FnO Contract Details

Expiry:
Symbol:

DLF analysis for the selected expiry [Apr-20] as on 08-Apr-20

DLF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 137.00 146.80 136.85 138.00 NA -2.51 % NA NA
30-Apr-20 137.00 147.70 137.00 138.40 25,231,800 -2.47 % -1.70 % Long Windup
28-May-20 139.00 147.00 138.00 138.95 151,800 -1.94 % -33.33 % Long Windup
25-Jun-20 0.00 0.00 0.00 138.05 3,300 0.00 % 0.00 %
Cummulative NA NA NA NA 25,386,900 NA -1.98 % Long Windup
DLF Options OI PCR:  0.92   (Expiry : 30-Apr-20 )   PUT OI: 2,574,000   CALL OI: 2,801,700 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
150.00 937200 11.81% 5.45 -16.79% Short Buildup
160.00 666600 -7.76% 3.00 -18.92% Long Windup
140.00 419100 -27.84% 9.65 -16.09% 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
150.00 937200 11.81% 5.45 -16.79% Short Buildup
200.00 244200 37.04% 0.35 -12.50% Short Buildup
170.00 132000 37.93% 1.80 -12.20% 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
140.00 419100 -27.84% 9.65 -16.09% Long Windup
160.00 666600 -7.76% 3.00 -18.92% Long Windup
145.00 59400 -30.77% 7.30 -17.05% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
130.00 729300 -1.78% 7.75 13.14% Short Covering
120.00 485100 0.68% 4.80 2.13% Long Buildup
100.00 214500 4.84% 1.85 -13.95% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
135.00 194700 15.69% 9.30 14.81% Long Buildup
100.00 214500 4.84% 1.85 -13.95% Short Buildup
150.00 36300 22.22% 17.75 27.70% 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
130.00 729300 -1.78% 7.75 13.14% Short Covering
140.00 198000 -6.25% 11.30 17.10% Short Covering
105.00 9900 -25.00% 2.60 -27.78% 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 %
08-Apr-20 138.00 138.40 25,231,800 25,386,900 -2.47 % -1.70 % -1.98 % 1.0588 0.92 0.61 % Long Windup 15.69%17.20 0.4 0.29 %
07-Apr-20 141.55 141.90 25,667,400 25,898,400 7.58 % -0.36 % -0.22 % 1.0851 0.90 0.89 % Short Covering 17.68%16.06 0.35 0.25 %
03-Apr-20 132.10 131.90 25,759,800 25,954,500 -0.83 % -1.93 % -1.88 % 1.0684 - 0.75 % Long Windup 21.79%18.86 -0.2 -0.15 %
01-Apr-20 132.55 133.00 26,268,000 26,452,800 -3.03 % -2.33 % -2.10 % 1.1018 0.91 0.70 % Long Windup 21.07%15.55 0.45 0.34 %
31-Mar-20 137.45 137.15 26,895,000 27,020,400 4.57 % 1.67 % 1.74 % 1.1229 0.88 0.46 % Long Buildup 24.17%27.66 -0.3 -0.22 %
30-Mar-20 130.75 131.15 26,452,800 26,558,400 -5.51 % -1.76 % -1.88 % 1.1327 0.83 0.40 % Long Windup 17.17%17.37 0.4 0.31 %
27-Mar-20 138.75 138.80 26,928,000 27,066,600 0.51 % -7.09 % -18.86 % 1.1326 0.78 0.51 % Short Covering 25.19%50.57 0.05 0.04 %
26-Mar-20 138.15 138.10 28,983,900 33,356,400 10.17 % 6.11 % -3.93 % 1.1680 2.72 - Short Covering 21.37%49.62 -0.05 -0.04 %
25-Mar-20 123.80 125.35 27,314,100 34,719,300 3.25 % 92.35 % 8.72 % 1.0822 2.00 - Long Buildup 25.31%45.80 1.55 1.25 %
24-Mar-20 120.80 121.40 14,199,900 31,934,100 -3.92 % 89.48 % -1.66 % 1.1099 1.13 - Long Windup 23.14%36.71 0.6 0.5 %
23-Mar-20 126.15 126.35 7,494,300 32,472,000 -9.62 % 55.34 % -9.41 % 1.1255 1.14 - Long Windup 40.55%35.40 0.2 0.16 %
20-Mar-20 139.80 139.80 4,824,600 35,844,600 9.09 % 54.71 % 2.38 % 1.0496 1.43 - Long Buildup 18.86%47.84 0 0 %
19-Mar-20 128.45 128.15 3,118,500 35,009,700 -8.46 % 33.66 % -0.24 % 1.0032 1.14 - Long Windup 27.16%37.93 -0.3 -0.23 %
18-Mar-20 140.15 140.00 2,333,100 35,092,200 -3.28 % 22.96 % -3.15 % 0.9462 1.00 - Long Windup 27.59%36.14 -0.15 -0.11 %
17-Mar-20 144.60 144.75 1,897,500 36,234,000 -3.18 % 10.79 % -4.09 % 0.9642 0.75 - Long Windup 29.46%38.00 0.15 0.1 %
16-Mar-20 149.00 149.50 1,712,700 37,778,400 -10.59 % 34.11 % -1.21 % 0.9839 0.50 - Long Windup 22.52%23.70 0.5 0.34 %
13-Mar-20 166.75 167.20 1,277,100 38,240,400 5.46 % 1.84 % -3.61 % 0.8571 - - Short Covering 27.89%52.23 0.45 0.27 %
12-Mar-20 156.90 158.55 1,254,000 39,672,600 -11.77 % 5.56 % -4.39 % 0.8356 - - Long Windup 28.46%62.73 1.65 1.05 %
11-Mar-20 178.45 179.70 1,188,000 41,494,200 -2.18 % -3.23 % 0.71 % 0.5977 - - Short Buildup 23.71%39.09 1.25 0.7 %
09-Mar-20 182.35 183.70 1,227,600 41,200,500 -6.25 % 1.92 % 6.11 % 0.6067 - - Short Buildup 36.77%80.82 1.35 0.74 %
06-Mar-20 194.45 195.95 1,204,500 38,827,800 -4.16 % -0.27 % 2.69 % 0.5449 - - Short Buildup 20.33%43.46 1.5 0.77 %
05-Mar-20 202.60 204.45 1,207,800 37,811,400 -0.51 % 0.55 % -0.39 % 0.5283 - - Long Windup 11.42%19.84 1.85 0.91 %
04-Mar-20 203.95 205.50 1,201,200 37,959,900 -1.63 % 0.55 % -1.04 % 0.5434 - - Long Windup 16.99%32.43 1.55 0.76 %
03-Mar-20 206.80 208.90 1,194,600 38,359,200 2.78 % 3.13 % -1.65 % 0.5563 - - Short Covering 21.70%49.74 2.1 1.02 %
02-Mar-20 203.85 203.25 1,158,300 39,002,700 1.09 % 0.00 % -2.63 % 0.5653 - - Short Covering 16.43%34.84 -0.6 -0.29 %
28-Feb-20 201.70 201.05 1,158,300 40,055,400 -4.47 % 290.00 % -17.04 % 0.5813 - - Long Windup 30.16%91.77 -0.65 -0.32 %
27-Feb-20 208.70 210.45 297,000 48,282,300 -1.68 % 5.88 % 3.67 % 0.5762 - - Short Buildup 29.06%53.60 1.75 0.84 %
26-Feb-20 212.45 214.05 280,500 46,572,900 -2.22 % 4.94 % 8.77 % 0.5884 - - Short Buildup 17.83%22.87 1.6 0.75 %
25-Feb-20 216.75 218.90 267,300 42,817,500 2.00 % 15.71 % 0.75 % 0.5982 - - Long Buildup 11.57%22.01 2.15 0.99 %
24-Feb-20 212.50 214.60 231,000 42,497,400 -3.87 % 42.86 % -0.95 % 0.6095 - - Long Windup 22.42%36.98 2.1 0.99 %
20-Feb-20 220.10 223.25 161,700 42,903,300 -2.34 % 4.26 % 0.74 % 0.6063 - - Short Buildup 18.93%31.89 3.15 1.43 %
19-Feb-20 226.90 228.60 155,100 42,589,800 3.98 % 88.00 % 5.50 % 0.6069 - - Long Buildup 10.25%17.23 1.7 0.75 %
18-Feb-20 217.95 219.85 82,500 40,368,900 -0.59 % -24.24 % 4.39 % 0.5967 - - Short Buildup 37.94%55.23 1.9 0.87 %
17-Feb-20 219.40 221.15 108,900 38,672,700 -3.34 % 13.79 % 6.68 % 0.6146 - - Short Buildup 36.31%85.94 1.75 0.8 %
14-Feb-20 226.20 228.80 95,700 36,250,500 -2.05 % 20.83 % 0.19 % 0.6180 - - Short Buildup 7.30%11.15 2.6 1.15 %
13-Feb-20 231.35 233.60 79,200 36,181,200 1.21 % -4.00 % 0.63 % 0.6297 - - Long Buildup 17.03%27.23 2.25 0.97 %
12-Feb-20 230.85 230.80 82,500 35,953,500 -1.62 % 4.17 % 0.87 % 0.6495 - - Short Buildup 15.71%24.68 -0.05 -0.02 %
11-Feb-20 233.85 234.60 79,200 35,643,300 0.00 % 0.00 % 1.34 % 0.6692 - - 17.28%22.12 0.75 0.32 %
10-Feb-20 233.80 234.60 79,200 35,171,400 -2.21 % 4.35 % 2.22 % 0.6902 - - Short Buildup 27.81%52.80 0.8 0.34 %
07-Feb-20 235.80 239.90 75,900 34,409,100 -2.48 % -4.17 % 6.37 % 0.7106 - - Short Buildup 26.75%88.62 4.1 1.74 %
06-Feb-20 246.30 246.00 79,200 32,349,900 -2.84 % 118.18 % -0.16 % 0.6981 - - Long Windup 9.83%43.42 -0.3 -0.12 %
05-Feb-20 253.45 253.20 36,300 32,402,700 4.07 % 37.50 % -2.71 % 0.7083 - - Short Covering 19.71%61.71 -0.25 -0.1 %
04-Feb-20 245.25 243.30 26,400 33,306,900 5.55 % 100.00 % -1.22 % 0.7031 - - Short Covering 21.78%84.38 -1.95 -0.8 %
03-Feb-20 230.85 230.50 13,200 33,719,400 -0.11 % 33.33 % 7.85 % 0.6677 - - Short Buildup 12.07%58.05 -0.35 -0.15 %
01-Feb-20 228.90 230.75 9,900 31,264,200 -12.08 % 200.00 % 1.05 % 0.6885 - - Short Buildup 10.68%51.38 1.85 0.81 %
31-Jan-20 260.45 262.45 3,300 30,940,800 0.00 % 0.00 % -2.38 % 0.3291 - - 29.82%83.96 2 0.77 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
17.20 Crore Rs. 17.37 Crore Rs. 19.07 Crore Rs. 26.61 Crore Rs. 32.04 Crore Rs. 37.75 Crore Rs. More details >>
Average Delivery Percentage
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
15.69 % 18.21 % 20.09 % 21.08 % 22.89 % 24.62 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREShooting Star / Inverted Hammer-
SPOTShooting Star / Inverted Hammer-
 
 
DLF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 09-Apr-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
123.66 130.33 134.36 141.03 145.06 151.73 155.76
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
133.05 135.73 136.62 137.51 141.03 139.29 140.18 141.08 143.75
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
130.33 134.42 136.94 141.03 145.12 147.64 151.73
DeMark Pivot
Support 1 Pivot Point Resistance 1
137.7 142.7 148.4
 
 
DLF Result / Events
Date Description Status
05-Feb-20Financial Results/DividendCompleted
29-Jul-19Financial ResultsCompleted
05-Feb-19Financial ResultsCompleted