FnO Contract Details

Expiry:
Symbol:

HDFC analysis for the selected expiry [Jun-20] as on 05-Jun-20

HDFC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,775.00 1,788.95 1,740.60 1,766.60 NA 0.13 % NA NA
25-Jun-20 1,769.60 1,789.00 1,741.70 1,772.30 27,957,500 0.59 % -0.03 % Short Covering
30-Jul-20 1,751.30 1,771.60 1,729.00 1,758.75 271,500 0.55 % 7.87 % Long Buildup
27-Aug-20 1,745.85 1,773.60 1,737.00 1,773.50 5,700 1.07 % 35.71 % Long Buildup
Cummulative NA NA NA NA 28,234,700 NA 0.05 % Long Buildup
HDFC Options OI PCR:  1.10   (Expiry : 25-Jun-20 )   PUT OI: 1,587,500   CALL OI: 1,437,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1900.00 250750 3.19% 27.65 4.93% Long Buildup
1800.00 227750 36.79% 60.45 7.28% Long Buildup
2000.00 150500 3.79% 11.15 -1.76% 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
1800.00 227750 36.79% 60.45 7.28% Long Buildup
2200.00 54500 31.33% 2.75 -5.17% Short Buildup
1900.00 250750 3.19% 27.65 4.93% 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
1950.00 27750 -21.83% 17.25 -1.43% Long Windup
1650.00 47750 -4.50% 160.50 12.51% Short Covering
1760.00 15000 -10.45% 78.85 4.78% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1700.00 280750 -0.62% 43.85 -8.65% Long Windup
1600.00 214000 -2.84% 18.70 -11.79% Long Windup
1500.00 182000 -0.68% 8.05 -13.44% 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
1760.00 41500 107.50% 68.50 -5.19% Short Buildup
1750.00 71500 21.19% 63.35 -6.63% Short Buildup
1800.00 75750 7.83% 88.55 -5.85% 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
1600.00 214000 -2.84% 18.70 -11.79% Long Windup
1650.00 87750 -5.90% 29.35 -9.83% Long Windup
1680.00 26750 -10.08% 37.75 -7.81% 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 %
05-Jun-20 1,766.60 1,772.30 27,957,500 28,234,700 0.59 % -0.03 % 0.05 % 0.5731 1.10 0.98 % Long Buildup 41.11%486.04 5.7 0.32 %
04-Jun-20 1,764.30 1,761.95 27,964,750 28,220,650 -4.00 % -0.80 % -0.40 % 0.5746 1.16 0.91 % Long Windup 48.86%656.61 -2.35 -0.13 %
03-Jun-20 1,835.65 1,835.40 28,189,750 28,332,850 1.26 % -1.65 % -1.50 % 0.5735 - 0.51 % Short Covering 58.60%1,020.82 -0.25 -0.01 %
02-Jun-20 1,813.55 1,812.55 28,662,250 28,764,550 4.55 % -2.18 % -2.17 % 0.5747 1.36 0.36 % Short Covering 47.13%711.08 -1 -0.06 %
01-Jun-20 1,737.70 1,733.75 29,300,500 29,401,600 5.11 % -2.09 % -2.05 % 0.5732 1.09 0.34 % Short Covering 42.72%598.04 -3.95 -0.23 %
29-May-20 1,658.90 1,649.50 29,927,000 30,017,000 2.01 % -0.80 % -3.26 % 0.8208 1.10 0.30 % Short Covering 50.84%1,164.53 -9.4 -0.57 %
28-May-20 1,623.70 1,617.00 30,169,250 31,028,750 2.91 % 6.28 % -2.64 % 0.8403 0.92 - Short Covering 44.61%743.30 -6.7 -0.41 %
27-May-20 1,570.40 1,571.35 28,386,250 31,870,300 4.51 % 37.77 % 3.77 % 0.8516 0.82 - Long Buildup 51.66%1,008.24 0.95 0.06 %
26-May-20 1,502.15 1,503.50 20,604,000 30,712,600 -1.03 % 96.53 % 0.76 % 0.8517 0.66 - Short Buildup 50.29%963.36 1.35 0.09 %
22-May-20 1,516.15 1,519.10 10,483,750 30,479,850 -4.76 % 34.18 % 5.34 % 0.8774 0.81 - Short Buildup 51.93%- 2.95 0.19 %
21-May-20 1,597.30 1,595.05 7,813,000 28,935,150 -2.11 % 80.20 % 0.54 % 0.8692 0.98 - Short Buildup 51.99%585.98 -2.25 -0.14 %
20-May-20 1,627.00 1,629.45 4,335,750 28,780,900 5.50 % 138.39 % 1.39 % 0.8921 0.96 - Long Buildup 39.04%434.95 2.45 0.15 %
19-May-20 1,539.85 1,544.45 1,818,750 28,387,000 1.75 % 40.53 % 0.93 % 0.8809 1.02 - Long Buildup 44.76%638.27 4.6 0.3 %
18-May-20 1,512.05 1,517.90 1,294,250 28,125,700 -7.52 % 64.56 % 2.60 % 0.9044 1.03 - Short Buildup 50.99%652.27 5.85 0.39 %
15-May-20 1,633.80 1,641.40 786,500 27,413,750 -0.03 % 50.24 % 0.76 % 0.8544 1.26 - Short Buildup 39.66%363.48 7.6 0.47 %
14-May-20 1,632.40 1,641.90 523,500 27,207,200 -4.58 % 20.34 % 1.14 % 0.8812 1.26 - Short Buildup 46.74%413.92 9.5 0.58 %
13-May-20 1,712.75 1,720.75 435,000 26,901,100 2.07 % 3.94 % 0.48 % 0.8789 1.62 - Long Buildup 46.84%460.06 8 0.47 %
12-May-20 1,674.10 1,685.90 418,500 26,772,250 1.50 % 159.53 % 1.42 % 0.8997 1.59 - Long Buildup 37.57%441.53 11.8 0.7 %
11-May-20 1,658.45 1,661.00 161,250 26,397,450 -2.03 % 21.70 % -0.38 % 0.9269 1.82 - Long Windup 43.02%333.71 2.55 0.15 %
08-May-20 1,689.70 1,695.45 132,500 26,497,150 -1.02 % 18.04 % -0.41 % 0.9518 1.71 - Long Windup 46.41%346.66 5.75 0.34 %
07-May-20 1,703.90 1,712.90 112,250 26,607,000 -1.89 % 3.70 % -0.24 % 0.9809 1.43 - Long Windup 30.83%175.97 9 0.53 %
06-May-20 1,732.15 1,745.90 108,250 26,670,700 2.69 % 14.25 % -0.23 % 1.0086 1.64 - Short Covering 25.76%391.82 13.75 0.79 %
05-May-20 1,689.90 1,700.10 94,750 26,732,650 -2.00 % 20.32 % 0.76 % 1.0334 0.25 - Short Buildup 36.20%477.61 10.2 0.6 %
04-May-20 1,724.35 1,734.85 78,750 26,531,050 -9.71 % 178.76 % -2.65 % 1.0614 - - Long Windup 44.37%462.09 10.5 0.61 %
30-Apr-20 1,916.00 1,921.50 28,250 27,253,500 4.15 % 26.97 % -2.07 % 0.9693 - - Short Covering 42.24%666.69 5.5 0.29 %
29-Apr-20 1,836.75 1,844.90 22,250 27,829,750 6.59 % 74.51 % -2.87 % 0.9787 - - Short Covering 37.09%809.40 8.15 0.44 %
28-Apr-20 1,715.80 1,730.85 12,750 28,651,750 7.68 % 45.71 % -1.91 % 0.9544 - - Short Covering 34.86%460.06 15.05 0.88 %
27-Apr-20 1,591.45 1,607.45 8,750 29,210,750 0.74 % 6.06 % -0.15 % 0.9150 - - Short Covering 48.52%441.62 16 1.01 %
24-Apr-20 1,580.30 1,595.70 8,250 29,253,250 -5.39 % 10.00 % 0.58 % 0.9432 - - Short Buildup 55.52%628.74 15.4 0.97 %
23-Apr-20 1,663.45 1,686.60 7,500 29,083,750 0.19 % 0.00 % 0.52 % 0.9408 - - Long Buildup 46.19%339.56 23.15 1.39 %
22-Apr-20 1,664.15 1,683.35 7,500 28,933,750 -0.05 % 3.45 % -0.06 % 0.9704 - - Long Windup 53.54%472.37 19.2 1.15 %
21-Apr-20 1,669.70 1,684.20 7,250 28,949,750 -2.99 % 0.00 % -1.52 % 1.0007 - - Long Windup 59.86%660.10 14.5 0.87 %
20-Apr-20 1,727.70 1,736.05 7,250 29,395,500 2.72 % 7.41 % 0.01 % 1.0189 - - Long Buildup 43.70%556.63 8.35 0.48 %
17-Apr-20 1,680.60 1,690.00 6,750 29,394,000 2.42 % 22.73 % 0.11 % 1.0424 - - Long Buildup 46.34%697.44 9.4 0.56 %
16-Apr-20 1,625.75 1,650.00 5,500 29,363,000 2.49 % 15.79 % 2.74 % 1.0632 - - Long Buildup 49.75%638.35 24.25 1.49 %
15-Apr-20 1,596.30 1,609.90 4,750 28,580,250 -5.38 % 18.75 % 0.22 % 1.0931 - - Short Buildup 55.40%752.81 13.6 0.85 %
13-Apr-20 1,655.20 1,701.40 4,000 28,518,750 -0.50 % 60.00 % 2.07 % 1.1137 - - Short Buildup 41.83%504.62 46.2 2.79 %
09-Apr-20 1,703.10 1,710.00 2,500 27,939,500 8.15 % 11.11 % -1.74 % 1.1405 - - Short Covering 47.63%695.40 6.9 0.41 %
08-Apr-20 1,558.80 1,581.20 2,250 28,433,250 1.18 % 12.50 % -1.72 % 1.0960 - - Short Covering 40.28%563.48 22.4 1.44 %
07-Apr-20 1,555.15 1,562.70 2,000 28,931,500 3.97 % -11.11 % 2.47 % 1.1304 - - Long Buildup 69.01%1,320.73 7.55 0.49 %
03-Apr-20 1,499.55 1,503.00 2,250 28,234,500 -6.15 % 50.00 % 1.16 % 1.1526 - - Short Buildup 64.45%980.89 3.45 0.23 %
01-Apr-20 1,583.50 1,601.45 1,500 27,909,500 -3.43 % 50.00 % -1.12 % 1.1593 - - Long Windup 54.38%581.45 17.95 1.13 %
31-Mar-20 1,633.10 1,658.25 1,000 28,225,500 3.00 % 33.33 % 3.02 % 1.1865 - - Long Buildup 54.39%927.72 25.15 1.54 %
30-Mar-20 1,558.75 1,610.00 750 27,399,000 -10.21 % 50.00 % 3.39 % 1.2038 - - Short Buildup 55.85%754.84 51.25 3.29 %
27-Mar-20 1,754.00 1,793.10 500 26,501,000 0.00 % 0.00 % -10.31 % 1.1025 - - 46.58%739.25 39.1 2.23 %
 
 
Average Delivery Volume
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
486.04 Crore Rs. 721.16 Crore Rs. 694.52 Crore Rs. 798.58 Crore Rs. 693.17 Crore Rs. 580.90 Crore Rs. More details >>
Average Delivery Percentage
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
41.11 % 50.56 % 48.28 % 48.80 % 48.60 % 47.28 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBullish Harami-
 
 
HDFC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 08-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1699.04 1720.37 1746.34 1767.67 1793.64 1814.97 1840.94
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1748.65 1760.48 1764.42 1768.36 1767.67 1776.24 1780.18 1784.13 1795.95
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1720.37 1738.44 1749.6 1767.67 1785.74 1796.9 1814.97
DeMark Pivot
Support 1 Pivot Point Resistance 1
1757 1773 1804.3
 
 
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