FnO Contract Details

Expiry:
Symbol:

HDFC analysis for the selected expiry [Dec-19] as on 12-Dec-19

HDFC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,320.80 2,327.00 2,303.00 2,318.45 NA -0.14 % NA NA
26-Dec-19 2,322.00 2,336.25 2,311.00 2,326.60 26,451,250 0.10 % -11.61 % Short Covering
30-Jan-20 2,339.50 2,346.00 2,323.00 2,338.30 5,746,750 0.31 % 141.89 % Long Buildup
27-Feb-20 2,344.00 2,355.00 2,334.00 2,352.40 13,000 0.22 % -5.45 % Short Covering
Cummulative NA NA NA NA 32,211,000 NA -0.32 % Long Windup
HDFC Options OI PCR:  0.61   (Expiry : 26-Dec-19 )   PUT OI: 830,250   CALL OI: 1,356,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2400.00 309250 -0.40% 11.60 -17.14% Long Windup
2300.00 156000 -1.11% 50.30 -3.55% Long Windup
2320.00 134250 14.26% 39.85 -3.51% 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
2320.00 134250 14.26% 39.85 -3.51% Short Buildup
2360.00 113750 3.88% 21.90 -9.88% Short Buildup
2260.00 33000 2.33% 79.65 -0.93% 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
2380.00 50500 -18.88% 16.15 -12.23% Long Windup
2340.00 131750 -3.30% 30.05 -6.68% Long Windup
2500.00 100250 -2.20% 2.05 -21.15% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2200.00 168000 -7.82% 3.95 -28.18% Long Windup
2300.00 146750 8.70% 23.75 -14.26% Short Buildup
2260.00 93500 2.19% 12.10 -19.60% 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
2320.00 47750 101.05% 32.35 -10.01% Short Buildup
2240.00 74500 19.68% 8.40 -20.00% Short Buildup
2300.00 146750 8.70% 23.75 -14.26% 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
2200.00 168000 -7.82% 3.95 -28.18% Long Windup
2280.00 58500 -8.59% 17.00 -16.26% Long Windup
2180.00 23250 -5.10% 2.90 -20.55% Long Windup
 
 
HDFC 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 %
12-Dec-19 2,318.45 2,326.60 26,451,250 32,211,000 0.10 % -11.61 % -0.32 % 0.2417 0.61 17.88 % Short Covering 64.47%374.19 8.15 0.35 %
11-Dec-19 2,321.65 2,324.35 29,926,250 32,315,750 0.93 % -6.62 % -0.37 % 0.2492 0.58 7.39 % Short Covering 59.90%359.11 2.7 0.12 %
10-Dec-19 2,295.15 2,302.85 32,047,750 32,436,500 -0.48 % -0.43 % 0.03 % 0.2511 0.59 1.20 % Short Buildup 51.15%316.29 7.7 0.34 %
09-Dec-19 2,311.40 2,313.90 32,185,500 32,426,750 1.70 % -0.16 % -0.08 % 0.2567 0.60 0.74 % Short Covering 58.27%452.79 2.5 0.11 %
06-Dec-19 2,264.65 2,275.30 32,238,500 32,453,250 -2.41 % 0.73 % 0.80 % 0.2457 0.50 0.66 % Short Buildup 61.03%475.44 10.65 0.47 %
05-Dec-19 2,327.55 2,331.45 32,006,000 32,197,250 0.15 % -0.35 % -0.16 % 0.2163 0.63 0.59 % Short Covering 59.18%361.32 3.9 0.17 %
04-Dec-19 2,322.40 2,328.05 32,119,750 32,248,500 -0.01 % -0.86 % -0.83 % 0.2228 0.59 0.40 % Long Windup 50.03%372.48 5.65 0.24 %
03-Dec-19 2,319.70 2,328.20 32,398,750 32,519,250 0.39 % -0.30 % -0.28 % 0.2297 0.62 0.37 % Short Covering 54.06%301.24 8.5 0.37 %
02-Dec-19 2,306.60 2,319.10 32,495,500 32,611,500 0.46 % -2.74 % -2.66 % 0.2354 0.60 0.36 % Short Covering 68.30%637.14 12.5 0.54 %
29-Nov-19 2,297.25 2,308.50 33,411,000 33,502,000 -0.50 % 0.45 % -1.13 % 0.2420 0.54 0.27 % Long Windup 69.30%481.88 11.25 0.49 %
28-Nov-19 2,309.75 2,320.10 33,262,250 33,885,250 -1.04 % 18.70 % -0.92 % 0.2482 0.48 - Long Windup 60.61%513.58 10.35 0.45 %
27-Nov-19 2,336.30 2,344.40 28,023,250 34,200,500 1.11 % 50.01 % -1.81 % 0.2500 0.67 - Short Covering 63.06%846.93 8.1 0.35 %
26-Nov-19 2,304.65 2,318.70 18,681,500 34,832,500 0.56 % 67.01 % 1.52 % 0.2508 0.68 - Long Buildup 74.10%1,504.19 14.05 0.61 %
25-Nov-19 2,294.55 2,305.80 11,186,000 34,310,500 2.64 % 240.28 % 1.71 % 0.2570 0.70 - Long Buildup 58.33%606.99 11.25 0.49 %
22-Nov-19 2,237.30 2,246.60 3,287,250 33,733,000 1.21 % 238.89 % 1.01 % 0.2345 0.68 - Long Buildup 57.35%280.53 9.3 0.42 %
21-Nov-19 2,210.35 2,219.70 970,000 33,395,750 0.38 % 108.49 % -1.32 % 0.2347 0.81 - Short Covering 65.76%389.42 9.35 0.42 %
20-Nov-19 2,200.95 2,211.20 465,250 33,843,500 -0.60 % 23.82 % -0.22 % 0.2412 0.71 - Long Windup 58.99%230.15 10.25 0.47 %
19-Nov-19 2,212.10 2,224.55 375,750 33,917,250 -1.01 % 17.42 % 0.16 % 0.2475 0.74 - Short Buildup 66.94%431.93 12.45 0.56 %
18-Nov-19 2,236.30 2,247.20 320,000 33,862,750 0.35 % 15.32 % -0.24 % 0.2499 0.84 - Short Covering 63.49%319.40 10.9 0.49 %
15-Nov-19 2,224.05 2,239.35 277,500 33,945,750 0.06 % 15.99 % 0.23 % 0.2567 0.81 - Long Buildup 64.18%477.68 15.3 0.69 %
14-Nov-19 2,226.80 2,238.10 239,250 33,869,250 0.81 % 3.13 % 0.01 % 0.2648 0.72 - Long Buildup 47.92%208.52 11.3 0.51 %
13-Nov-19 2,207.45 2,220.20 232,000 33,864,500 -1.15 % 9.69 % 0.37 % 0.2706 0.86 - Short Buildup 66.63%410.65 12.75 0.58 %
11-Nov-19 2,234.55 2,246.10 211,500 33,740,000 0.13 % 2.55 % -0.09 % 0.2740 0.67 - Short Covering 55.47%227.43 11.55 0.52 %
08-Nov-19 2,233.20 2,243.15 206,250 33,769,500 -0.98 % 16.03 % 0.08 % 0.2825 0.93 - Short Buildup 61.95%458.70 9.95 0.45 %
07-Nov-19 2,251.00 2,265.40 177,750 33,742,000 1.11 % 21.75 % -0.24 % 0.2869 1.09 - Short Covering 65.55%823.63 14.4 0.64 %
06-Nov-19 2,220.60 2,240.45 146,000 33,821,500 1.99 % 14.51 % 0.27 % 0.2914 0.62 - Long Buildup 51.06%479.10 19.85 0.89 %
05-Nov-19 2,181.30 2,196.80 127,500 33,730,250 -0.22 % 12.83 % -0.02 % 0.2855 0.25 - Long Windup 50.59%609.72 15.5 0.71 %
04-Nov-19 2,181.30 2,201.60 113,000 33,735,750 2.64 % 13.28 % -0.14 % 0.2943 0.31 - Short Covering 28.77%412.99 20.3 0.93 %
01-Nov-19 2,128.60 2,144.90 99,750 33,784,500 -0.28 % 34.80 % -0.38 % 0.2783 0.67 - Long Windup 56.20%410.45 16.3 0.77 %
31-Oct-19 2,131.90 2,151.00 74,000 33,915,000 1.33 % -1.33 % -0.02 % 0.2870 - - Short Covering 55.85%389.69 19.1 0.9 %
30-Oct-19 2,107.45 2,122.80 75,000 33,921,000 -0.54 % 4.90 % -1.31 % 0.2907 - - Long Windup 60.27%298.17 15.35 0.73 %
29-Oct-19 2,113.05 2,134.30 71,500 34,370,500 0.73 % 60.67 % -1.29 % 0.2996 - - Short Covering 62.59%361.36 21.25 1.01 %
27-Oct-19 2,105.35 2,118.75 44,500 34,821,000 -0.30 % -1.11 % 0.25 % 0.3085 - - Short Buildup 51.44%30.42 13.4 0.64 %
25-Oct-19 2,101.55 2,125.10 45,000 34,734,500 -2.02 % 3.45 % -0.17 % 0.3181 - - Long Windup 56.46%367.72 23.55 1.12 %
24-Oct-19 2,144.95 2,169.00 43,500 34,792,000 0.34 % -2.25 % -0.70 % 0.3129 - - Short Covering 63.78%555.62 24.05 1.12 %
23-Oct-19 2,142.95 2,161.60 44,500 35,036,000 1.33 % 3.49 % -0.64 % 0.3227 1.00 - Short Covering 59.20%315.56 18.65 0.87 %
22-Oct-19 2,114.90 2,133.25 43,000 35,263,000 1.78 % 1.18 % -0.84 % 0.3267 14.00 - Short Covering 59.45%435.07 18.35 0.87 %
18-Oct-19 2,094.45 2,096.00 42,500 35,562,000 -0.67 % 4.94 % -1.13 % 0.3337 14.00 - Long Windup 64.55%373.20 1.55 0.07 %
17-Oct-19 2,089.75 2,110.15 40,500 35,968,500 2.00 % 3.85 % -2.08 % 0.3440 14.00 - Short Covering 68.67%654.74 20.4 0.98 %
16-Oct-19 2,048.70 2,068.85 39,000 36,732,000 1.51 % 13.04 % -0.74 % 0.3416 14.00 - Short Covering 66.24%511.06 20.15 0.98 %
15-Oct-19 2,013.30 2,038.00 34,500 37,004,500 0.17 % 4.55 % 0.22 % 0.3422 14.00 - Long Buildup 57.29%243.25 24.7 1.23 %
14-Oct-19 2,014.75 2,034.50 33,000 36,921,500 -0.41 % 1.54 % -0.66 % 0.3529 12.00 - Long Windup 64.24%375.80 19.75 0.98 %
11-Oct-19 2,010.15 2,042.90 32,500 37,166,000 2.02 % 0.00 % -0.03 % 0.3638 - - Short Covering 48.99%283.85 32.75 1.63 %
10-Oct-19 1,987.95 2,002.45 32,500 37,175,500 -1.23 % 4.84 % 0.96 % 0.3718 - - Short Buildup 58.22%304.09 14.5 0.73 %
09-Oct-19 2,002.00 2,027.40 31,000 36,821,500 1.85 % 16.98 % 0.10 % 0.3816 - - Long Buildup 68.46%701.67 25.4 1.27 %
07-Oct-19 1,969.30 1,990.50 26,500 36,783,500 -0.57 % -1.85 % -0.13 % 0.3855 - - Long Windup 50.76%272.97 21.2 1.08 %
04-Oct-19 1,978.30 2,002.00 27,000 36,832,000 -0.06 % 20.00 % -3.75 % 0.3970 - - Long Windup 58.11%852.23 23.7 1.2 %
03-Oct-19 1,974.55 2,003.20 22,500 38,267,500 -1.22 % 4.65 % -0.26 % 0.4093 - - Long Windup 55.45%534.55 28.65 1.45 %
01-Oct-19 1,995.65 2,028.00 21,500 38,368,500 0.78 % 19.44 % 2.40 % 0.4191 - - Long Buildup 60.00%1,134.21 32.35 1.62 %
30-Sep-19 1,977.05 2,012.25 18,000 37,470,500 -4.23 % 414.29 % 0.91 % 0.4299 - - Short Buildup 61.81%869.81 35.2 1.78 %
27-Sep-19 2,035.90 2,101.20 3,500 37,131,500 0.00 % 0.00 % -2.93 % 0.4202 - - 57.66%574.81 65.3 3.21 %
 
 
Average Delivery Volume
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
374.19 Crore Rs. 349.86 Crore Rs. 395.56 Crore Rs. 376.61 Crore Rs. 538.20 Crore Rs. 473.39 Crore Rs. More details >>
Average Delivery Percentage
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
64.47 % 58.34 % 58.96 % 57.21 % 62.96 % 62.31 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTInside CandleExplosive Move Predictor
SPOTBearish Harami-
 
 
HDFC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 13-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2287.74 2299.37 2312.99 2324.62 2338.24 2349.87 2363.49
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2313.98 2320.29 2322.39 2324.5 2324.62 2328.7 2330.81 2332.91 2339.23
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2299.37 2309.02 2314.97 2324.62 2334.27 2340.22 2349.87
DeMark Pivot
Support 1 Pivot Point Resistance 1
2318.8 2327.53 2344.05
 
 
HDFC Result / Events
Date Description Status
04-Nov-19Financial ResultsCompleted
02-Aug-19Financial Results/Fund RaisingCompleted
13-May-19Fund RaisingCompleted
06-Mar-19DividendCompleted
29-Jan-19Financial Results/Other business mattersCompleted