FnO Contract Details

Expiry:
Symbol:

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

HDFC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,422.00 2,436.40 2,404.35 2,428.40 NA 0.49 % NA NA
30-Jan-20 2,422.00 2,439.65 2,410.00 2,429.80 30,269,250 0.28 % -1.12 % Short Covering
27-Feb-20 2,436.05 2,451.00 2,422.00 2,440.65 1,077,750 0.24 % 118.72 % Long Buildup
26-Mar-20 2,436.90 2,451.50 2,430.65 2,445.60 21,500 0.17 % 115.00 % Long Buildup
Cummulative NA NA NA NA 31,368,500 NA 0.81 % Long Buildup
HDFC Options OI PCR:  0.62   (Expiry : 30-Jan-20 )   PUT OI: 1,037,000   CALL OI: 1,666,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2500.00 358000 -5.60% 11.80 -13.87% Long Windup
2480.00 207750 -5.68% 16.00 -12.81% Long Windup
2540.00 129750 -12.63% 6.55 -13.82% 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
2440.00 100750 17.49% 29.95 -5.52% Short Buildup
2640.00 68500 8.30% 2.10 0.00% Short Buildup
2420.00 73500 5.00% 40.50 -0.12% 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
2500.00 358000 -5.60% 11.80 -13.87% Long Windup
2540.00 129750 -12.63% 6.55 -13.82% Long Windup
2480.00 207750 -5.68% 16.00 -12.81% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2400.00 221500 -0.23% 21.25 -21.00% Long Windup
2380.00 158250 11.05% 14.70 -24.62% Short Buildup
2300.00 107250 0.47% 2.65 -33.75% 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
2360.00 91750 35.42% 10.30 -29.45% Short Buildup
2380.00 158250 11.05% 14.70 -24.62% Short Buildup
2340.00 43000 8.18% 7.90 -23.30% 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
2440.00 90250 -22.37% 39.20 -16.68% Long Windup
2420.00 79000 -4.24% 29.35 -19.92% Long Windup
2460.00 58250 -4.90% 51.40 -12.88% 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 %
23-Jan-20 2,428.40 2,429.80 30,269,250 31,368,500 0.28 % -1.12 % 0.81 % 0.2194 0.62 3.50 % Long Buildup 52.32%230.32 1.4 0.06 %
22-Jan-20 2,416.60 2,423.10 30,612,500 31,115,250 -1.96 % -0.70 % -0.19 % 0.2252 0.61 1.62 % Long Windup 76.90%623.63 6.5 0.27 %
21-Jan-20 2,465.45 2,471.45 30,829,500 31,174,750 0.38 % -0.26 % -0.09 % 0.2112 0.71 1.11 % Short Covering 59.08%350.19 6 0.24 %
20-Jan-20 2,454.35 2,462.15 30,909,500 31,202,750 -0.11 % -1.31 % -1.23 % 0.2168 0.68 0.94 % Long Windup 60.16%335.81 7.8 0.32 %
17-Jan-20 2,453.95 2,464.80 31,321,000 31,591,250 -0.88 % 0.37 % 0.38 % 0.2236 0.64 0.86 % Short Buildup 65.00%358.97 10.85 0.44 %
16-Jan-20 2,482.10 2,486.70 31,205,000 31,471,000 -0.31 % -0.03 % 0.01 % 0.2240 0.72 0.85 % Short Buildup 61.58%274.27 4.6 0.19 %
15-Jan-20 2,488.60 2,494.55 31,213,000 31,468,750 -0.15 % -0.61 % -0.59 % 0.2307 0.77 0.81 % Long Windup 57.98%328.97 5.95 0.24 %
14-Jan-20 2,492.30 2,498.30 31,403,000 31,655,250 1.11 % 1.09 % 1.11 % 0.2378 0.85 0.80 % Long Buildup 62.90%399.62 6 0.24 %
13-Jan-20 2,462.55 2,470.90 31,064,500 31,306,500 0.16 % -0.29 % -0.19 % 0.2383 0.72 0.77 % Short Covering 72.43%606.73 8.35 0.34 %
10-Jan-20 2,457.55 2,467.00 31,155,250 31,365,250 -0.04 % -0.08 % 0.01 % 0.2456 0.76 0.67 % Short Buildup 55.89%286.00 9.45 0.38 %
09-Jan-20 2,457.40 2,468.05 31,179,000 31,362,500 2.09 % 0.75 % 1.04 % 0.2533 0.80 0.59 % Long Buildup 66.89%533.75 10.65 0.43 %
08-Jan-20 2,406.15 2,417.60 30,947,250 31,040,250 -0.25 % -0.23 % -0.21 % 0.2407 0.72 0.30 % Long Windup 58.42%301.84 11.45 0.48 %
07-Jan-20 2,415.05 2,423.65 31,017,750 31,104,250 1.14 % -0.41 % -0.40 % 0.2476 0.73 0.28 % Short Covering 57.35%522.42 8.6 0.36 %
06-Jan-20 2,384.10 2,396.40 31,144,000 31,229,250 -2.63 % -0.90 % -0.90 % 0.2478 0.72 0.27 % Long Windup 51.98%329.21 12.3 0.52 %
03-Jan-20 2,454.45 2,461.10 31,426,500 31,511,750 -0.58 % -0.37 % -0.35 % 0.2135 0.60 0.27 % Long Windup 64.19%309.43 6.65 0.27 %
02-Jan-20 2,466.40 2,475.35 31,542,750 31,622,250 1.20 % 0.30 % 0.32 % 0.2190 0.65 0.25 % Long Buildup 58.23%244.33 8.95 0.36 %
01-Jan-20 2,433.95 2,446.05 31,447,000 31,522,000 0.62 % -0.42 % -0.39 % 0.2166 0.55 0.24 % Short Covering 37.53%86.41 12.1 0.5 %
31-Dec-19 2,412.55 2,430.90 31,578,250 31,646,750 -1.03 % 0.38 % 0.39 % 0.2201 0.50 0.22 % Short Buildup 68.40%372.99 18.35 0.76 %
30-Dec-19 2,438.25 2,456.15 31,458,750 31,525,000 -0.20 % -1.24 % -1.23 % 0.2215 0.53 0.21 % Long Windup 59.69%279.53 17.9 0.73 %
27-Dec-19 2,444.15 2,461.00 31,852,250 31,916,000 1.31 % 1.12 % -0.74 % 0.2283 0.61 0.20 % Short Covering 45.28%230.31 16.85 0.69 %
26-Dec-19 2,414.10 2,429.15 31,500,000 32,153,500 -0.14 % 14.89 % 1.39 % 0.2264 0.53 - Short Buildup 43.35%154.93 15.05 0.62 %
24-Dec-19 2,412.75 2,432.65 27,418,500 31,712,000 -0.33 % 45.13 % -0.09 % 0.2335 0.54 - Long Windup 53.16%360.92 19.9 0.82 %
23-Dec-19 2,422.65 2,440.70 18,891,750 31,740,750 0.76 % 52.11 % 0.20 % 0.2400 0.60 - Long Buildup 57.76%276.61 18.05 0.75 %
20-Dec-19 2,404.10 2,422.30 12,419,500 31,676,750 -0.32 % 22.91 % 1.49 % 0.2447 0.55 - Short Buildup 68.13%827.67 18.2 0.76 %
19-Dec-19 2,411.90 2,430.00 10,104,500 31,211,500 -1.33 % 7.49 % -1.33 % 0.2520 0.67 - Long Windup 67.00%665.26 18.1 0.75 %
18-Dec-19 2,445.15 2,462.80 9,400,000 31,632,250 0.77 % 12.17 % 1.03 % 0.2511 0.74 - Long Buildup 60.62%755.95 17.65 0.72 %
17-Dec-19 2,430.10 2,443.90 8,380,000 31,308,500 2.32 % 31.68 % -1.33 % 0.2572 0.70 - Short Covering 70.88%1,253.57 13.8 0.57 %
16-Dec-19 2,375.25 2,388.40 6,364,000 31,730,000 0.65 % 1.46 % -1.48 % 0.2412 0.59 - Short Covering 66.92%557.92 13.15 0.55 %
13-Dec-19 2,354.50 2,373.05 6,272,500 32,207,250 1.49 % 9.15 % -0.01 % 0.2451 0.58 - Short Covering 52.09%313.61 18.55 0.79 %
12-Dec-19 2,318.45 2,338.30 5,746,750 32,211,000 0.31 % 141.89 % -0.32 % 0.2417 0.55 - Short Covering 64.47%374.19 19.85 0.86 %
11-Dec-19 2,321.65 2,331.10 2,375,750 32,315,750 0.66 % 530.59 % -0.37 % 0.2492 0.53 - Short Covering 59.90%359.11 9.45 0.41 %
10-Dec-19 2,295.15 2,315.80 376,750 32,436,500 -0.37 % 63.10 % 0.03 % 0.2511 0.42 - Short Buildup 51.15%316.29 20.65 0.9 %
09-Dec-19 2,311.40 2,324.50 231,000 32,426,750 1.70 % 11.73 % -0.08 % 0.2567 0.34 - Short Covering 58.27%452.79 13.1 0.57 %
06-Dec-19 2,264.65 2,285.60 206,750 32,453,250 -2.40 % 11.46 % 0.80 % 0.2457 0.34 - Short Buildup 61.03%475.44 20.95 0.93 %
05-Dec-19 2,327.55 2,341.70 185,500 32,197,250 0.17 % 47.22 % -0.16 % 0.2163 0.28 - Short Covering 59.18%361.32 14.15 0.61 %
04-Dec-19 2,322.40 2,337.70 126,000 32,248,500 -0.03 % 6.55 % -0.83 % 0.2228 0.28 - Long Windup 50.03%372.48 15.3 0.66 %
03-Dec-19 2,319.70 2,338.45 118,250 32,519,250 0.37 % 3.73 % -0.28 % 0.2297 1.22 - Short Covering 54.06%301.24 18.75 0.81 %
02-Dec-19 2,306.60 2,329.80 114,000 32,611,500 0.47 % 25.27 % -2.66 % 0.2354 0.63 - Short Covering 68.30%637.14 23.2 1.01 %
29-Nov-19 2,297.25 2,318.80 91,000 33,502,000 -0.48 % 66.97 % -1.13 % 0.2420 0.63 - Long Windup 69.30%481.88 21.55 0.94 %
28-Nov-19 2,309.75 2,330.05 54,500 33,885,250 -0.99 % 11.22 % -0.92 % 0.2482 0.25 - Long Windup 60.61%513.58 20.3 0.88 %
27-Nov-19 2,336.30 2,353.25 49,000 34,200,500 1.11 % 12.64 % -1.81 % 0.2500 0.25 - Short Covering 63.06%846.93 16.95 0.73 %
26-Nov-19 2,304.65 2,327.50 43,500 34,832,500 0.53 % 2.35 % 1.52 % 0.2508 0.33 - Long Buildup 74.10%1,504.19 22.85 0.99 %
25-Nov-19 2,294.55 2,315.20 42,500 34,310,500 2.81 % -4.49 % 1.71 % 0.2570 0.33 - Long Buildup 58.33%606.99 20.65 0.9 %
22-Nov-19 2,237.30 2,252.00 44,500 33,733,000 0.92 % 30.88 % 1.01 % 0.2345 - - Long Buildup 57.35%280.53 14.7 0.66 %
21-Nov-19 2,210.35 2,231.40 34,000 33,395,750 0.31 % 44.68 % -1.32 % 0.2347 - - Short Covering 65.76%389.42 21.05 0.95 %
20-Nov-19 2,200.95 2,224.60 23,500 33,843,500 -0.56 % 34.29 % -0.22 % 0.2412 - - Long Windup 58.99%230.15 23.65 1.07 %
19-Nov-19 2,212.10 2,237.15 17,500 33,917,250 -0.79 % 48.94 % 0.16 % 0.2475 - - Short Buildup 66.94%431.93 25.05 1.13 %
18-Nov-19 2,236.30 2,254.95 11,750 33,862,750 0.23 % -11.32 % -0.24 % 0.2499 - - Short Covering 63.49%319.40 18.65 0.83 %
15-Nov-19 2,224.05 2,249.85 13,250 33,945,750 0.00 % 0.00 % 0.23 % 0.2567 - - 64.18%477.68 25.8 1.16 %
13-Nov-19 2,207.45 2,229.10 13,500 33,864,500 0.00 % 0.00 % 0.37 % 0.2706 - - 66.63%410.65 21.65 0.98 %
 
 
Average Delivery Volume
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
230.32 Crore Rs. 401.38 Crore Rs. 379.78 Crore Rs. 362.72 Crore Rs. 396.35 Crore Rs. 340.94 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 >>
52.32 % 65.36 % 64.31 % 63.09 % 63.01 % 60.54 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTBullish Harami-
 
 
HDFC 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
2383.66 2396.83 2413.31 2426.48 2442.96 2456.13 2472.61
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2414.98 2422.39 2424.86 2427.33 2426.48 2432.27 2434.74 2437.21 2444.63
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2396.83 2408.16 2415.15 2426.48 2437.81 2444.8 2456.13
DeMark Pivot
Support 1 Pivot Point Resistance 1
2419.9 2429.78 2449.55
 
 
HDFC Result / Events
Date Description Status
27-Jan-20Financial Results/Fund RaisingUpcoming
04-Nov-19Financial ResultsCompleted
02-Aug-19Financial Results/Fund RaisingCompleted
13-May-19Fund RaisingCompleted
06-Mar-19DividendCompleted
29-Jan-19Financial Results/Other business mattersCompleted