FnO Contract Details

Expiry:
Symbol:

HDFC analysis for the selected expiry [Jan-21] as on 15-Jan-21

HDFC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,661.00 2,688.45 2,615.60 2,632.75 NA -1.91 % NA NA
28-Jan-21 2,668.35 2,695.00 2,625.65 2,643.90 18,623,100 -1.76 % -0.26 % Long Windup
25-Feb-21 2,680.00 2,704.00 2,635.60 2,652.85 563,100 -1.78 % 22.28 % Short Buildup
25-Mar-21 2,706.00 2,706.00 2,650.00 2,650.00 10,800 -2.43 % -7.69 % Long Windup
Cummulative NA NA NA NA 19,197,000 NA 0.28 % Short Buildup
HDFC Options OI PCR:  0.52   (Expiry : 28-Jan-21 )   PUT OI: 1,832,700   CALL OI: 3,552,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2800.00 800400 0.64% 23.10 -36.45% Short Buildup
2700.00 431700 20.72% 48.90 -31.99% Short Buildup
2900.00 298200 1.64% 10.45 -36.28% 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
2700.00 431700 20.72% 48.90 -31.99% Short Buildup
2650.00 97800 39.91% 68.95 -28.36% Short Buildup
2850.00 236100 10.38% 15.05 -37.55% 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
2750.00 252900 -21.73% 33.90 -34.43% Long Windup
3000.00 179100 -6.13% 5.45 -33.54% Long Windup
2760.00 52500 -14.63% 31.40 -35.12% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2500.00 315000 4.58% 21.35 31.38% Long Buildup
2700.00 203700 -6.22% 103.00 28.67% Short Covering
2400.00 161700 -7.07% 9.05 27.46% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2550.00 144000 14.56% 33.40 36.61% Long Buildup
2500.00 315000 4.58% 21.35 31.38% Long Buildup
2580.00 26400 69.23% 43.10 33.44% 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
2650.00 89700 -18.75% 74.65 33.66% Short Covering
2450.00 67200 -17.04% 13.80 30.81% Short Covering
2700.00 203700 -6.22% 103.00 28.67% 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 %
15-Jan-21 2,632.75 2,643.90 18,623,100 19,197,000 -1.76 % -0.26 % 0.28 % 0.4722 0.52 2.99 % Short Buildup 48.88%332.43 11.15 0.42 %
14-Jan-21 2,684.05 2,691.15 18,671,100 19,143,300 0.29 % -1.42 % -1.25 % 0.4726 0.54 2.47 % Short Covering 64.24%733.44 7.1 0.26 %
13-Jan-21 2,670.90 2,683.40 18,939,900 19,386,300 -2.67 % -1.58 % -0.61 % 0.4738 0.54 2.30 % Long Windup 56.04%835.45 12.5 0.47 %
12-Jan-21 2,747.55 2,756.95 19,244,100 19,504,500 0.17 % 1.40 % 1.39 % 0.4734 0.77 1.34 % Long Buildup 56.99%534.28 9.4 0.34 %
11-Jan-21 2,751.20 2,752.30 18,978,300 19,237,500 3.31 % 1.23 % 1.33 % 0.4746 0.81 1.35 % Long Buildup 62.81%1,026.41 1.1 0.04 %
08-Jan-21 2,657.50 2,664.10 18,747,300 18,984,600 -0.24 % -0.99 % -0.79 % 0.4735 0.60 1.25 % Long Windup 54.04%645.80 6.6 0.25 %
07-Jan-21 2,661.35 2,670.40 18,935,400 19,135,500 0.73 % 0.39 % 0.48 % 0.4746 0.69 1.05 % Long Buildup 53.96%589.61 9.05 0.34 %
06-Jan-21 2,638.85 2,650.95 18,862,200 19,043,400 -0.24 % -1.76 % -1.65 % 0.4757 0.64 0.95 % Long Windup 49.39%443.26 12.1 0.46 %
05-Jan-21 2,651.85 2,657.20 19,199,700 19,362,900 2.81 % 1.07 % 1.30 % 0.4768 0.68 0.84 % Long Buildup 53.43%831.77 5.35 0.2 %
04-Jan-21 2,578.50 2,584.45 18,996,300 19,114,200 0.37 % 0.91 % 1.30 % 0.4765 0.58 0.62 % Long Buildup 50.76%365.97 5.95 0.23 %
01-Jan-21 2,568.75 2,574.90 18,824,700 18,869,700 0.45 % 0.29 % -9.35 % 0.4777 0.63 0.24 % Short Covering 27.49%145.07 6.15 0.24 %
31-Dec-20 2,558.65 2,563.45 18,769,500 20,815,200 1.37 % 43.64 % -1.04 % 0.4789 0.62 - Short Covering 42.43%538.08 4.8 0.19 %
30-Dec-20 2,518.05 2,528.85 13,067,400 21,033,300 -0.01 % 45.05 % 0.30 % 0.4796 0.52 - Short Buildup 51.50%376.37 10.8 0.43 %
29-Dec-20 2,518.95 2,529.20 9,009,000 20,969,700 1.65 % 66.26 % -2.12 % 0.4808 0.45 - Short Covering 49.59%560.93 10.25 0.41 %
28-Dec-20 2,476.45 2,488.25 5,418,600 21,423,900 0.81 % 71.09 % -0.25 % 0.4814 0.49 - Short Covering 42.64%220.19 11.8 0.48 %
24-Dec-20 2,455.15 2,468.25 3,167,100 21,477,000 2.00 % 25.17 % -0.12 % 0.4825 0.76 - Short Covering 42.75%285.85 13.1 0.53 %
23-Dec-20 2,403.05 2,419.95 2,530,200 21,503,700 0.03 % 16.33 % 0.05 % 0.4828 0.77 - Long Buildup 47.09%294.90 16.9 0.7 %
22-Dec-20 2,403.65 2,419.30 2,175,000 21,493,500 -0.10 % 35.03 % -1.12 % 0.4840 0.83 - Long Windup 48.66%565.11 15.65 0.65 %
21-Dec-20 2,414.80 2,421.70 1,610,700 21,737,400 -2.84 % 8.90 % -0.52 % 0.4852 0.86 - Long Windup 44.89%387.40 6.9 0.29 %
18-Dec-20 2,479.40 2,492.50 1,479,000 21,851,100 -0.45 % 33.32 % 0.13 % 0.4851 0.91 - Short Buildup 51.94%539.52 13.1 0.53 %
17-Dec-20 2,494.60 2,503.70 1,109,400 21,821,700 2.71 % 181.65 % -1.34 % 0.4863 1.08 - Short Covering 57.53%1,059.00 9.1 0.36 %
16-Dec-20 2,424.65 2,437.70 393,900 22,119,000 3.16 % 15.78 % -1.85 % 0.4859 1.18 - Short Covering 49.10%777.72 13.05 0.54 %
15-Dec-20 2,350.35 2,363.10 340,200 22,534,800 2.00 % 28.86 % -1.59 % 0.4853 1.30 - Short Covering 54.01%641.88 12.75 0.54 %
14-Dec-20 2,302.65 2,316.80 264,000 22,897,800 0.27 % 5.77 % 0.24 % 0.4858 1.43 - Long Buildup 59.64%434.00 14.15 0.61 %
11-Dec-20 2,295.90 2,310.55 249,600 22,843,800 0.26 % 4.00 % -0.66 % 0.4870 1.54 - Short Covering 63.81%670.68 14.65 0.64 %
10-Dec-20 2,289.10 2,304.45 240,000 22,996,500 -0.97 % 1.65 % -0.55 % 0.4882 1.77 - Long Windup 55.79%325.03 15.35 0.67 %
09-Dec-20 2,306.70 2,327.05 236,100 23,123,100 0.17 % 8.70 % 0.02 % 0.4893 2.42 - Long Buildup 50.39%383.85 20.35 0.88 %
08-Dec-20 2,309.75 2,323.20 217,200 23,119,200 0.28 % 5.23 % -1.92 % 0.4905 2.46 - Short Covering 55.89%679.44 13.45 0.58 %
07-Dec-20 2,303.80 2,316.75 206,400 23,572,200 2.21 % 16.81 % -3.00 % 0.4917 2.97 - Short Covering 61.67%697.66 12.95 0.56 %
04-Dec-20 2,245.90 2,266.65 176,700 24,301,800 -0.13 % 10.71 % 0.26 % 0.4918 5.13 - Short Buildup 54.67%398.46 20.75 0.92 %
03-Dec-20 2,253.95 2,269.50 159,600 24,237,900 -0.85 % 7.69 % -0.38 % 0.4930 5.27 - Long Windup 59.34%605.68 15.55 0.69 %
02-Dec-20 2,276.35 2,288.90 148,200 24,330,300 -1.21 % 13.56 % -1.46 % 0.4940 4.36 - Long Windup 57.78%419.79 12.55 0.55 %
01-Dec-20 2,306.95 2,316.95 130,500 24,690,300 2.06 % 57.61 % -2.86 % 0.4949 0.22 - Short Covering 60.38%979.49 10 0.43 %
27-Nov-20 2,256.25 2,270.20 82,800 25,418,100 0.61 % 45.26 % -5.95 % 0.4953 0.12 - Short Covering 61.36%1,409.26 13.95 0.62 %
26-Nov-20 2,238.40 2,256.40 57,000 27,027,000 2.42 % 65.22 % 0.42 % 0.4964 0.08 - Long Buildup 49.07%552.05 18 0.8 %
25-Nov-20 2,191.35 2,203.15 34,500 26,913,600 -1.59 % 22.34 % -1.52 % 0.4968 0.10 - Long Windup 49.56%668.02 11.8 0.54 %
24-Nov-20 2,217.70 2,238.85 28,200 27,330,300 -1.42 % 16.05 % 1.97 % 0.4978 0.13 - Short Buildup 53.77%589.73 21.15 0.95 %
23-Nov-20 2,250.80 2,271.15 24,300 26,802,600 -3.43 % 14.08 % 0.17 % 0.4986 0.20 - Short Buildup 50.72%798.56 20.35 0.9 %
20-Nov-20 2,334.80 2,351.75 21,300 26,756,400 0.73 % 4.41 % 0.67 % 0.4974 0.50 - Long Buildup 47.85%594.54 16.95 0.73 %
19-Nov-20 2,324.60 2,334.75 20,400 26,579,100 -2.12 % 3.03 % -0.60 % 0.4986 0.50 - Long Windup 71.51%1,153.06 10.15 0.44 %
18-Nov-20 2,364.90 2,385.25 19,800 26,740,500 0.66 % -2.94 % 0.48 % 0.4993 - - Long Buildup 58.27%598.66 20.35 0.86 %
17-Nov-20 2,349.00 2,369.70 20,400 26,613,300 1.68 % -2.86 % 1.19 % 0.5005 - - Long Buildup 62.40%1,083.62 20.7 0.88 %
14-Nov-20 2,311.25 2,330.65 21,000 26,299,500 0.07 % 4.48 % -0.04 % 0.5013 - - Short Covering 22.99%19.89 19.4 0.84 %
13-Nov-20 2,306.75 2,328.95 20,100 26,309,100 -0.70 % 11.67 % 0.90 % 0.5025 - - Short Buildup 53.47%493.34 22.2 0.96 %
12-Nov-20 2,332.10 2,345.45 18,000 26,075,700 0.24 % 7.14 % 0.54 % 0.5036 - - Long Buildup 53.88%804.02 13.35 0.57 %
11-Nov-20 2,324.30 2,339.80 16,800 25,935,300 1.81 % 9.80 % -0.77 % 0.5048 - - Short Covering 53.15%893.86 15.5 0.67 %
10-Nov-20 2,272.10 2,298.15 15,300 26,137,800 5.87 % 8.51 % 1.31 % 0.5052 - - Long Buildup 55.19%1,067.40 26.05 1.15 %
09-Nov-20 2,152.10 2,170.65 14,100 25,799,100 0.65 % -6.00 % 1.19 % 0.5011 - - Long Buildup 53.16%403.85 18.55 0.86 %
06-Nov-20 2,138.45 2,156.70 15,000 25,495,200 1.64 % 38.89 % 0.50 % 0.5022 - - Long Buildup 46.09%454.15 18.25 0.85 %
05-Nov-20 2,100.70 2,122.00 10,800 25,368,900 0.55 % 0.00 % 0.98 % 0.5029 - - Long Buildup 52.59%454.83 21.3 1.01 %
04-Nov-20 2,088.20 2,110.35 10,800 25,123,800 -1.76 % 38.46 % 0.58 % 0.5041 - - Short Buildup 46.35%504.69 22.15 1.06 %
03-Nov-20 2,130.95 2,148.05 7,800 24,978,900 4.29 % 188.89 % 0.37 % 0.5046 - - Long Buildup 34.71%658.71 17.1 0.8 %
02-Nov-20 2,040.80 2,059.60 2,700 24,886,500 6.49 % 200.00 % -0.46 % 0.5025 - - Short Covering 41.13%640.92 18.8 0.92 %
30-Oct-20 1,923.55 1,934.10 900 25,001,400 0.00 % 0.00 % -0.73 % 0.4974 - - 50.35%418.59 10.55 0.55 %
 
 
Average Delivery Volume
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
332.43 Crore Rs. 633.77 Crore Rs. 692.40 Crore Rs. 642.58 Crore Rs. 569.07 Crore Rs. 538.61 Crore Rs. More details >>
Average Delivery Percentage
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
48.88 % 57.36 % 58.79 % 56.62 % 53.18 % 51.91 % More details >>
 
 
HDFC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 18-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2545.35 2585.5 2614.7 2654.85 2684.05 2724.2 2753.4
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2609.23 2626.56 2632.34 2638.12 2654.85 2649.68 2655.46 2661.24 2678.58
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2585.5 2611.99 2628.36 2654.85 2681.34 2697.71 2724.2
DeMark Pivot
Support 1 Pivot Point Resistance 1
2600.1 2647.55 2669.45
 
 
HDFC Result / Events
Date Description Status
02-Nov-20Financial ResultsCompleted
30-Jul-20Financial Results/Fund RaisingCompleted
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