FnO Contract Details

Expiry:
Symbol:

HDFCBANK analysis for the selected expiry [Oct-20] as on 24-Sep-20

HDFCBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,038.00 1,047.00 1,025.00 1,030.40 NA -1.61 % NA NA
24-Sep-20 1,035.80 1,048.00 1,024.10 1,030.10 1,100,550 -1.88 % -78.60 % Long Windup
29-Oct-20 1,038.30 1,046.40 1,026.25 1,031.10 37,944,500 -1.65 % 9.44 % Short Buildup
26-Nov-20 1,040.20 1,045.25 1,027.70 1,030.35 545,600 -1.87 % 22.92 % Short Buildup
Cummulative NA NA NA NA 39,590,650 NA -1.66 % Long Windup
HDFCBANK Options OI PCR:  0.68   (Expiry : 29-Oct-20 )   PUT OI: 2,571,800   CALL OI: 3,802,700 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1100.00 832700 14.01% 16.55 -25.28% Short Buildup
1040.00 562650 43.68% 36.70 -19.34% Short Buildup
1140.00 451000 67.35% 8.85 -27.76% 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
1140.00 451000 67.35% 8.85 -27.76% Short Buildup
1040.00 562650 43.68% 36.70 -19.34% Short Buildup
1100.00 832700 14.01% 16.55 -25.28% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1040.00 575300 19.41% 44.45 19.97% Long Buildup
1000.00 478500 9.30% 27.75 27.59% Long Buildup
940.00 344300 71.04% 11.25 22.95% 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
940.00 344300 71.04% 11.25 22.95% Long Buildup
1040.00 575300 19.41% 44.45 19.97% Long Buildup
980.00 144100 48.02% 20.70 26.22% 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
None
None
None
 
 
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 %
24-Sep-20 1,030.40 1,031.10 37,944,500 39,590,650 -1.65 % 9.44 % -1.66 % 0.4115 0.68 - Long Windup 47.40%483.78 0.7 0.07 %
23-Sep-20 1,047.25 1,048.35 34,670,350 40,257,250 1.22 % 77.27 % 0.61 % 0.4119 0.66 - Long Buildup 30.43%256.19 1.1 0.11 %
22-Sep-20 1,035.40 1,035.75 19,557,450 40,012,500 -1.18 % 77.69 % -3.92 % 0.4127 0.68 - Long Windup 34.65%334.05 0.35 0.03 %
21-Sep-20 1,049.30 1,048.15 11,006,600 41,646,550 -1.02 % 88.79 % -1.76 % 0.4133 0.65 - Long Windup 30.02%312.53 -1.15 -0.11 %
18-Sep-20 1,057.30 1,058.90 5,830,000 42,391,250 -2.09 % 35.45 % -2.50 % 0.4142 0.61 - Long Windup 43.02%534.05 1.6 0.15 %
17-Sep-20 1,083.60 1,081.50 4,304,300 43,479,150 -0.88 % 35.66 % 0.80 % 0.4139 0.65 - Short Buildup 33.41%331.61 -2.1 -0.19 %
16-Sep-20 1,093.65 1,091.10 3,172,950 43,132,650 1.66 % 30.52 % 1.15 % 0.4148 0.63 - Long Buildup 38.24%391.20 -2.55 -0.23 %
15-Sep-20 1,070.50 1,073.25 2,431,000 42,642,600 1.29 % 39.56 % -0.12 % 0.4148 0.98 - Short Covering 33.25%293.74 2.75 0.26 %
14-Sep-20 1,057.95 1,059.60 1,741,850 42,695,400 -1.77 % 28.79 % -1.33 % 0.4155 1.06 - Long Windup 42.31%484.55 1.65 0.16 %
11-Sep-20 1,078.65 1,078.70 1,352,450 43,272,350 -1.01 % 14.75 % 3.01 % 0.4158 1.09 - Short Buildup 36.89%413.75 0.05 0 %
10-Sep-20 1,090.55 1,089.75 1,178,650 42,009,550 -0.41 % 8.78 % -0.79 % 0.4165 0.87 - Long Windup 23.77%196.84 -0.8 -0.07 %
09-Sep-20 1,096.50 1,094.25 1,083,500 42,345,050 -1.01 % 35.30 % -0.78 % 0.4175 0.80 - Long Windup 41.10%354.43 -2.25 -0.21 %
08-Sep-20 1,112.45 1,105.45 800,800 42,679,450 0.02 % 5.13 % 0.37 % 0.4181 0.83 - Long Buildup 33.73%274.35 -7 -0.63 %
07-Sep-20 1,110.50 1,105.25 761,750 42,522,700 -0.67 % 4.29 % 1.74 % 0.4191 1.05 - Short Buildup 30.86%301.85 -5.25 -0.47 %
04-Sep-20 1,119.30 1,112.65 730,400 41,794,500 -1.00 % 3.67 % 1.23 % 0.4201 1.09 - Short Buildup 44.04%583.23 -6.65 -0.59 %
03-Sep-20 1,130.90 1,123.90 704,550 41,284,650 -0.33 % 10.62 % 4.15 % 0.4209 1.12 - Short Buildup 53.05%594.94 -7 -0.62 %
02-Sep-20 1,134.15 1,127.65 636,900 39,640,150 0.14 % 1.76 % 4.69 % 0.4219 1.19 - Long Buildup 46.22%517.97 -6.5 -0.57 %
01-Sep-20 1,127.30 1,126.10 625,900 37,863,650 1.61 % 10.06 % -2.09 % 0.4229 1.47 - Short Covering 36.37%591.92 -1.2 -0.11 %
31-Aug-20 1,115.85 1,108.25 568,700 38,673,250 -0.41 % 24.88 % 0.86 % 0.4237 2.01 - Short Buildup 33.70%723.89 -7.6 -0.68 %
28-Aug-20 1,114.50 1,112.85 455,400 38,344,350 0.61 % 121.39 % -2.23 % 0.4248 1.61 - Short Covering 36.38%784.43 -1.65 -0.15 %
27-Aug-20 1,112.10 1,106.05 205,700 39,219,950 -0.69 % 35.51 % 1.41 % 0.4259 1.95 - Short Buildup 45.30%520.06 -6.05 -0.54 %
26-Aug-20 1,118.45 1,113.75 151,800 38,673,250 0.24 % 1.10 % 2.24 % 0.4269 1.61 - Long Buildup 43.22%608.91 -4.7 -0.42 %
25-Aug-20 1,119.70 1,111.05 150,150 37,825,700 0.39 % -1.80 % -0.74 % 0.4279 1.50 - Short Covering 33.22%513.32 -8.65 -0.77 %
24-Aug-20 1,117.05 1,106.70 152,900 38,107,850 2.71 % 12.55 % 4.27 % 0.4290 1.32 - Long Buildup 42.31%869.22 -10.35 -0.93 %
21-Aug-20 1,085.65 1,077.45 135,850 36,548,600 2.58 % 17.62 % 2.12 % 0.4283 5.00 - Long Buildup 41.93%658.39 -8.2 -0.76 %
20-Aug-20 1,059.00 1,050.40 115,500 35,791,250 -0.90 % 3.96 % 5.47 % 0.4281 1.29 - Short Buildup 43.44%441.99 -8.6 -0.81 %
19-Aug-20 1,066.60 1,059.95 111,100 33,936,100 0.73 % 6.88 % -1.12 % 0.4290 0.86 - Short Covering 41.83%395.25 -6.65 -0.62 %
18-Aug-20 1,056.50 1,052.30 103,950 34,320,550 1.68 % -3.57 % -1.78 % 0.4299 0.83 - Short Covering 29.70%377.21 -4.2 -0.4 %
17-Aug-20 1,032.75 1,034.90 107,800 34,942,600 0.25 % 21.74 % -1.79 % 0.4299 0.83 - Short Covering 40.70%411.07 2.15 0.21 %
14-Aug-20 1,034.45 1,032.30 88,550 35,577,850 -2.10 % 42.48 % 1.26 % 0.4310 0.83 - Short Buildup 36.80%398.32 -2.15 -0.21 %
13-Aug-20 1,059.05 1,054.45 62,150 35,136,750 -0.53 % 10.78 % 0.09 % 0.4309 0.83 - Short Buildup 48.90%515.08 -4.6 -0.43 %
12-Aug-20 1,063.70 1,060.05 56,100 35,103,750 -0.42 % 25.93 % 2.89 % 0.4319 1.00 - Short Buildup 28.35%311.59 -3.65 -0.34 %
11-Aug-20 1,066.65 1,064.50 44,550 34,117,600 1.33 % 5.19 % 0.07 % 0.4330 0.80 - Long Buildup 39.86%428.08 -2.15 -0.2 %
10-Aug-20 1,050.65 1,050.55 42,350 34,094,500 0.80 % -28.04 % -3.61 % 0.4336 0.33 - Short Covering 42.20%491.53 -0.1 -0.01 %
07-Aug-20 1,043.85 1,042.25 58,850 35,371,600 0.48 % 46.58 % 0.77 % 0.4346 0.33 - Long Buildup 27.27%353.50 -1.6 -0.15 %
06-Aug-20 1,040.70 1,037.25 40,150 35,102,100 0.93 % -7.59 % -1.73 % 0.4357 0.50 - Short Covering 26.41%462.44 -3.45 -0.33 %
05-Aug-20 1,027.55 1,027.65 43,450 35,719,200 -1.58 % 61.22 % -1.01 % 0.4364 0.50 - Long Windup 26.31%449.03 0.1 0.01 %
04-Aug-20 1,041.65 1,044.20 26,950 36,082,750 3.71 % 11.36 % -0.95 % 0.4371 - - Short Covering 30.68%963.49 2.55 0.24 %
03-Aug-20 1,002.00 1,006.85 24,200 36,430,350 -2.66 % 158.82 % 4.64 % 0.4351 - - Short Buildup 47.69%759.32 4.85 0.48 %
31-Jul-20 1,032.80 1,034.40 9,350 34,813,350 0.00 % 0.00 % 6.04 % 0.4342 - - 45.28%882.31 1.6 0.15 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
483.78 Crore Rs. 358.01 Crore Rs. 384.12 Crore Rs. 367.14 Crore Rs. 358.54 Crore Rs. 441.88 Crore Rs. More details >>
Average Delivery Percentage
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
47.40 % 38.04 % 37.61 % 36.70 % 36.51 % 37.99 % More details >>
 
 
HDFCBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Sep-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1002.61 1014.43 1022.76 1034.58 1042.91 1054.73 1063.06
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1021.03 1026.06 1027.74 1029.42 1034.58 1032.78 1034.46 1036.14 1041.18
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1014.43 1022.13 1026.88 1034.58 1042.28 1047.03 1054.73
DeMark Pivot
Support 1 Pivot Point Resistance 1
1018.6 1032.5 1038.75
 
 
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