FnO Contract Details

Expiry:
Symbol:

HDFCBANK analysis for the selected expiry [Jan-20] as on 23-Jan-20

HDFCBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,240.00 1,246.85 1,231.00 1,244.85 NA 0.32 % NA NA
30-Jan-20 1,242.10 1,248.60 1,232.85 1,245.85 28,827,500 0.26 % -5.88 % Short Covering
27-Feb-20 1,245.00 1,254.30 1,239.00 1,252.00 5,494,000 0.26 % 27.87 % Long Buildup
26-Mar-20 1,249.75 1,258.20 1,247.50 1,258.00 91,500 0.22 % 8.93 % Long Buildup
Cummulative NA NA NA NA 34,413,000 NA -1.70 % Short Covering
HDFCBANK Options OI PCR:  0.36   (Expiry : 30-Jan-20 )   PUT OI: 3,029,500   CALL OI: 8,436,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 2747000 -8.03% 2.30 -24.59% Long Windup
1280.00 1556000 -4.80% 3.75 -16.67% Long Windup
1260.00 1226500 6.28% 7.55 -12.21% 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
1240.00 522000 19.04% 15.80 -4.24% Short Buildup
1260.00 1226500 6.28% 7.55 -12.21% Short Buildup
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1300.00 2747000 -8.03% 2.30 -24.59% Long Windup
1320.00 723000 -9.91% 1.50 -33.33% Long Windup
1280.00 1556000 -4.80% 3.75 -16.67% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1240.00 707000 1.73% 9.25 -29.66% Short Buildup
1200.00 596500 -1.81% 1.45 -52.46% Long Windup
1220.00 506500 -7.23% 3.35 -45.53% 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
1240.00 707000 1.73% 9.25 -29.66% Short Buildup
1160.00 57000 0.88% 0.70 -50.00% Short Buildup
1320.00 27500 1.85% 75.00 -1.77% 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
1260.00 408000 -18.64% 21.10 -17.25% Long Windup
1180.00 110500 -29.84% 0.90 -52.63% Long Windup
1220.00 506500 -7.23% 3.35 -45.53% 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 %
23-Jan-20 1,244.85 1,245.85 28,827,500 34,413,000 0.26 % -5.88 % -1.70 % 0.1782 0.36 16.23 % Short Covering 61.45%440.17 1 0.08 %
22-Jan-20 1,240.85 1,242.65 30,627,000 35,007,500 -0.44 % -4.95 % 3.42 % 0.1831 0.37 12.51 % Short Buildup 71.45%814.27 1.8 0.15 %
21-Jan-20 1,244.35 1,248.20 32,222,000 33,850,000 -0.91 % 0.36 % 1.32 % 0.1884 0.38 4.81 % Short Buildup 61.23%570.82 3.85 0.31 %
20-Jan-20 1,254.90 1,259.65 32,106,000 33,407,500 -1.87 % 0.70 % 1.67 % 0.1900 0.43 3.90 % Short Buildup 52.27%727.45 4.75 0.38 %
17-Jan-20 1,278.15 1,283.60 31,882,500 32,859,000 -0.51 % 5.16 % 5.11 % 0.1748 0.58 2.97 % Short Buildup 79.11%855.41 5.45 0.43 %
16-Jan-20 1,287.65 1,290.15 30,319,500 31,260,500 0.04 % -0.24 % 0.18 % 0.1767 0.60 3.01 % Long Buildup 62.98%289.95 2.5 0.19 %
15-Jan-20 1,284.25 1,289.60 30,391,000 31,205,000 -0.42 % 0.78 % 2.02 % 0.1818 0.63 2.61 % Short Buildup 67.36%509.86 5.35 0.42 %
14-Jan-20 1,289.50 1,295.10 30,156,000 30,587,000 0.56 % -0.42 % -0.32 % 0.1865 0.69 1.41 % Short Covering 65.26%331.83 5.6 0.43 %
13-Jan-20 1,286.00 1,287.95 30,282,000 30,685,000 0.29 % -3.60 % -3.50 % 0.1921 0.65 1.31 % Short Covering 59.47%284.93 1.95 0.15 %
10-Jan-20 1,282.70 1,284.20 31,413,000 31,798,000 0.68 % -3.39 % -3.35 % 0.1975 0.71 1.21 % Short Covering 62.02%366.50 1.5 0.12 %
09-Jan-20 1,271.40 1,275.50 32,516,500 32,899,500 1.23 % 0.09 % 0.17 % 0.1991 0.67 1.16 % Long Buildup 55.52%336.93 4.1 0.32 %
08-Jan-20 1,257.30 1,260.00 32,488,000 32,842,500 -0.36 % 0.44 % 0.49 % 0.1982 0.69 1.08 % Short Buildup 62.64%446.26 2.7 0.21 %
07-Jan-20 1,260.60 1,264.50 32,346,000 32,681,500 1.35 % 3.45 % 3.52 % 0.2040 0.65 1.03 % Long Buildup 51.49%477.86 3.9 0.31 %
06-Jan-20 1,240.95 1,247.70 31,268,500 31,570,000 -1.88 % -1.09 % -1.00 % 0.1963 0.62 0.96 % Long Windup 66.99%452.65 6.75 0.54 %
03-Jan-20 1,268.40 1,271.55 31,612,500 31,890,000 -1.54 % 0.25 % 0.36 % 0.1728 0.63 0.87 % Short Buildup 63.73%438.77 3.15 0.25 %
02-Jan-20 1,286.75 1,291.50 31,533,000 31,776,500 0.35 % -0.93 % -0.90 % 0.1641 0.65 0.77 % Short Covering 63.80%251.90 4.75 0.37 %
01-Jan-20 1,278.60 1,286.95 31,829,000 32,065,500 0.42 % -1.32 % -1.27 % 0.1665 0.70 0.74 % Short Covering 44.05%103.46 8.35 0.65 %
31-Dec-19 1,272.10 1,281.55 32,254,500 32,479,500 -0.73 % 1.38 % 1.67 % 0.1700 0.67 0.69 % Short Buildup 63.82%339.25 9.45 0.74 %
30-Dec-19 1,282.15 1,291.00 31,815,000 31,946,000 0.52 % -1.01 % -0.95 % 0.1714 0.67 0.41 % Short Covering 63.10%377.61 8.85 0.69 %
27-Dec-19 1,275.00 1,284.35 32,139,500 32,251,000 0.29 % 3.60 % 1.63 % 0.1749 0.65 0.35 % Long Buildup 70.80%320.13 9.35 0.73 %
26-Dec-19 1,270.45 1,280.60 31,023,000 31,732,500 -1.50 % 25.29 % 3.35 % 0.1821 0.68 - Short Buildup 53.77%510.62 10.15 0.8 %
24-Dec-19 1,289.15 1,300.10 24,761,000 30,702,500 -0.77 % 54.56 % -1.28 % 0.1712 0.81 - Long Windup 61.50%284.60 10.95 0.85 %
23-Dec-19 1,302.40 1,310.20 16,020,000 31,102,000 0.48 % 63.80 % -4.01 % 0.1703 1.07 - Short Covering 62.25%413.28 7.8 0.6 %
20-Dec-19 1,296.70 1,303.90 9,780,500 32,401,000 0.50 % 125.54 % 5.81 % 0.1747 1.01 - Long Buildup 68.78%670.03 7.2 0.56 %
19-Dec-19 1,288.80 1,297.45 4,336,500 30,621,000 -0.35 % 17.70 % -0.07 % 0.1774 1.02 - Long Windup 54.13%454.11 8.65 0.67 %
18-Dec-19 1,292.35 1,302.05 3,684,500 30,642,500 1.69 % 23.25 % 2.54 % 0.1821 0.90 - Long Buildup 60.93%686.88 9.7 0.75 %
17-Dec-19 1,271.10 1,280.40 2,989,500 29,882,500 1.12 % 44.18 % -1.42 % 0.1696 0.90 - Short Covering 69.45%548.50 9.3 0.73 %
16-Dec-19 1,257.35 1,266.20 2,073,500 30,312,500 -0.75 % 15.45 % 1.61 % 0.1669 1.38 - Short Buildup 66.71%475.04 8.85 0.7 %
13-Dec-19 1,263.85 1,275.75 1,796,000 29,832,500 0.05 % 25.81 % 4.36 % 0.1701 1.88 - Long Buildup 69.55%517.51 11.9 0.94 %
12-Dec-19 1,263.60 1,275.10 1,427,500 28,585,000 1.28 % 26.95 % 7.61 % 0.1755 1.69 - Long Buildup 64.65%527.43 11.5 0.91 %
11-Dec-19 1,248.75 1,259.00 1,124,500 26,562,500 0.04 % 148.78 % 2.42 % 0.1718 1.15 - Long Buildup 74.76%516.03 10.25 0.82 %
10-Dec-19 1,249.50 1,258.45 452,000 25,934,500 0.37 % 9.05 % -0.72 % 0.1772 1.13 - Short Covering 70.15%429.00 8.95 0.72 %
09-Dec-19 1,242.95 1,253.80 414,500 26,123,000 -0.23 % 22.27 % 1.28 % 0.1810 1.84 - Short Buildup 65.11%334.44 10.85 0.87 %
06-Dec-19 1,246.05 1,256.65 339,000 25,792,500 -0.01 % 17.10 % -2.11 % 0.1863 1.95 - Long Windup 67.17%576.47 10.6 0.85 %
05-Dec-19 1,245.60 1,256.80 289,500 26,348,500 -0.53 % 15.34 % -0.25 % 0.1921 2.28 - Long Windup 46.81%372.39 11.2 0.9 %
04-Dec-19 1,251.65 1,263.55 251,000 26,413,500 -0.28 % 30.39 % 3.61 % 0.1967 4.82 - Short Buildup 60.22%429.47 11.9 0.95 %
03-Dec-19 1,255.40 1,267.15 192,500 25,494,000 -0.52 % -2.78 % 0.08 % 0.2024 5.18 - Short Buildup 70.23%308.23 11.75 0.94 %
02-Dec-19 1,265.75 1,273.75 198,000 25,473,500 -0.71 % 12.18 % 0.06 % 0.2050 5.70 - Short Buildup 63.08%357.14 8 0.63 %
29-Nov-19 1,274.95 1,282.90 176,500 25,457,000 0.44 % 1.73 % -1.13 % 0.2085 6.33 - Short Covering 57.71%572.74 7.95 0.62 %
28-Nov-19 1,265.30 1,277.30 173,500 25,748,500 -1.02 % 9.46 % 2.28 % 0.2119 24.00 - Short Buildup 62.45%488.59 12 0.95 %
27-Nov-19 1,278.40 1,290.40 158,500 25,175,500 0.07 % 28.86 % 0.87 % 0.2128 4.00 - Long Buildup 65.69%402.27 12 0.94 %
26-Nov-19 1,275.05 1,289.50 123,000 24,958,000 0.39 % 8.85 % 5.75 % 0.2192 4.00 - Long Buildup 62.51%347.32 14.45 1.13 %
25-Nov-19 1,271.10 1,284.45 113,000 23,600,500 0.41 % 11.88 % 4.38 % 0.2255 - - Long Buildup 56.50%283.44 13.35 1.05 %
22-Nov-19 1,264.75 1,279.25 101,000 22,610,000 -1.04 % 149.38 % -3.74 % 0.2314 - - Long Windup 65.66%319.22 14.5 1.15 %
21-Nov-19 1,283.35 1,292.70 40,500 23,487,500 0.65 % -34.68 % 1.67 % 0.2280 - - Long Buildup 62.94%485.42 9.35 0.73 %
20-Nov-19 1,273.35 1,284.30 62,000 23,102,000 0.26 % 9.73 % -5.75 % 0.2321 - - Short Covering 67.07%472.07 10.95 0.86 %
19-Nov-19 1,271.90 1,281.00 56,500 24,512,000 0.33 % 34.52 % -2.66 % 0.2393 - - Short Covering 67.04%450.68 9.1 0.72 %
18-Nov-19 1,262.05 1,276.80 42,000 25,182,000 -1.12 % 29.23 % 0.21 % 0.2440 - - Short Buildup 63.84%367.79 14.75 1.17 %
15-Nov-19 1,277.90 1,291.25 32,500 25,128,500 0.00 % 0.00 % -1.23 % 0.2443 - - 50.80%301.21 13.35 1.04 %
13-Nov-19 1,257.55 1,269.00 13,500 25,608,500 0.00 % 0.00 % -3.41 % 0.2519 - - 60.46%353.31 11.45 0.91 %
 
 
Average Delivery Volume
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
440.17 Crore Rs. 608.42 Crore Rs. 681.62 Crore Rs. 567.47 Crore Rs. 496.33 Crore Rs. 440.32 Crore Rs. More details >>
Average Delivery Percentage
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
61.45 % 65.47 % 64.73 % 64.94 % 62.60 % 62.34 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREPiercing Line-
SPOTPiercing Line-
 
 
HDFCBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Jan-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1220.51 1226.68 1236.26 1242.43 1252.01 1258.18 1267.76
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1237.98 1241.91 1243.23 1244.54 1242.43 1247.16 1248.48 1249.79 1253.73
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1226.68 1232.7 1236.41 1242.43 1248.45 1252.16 1258.18
DeMark Pivot
Support 1 Pivot Point Resistance 1
1239.35 1243.98 1255.1
 
 
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