FnO Contract Details

Expiry:
Symbol:

HDFC analysis for the selected expiry [Oct-19] as on 18-Oct-19

HDFC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,089.00 2,102.00 2,065.10 2,094.45 NA 0.22 % NA NA
31-Oct-19 2,085.20 2,099.70 2,071.00 2,093.45 34,995,500 0.15 % -1.27 % Short Covering
28-Nov-19 2,083.25 2,108.75 2,081.25 2,103.00 524,000 0.19 % 8.26 % Long Buildup
26-Dec-19 2,098.35 2,106.60 2,096.00 2,096.00 42,500 -0.67 % 4.94 % Short Buildup
Cummulative NA NA NA NA 35,562,000 NA -1.13 % Short Covering
HDFC Options OI PCR:  0.60   (Expiry : 31-Oct-19 )   PUT OI: 1,784,500   CALL OI: 2,988,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2200.00 609000 -5.87% 9.20 23.49% Short Covering
2100.00 462000 -6.19% 33.95 6.09% Short Covering
2300.00 355500 0.99% 2.75 37.50% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2140.00 215000 40.52% 19.50 10.80% Long Buildup
2160.00 157000 17.16% 14.75 13.46% Long Buildup
2180.00 73500 16.67% 11.50 15.58% 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
2200.00 609000 -5.87% 9.20 23.49% Short Covering
2100.00 462000 -6.19% 33.95 6.09% Short Covering
2000.00 92500 -17.04% 99.90 1.42% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2000.00 333000 -2.92% 7.90 -9.20% Long Windup
1900.00 209500 -7.91% 1.10 -21.43% Long Windup
2020.00 122500 10.86% 11.40 -7.32% 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
2020.00 122500 10.86% 11.40 -7.32% Short Buildup
2080.00 84500 15.75% 30.55 -4.38% Short Buildup
2040.00 119500 7.66% 15.95 -8.07% 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 209500 -7.91% 1.10 -21.43% Long Windup
1960.00 114500 -10.20% 3.70 -13.95% Long Windup
1800.00 95000 -11.21% 0.70 7.69% 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 %
18-Oct-19 2,094.45 2,093.45 34,995,500 35,562,000 0.15 % -1.27 % -1.13 % 0.0000 0.60 1.59 % Short Covering 64.55%373.20 -1 -0.05 %
17-Oct-19 2,089.75 2,090.25 35,444,000 35,968,500 1.91 % -2.35 % -2.08 % 0.3440 0.61 1.46 % Short Covering 68.67%654.74 0.5 0.02 %
16-Oct-19 2,048.70 2,051.00 36,296,500 36,732,000 1.55 % -0.86 % -0.74 % 0.3416 0.52 1.19 % Short Covering 66.24%511.06 2.3 0.11 %
15-Oct-19 2,013.30 2,019.70 36,610,000 37,004,500 0.15 % 0.14 % 0.22 % 0.3422 0.48 1.07 % Long Buildup 57.29%243.25 6.4 0.32 %
14-Oct-19 2,014.75 2,016.60 36,558,500 36,921,500 0.18 % -0.69 % -0.66 % 0.3529 0.49 0.98 % Short Covering 64.24%375.80 1.85 0.09 %
11-Oct-19 2,010.15 2,012.90 36,812,500 37,166,000 1.09 % -0.04 % -0.03 % 0.3638 0.50 0.95 % Short Covering 48.99%283.85 2.75 0.14 %
10-Oct-19 1,987.95 1,991.15 36,827,000 37,175,500 -1.02 % 0.85 % 0.96 % 0.3718 0.47 0.94 % Short Buildup 58.22%304.09 3.2 0.16 %
09-Oct-19 2,002.00 2,011.60 36,517,000 36,821,500 1.89 % 0.00 % 0.10 % 0.3816 0.50 0.83 % Long Buildup 68.46%701.67 9.6 0.48 %
07-Oct-19 1,969.30 1,974.35 36,517,500 36,783,500 -0.48 % -0.15 % -0.13 % 0.3855 0.48 0.72 % Long Windup 50.76%272.97 5.05 0.26 %
04-Oct-19 1,978.30 1,983.90 36,572,500 36,832,000 -0.09 % -3.84 % -3.75 % 0.3970 0.49 0.70 % Long Windup 58.11%852.23 5.6 0.28 %
03-Oct-19 1,974.55 1,985.60 38,032,000 38,267,500 -1.38 % -0.31 % -0.26 % 0.4093 0.51 0.62 % Long Windup 55.45%534.55 11.05 0.56 %
01-Oct-19 1,995.65 2,013.45 38,150,000 38,368,500 0.99 % 2.36 % 2.40 % 0.4191 0.54 0.57 % Long Buildup 60.00%1,134.21 17.8 0.89 %
30-Sep-19 1,977.05 1,993.80 37,270,500 37,470,500 -2.90 % 0.71 % 0.91 % 0.4299 0.52 0.53 % Short Buildup 61.81%869.81 16.75 0.85 %
27-Sep-19 2,035.90 2,053.30 37,007,000 37,131,500 -1.33 % 2.07 % -2.93 % 0.4202 0.57 0.34 % Long Windup 57.66%574.81 17.4 0.85 %
26-Sep-19 2,063.20 2,080.95 36,255,000 38,252,000 -0.25 % 15.01 % 3.12 % 0.4286 0.62 - Short Buildup 52.21%826.11 17.75 0.86 %
25-Sep-19 2,069.95 2,086.10 31,522,000 37,093,000 -2.85 % 12.29 % 0.63 % 0.4418 0.64 - Short Buildup 57.84%833.99 16.15 0.78 %
24-Sep-19 2,130.00 2,147.20 28,073,000 36,862,000 -1.15 % 24.66 % -0.41 % 0.4342 0.73 - Long Windup 50.84%515.84 17.2 0.81 %
23-Sep-19 2,162.00 2,172.15 22,520,000 37,013,500 5.04 % 35.60 % -1.91 % 0.4421 0.82 - Short Covering 57.51%1,200.20 10.15 0.47 %
20-Sep-19 2,049.30 2,067.95 16,608,000 37,735,000 3.99 % 26.53 % 5.48 % 0.3849 0.76 - Long Buildup 65.28%2,435.35 18.65 0.91 %
19-Sep-19 1,974.60 1,988.55 13,126,000 35,775,500 -0.75 % 14.15 % -0.65 % 0.3438 0.81 - Long Windup 56.31%460.15 13.95 0.71 %
18-Sep-19 1,988.30 2,003.65 11,499,000 36,009,000 -0.46 % 10.46 % 0.96 % 0.3530 0.76 - Short Buildup 57.30%483.70 15.35 0.77 %
17-Sep-19 1,996.25 2,012.95 10,410,000 35,666,500 -2.38 % 24.55 % 4.03 % 0.3636 0.91 - Short Buildup 56.78%668.46 16.7 0.84 %
16-Sep-19 2,046.75 2,062.05 8,358,000 34,283,500 -1.91 % 85.10 % 2.73 % 0.3551 0.87 - Short Buildup 59.00%452.86 15.3 0.75 %
13-Sep-19 2,083.85 2,102.15 4,515,500 33,371,000 0.21 % 41.68 % 1.42 % 0.3558 0.95 - Long Buildup 65.72%429.07 18.3 0.88 %
12-Sep-19 2,082.75 2,097.70 3,187,000 32,905,000 0.51 % 636.88 % -0.45 % 0.3670 0.90 - Short Covering 54.30%373.59 14.95 0.72 %
11-Sep-19 2,071.85 2,087.10 432,500 33,053,000 0.32 % 23.04 % 1.36 % 0.3777 0.59 - Long Buildup 66.35%550.41 15.25 0.74 %
09-Sep-19 2,064.25 2,080.50 351,500 32,610,000 0.85 % 0.14 % -1.42 % 0.3891 0.46 - Short Covering 58.37%329.99 16.25 0.79 %
06-Sep-19 2,041.45 2,063.05 351,000 33,080,500 0.09 % 53.61 % 1.50 % 0.3978 0.48 - Long Buildup 59.01%509.27 21.6 1.06 %
05-Sep-19 2,044.15 2,061.25 228,500 32,591,000 -2.94 % 19.63 % 2.65 % 0.4102 0.51 - Short Buildup 45.54%358.18 17.1 0.84 %
04-Sep-19 2,100.10 2,123.75 191,000 31,751,000 0.63 % 33.57 % 0.39 % 0.4025 0.47 - Long Buildup 48.83%371.39 23.65 1.13 %
03-Sep-19 2,089.90 2,110.50 143,000 31,628,500 -3.29 % 20.17 % 1.71 % 0.4145 0.40 - Short Buildup 62.78%526.04 20.6 0.99 %
30-Aug-19 2,166.45 2,182.30 119,000 31,095,500 1.48 % 44.24 % -5.61 % 0.3907 - - Short Covering 66.12%743.65 15.85 0.73 %
29-Aug-19 2,128.45 2,150.50 82,500 32,943,500 -2.40 % 23.13 % 5.10 % 0.3938 - - Short Buildup 63.80%700.46 22.05 1.04 %
28-Aug-19 2,187.15 2,203.35 67,000 31,345,000 1.12 % 26.42 % 0.68 % 0.3844 - - Long Buildup 50.91%366.51 16.2 0.74 %
27-Aug-19 2,174.30 2,179.00 53,000 31,134,000 1.24 % 4.95 % -1.58 % 0.3954 - - Short Covering 66.41%1,109.79 4.7 0.22 %
26-Aug-19 2,148.35 2,152.30 50,500 31,632,500 4.25 % 32.89 % 1.37 % 0.4037 - - Long Buildup 48.32%546.78 3.95 0.18 %
23-Aug-19 2,043.75 2,064.55 38,000 31,205,000 1.65 % 35.71 % -0.91 % 0.3395 - - Short Covering 53.35%372.99 20.8 1.02 %
22-Aug-19 2,014.10 2,031.00 28,000 31,493,000 -2.83 % 133.33 % 0.24 % 0.3430 - - Short Buildup 52.34%255.62 16.9 0.84 %
21-Aug-19 2,066.90 2,090.20 12,000 31,419,000 -0.59 % 26.32 % 0.48 % 0.3310 - - Short Buildup 55.33%239.70 23.3 1.13 %
20-Aug-19 2,090.10 2,102.50 9,500 31,267,500 -1.88 % -5.00 % 0.99 % 0.3371 - - Short Buildup 55.53%344.34 12.4 0.59 %
19-Aug-19 2,114.05 2,142.75 10,000 30,962,500 0.62 % -16.67 % -0.62 % 0.3434 - - Short Covering 44.95%212.22 28.7 1.36 %
16-Aug-19 2,100.00 2,129.45 12,000 31,157,000 -0.90 % 0.00 % 3.10 % 0.3527 - - Short Buildup 61.31%931.08 29.45 1.4 %
14-Aug-19 2,117.70 2,148.85 12,000 30,219,500 1.05 % 0.00 % -0.21 % 0.3615 - - Short Covering 43.84%249.19 31.15 1.47 %
13-Aug-19 2,100.10 2,126.45 12,000 30,283,000 -5.06 % -14.29 % -0.56 % 0.3707 - - Long Windup 56.28%396.93 26.35 1.25 %
09-Aug-19 2,211.65 2,239.85 14,000 30,455,000 1.13 % 40.00 % -0.50 % 0.2894 - - Short Covering 58.29%546.41 28.2 1.28 %
08-Aug-19 2,182.30 2,214.90 10,000 30,607,000 0.00 % 0.00 % -0.47 % 0.2915 - - 52.82%406.42 32.6 1.49 %
07-Aug-19 2,175.20 2,214.90 10,000 30,752,000 -0.23 % 0.00 % -0.64 % 0.3002 - - Long Windup 57.10%398.19 39.7 1.83 %
06-Aug-19 2,189.90 2,220.00 10,000 30,950,000 1.88 % 5.26 % 1.90 % 0.3079 - - Long Buildup 63.66%703.30 30.1 1.37 %
05-Aug-19 2,152.35 2,178.95 9,500 30,373,000 1.82 % 26.67 % 3.69 % 0.3065 - - Long Buildup 65.64%887.90 26.6 1.24 %
02-Aug-19 2,124.80 2,140.00 7,500 29,291,000 1.25 % 400.00 % 1.96 % 0.3099 - - Long Buildup 51.73%649.25 15.2 0.72 %
01-Aug-19 2,086.80 2,113.65 1,500 28,728,000 -2.32 % 200.00 % 1.04 % 0.3075 - - Short Buildup 65.79%498.98 26.85 1.29 %
31-Jul-19 2,121.80 2,163.95 500 28,432,500 0.00 % 0.00 % 1.14 % 0.3069 - - 71.96%544.09 42.15 1.99 %
30-Jul-19 2,127.25 2,163.95 500 28,111,500 0.00 % 0.00 % -0.05 % 0.3163 - - 69.56%457.39 36.7 1.73 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
373.20 Crore Rs. 513.00 Crore Rs. 431.61 Crore Rs. 430.96 Crore Rs. 547.03 Crore Rs. 687.69 Crore Rs. More details >>
Average Delivery Percentage
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
64.55 % 66.82 % 65.11 % 63.33 % 60.69 % 59.63 % More details >>
 
 
HDFC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 22-Oct-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2047.7 2059.35 2076.4 2088.05 2105.1 2116.75 2133.8
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2079.1 2086.28 2088.67 2091.06 2088.05 2095.84 2098.23 2100.63 2107.8
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2059.35 2070.31 2077.09 2088.05 2099.01 2105.79 2116.75
DeMark Pivot
Support 1 Pivot Point Resistance 1
2082.23 2090.96 2110.93
 
 
HDFC Result / Events
Date Description Status
04-Nov-19Financial ResultsUpcoming
02-Aug-19Financial Results/Fund RaisingCompleted
13-May-19Fund RaisingCompleted
06-Mar-19DividendCompleted
29-Jan-19Financial Results/Other business mattersCompleted