FnO Contract Details

Expiry:
Symbol:

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

HDFC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,056.00 2,067.90 2,046.00 2,059.70 NA 0.84 % NA NA
29-Oct-20 2,060.55 2,067.75 2,046.05 2,059.65 20,819,700 0.65 % -10.48 % Short Covering
26-Nov-20 2,062.95 2,075.00 2,053.10 2,066.50 3,738,600 0.68 % 257.08 % Long Buildup
31-Dec-20 2,066.35 2,080.00 2,066.00 2,079.00 23,400 0.65 % -15.22 % Short Covering
Cummulative NA NA NA NA 24,581,700 NA 1.02 % Long Buildup
HDFC Options OI PCR:  0.95   (Expiry : 29-Oct-20 )   PUT OI: 2,550,900   CALL OI: 2,674,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2100.00 576900 16.19% 15.30 2.34% Long Buildup
2200.00 369300 -7.51% 3.15 -18.18% Long Windup
2000.00 309000 -6.45% 68.20 12.45% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2100.00 576900 16.19% 15.30 2.34% Long Buildup
2350.00 5400 5.88% 0.90 -30.77% Short Buildup
2400.00 2100 16.67% 0.85 -15.00% 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
2300.00 196800 -23.99% 1.20 -31.43% Long Windup
2150.00 204000 -18.17% 6.20 -11.43% Long Windup
2050.00 176100 -16.97% 34.15 6.22% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1900.00 370800 -11.90% 1.65 -56.58% Long Windup
1800.00 326700 -5.47% 1.00 -41.18% Long Windup
2000.00 283200 2.94% 8.70 -47.27% 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
2050.00 135000 45.63% 24.00 -34.78% Short Buildup
2000.00 283200 2.94% 8.70 -47.27% Short Buildup
2150.00 900 200.00% 106.05 -1.03% 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
1900.00 370800 -11.90% 1.65 -56.58% Long Windup
1950.00 176700 -21.36% 3.15 -54.35% Long Windup
1800.00 326700 -5.47% 1.00 -41.18% 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-Oct-20 2,059.70 2,059.65 20,819,700 24,581,700 0.65 % -10.48 % 1.02 % 0.5001 0.95 15.30 % Long Buildup 56.74%417.68 -0.05 -0 %
22-Oct-20 2,042.55 2,046.25 23,257,800 24,332,400 -0.15 % -0.92 % 0.21 % 0.5012 0.93 4.42 % Short Buildup 49.79%511.62 3.7 0.18 %
21-Oct-20 2,048.75 2,049.25 23,473,200 24,282,000 1.58 % -1.32 % -0.63 % 0.5024 0.98 3.33 % Short Covering 59.34%992.84 0.5 0.02 %
20-Oct-20 2,015.30 2,017.30 23,788,200 24,435,000 -0.82 % -0.77 % -0.63 % 0.5032 0.93 2.65 % Long Windup 54.65%521.25 2 0.1 %
19-Oct-20 2,031.50 2,033.90 23,972,100 24,589,800 3.39 % -1.63 % -1.23 % 0.5043 0.99 2.51 % Short Covering 42.90%574.47 2.4 0.12 %
16-Oct-20 1,961.70 1,967.15 24,369,000 24,895,800 0.87 % -0.14 % 0.60 % 0.5034 0.80 2.12 % Long Buildup 38.09%242.01 5.45 0.28 %
15-Oct-20 1,947.20 1,950.10 24,404,100 24,746,400 -1.75 % -1.06 % -0.96 % 0.5045 0.79 1.38 % Long Windup 37.67%379.29 2.9 0.15 %
14-Oct-20 1,979.85 1,984.85 24,665,400 24,987,300 1.78 % -0.70 % -0.60 % 0.5053 0.85 1.29 % Short Covering 32.63%200.80 5 0.25 %
13-Oct-20 1,943.40 1,950.20 24,838,200 25,137,300 -1.07 % -0.83 % -0.67 % 0.5059 0.84 1.19 % Long Windup 38.95%253.64 6.8 0.35 %
12-Oct-20 1,965.40 1,971.30 25,046,100 25,306,500 0.23 % -0.48 % -0.43 % 0.5070 0.95 1.03 % Short Covering 28.85%207.07 5.9 0.3 %
09-Oct-20 1,957.65 1,966.85 25,166,700 25,416,000 0.51 % -0.34 % -0.26 % 0.5082 1.01 0.98 % Short Covering 39.42%837.18 9.2 0.47 %
08-Oct-20 1,949.25 1,956.95 25,253,700 25,481,100 0.16 % -0.01 % 0.01 % 0.5095 1.18 0.89 % Long Buildup 46.54%416.40 7.7 0.4 %
07-Oct-20 1,948.75 1,953.85 25,256,400 25,477,500 0.77 % -1.02 % -0.95 % 0.5107 1.31 0.87 % Short Covering 43.63%598.40 5.1 0.26 %
06-Oct-20 1,934.40 1,938.85 25,515,600 25,722,000 8.24 % -0.84 % -0.69 % 0.5119 1.13 0.80 % Short Covering 40.99%1,334.49 4.45 0.23 %
05-Oct-20 1,785.10 1,791.20 25,731,300 25,899,600 -0.18 % -1.10 % -1.05 % 0.5016 0.91 0.65 % Long Windup 55.02%398.47 6.1 0.34 %
01-Oct-20 1,790.65 1,794.35 26,017,200 26,174,700 2.85 % -2.87 % -2.82 % 0.5028 0.97 0.60 % Short Covering 55.63%369.17 3.7 0.21 %
30-Sep-20 1,740.05 1,744.55 26,787,000 26,934,900 1.56 % -1.41 % -1.37 % 0.5026 0.87 0.55 % Short Covering 57.53%359.82 4.5 0.26 %
29-Sep-20 1,713.10 1,717.75 27,170,400 27,308,100 1.81 % 0.15 % 0.28 % 0.5034 0.75 0.50 % Long Buildup 57.43%363.63 4.65 0.27 %
28-Sep-20 1,681.45 1,687.20 27,130,800 27,232,800 1.87 % 0.97 % 1.06 % 0.5040 0.81 0.37 % Long Buildup 50.61%233.08 5.75 0.34 %
25-Sep-20 1,652.00 1,656.30 26,871,000 26,948,400 0.85 % 1.42 % -1.38 % 0.5047 0.98 0.29 % Short Covering 52.49%350.93 4.3 0.26 %
24-Sep-20 1,636.85 1,642.35 26,494,800 27,324,600 -2.10 % 21.20 % 0.23 % 0.5058 1.04 - Short Buildup 63.74%591.92 5.5 0.34 %
23-Sep-20 1,667.10 1,677.60 21,859,800 27,262,800 -0.51 % 38.02 % -0.61 % 0.5065 0.96 - Long Windup 51.64%413.56 10.5 0.63 %
22-Sep-20 1,674.85 1,686.25 15,838,500 27,430,200 -1.85 % 52.96 % 0.34 % 0.5077 0.87 - Short Buildup 46.56%281.97 11.4 0.68 %
21-Sep-20 1,708.15 1,718.00 10,354,800 27,337,200 -0.80 % 74.40 % -1.50 % 0.5083 0.78 - Long Windup 43.89%238.01 9.85 0.58 %
18-Sep-20 1,724.00 1,731.90 5,937,300 27,752,700 -1.35 % 94.01 % -1.66 % 0.5094 0.98 - Long Windup 60.24%585.98 7.9 0.46 %
17-Sep-20 1,744.35 1,755.65 3,060,300 28,221,000 -1.42 % 280.78 % 1.42 % 0.5104 1.26 - Short Buildup 52.67%293.24 11.3 0.65 %
16-Sep-20 1,768.15 1,780.90 803,700 27,825,300 0.69 % 91.91 % 0.88 % 0.5114 1.41 - Long Buildup 46.11%211.35 12.75 0.72 %
15-Sep-20 1,758.75 1,768.70 418,800 27,582,900 1.08 % 21.39 % -0.79 % 0.5126 1.77 - Short Covering 41.58%231.04 9.95 0.57 %
14-Sep-20 1,738.00 1,749.75 345,000 27,802,800 -1.55 % 45.57 % 2.84 % 0.5137 1.85 - Short Buildup 52.32%369.35 11.75 0.68 %
11-Sep-20 1,768.15 1,777.30 237,000 27,034,500 -0.50 % 12.54 % 1.19 % 0.5144 2.41 - Short Buildup 48.81%192.63 9.15 0.52 %
10-Sep-20 1,777.45 1,786.20 210,600 26,717,100 0.76 % 7.01 % -0.38 % 0.5157 2.87 - Short Covering 50.63%292.10 8.75 0.49 %
09-Sep-20 1,760.75 1,772.80 196,800 26,820,300 -0.90 % 7.54 % -1.22 % 0.5168 3.93 - Long Windup 51.29%226.65 12.05 0.68 %
08-Sep-20 1,777.30 1,788.95 183,000 27,152,400 -0.85 % 1.67 % -0.41 % 0.5179 4.63 - Long Windup 44.96%196.29 11.65 0.66 %
07-Sep-20 1,791.10 1,804.30 180,000 27,263,400 1.00 % 4.35 % -1.71 % 0.5191 4.29 - Short Covering 39.38%287.34 13.2 0.74 %
04-Sep-20 1,769.70 1,786.40 172,500 27,738,900 -2.28 % 10.79 % 0.41 % 0.5202 5.02 - Short Buildup 51.90%387.06 16.7 0.94 %
03-Sep-20 1,808.75 1,828.05 155,700 27,625,800 -0.91 % 7.23 % 1.74 % 0.5206 5.56 - Short Buildup 55.54%336.59 19.3 1.07 %
02-Sep-20 1,827.20 1,844.90 145,200 27,153,300 -1.27 % 4.31 % 2.55 % 0.5218 6.02 - Short Buildup 51.70%400.11 17.7 0.97 %
01-Sep-20 1,851.20 1,868.65 139,200 26,477,700 1.29 % 0.22 % -0.02 % 0.5228 6.76 - Short Covering 43.69%306.80 17.45 0.94 %
31-Aug-20 1,832.60 1,844.80 138,900 26,482,800 -2.82 % 36.18 % 0.20 % 0.5239 7.29 - Short Buildup 45.98%640.85 12.2 0.67 %
28-Aug-20 1,883.25 1,898.25 102,000 26,429,400 1.17 % 81.82 % -3.39 % 0.5239 2.41 - Short Covering 51.95%479.76 15 0.8 %
27-Aug-20 1,864.10 1,876.25 56,100 27,356,700 2.52 % 55.83 % -5.08 % 0.5251 1.83 - Short Covering 45.01%725.58 12.15 0.65 %
26-Aug-20 1,816.00 1,830.20 36,000 28,821,600 -0.70 % 60.00 % 0.23 % 0.5252 3.00 - Short Buildup 50.50%292.30 14.2 0.78 %
25-Aug-20 1,829.60 1,843.10 22,500 28,756,200 -0.14 % 11.94 % -1.19 % 0.5264 1.00 - Long Windup 39.48%191.13 13.5 0.74 %
24-Aug-20 1,829.85 1,845.65 20,100 29,103,900 1.52 % 26.42 % -0.24 % 0.5277 1.00 - Short Covering 45.72%319.26 15.8 0.86 %
21-Aug-20 1,804.05 1,818.00 15,900 29,175,300 1.01 % 35.90 % 1.98 % 0.5287 1.00 - Long Buildup 43.66%273.01 13.95 0.77 %
20-Aug-20 1,785.15 1,799.85 11,700 28,608,300 -2.45 % 18.18 % 1.79 % 0.5298 1.00 - Short Buildup 40.74%196.56 14.7 0.82 %
19-Aug-20 1,827.95 1,845.00 9,900 28,105,200 1.21 % 6.45 % -0.52 % 0.5302 1.00 - Short Covering 56.94%305.48 17.05 0.93 %
18-Aug-20 1,820.70 1,823.00 9,300 28,253,100 0.47 % 3.33 % 0.32 % 0.5315 1.00 - Long Buildup 56.06%348.40 2.3 0.13 %
17-Aug-20 1,800.55 1,814.40 9,000 28,163,700 0.54 % 20.00 % -1.84 % 0.5326 1.00 - Short Covering 66.23%486.15 13.85 0.77 %
14-Aug-20 1,791.70 1,804.70 7,500 28,692,300 -0.73 % 4.17 % -0.97 % 0.5339 1.00 - Long Windup 62.77%690.19 13 0.73 %
13-Aug-20 1,804.85 1,818.00 7,200 28,972,500 -0.70 % 0.00 % -0.53 % 0.5352 1.00 - Long Windup 58.84%400.35 13.15 0.73 %
12-Aug-20 1,814.20 1,830.85 7,200 29,127,900 -1.20 % 0.00 % -0.16 % 0.5365 1.00 - Long Windup 53.68%351.18 16.65 0.92 %
11-Aug-20 1,826.75 1,853.05 7,200 29,173,800 2.10 % -7.69 % -2.86 % 0.5377 1.00 - Short Covering 52.33%472.60 26.3 1.44 %
10-Aug-20 1,798.95 1,815.00 7,800 30,033,000 0.90 % 18.18 % -1.32 % 0.5387 1.00 - Short Covering 50.13%273.32 16.05 0.89 %
07-Aug-20 1,777.70 1,798.85 6,600 30,435,600 0.01 % 10.00 % 3.35 % 0.5398 1.00 - Long Buildup 60.09%548.03 21.15 1.19 %
06-Aug-20 1,783.75 1,798.70 6,000 29,448,600 -0.29 % 17.65 % 0.85 % 0.5411 1.00 - Short Buildup 43.97%470.95 14.95 0.84 %
05-Aug-20 1,776.70 1,804.00 5,100 29,201,100 0.61 % 41.67 % 4.04 % 0.5424 - - Long Buildup 45.77%453.50 27.3 1.54 %
04-Aug-20 1,781.10 1,793.10 3,600 28,067,400 2.73 % 71.43 % -1.14 % 0.5438 - - Short Covering 46.29%389.35 12 0.67 %
03-Aug-20 1,739.80 1,745.45 2,100 28,392,000 -3.01 % 133.33 % 0.52 % 0.5442 - - Short Buildup 51.64%417.71 5.65 0.32 %
31-Jul-20 1,781.95 1,799.55 900 28,244,700 0.00 % 0.00 % 1.10 % 0.5446 - - 38.95%537.63 17.6 0.99 %
 
 
Average Delivery Volume
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
417.68 Crore Rs. 640.71 Crore Rs. 603.57 Crore Rs. 479.99 Crore Rs. 473.28 Crore Rs. 483.53 Crore Rs. More details >>
Average Delivery Percentage
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
56.74 % 55.92 % 52.65 % 47.94 % 44.62 % 47.02 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREDoji-
 
 
HDFC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Oct-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2026.19 2036.12 2047.89 2057.82 2069.59 2079.52 2091.29
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2048.8 2054.23 2056.03 2057.84 2057.82 2061.46 2063.27 2065.08 2070.5
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2036.12 2044.41 2049.53 2057.82 2066.11 2071.23 2079.52
DeMark Pivot
Support 1 Pivot Point Resistance 1
2042 2054.88 2063.7
 
 
HDFC Result / Events
Date Description Status
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