FnO Contract Details

Expiry:
Symbol:

HDFC analysis for the selected expiry [Aug-20] as on 13-Aug-20

HDFC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,818.50 1,823.65 1,799.55 1,804.85 NA -0.52 % NA NA
27-Aug-20 1,823.75 1,829.00 1,805.20 1,813.45 28,722,600 -0.34 % -0.68 % Long Windup
24-Sep-20 1,829.45 1,833.75 1,812.95 1,818.50 242,700 -0.36 % 20.93 % Short Buildup
29-Oct-20 1,824.10 1,824.10 1,818.00 1,818.00 7,200 -0.70 % 0.00 %
Cummulative NA NA NA NA 28,972,500 NA -0.53 % Long Windup
HDFC Options OI PCR:  0.54   (Expiry : 27-Aug-20 )   PUT OI: 2,071,200   CALL OI: 3,860,100 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1900.00 811800 8.63% 21.30 -13.59% Short Buildup
2000.00 556200 -4.38% 8.05 -10.06% Long Windup
1800.00 374100 20.95% 57.05 -10.93% 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 374100 20.95% 57.05 -10.93% Short Buildup
1900.00 811800 8.63% 21.30 -13.59% Short Buildup
1850.00 276900 12.15% 35.25 -12.09% 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
2000.00 556200 -4.38% 8.05 -10.06% Long Windup
2100.00 252300 -2.66% 3.60 -10.00% Long Windup
1700.00 27000 -17.43% 125.95 -3.12% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1700.00 386700 3.70% 11.75 -5.24% Short Buildup
1800.00 364500 13.13% 43.40 2.12% Long Buildup
1600.00 202800 -0.59% 2.95 -6.35% 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
1800.00 364500 13.13% 43.40 2.12% Long Buildup
1780.00 108000 28.11% 33.75 -1.46% Short Buildup
1850.00 72000 26.98% 71.45 0.49% 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
1650.00 129600 -3.57% 5.35 -10.08% Long Windup
1860.00 21600 -6.49% 81.15 3.51% Short Covering
2000.00 24900 -4.60% 194.30 1.59% 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 %
13-Aug-20 1,804.85 1,813.45 28,722,600 28,972,500 -0.34 % -0.68 % -0.53 % 0.5352 0.54 0.86 % Long Windup 58.84%400.35 8.6 0.48 %
12-Aug-20 1,814.20 1,819.55 28,920,000 29,127,900 -0.62 % -0.23 % -0.16 % 0.5365 0.53 0.71 % Long Windup 53.68%351.18 5.35 0.29 %
11-Aug-20 1,826.75 1,830.90 28,986,000 29,173,800 1.47 % -3.10 % -2.86 % 0.5377 0.58 0.64 % Short Covering 52.33%472.60 4.15 0.23 %
10-Aug-20 1,798.95 1,804.40 29,912,700 30,033,000 0.99 % -1.33 % -1.32 % 0.5387 0.53 0.40 % Short Covering 50.13%273.32 5.45 0.3 %
07-Aug-20 1,777.70 1,786.75 30,316,200 30,435,600 -0.08 % 3.33 % 3.35 % 0.5398 0.51 0.39 % Short Buildup 60.09%548.03 9.05 0.51 %
06-Aug-20 1,783.75 1,788.15 29,338,200 29,448,600 0.14 % 0.81 % 0.85 % 0.5411 0.48 0.37 % Long Buildup 43.97%470.95 4.4 0.25 %
05-Aug-20 1,776.70 1,785.65 29,101,500 29,201,100 0.09 % 4.04 % 4.04 % 0.5424 0.44 0.34 % Long Buildup 45.77%453.50 8.95 0.5 %
04-Aug-20 1,781.10 1,784.05 27,971,400 28,067,400 2.02 % -1.14 % -1.14 % 0.5438 0.49 0.34 % Short Covering 46.29%389.35 2.95 0.17 %
03-Aug-20 1,739.80 1,748.70 28,294,800 28,392,000 -2.38 % 0.44 % 0.52 % 0.5442 0.48 0.34 % Short Buildup 51.64%417.71 8.9 0.51 %
31-Jul-20 1,781.95 1,791.35 28,171,500 28,244,700 -1.42 % 2.39 % 1.10 % 0.5446 0.51 0.26 % Short Buildup 38.95%537.63 9.4 0.53 %
30-Jul-20 1,810.65 1,817.15 27,514,200 27,938,400 -3.74 % 16.77 % 2.22 % 0.5456 0.51 - Short Buildup 33.45%452.68 6.5 0.36 %
29-Jul-20 1,877.30 1,887.75 23,562,600 27,330,600 -0.82 % 32.43 % -4.03 % 0.5447 0.49 - Long Windup 60.70%844.87 10.45 0.56 %
28-Jul-20 1,897.35 1,903.35 17,792,700 28,476,900 2.63 % 57.36 % -3.56 % 0.5459 0.71 - Short Covering 51.11%421.48 6 0.32 %
27-Jul-20 1,850.75 1,854.60 11,306,700 29,527,200 0.48 % 134.18 % 0.03 % 0.5463 0.84 - Long Buildup 46.14%318.05 3.85 0.21 %
24-Jul-20 1,841.30 1,845.75 4,828,200 29,519,700 -2.11 % 124.53 % 1.61 % 0.5476 0.89 - Short Buildup 34.57%210.63 4.45 0.24 %
23-Jul-20 1,875.80 1,885.50 2,150,400 29,051,400 -0.12 % 62.50 % -0.45 % 0.5484 0.90 - Long Windup 37.93%259.52 9.7 0.52 %
22-Jul-20 1,881.05 1,887.75 1,323,300 29,182,200 -0.31 % 25.49 % -1.17 % 0.5497 1.13 - Long Windup 54.04%563.02 6.7 0.36 %
21-Jul-20 1,883.65 1,893.65 1,054,500 29,527,200 4.35 % 34.88 % -0.26 % 0.5511 0.70 - Short Covering 35.47%459.90 10 0.53 %
20-Jul-20 1,806.05 1,814.65 781,800 29,605,500 -0.21 % 32.89 % 1.61 % 0.5496 0.96 - Short Buildup 40.00%282.87 8.6 0.48 %
17-Jul-20 1,805.85 1,818.50 588,300 29,135,100 1.33 % 14.88 % 0.23 % 0.5509 1.25 - Long Buildup 44.97%344.40 12.65 0.7 %
16-Jul-20 1,787.80 1,794.65 512,100 29,068,800 -0.41 % 95.53 % 1.15 % 0.5522 1.36 - Short Buildup 45.68%345.43 6.85 0.38 %
15-Jul-20 1,789.90 1,802.05 261,900 28,739,400 0.01 % 10.23 % -1.61 % 0.5535 1.34 - Short Covering 47.40%338.96 12.15 0.68 %
14-Jul-20 1,791.60 1,801.95 237,600 29,208,300 -3.07 % 22.60 % -0.05 % 0.5549 1.30 - Long Windup 42.40%420.03 10.35 0.58 %
13-Jul-20 1,845.55 1,859.00 193,800 29,223,300 -1.85 % 5.90 % 0.47 % 0.5549 1.14 - Short Buildup 38.23%240.17 13.45 0.73 %
10-Jul-20 1,886.00 1,893.95 183,000 29,087,400 -2.95 % 6.27 % -0.21 % 0.5555 1.05 - Long Windup 39.02%283.54 7.95 0.42 %
09-Jul-20 1,941.85 1,951.45 172,200 29,147,400 4.19 % 18.60 % -0.96 % 0.5555 0.93 - Short Covering 37.80%492.06 9.6 0.49 %
08-Jul-20 1,886.05 1,873.00 145,200 29,429,100 0.17 % 2.54 % -0.46 % 0.5542 1.27 - Short Covering 47.24%257.12 -13.05 -0.69 %
07-Jul-20 1,886.75 1,869.80 141,600 29,563,800 0.63 % 16.54 % -1.19 % 0.5556 1.24 - Short Covering 45.71%358.58 -16.95 -0.9 %
06-Jul-20 1,868.70 1,858.05 121,500 29,920,800 -0.43 % 6.30 % 0.02 % 0.5569 1.16 - Short Buildup 45.38%430.28 -10.65 -0.57 %
03-Jul-20 1,885.20 1,866.10 114,300 29,914,500 -0.28 % 16.51 % -1.13 % 0.5581 1.13 - Long Windup 35.88%299.66 -19.1 -1.01 %
02-Jul-20 1,889.45 1,871.40 98,100 30,256,200 2.72 % 36.82 % -2.06 % 0.5595 0.85 - Short Covering 41.56%508.92 -18.05 -0.96 %
01-Jul-20 1,835.15 1,821.90 71,700 30,891,900 4.92 % 2.58 % -0.79 % 0.5596 0.88 - Short Covering 38.01%487.74 -13.25 -0.72 %
30-Jun-20 1,754.65 1,736.40 69,900 31,137,600 0.57 % 14.78 % 1.44 % 0.5577 1.57 - Long Buildup 46.06%511.19 -18.25 -1.04 %
29-Jun-20 1,741.15 1,726.60 60,900 30,695,400 -1.62 % 28.48 % 1.48 % 0.5590 0.38 - Short Buildup 51.48%353.98 -14.55 -0.84 %
26-Jun-20 1,769.35 1,754.95 47,400 30,247,500 -0.89 % 9.72 % 0.99 % 0.5599 0.50 - Short Buildup 38.96%395.12 -14.4 -0.81 %
25-Jun-20 1,777.80 1,770.65 43,200 29,951,900 -1.07 % 105.71 % 0.90 % 0.5613 0.25 - Short Buildup 36.92%389.85 -7.15 -0.4 %
24-Jun-20 1,797.75 1,789.80 21,000 29,685,050 -2.05 % 25.00 % -1.48 % 0.5625 0.33 - Long Windup 43.72%552.45 -7.95 -0.44 %
23-Jun-20 1,838.10 1,827.35 16,800 30,131,550 1.21 % 33.33 % -1.05 % 0.5631 1.00 - Short Covering 41.48%384.56 -10.75 -0.58 %
22-Jun-20 1,819.40 1,805.45 12,600 30,452,200 -1.63 % 50.00 % 0.98 % 0.5644 2.00 - Short Buildup 34.43%299.58 -13.95 -0.77 %
19-Jun-20 1,835.10 1,835.30 8,400 30,156,950 0.03 % -3.45 % 5.16 % 0.5657 - - Long Buildup 45.01%1,007.69 0.2 0.01 %
18-Jun-20 1,855.95 1,834.75 8,700 28,677,750 3.11 % 11.54 % 0.18 % 0.5669 - - Long Buildup 31.91%315.94 -21.2 -1.14 %
17-Jun-20 1,794.65 1,779.45 7,800 28,624,900 -1.63 % 23.81 % 1.85 % 0.5665 - - Short Buildup 30.75%376.22 -15.2 -0.85 %
16-Jun-20 1,821.90 1,808.90 6,300 28,103,950 4.44 % 31.25 % -0.04 % 0.5675 - - Short Covering 30.33%411.92 -13 -0.71 %
15-Jun-20 1,751.65 1,732.00 4,800 28,114,900 -3.85 % 0.00 % -1.64 % 0.5665 - - Long Windup 43.00%382.80 -19.65 -1.12 %
12-Jun-20 1,792.20 1,801.35 4,800 28,584,150 1.31 % 23.08 % -0.20 % 0.5670 - - Short Covering 38.35%408.07 9.15 0.51 %
11-Jun-20 1,787.45 1,778.00 3,900 28,640,850 -0.73 % -7.14 % 0.97 % 0.5684 - - Short Buildup 39.68%381.89 -9.45 -0.53 %
10-Jun-20 1,809.30 1,791.00 4,200 28,365,550 1.88 % -6.67 % 0.39 % 0.5696 - - Long Buildup 36.00%301.67 -18.3 -1.01 %
09-Jun-20 1,772.10 1,758.00 4,500 28,254,900 0.02 % 7.14 % -2.03 % 0.5704 - - Short Covering 50.60%812.95 -14.1 -0.8 %
08-Jun-20 1,760.80 1,757.60 4,200 28,840,150 -0.90 % -26.32 % 2.14 % 0.5717 - - Short Buildup 45.91%501.92 -3.2 -0.18 %
05-Jun-20 1,766.60 1,773.50 5,700 28,234,700 1.07 % 35.71 % 0.05 % 0.5731 - - Long Buildup 41.11%486.04 6.9 0.39 %
04-Jun-20 1,764.30 1,754.75 4,200 28,220,650 -3.81 % 27.27 % -0.40 % 0.5746 - - Long Windup 48.86%656.61 -9.55 -0.54 %
03-Jun-20 1,835.65 1,824.20 3,300 28,332,850 1.18 % 22.22 % -1.50 % 0.5735 - - Short Covering 58.60%1,020.82 -11.45 -0.62 %
02-Jun-20 1,813.55 1,802.95 2,700 28,764,550 4.67 % 12.50 % -2.17 % 0.5747 - - Short Covering 47.13%711.08 -10.6 -0.58 %
01-Jun-20 1,737.70 1,722.45 2,400 29,401,600 5.30 % 60.00 % -2.05 % 0.5732 - - Short Covering 42.72%598.04 -15.25 -0.88 %
29-May-20 1,658.90 1,635.70 1,500 30,017,000 0.00 % 0.00 % -3.26 % 0.8208 - - 50.84%1,164.53 -23.2 -1.4 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
400.35 Crore Rs. 408.05 Crore Rs. 409.10 Crore Rs. 419.91 Crore Rs. 464.13 Crore Rs. 419.88 Crore Rs. More details >>
Average Delivery Percentage
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
58.84 % 54.72 % 55.38 % 50.90 % 48.77 % 46.63 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside Candle-
 
 
HDFC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 14-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1778.96 1792.08 1802.76 1815.88 1826.56 1839.68 1850.36
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1801.55 1807.5 1809.48 1811.47 1815.88 1815.43 1817.42 1819.4 1825.35
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1792.08 1801.17 1806.79 1815.88 1824.97 1830.59 1839.68
DeMark Pivot
Support 1 Pivot Point Resistance 1
1797.43 1813.21 1821.23
 
 
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