FnO Contract Details

Expiry:
Symbol:

HDFCBANK analysis for the selected expiry [Apr-20] as on 08-Apr-20

HDFCBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 879.95 945.00 866.10 888.90 NA -0.80 % NA NA
30-Apr-20 879.30 941.00 863.30 879.90 28,974,000 -1.91 % 9.83 % Short Buildup
28-May-20 885.00 938.10 865.00 879.85 1,528,500 -1.88 % 10.52 % Short Buildup
25-Jun-20 872.60 917.00 869.95 875.00 25,000 -2.37 % 25.00 % Short Buildup
Cummulative NA NA NA NA 30,527,500 NA 9.87 % Short Buildup
HDFCBANK Options OI PCR:  0.64   (Expiry : 30-Apr-20 )   PUT OI: 1,968,500   CALL OI: 3,067,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1000.00 496500 2.16% 17.10 -14.50% Short Buildup
1200.00 423000 -0.47% 2.60 -10.34% Long Windup
900.00 281500 -23.40% 47.40 -13.35% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
960.00 135000 90.14% 25.40 -15.19% Short Buildup
920.00 123500 21.67% 39.25 -15.23% Short Buildup
880.00 174000 11.54% 57.40 -12.30% 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
900.00 281500 -23.40% 47.40 -13.35% Long Windup
840.00 80000 -13.51% 78.45 -13.41% Long Windup
860.00 65000 -15.03% 66.70 -14.21% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 436500 11.21% 27.85 11.85% Long Buildup
700.00 308000 -2.07% 11.10 14.43% Short Covering
900.00 146500 28.51% 68.00 15.94% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 436500 11.21% 27.85 11.85% Long Buildup
880.00 76500 84.34% 57.05 12.75% Long Buildup
900.00 146500 28.51% 68.00 15.94% 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
700.00 308000 -2.07% 11.10 14.43% Short Covering
600.00 76500 -6.13% 4.85 -2.02% Long Windup
720.00 24500 -7.55% 12.55 15.67% Short Covering
 
 
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 %
08-Apr-20 888.90 879.90 28,974,000 30,527,500 -1.91 % 9.83 % 9.87 % 1.0303 0.64 5.09 % Short Buildup 42.52%1,062.48 -9 -1.01 %
07-Apr-20 896.10 897.05 26,381,000 27,784,000 11.00 % 2.48 % 2.99 % 1.0585 0.60 5.05 % Long Buildup 56.55%1,530.81 0.95 0.11 %
03-Apr-20 813.85 808.15 25,742,000 26,976,500 -2.42 % 7.62 % 9.42 % 0.9738 - 4.58 % Short Buildup 49.66%707.25 -5.7 -0.7 %
01-Apr-20 829.65 828.20 23,919,000 24,654,000 -4.19 % 4.74 % 5.63 % 1.0001 0.65 2.98 % Short Buildup 40.94%494.27 -1.45 -0.17 %
31-Mar-20 861.90 864.40 22,837,500 23,340,000 3.66 % 1.52 % 2.43 % 1.0149 0.72 2.15 % Long Buildup 45.81%695.20 2.5 0.29 %
30-Mar-20 831.65 833.90 22,495,500 22,786,500 -6.89 % -5.32 % -4.97 % 1.0326 0.67 1.28 % Long Windup 45.95%750.32 2.25 0.27 %
27-Mar-20 904.45 895.65 23,759,000 23,978,500 0.55 % 0.47 % -12.67 % 0.9894 0.70 0.92 % Short Covering 34.19%854.04 -8.8 -0.97 %
26-Mar-20 901.10 890.75 23,647,000 27,456,500 4.56 % 10.34 % -7.58 % 1.0159 0.67 - Short Covering 42.11%1,082.28 -10.35 -1.15 %
25-Mar-20 856.75 851.90 21,431,500 29,710,000 12.14 % 21.44 % -9.59 % 1.0183 0.69 - Short Covering 46.27%936.03 -4.85 -0.57 %
24-Mar-20 767.70 759.65 17,648,500 32,862,500 -1.50 % 37.80 % -7.71 % 0.9069 0.51 - Long Windup 50.53%1,184.15 -8.05 -1.05 %
23-Mar-20 771.55 771.25 12,807,000 35,609,000 -12.38 % 51.06 % -2.89 % 0.9351 0.50 - Long Windup 60.53%1,174.19 -0.3 -0.04 %
20-Mar-20 882.85 880.20 8,478,000 36,669,000 -1.22 % 22.42 % 15.27 % 0.7119 0.53 - Short Buildup 42.61%1,667.28 -2.65 -0.3 %
19-Mar-20 895.55 891.10 6,925,500 31,811,000 1.47 % 15.10 % 1.42 % 0.7310 0.69 - Long Buildup 48.33%1,454.69 -4.45 -0.5 %
18-Mar-20 876.90 878.15 6,017,000 31,366,000 -9.59 % 26.08 % -4.81 % 0.7471 0.58 - Long Windup 60.51%1,623.44 1.25 0.14 %
17-Mar-20 975.10 971.30 4,772,500 32,952,500 -2.48 % 171.32 % 2.73 % 0.5842 0.59 - Short Buildup 53.20%1,106.97 -3.8 -0.39 %
16-Mar-20 999.50 995.95 1,759,000 32,076,500 -6.99 % 47.69 % 0.41 % 0.5905 0.70 - Short Buildup 58.51%935.25 -3.55 -0.36 %
13-Mar-20 1,069.80 1,070.75 1,191,000 31,945,000 4.45 % 5.26 % -6.06 % 0.5028 0.90 - Short Covering 56.29%1,997.57 0.95 0.09 %
12-Mar-20 1,021.30 1,025.15 1,131,500 34,006,500 -8.50 % 14.47 % -0.70 % 0.4800 1.08 - Long Windup 63.37%1,909.38 3.85 0.38 %
11-Mar-20 1,113.80 1,120.35 988,500 34,246,500 0.72 % 10.51 % -0.55 % 0.2432 1.14 - Short Covering 70.31%1,391.45 6.55 0.59 %
09-Mar-20 1,107.30 1,112.35 894,500 34,435,000 -2.51 % 27.15 % -3.90 % 0.2489 1.15 - Long Windup 64.57%1,230.42 5.05 0.46 %
06-Mar-20 1,134.90 1,140.95 703,500 35,833,000 -1.46 % 8.99 % 3.02 % 0.2268 1.81 - Short Buildup 58.51%765.40 6.05 0.53 %
05-Mar-20 1,151.35 1,157.85 645,500 34,782,000 -0.20 % 10.15 % 0.34 % 0.2198 2.11 - Short Buildup 58.12%654.10 6.5 0.56 %
04-Mar-20 1,148.85 1,160.15 586,000 34,663,000 -2.51 % 18.15 % 5.63 % 0.2266 3.03 - Short Buildup 69.03%1,359.57 11.3 0.98 %
03-Mar-20 1,181.80 1,190.05 496,000 32,815,500 0.46 % 20.98 % 2.77 % 0.1974 7.36 - Long Buildup 67.03%886.04 8.25 0.7 %
02-Mar-20 1,179.60 1,184.60 410,000 31,931,000 0.31 % 12.18 % -3.13 % 0.2026 5.62 - Short Covering 61.92%535.56 5 0.42 %
28-Feb-20 1,177.65 1,180.90 365,500 32,962,000 -2.12 % 120.85 % -22.03 % 0.2084 2.17 - Long Windup 71.26%1,020.13 3.25 0.28 %
27-Feb-20 1,199.45 1,206.45 165,500 42,277,500 -0.18 % 21.25 % 1.08 % 0.1877 4.00 - Short Buildup 59.43%736.22 7 0.58 %
26-Feb-20 1,199.25 1,208.60 136,500 41,826,000 -0.28 % 22.42 % 0.45 % 0.1936 0.33 - Short Buildup 67.91%562.58 9.35 0.78 %
25-Feb-20 1,200.30 1,212.00 111,500 41,637,000 -0.54 % 12.06 % -0.39 % 0.1996 0.33 - Long Windup 74.68%622.37 11.7 0.97 %
24-Feb-20 1,209.95 1,218.60 99,500 41,798,500 -0.76 % 33.56 % 10.06 % 0.2022 - - Short Buildup 75.35%755.26 8.65 0.71 %
20-Feb-20 1,217.10 1,227.95 74,500 37,977,500 -0.81 % 34.23 % 5.85 % 0.2066 - - Short Buildup 58.27%394.41 10.85 0.89 %
19-Feb-20 1,227.20 1,238.00 55,500 35,880,000 1.21 % -2.63 % 1.85 % 0.2093 - - Long Buildup 68.81%422.71 10.8 0.88 %
18-Feb-20 1,213.25 1,223.25 57,000 35,230,000 -0.67 % 9.62 % 2.93 % 0.2101 - - Short Buildup 70.36%449.42 10 0.82 %
17-Feb-20 1,217.15 1,231.50 52,000 34,227,000 -0.21 % 9.47 % -0.70 % 0.2155 - - Long Windup 60.59%374.37 14.35 1.18 %
14-Feb-20 1,219.35 1,234.15 47,500 34,467,000 -1.35 % 33.80 % 2.39 % 0.2221 - - Short Buildup 65.13%583.24 14.8 1.21 %
13-Feb-20 1,241.40 1,251.00 35,500 33,663,000 -1.03 % 18.33 % 4.33 % 0.2158 - - Short Buildup 62.57%353.91 9.6 0.77 %
12-Feb-20 1,249.00 1,264.00 30,000 32,266,000 0.26 % -3.23 % -1.42 % 0.2177 - - Short Covering 67.15%264.09 15 1.2 %
11-Feb-20 1,240.60 1,260.70 31,000 32,732,000 0.74 % 0.00 % -0.77 % 0.2227 - - Short Covering 64.93%467.72 20.1 1.62 %
10-Feb-20 1,240.30 1,251.50 31,000 32,986,000 -0.20 % 0.00 % 1.86 % 0.2290 - - Short Buildup 69.60%397.97 11.2 0.9 %
07-Feb-20 1,242.20 1,254.05 31,000 32,384,000 0.22 % 6.90 % 0.82 % 0.2361 - - Long Buildup 64.37%272.49 11.85 0.95 %
06-Feb-20 1,239.80 1,251.30 29,000 32,119,500 -0.50 % 38.10 % 1.00 % 0.2435 - - Short Buildup 61.56%451.39 11.5 0.93 %
05-Feb-20 1,244.65 1,257.55 21,000 31,802,000 1.42 % 5.00 % -4.83 % 0.2502 - - Short Covering 77.19%865.71 12.9 1.04 %
04-Feb-20 1,229.80 1,240.00 20,000 33,415,000 2.82 % 100.00 % -2.57 % 0.2501 - - Short Covering 66.04%848.67 10.2 0.83 %
03-Feb-20 1,192.80 1,205.95 10,000 34,297,500 -0.45 % 25.00 % 2.32 % 0.2177 - - Short Buildup 61.55%480.02 13.15 1.1 %
01-Feb-20 1,198.70 1,211.40 8,000 33,519,000 -2.52 % 433.33 % 1.79 % 0.2239 - - Short Buildup 51.61%304.01 12.7 1.06 %
31-Jan-20 1,226.30 1,242.70 1,500 32,930,500 0.00 % 0.00 % -6.04 % 0.1939 - - 63.76%437.02 16.4 1.34 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
1,062.48 Crore Rs. 1,100.18 Crore Rs. 898.00 Crore Rs. 897.08 Crore Rs. 1,045.61 Crore Rs. 1,169.18 Crore Rs. More details >>
Average Delivery Percentage
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
42.52 % 49.76 % 47.93 % 44.75 % 46.61 % 51.32 % More details >>
 
 
HDFCBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 09-Apr-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
770.76 817.03 848.46 894.73 926.16 972.43 1003.86
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
841.05 860.48 866.95 873.43 894.73 886.38 892.85 899.33 918.75
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
817.03 846.71 865.05 894.73 924.41 942.75 972.43
DeMark Pivot
Support 1 Pivot Point Resistance 1
871.6 906.3 949.3
 
 
HDFCBANK Result / Events
Date Description Status
18-Jan-20Financial ResultsCompleted
19-Oct-19Financial ResultsCompleted
20-Jul-19DividendCompleted
20-Apr-19Financial ResultsCompleted
19-Jan-19Financial ResultsCompleted