02 % -1.94 % 0.3197 0.70 - Long Windup 21.19%23.30 1.8 0.79 %
24-Dec-19 228.65 230.30 27,383,400 35,626,200 0.66 % 54.78 % -0.35 % 0.3258 0.79 - Short Covering 5.40%7.13 1.65 0.72 %
23-Dec-19 227.30 228.80 17,691,300 35,752,500 -1.44 % 96.59 % -0.71 % 0.3349 0.89 - Long Windup 11.93%20.23 1.5 0.66 %
20-Dec-19 230.55 232.15 8,999,100 36,007,600 0.89 % 74.92 % -1.21 % 0.3379 0.80 - Short Covering 16.92%27.28 1.6 0.69 %
19-Dec-19 228.40 230.10 5,144,700 36,448,200 0.26 % 137.29 % -1.06 % 0.3435 0.90 - Short Covering 16.90%15.07 1.7 0.74 %
18-Dec-19 227.80 229.50 2,168,100 36,840,000 -1.06 % 12.12 % -4.15 % 0.3539 0.78 - Long Windup 16.44%28.20 1.7 0.75 %
17-Dec-19 229.90 231.95 1,933,800 38,433,600 -0.17 % 23.63 % -0.38 % 0.3611 0.86 - Long Windup 19.36%22.82 2.05 0.89 %
16-Dec-19 230.25 232.35 1,564,200 38,579,200 0.67 % 14.77 % -0.33 % 0.3724 0.88 - Short Covering 11.75%20.05 2.1 0.91 %
13-Dec-19 228.95 230.80 1,362,900 38,705,800 1.85 % 34.53 % 4.99 % 0.3830 1.11 - Long Buildup 15.31%50.69 1.85 0.81 %
12-Dec-19 224.90 226.60 1,013,100 36,867,700 0.24 % 18.53 % 1.74 % 0.3823 1.00 - Long Buildup 14.34%34.91 1.7 0.76 %
11-Dec-19 223.35 226.05 854,700 36,237,900 3.43 % 25.73 % 9.42 % 0.3943 0.77 - Long Buildup 27.65%75.90 2.7 1.21 %
10-Dec-19 216.80 218.55 679,800 33,118,200 -0.07 % 24.85 % -2.36 % 0.3679 0.75 - Long Windup 12.46%19.53 1.75 0.81 %
09-Dec-19 217.15 218.70 544,500 33,920,400 -0.55 % 6.45 % -4.31 % 0.3795 1.00 - Long Windup 14.31%25.95 1.55 0.71 %
06-Dec-19 218.40 219.90 511,500 35,449,300 -1.30 % 78.16 % -3.29 % 0.3905 1.67 - Long Windup 12.98%25.84 1.5 0.69 %
05-Dec-19 221.10 222.80 287,100 36,657,000 0.27 % 0.00 % -1.91 % 0.3985 1.33 - Short Covering 17.76%33.66 1.7 0.77 %
04-Dec-19 220.25 222.20 287,100 37,370,500 0.84 % 2.35 % 2.17 % 0.4110 1.33 - Long Buildup 13.31%32.04 1.95 0.89 %
03-Dec-19 218.90 220.35 280,500 36,575,800 0.32 % -3.41 % 0.08 % 0.4225 2.00 - Long Buildup 17.10%33.21 1.45 0.66 %
02-Dec-19 218.10 219.65 290,400 36,546,800 -0.88 % 27.54 % -0.19 % 0.4356 4.00 - Long Windup 24.04%30.91 1.55 0.71 %
29-Nov-19 219.70 221.60 227,700 36,615,700 0.80 % 56.82 % -1.32 % 0.4481 4.00 - Short Covering 11.72%30.13 1.9 0.86 %
28-Nov-19 217.95 219.85 145,200 37,105,200 1.20 % 18.92 % 2.60 % 0.4584 - - Long Buildup 21.81%47.85 1.9 0.87 %
27-Nov-19 215.85 217.25 122,100 36,163,700 -0.28 % 8.82 % -8.13 % 0.4705 - - Long Windup 26.42%46.82 1.4 0.65 %
26-Nov-19 220.05 217.85 112,200 39,365,400 -1.69 % 13.33 % -4.74 % 0.4763 - - Long Windup 74.67%1,213.40 -2.2 -1 %
25-Nov-19 220.35 221.60 99,000 41,323,400 2.24 % 42.86 % 10.57 % 0.4912 - - Long Buildup 17.75%95.48 1.25 0.57 %
22-Nov-19 217.25 216.75 69,300 37,373,700 -0.98 % 23.53 % 5.37 % 0.5019 - - Short Buildup 19.35%31.36 -0.5 -0.23 %
21-Nov-19 216.85 218.90 56,100 35,470,500 -0.05 % 6.25 % 9.18 % 0.5176 - - Short Buildup 25.81%63.16 2.05 0.95 %
20-Nov-19 212.10 219.00 52,800 32,488,000 1.62 % 6.67 % -4.30 % 0.5230 - - Short Covering 35.78%75.60 6.9 3.25 %
19-Nov-19 214.95 215.50 49,500 33,946,300 0.21 % 66.67 % -4.16 % 0.5356 - - Short Covering 34.13%70.62 0.55 0.26 %
18-Nov-19 216.00 215.05 29,700 35,418,900 1.51 % 50.00 % 1.64 % 0.5519 - - Long Buildup 27.92%73.52 -0.95 -0.44 %
15-Nov-19 211.75 211.85 19,800 34,849,000 0.00 % 0.00 % -0.65 % 0.5611 - - 23.52%61.69 0.1 0.05 %
13-Nov-19 202.20 202.80 19,800 34,991,800 0.00 % 0.00 % 0.22 % 0.5719 - - 32.79%145.95 0.6 0.3 %
 
 
Average Delivery Volume
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
9.15 Crore Rs. 25.96 Crore Rs. 22.57 Crore Rs. 22.98 Crore Rs. 38.92 Crore Rs. 34.23 Crore Rs. More details >>
Average Delivery Percentage
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
6.88 % 18.92 % 15.68 % 15.21 % 21.11 % 21.46 % More details >>
 
 
DLF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Jan-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
253.5 255.5 258.5 260.5 263.5 265.5 268.5
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
259 260.25 260.67 261.08 260.5 261.92 262.33 262.75 264
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
255.5 257.41 258.59 260.5 262.41 263.59 265.5
DeMark Pivot
Support 1 Pivot Point Resistance 1
259.5 261 264.5
 
 
DLF Result / Events
Date Description Status
29-Jul-19Financial ResultsCompleted
05-Feb-19Financial ResultsCompleted