FnO Contract Details

Expiry:
Symbol:

HDFCBANK analysis for the selected expiry [Dec-20] as on 04-Dec-20

HDFCBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,381.00 1,401.45 1,373.30 1,385.60 NA 0.61 % NA NA
31-Dec-20 1,381.55 1,404.45 1,379.95 1,394.40 28,433,900 0.94 % -2.81 % Short Covering
28-Jan-21 1,385.15 1,405.00 1,382.10 1,395.95 381,150 1.02 % -1.00 % Short Covering
25-Feb-21 1,386.90 1,450.00 1,384.00 1,397.40 95,700 0.98 % 70.59 % Long Buildup
Cummulative NA NA NA NA 28,910,750 NA -2.65 % Short Covering
HDFCBANK Options OI PCR:  0.62   (Expiry : 31-Dec-20 )   PUT OI: 4,645,300   CALL OI: 7,506,950 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1400.00 1130800 10.84% 38.60 9.50% Long Buildup
1500.00 1035100 4.85% 10.15 4.64% Long Buildup
1440.00 937200 0.24% 23.05 8.22% 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
1540.00 284350 96.58% 5.60 -1.75% Short Buildup
1400.00 1130800 10.84% 38.60 9.50% Long Buildup
1500.00 1035100 4.85% 10.15 4.64% 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
1480.00 426800 -8.17% 13.25 6.43% Short Covering
1360.00 123200 -9.31% 59.35 9.50% Short Covering
1560.00 272250 -3.70% 4.15 -5.68% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 681450 12.03% 10.50 -28.81% Short Buildup
1420.00 616550 -1.23% 54.30 -17.60% Long Windup
1400.00 477400 0.35% 43.70 -17.70% 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
1260.00 324500 46.04% 5.35 -33.54% Short Buildup
1300.00 681450 12.03% 10.50 -28.81% Short Buildup
1380.00 315150 21.66% 34.25 -19.13% 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
1320.00 200750 -5.44% 14.35 -25.65% Long Windup
1420.00 616550 -1.23% 54.30 -17.60% Long Windup
1500.00 46200 -11.58% 118.95 -6.15% Long Windup
 
 
HDFCBANK 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 %
04-Dec-20 1,385.60 1,394.40 28,433,900 28,910,750 0.94 % -2.81 % -2.65 % 0.4026 0.62 1.65 % Short Covering 47.75%890.20 8.8 0.64 %
03-Dec-20 1,377.20 1,381.40 29,257,250 29,698,350 -2.34 % 3.22 % 3.39 % 0.4035 0.61 1.49 % Short Buildup 42.45%1,108.81 4.2 0.3 %
02-Dec-20 1,406.95 1,414.50 28,343,700 28,724,850 -1.57 % 1.28 % 1.60 % 0.4035 0.69 1.33 % Short Buildup 45.65%574.56 7.55 0.54 %
01-Dec-20 1,433.30 1,437.00 27,986,750 28,273,850 -0.65 % -2.72 % -2.73 % 0.4037 0.80 1.02 % Long Windup 57.18%702.63 3.7 0.26 %
27-Nov-20 1,440.85 1,446.45 28,769,950 29,068,600 1.45 % -0.98 % -6.26 % 0.4047 0.84 1.03 % Short Covering 32.76%424.64 5.6 0.39 %
26-Nov-20 1,426.65 1,425.80 29,054,300 31,010,650 1.51 % 5.99 % -5.31 % 0.4055 0.69 - Short Covering 27.73%552.67 -0.85 -0.06 %
25-Nov-20 1,402.80 1,404.55 27,412,550 32,749,750 -2.06 % 33.91 % -8.08 % 0.4058 0.64 - Long Windup 32.00%542.16 1.75 0.12 %
24-Nov-20 1,438.20 1,434.10 20,471,550 35,629,000 2.84 % 110.21 % 2.14 % 0.4054 0.74 - Long Buildup 54.78%1,581.82 -4.1 -0.29 %
23-Nov-20 1,394.60 1,394.50 9,738,850 34,882,650 -0.63 % 130.26 % 1.15 % 0.4043 0.54 - Short Buildup 40.97%721.34 -0.1 -0.01 %
20-Nov-20 1,403.65 1,403.40 4,229,500 34,486,650 1.86 % 66.49 % 0.36 % 0.4052 0.52 - Long Buildup 31.54%451.72 -0.25 -0.02 %
19-Nov-20 1,374.35 1,377.75 2,540,450 34,362,350 -2.29 % 14.62 % -3.59 % 0.4053 0.50 - Long Windup 44.88%625.06 3.4 0.25 %
18-Nov-20 1,408.70 1,410.10 2,216,500 35,643,300 0.37 % 56.26 % -0.50 % 0.4049 0.52 - Short Covering 41.56%552.11 1.4 0.1 %
17-Nov-20 1,408.45 1,404.95 1,418,450 35,823,700 2.47 % 98.84 % 3.18 % 0.4059 0.49 - Long Buildup 51.72%1,131.25 -3.5 -0.25 %
14-Nov-20 1,369.70 1,371.05 713,350 34,718,750 0.65 % -0.46 % -0.39 % 0.4052 0.45 - Short Covering 23.07%29.00 1.35 0.1 %
13-Nov-20 1,358.80 1,362.25 716,650 34,855,700 -0.67 % 14.80 % -3.43 % 0.4060 0.44 - Long Windup 62.13%948.65 3.45 0.25 %
12-Nov-20 1,371.70 1,371.40 624,250 36,094,300 -1.07 % 7.89 % -1.75 % 0.4069 0.42 - Long Windup 46.08%855.05 -0.3 -0.02 %
11-Nov-20 1,389.95 1,386.25 578,600 36,737,800 -0.33 % 5.62 % -2.67 % 0.4075 0.38 - Long Windup 45.82%1,150.09 -3.7 -0.27 %
10-Nov-20 1,393.65 1,390.90 547,800 37,744,850 4.20 % 3.97 % 0.28 % 0.4085 0.36 - Long Buildup 48.92%1,415.25 -2.75 -0.2 %
09-Nov-20 1,340.55 1,334.85 526,900 37,638,700 2.60 % 14.59 % -0.36 % 0.4061 0.35 - Short Covering 36.40%641.43 -5.7 -0.43 %
06-Nov-20 1,307.65 1,301.05 459,800 37,775,100 2.60 % 24.40 % 5.11 % 0.4057 0.31 - Long Buildup 49.29%1,150.58 -6.6 -0.5 %
05-Nov-20 1,269.20 1,268.05 369,600 35,938,650 0.98 % 2.75 % -0.90 % 0.4048 0.38 - Short Covering 51.99%707.23 -1.15 -0.09 %
04-Nov-20 1,257.40 1,255.75 359,700 36,263,700 0.83 % 98.78 % 1.36 % 0.4056 0.37 - Long Buildup 39.34%578.93 -1.65 -0.13 %
03-Nov-20 1,247.95 1,245.45 180,950 35,776,950 2.15 % -5.73 % -1.10 % 0.4065 0.38 - Short Covering 50.54%888.19 -2.5 -0.2 %
02-Nov-20 1,215.25 1,219.25 191,950 36,173,500 2.82 % 14.80 % -1.38 % 0.4059 0.50 - Short Covering 36.20%482.35 4 0.33 %
30-Oct-20 1,183.55 1,185.85 167,200 36,677,850 -0.39 % 16.92 % -2.28 % 0.4053 1.57 - Long Windup 24.60%167.77 2.3 0.19 %
29-Oct-20 1,187.20 1,190.55 143,000 37,532,000 -1.28 % 43.65 % 0.18 % 0.4063 1.25 - Short Buildup 39.89%546.01 3.35 0.28 %
28-Oct-20 1,209.60 1,206.00 99,550 37,466,000 -2.09 % 20.67 % 0.92 % 0.4067 1.25 - Short Buildup 46.06%461.66 -3.6 -0.3 %
27-Oct-20 1,233.10 1,231.70 82,500 37,125,000 1.36 % 2.74 % -0.12 % 0.4067 1.33 - Short Covering 45.78%686.39 -1.4 -0.11 %
26-Oct-20 1,210.90 1,215.15 80,300 37,171,200 -1.76 % 15.87 % -1.11 % 0.4070 2.00 - Long Windup 43.80%519.02 4.25 0.35 %
23-Oct-20 1,235.80 1,236.90 69,300 37,588,100 0.15 % 0.00 % 0.39 % 0.4071 2.00 - Long Buildup 49.08%481.12 1.1 0.09 %
22-Oct-20 1,233.30 1,235.10 69,300 37,440,700 -0.79 % -5.97 % -2.06 % 0.4081 2.00 - Long Windup 45.46%614.29 1.8 0.15 %
21-Oct-20 1,246.70 1,244.95 73,700 38,227,200 2.03 % 16.52 % -0.16 % 0.4089 2.00 - Short Covering 53.17%1,181.18 -1.75 -0.14 %
20-Oct-20 1,223.95 1,220.20 63,250 38,289,900 1.32 % -7.26 % 1.18 % 0.4092 4.00 - Long Buildup 48.63%815.86 -3.75 -0.31 %
19-Oct-20 1,203.55 1,204.25 68,200 37,842,750 0.35 % 20.39 % -0.85 % 0.4096 4.00 - Short Covering 29.74%758.03 0.7 0.06 %
16-Oct-20 1,199.35 1,200.10 56,650 38,167,800 2.66 % 1.98 % -0.86 % 0.4106 - - Short Covering 44.59%690.55 0.75 0.06 %
15-Oct-20 1,169.25 1,169.05 55,550 38,500,550 -3.46 % 7.45 % -2.24 % 0.4101 - - Long Windup 45.50%751.36 -0.2 -0.02 %
14-Oct-20 1,211.50 1,210.95 51,700 39,381,650 1.36 % -1.05 % -2.54 % 0.4084 - - Short Covering 41.77%571.37 -0.55 -0.05 %
13-Oct-20 1,198.45 1,194.70 52,250 40,407,400 -1.29 % -5.00 % -3.88 % 0.4091 - - Long Windup 42.94%472.25 -3.75 -0.31 %
12-Oct-20 1,213.65 1,210.35 55,000 42,038,700 -1.12 % 1.01 % -1.23 % 0.4098 - - Long Windup 25.11%292.85 -3.3 -0.27 %
09-Oct-20 1,233.55 1,224.05 54,450 42,562,850 3.39 % 25.32 % 3.94 % 0.4102 - - Long Buildup 36.97%1,025.58 -9.5 -0.77 %
08-Oct-20 1,191.80 1,183.90 43,450 40,949,150 2.30 % 14.49 % 2.43 % 0.4086 - - Long Buildup 51.35%1,072.79 -7.9 -0.66 %
07-Oct-20 1,162.25 1,157.30 37,950 39,976,750 1.55 % 7.81 % 0.07 % 0.4082 - - Long Buildup 33.70%416.12 -4.95 -0.43 %
06-Oct-20 1,144.10 1,139.60 35,200 39,947,600 2.19 % 10.34 % 0.74 % 0.4087 - - Long Buildup 27.09%300.23 -4.5 -0.39 %
05-Oct-20 1,114.35 1,115.20 31,900 39,653,900 1.09 % 11.54 % -2.57 % 0.4082 - - Short Covering 35.78%337.70 0.85 0.08 %
01-Oct-20 1,106.95 1,103.15 28,600 40,701,100 2.64 % 18.18 % -2.04 % 0.4091 - - Short Covering 28.88%338.90 -3.8 -0.34 %
30-Sep-20 1,078.60 1,074.80 24,200 41,547,550 1.87 % 37.50 % 0.03 % 0.4086 - - Long Buildup 42.93%435.56 -3.8 -0.35 %
29-Sep-20 1,062.55 1,055.10 17,600 41,534,350 0.01 % 33.33 % 7.38 % 0.4091 - - Long Buildup 28.53%191.64 -7.45 -0.7 %
28-Sep-20 1,054.20 1,055.00 13,200 38,678,750 1.53 % 84.62 % -0.79 % 0.4100 - - Short Covering 48.40%412.09 0.8 0.08 %
25-Sep-20 1,044.00 1,039.10 7,150 38,987,300 0.00 % 0.00 % -1.52 % 0.4108 - - 40.63%430.96 -4.9 -0.47 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
890.20 Crore Rs. 857.86 Crore Rs. 740.17 Crore Rs. 797.19 Crore Rs. 758.38 Crore Rs. 797.92 Crore Rs. More details >>
Average Delivery Percentage
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
47.75 % 44.86 % 44.81 % 42.97 % 42.97 % 44.97 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside Candle-
FUTUREBullish Harami-
SPOTBullish Harami-
 
 
HDFCBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 07-Dec-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1356.91 1368.43 1381.41 1392.93 1405.91 1417.43 1430.41
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1382.15 1388.28 1390.32 1392.36 1392.93 1396.44 1398.48 1400.53 1406.65
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1368.43 1377.79 1383.57 1392.93 1402.29 1408.07 1417.43
DeMark Pivot
Support 1 Pivot Point Resistance 1
1387.18 1395.81 1411.68
 
 
HDFCBANK Result / Events
Date Description Status
18-Jul-20Financial ResultsCompleted
18-Apr-20Financial Results/DividendCompleted
18-Jan-20Financial ResultsCompleted
19-Oct-19Financial ResultsCompleted
20-Jul-19DividendCompleted
20-Apr-19Financial ResultsCompleted
19-Jan-19Financial ResultsCompleted