FnO Contract Details

Expiry:
Symbol:

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

HDFC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,543.40 1,692.00 1,535.00 1,558.80 NA 0.23 % NA NA
30-Apr-20 1,538.20 1,693.55 1,538.20 1,562.90 28,123,500 -0.42 % -2.08 % Long Windup
28-May-20 1,591.10 1,697.60 1,564.95 1,569.15 307,500 -0.58 % 48.37 % Short Buildup
25-Jun-20 1,635.35 1,671.00 1,581.20 1,581.20 2,250 1.18 % 12.50 % Long Buildup
Cummulative NA NA NA NA 28,433,250 NA -1.72 % Short Covering
HDFC Options OI PCR:  0.49   (Expiry : 30-Apr-20 )   PUT OI: 493,000   CALL OI: 1,006,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1700.00 113000 -4.03% 52.80 -3.47% Long Windup
2000.00 102000 -5.12% 10.95 11.17% Short Covering
1540.00 102000 0.49% 117.60 -4.08% 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
1650.00 21250 51.79% 70.60 -2.89% Short Buildup
1640.00 13250 96.30% 73.20 -5.91% Short Buildup
1680.00 9000 100.00% 60.15 -3.99% 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
1600.00 82500 -21.80% 89.25 -6.89% Long Windup
1800.00 81500 -17.68% 30.90 -0.16% Long Windup
2400.00 54000 -17.56% 2.15 53.57% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 78250 25.20% 25.45 -4.50% Short Buildup
1500.00 62000 -4.98% 80.30 1.01% Short Covering
1400.00 56500 36.14% 46.15 -4.15% 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
1300.00 78250 25.20% 25.45 -4.50% Short Buildup
1400.00 56500 36.14% 46.15 -4.15% Short Buildup
1600.00 37000 24.37% 127.35 2.66% 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
1500.00 62000 -4.98% 80.30 1.01% Short Covering
2000.00 30500 -2.40% 340.00 -24.44% Long Windup
1700.00 18500 -3.90% 191.85 10.10% Short Covering
 
 
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 %
08-Apr-20 1,558.80 1,562.90 28,123,500 28,433,250 -0.42 % -2.08 % -1.72 % 1.0960 0.49 1.09 % Long Windup 40.28%563.48 4.1 0.26 %
07-Apr-20 1,555.15 1,569.50 28,722,250 28,931,500 4.19 % 2.42 % 2.47 % 1.1304 0.42 0.72 % Long Buildup 69.01%1,320.73 14.35 0.92 %
03-Apr-20 1,499.55 1,506.45 28,042,750 28,234,500 -5.14 % 1.13 % 1.16 % 1.1526 - 0.68 % Short Buildup 64.45%980.89 6.9 0.46 %
01-Apr-20 1,583.50 1,588.05 27,728,250 27,909,500 -2.99 % -1.09 % -1.12 % 1.1593 0.58 0.65 % Long Windup 54.38%581.45 4.55 0.29 %
31-Mar-20 1,633.10 1,637.05 28,033,750 28,225,500 4.37 % 2.86 % 3.02 % 1.1865 0.57 0.68 % Long Buildup 54.39%927.72 3.95 0.24 %
30-Mar-20 1,558.75 1,568.50 27,255,250 27,399,000 -11.18 % 3.32 % 3.39 % 1.2038 0.62 0.52 % Short Buildup 55.85%754.84 9.75 0.63 %
27-Mar-20 1,754.00 1,766.00 26,380,000 26,501,000 0.82 % 0.74 % -10.31 % 1.1025 0.49 0.46 % Short Covering 46.58%739.25 12 0.68 %
26-Mar-20 1,733.25 1,751.60 26,187,250 29,548,500 5.13 % 19.12 % -0.59 % 1.1357 0.56 - Short Covering 57.36%1,203.33 18.35 1.06 %
25-Mar-20 1,646.05 1,666.10 21,983,250 29,723,500 9.79 % 43.72 % -1.50 % 1.1443 0.70 - Short Covering 56.42%967.51 20.05 1.22 %
24-Mar-20 1,505.10 1,517.55 15,295,500 30,175,750 -0.51 % 69.85 % -1.79 % 1.0982 1.14 - Long Windup 52.76%706.74 12.45 0.83 %
23-Mar-20 1,520.70 1,525.30 9,005,500 30,724,500 -13.21 % 94.73 % -2.62 % 1.1316 1.67 - Long Windup 67.28%969.36 4.6 0.3 %
20-Mar-20 1,753.95 1,757.45 4,624,500 31,551,750 9.06 % 19.12 % -4.45 % 0.9425 1.66 - Short Covering 51.32%1,024.11 3.5 0.2 %
19-Mar-20 1,617.60 1,611.40 3,882,250 33,020,750 -0.59 % 4.26 % -1.32 % 0.8902 2.03 - Long Windup 54.87%998.91 -6.2 -0.38 %
18-Mar-20 1,622.55 1,621.00 3,723,500 33,461,250 -7.95 % 8.77 % 0.56 % 0.9181 2.06 - Short Buildup 60.55%891.18 -1.55 -0.1 %
17-Mar-20 1,755.80 1,760.95 3,423,250 33,273,750 -4.42 % 42.46 % 1.10 % 0.8669 1.98 - Short Buildup 55.46%650.72 5.15 0.29 %
16-Mar-20 1,841.75 1,842.45 2,403,000 32,911,250 -11.12 % 29.63 % -0.91 % 0.8639 1.89 - Long Windup 60.12%1,181.80 0.7 0.04 %
13-Mar-20 2,066.80 2,073.05 1,853,750 33,213,750 10.05 % 1.67 % -2.98 % 0.6958 2.34 - Short Covering 60.04%1,758.83 6.25 0.3 %
12-Mar-20 1,875.70 1,883.75 1,823,250 34,234,250 -8.32 % 3.26 % -4.10 % 0.5507 2.52 - Long Windup 61.77%1,023.89 8.05 0.43 %
11-Mar-20 2,036.25 2,054.65 1,765,750 35,696,750 0.04 % 1.66 % -1.12 % 0.3968 2.48 - Short Covering 61.45%875.54 18.4 0.9 %
09-Mar-20 2,027.90 2,053.80 1,737,000 36,100,750 -3.45 % 10.37 % 0.60 % 0.4088 1.02 - Short Buildup 59.69%611.47 25.9 1.28 %
06-Mar-20 2,109.45 2,127.10 1,573,750 35,884,500 -3.69 % 0.64 % 1.32 % 0.3782 1.05 - Short Buildup 68.91%787.06 17.65 0.84 %
05-Mar-20 2,195.05 2,208.70 1,563,750 35,416,000 -0.40 % 0.71 % 0.15 % 0.3421 1.14 - Short Buildup 61.47%528.47 13.65 0.62 %
04-Mar-20 2,206.05 2,217.55 1,552,750 35,361,500 0.48 % 1.60 % 1.69 % 0.3523 1.40 - Long Buildup 63.48%624.58 11.5 0.52 %
03-Mar-20 2,191.40 2,206.85 1,528,250 34,772,500 0.52 % 4.66 % 2.31 % 0.3628 1.11 - Long Buildup 64.93%601.72 15.45 0.71 %
02-Mar-20 2,179.65 2,195.40 1,460,250 33,986,500 0.57 % 1.99 % -0.30 % 0.3734 1.11 - Short Covering 55.43%478.15 15.75 0.72 %
28-Feb-20 2,175.75 2,182.85 1,431,750 34,087,250 -4.71 % 3081.67 % -0.09 % 0.3842 5.00 - Long Windup 68.28%1,146.14 7.1 0.33 %
27-Feb-20 2,272.20 2,290.70 45,000 34,116,750 -0.43 % 50.00 % 0.81 % 0.3290 5.00 - Short Buildup 59.37%440.01 18.5 0.81 %
26-Feb-20 2,281.45 2,300.55 30,000 33,841,250 -1.14 % 15.38 % -1.10 % 0.3388 5.00 - Long Windup 72.85%1,024.39 19.1 0.84 %
25-Feb-20 2,302.60 2,327.00 26,000 34,216,250 0.64 % 10.64 % -1.39 % 0.3466 5.00 - Short Covering 65.66%497.87 24.4 1.06 %
24-Feb-20 2,292.30 2,312.25 23,500 34,698,750 -3.02 % 147.37 % 1.27 % 0.3568 4.00 - Short Buildup 60.75%590.16 19.95 0.87 %
20-Feb-20 2,369.50 2,384.35 9,500 34,263,000 -0.63 % 15.15 % 0.45 % 0.3314 - - Short Buildup 69.09%548.72 14.85 0.63 %
19-Feb-20 2,377.25 2,399.40 8,250 34,110,250 3.01 % -2.94 % 0.61 % 0.3415 - - Long Buildup 53.56%265.94 22.15 0.93 %
18-Feb-20 2,318.80 2,329.40 8,500 33,904,250 -1.86 % 13.33 % 0.73 % 0.3312 - - Short Buildup 56.43%306.86 10.6 0.46 %
17-Feb-20 2,350.25 2,373.65 7,500 33,657,000 -1.68 % 15.38 % 1.51 % 0.3355 - - Short Buildup 61.48%346.55 23.4 1 %
14-Feb-20 2,401.75 2,414.15 6,500 33,155,250 -0.65 % 4.00 % 0.37 % 0.3298 - - Short Buildup 59.09%370.62 12.4 0.52 %
13-Feb-20 2,403.65 2,429.90 6,250 33,032,500 -1.22 % 4.17 % 0.84 % 0.3402 - - Short Buildup 64.98%356.15 26.25 1.09 %
12-Feb-20 2,437.60 2,460.00 6,000 32,758,000 0.03 % -7.69 % 0.10 % 0.3443 - - Long Buildup 50.60%514.73 22.4 0.92 %
11-Feb-20 2,435.15 2,459.20 6,500 32,725,750 1.79 % 4.00 % -0.43 % 0.3550 - - Short Covering 66.69%281.41 24.05 0.99 %
10-Feb-20 2,414.30 2,416.00 6,250 32,868,500 -0.59 % 0.00 % 0.14 % 0.3638 - - Short Buildup 61.05%303.12 1.7 0.07 %
07-Feb-20 2,405.65 2,430.25 6,250 32,822,500 -0.93 % -3.85 % 0.15 % 0.3749 - - Short Buildup 59.17%312.20 24.6 1.02 %
06-Feb-20 2,436.45 2,453.00 6,500 32,774,750 1.74 % 18.18 % 1.70 % 0.3817 - - Long Buildup 49.64%427.73 16.55 0.68 %
05-Feb-20 2,391.65 2,410.95 5,500 32,227,500 1.97 % 15.79 % 1.83 % 0.3834 - - Long Buildup 64.07%497.14 19.3 0.81 %
04-Feb-20 2,345.95 2,364.30 4,750 31,647,250 3.43 % 11.76 % 1.39 % 0.3843 - - Long Buildup 53.55%413.11 18.35 0.78 %
03-Feb-20 2,259.75 2,285.95 4,250 31,212,250 -0.33 % 88.89 % 2.38 % 0.3528 - - Short Buildup 63.42%748.23 26.2 1.16 %
01-Feb-20 2,268.25 2,293.50 2,250 30,488,000 -6.47 % 350.00 % 1.14 % 0.3635 - - Short Buildup 49.93%442.51 25.25 1.11 %
31-Jan-20 2,414.00 2,452.05 500 30,144,750 0.00 % 0.00 % -6.66 % 0.2244 - - 63.23%431.71 38.05 1.58 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
563.48 Crore Rs. 955.03 Crore Rs. 874.86 Crore Rs. 883.96 Crore Rs. 902.95 Crore Rs. 929.47 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 >>
40.28 % 59.33 % 57.58 % 56.09 % 56.18 % 57.73 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREShooting Star / Inverted Hammer-
 
 
HDFC 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
1347.54 1442.87 1502.89 1598.22 1658.24 1753.57 1813.59
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1485.23 1524.06 1537.01 1549.95 1598.22 1575.85 1588.79 1601.74 1640.58
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1442.87 1502.21 1538.88 1598.22 1657.56 1694.23 1753.57
DeMark Pivot
Support 1 Pivot Point Resistance 1
1550.55 1622.05 1705.9
 
 
HDFC Result / Events
Date Description Status
27-Jan-20Financial Results/Fund RaisingCompleted
04-Nov-19Financial ResultsCompleted
02-Aug-19Financial Results/Fund RaisingCompleted
13-May-19Fund RaisingCompleted
06-Mar-19DividendCompleted
29-Jan-19Financial Results/Other business mattersCompleted