FnO Contract Details

Expiry:
Symbol:

HDFCLIFE analysis for the selected expiry [Jul-20] as on 02-Jul-20

HDFCLIFE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 549.50 552.50 545.70 547.95 NA -0.31 % NA NA
30-Jul-20 550.80 552.70 546.20 550.10 14,579,400 -0.14 % -1.92 % Long Windup
27-Aug-20 548.55 551.70 548.35 550.00 20,900 -0.39 % 18.75 % Short Buildup
Cummulative NA NA NA NA 14,600,300 NA -1.90 % Long Windup
HDFCLIFE Options OI PCR:  0.29   (Expiry : 30-Jul-20 )   PUT OI: 548,900   CALL OI: 1,898,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 448800 2.26% 5.15 -17.60% Short Buildup
550.00 443300 30.00% 20.10 -8.43% Short Buildup
560.00 276100 7.73% 15.80 -11.24% 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
550.00 443300 30.00% 20.10 -8.43% Short Buildup
580.00 177100 20.15% 9.10 -17.27% Short Buildup
650.00 94600 30.30% 1.20 -27.27% 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
530.00 122100 -1.77% 31.50 -3.37% Long Windup
500.00 6600 -14.29% 54.00 -9.01% Long Windup
520.00 35200 -3.03% 39.00 -7.14% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 149600 2.26% 4.05 -11.96% Short Buildup
520.00 96800 11.39% 8.10 -8.99% Short Buildup
450.00 96800 -2.22% 0.65 -35.00% 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
520.00 96800 11.39% 8.10 -8.99% Short Buildup
530.00 44000 11.11% 10.75 -11.52% Short Buildup
500.00 149600 2.26% 4.05 -11.96% 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
540.00 46200 -6.67% 15.35 -8.36% Long Windup
450.00 96800 -2.22% 0.65 -35.00% Long Windup
None
 
 
HDFCLIFE 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 %
02-Jul-20 547.95 550.10 14,579,400 14,600,300 -0.14 % -1.92 % -1.90 % 0.6285 0.29 0.14 % Long Windup 42.13%37.82 2.15 0.39 %
01-Jul-20 549.65 550.85 14,865,400 14,883,000 0.45 % 0.61 % 0.64 % 0.6301 0.31 0.12 % Long Buildup 39.71%74.64 1.2 0.22 %
30-Jun-20 549.00 548.40 14,775,200 14,788,400 2.07 % 2.14 % 2.13 % 0.6316 0.31 0.09 % Long Buildup 37.58%69.32 -0.6 -0.11 %
29-Jun-20 537.20 537.30 14,465,000 14,479,300 -0.94 % 0.70 % 0.70 % 0.6325 0.27 0.10 % Short Buildup 47.66%43.30 0.1 0.02 %
26-Jun-20 541.90 542.40 14,363,800 14,378,100 0.62 % -0.84 % -29.29 % 0.6340 0.29 0.10 % Short Covering 35.80%50.18 0.5 0.09 %
25-Jun-20 538.40 539.05 14,484,800 20,333,800 1.89 % 8.23 % 0.53 % 0.6356 0.25 - Long Buildup 45.24%64.66 0.65 0.12 %
24-Jun-20 527.25 529.05 13,383,700 20,226,200 -1.82 % 32.14 % 2.49 % 0.6365 0.26 - Short Buildup 40.71%80.81 1.8 0.34 %
23-Jun-20 537.05 538.85 10,128,800 19,735,300 3.17 % 140.92 % 5.20 % 0.6376 0.27 - Long Buildup 44.43%138.70 1.8 0.34 %
22-Jun-20 520.40 522.30 4,204,200 18,760,100 -0.24 % 68.67 % 0.36 % 0.6378 0.44 - Short Buildup 54.63%78.66 1.9 0.37 %
19-Jun-20 521.10 523.55 2,492,600 18,692,800 1.19 % 91.22 % -1.58 % 0.6394 - - Short Covering 64.60%153.84 2.45 0.47 %
18-Jun-20 515.95 517.40 1,303,500 18,993,200 3.10 % 184.86 % 0.98 % 0.6409 0.64 - Long Buildup 50.14%105.66 1.45 0.28 %
17-Jun-20 500.40 501.85 457,600 18,808,800 -0.93 % 99.04 % 1.24 % 0.6411 1.55 - Short Buildup 42.04%39.09 1.45 0.29 %
16-Jun-20 505.70 506.55 229,900 18,579,300 1.16 % 100.96 % -0.64 % 0.6426 2.15 - Short Covering 49.63%89.83 0.85 0.17 %
15-Jun-20 499.90 500.75 114,400 18,698,700 -0.68 % 20.93 % -0.66 % 0.6440 2.27 - Long Windup 55.10%99.72 0.85 0.17 %
12-Jun-20 502.30 504.20 94,600 18,823,800 0.24 % 19.44 % 19.61 % 0.6456 2.44 - Long Buildup 70.86%288.83 1.9 0.38 %
11-Jun-20 501.65 503.00 79,200 15,737,600 -0.62 % -1.37 % 2.38 % 0.6472 2.38 - Short Buildup 38.57%48.04 1.35 0.27 %
10-Jun-20 501.70 506.15 80,300 15,371,500 -0.31 % 8.96 % 3.59 % 0.6488 2.38 - Short Buildup 51.13%86.17 4.45 0.89 %
09-Jun-20 506.85 507.70 73,700 14,838,400 -3.44 % 11.67 % -1.14 % 0.6503 5.67 - Long Windup 49.68%230.97 0.85 0.17 %
08-Jun-20 522.05 525.80 66,000 15,009,800 2.00 % -6.25 % 1.47 % 0.6507 4.00 - Long Buildup 62.98%277.19 3.75 0.72 %
05-Jun-20 516.25 515.50 70,400 14,792,800 -0.61 % 1.59 % 1.13 % 0.6522 11.00 - Short Buildup 53.48%98.25 -0.75 -0.15 %
04-Jun-20 517.60 518.65 69,300 14,627,900 2.62 % 53.66 % -2.53 % 0.6538 11.00 - Short Covering 41.70%253.39 1.05 0.2 %
03-Jun-20 501.35 505.40 45,100 15,008,000 0.81 % 32.26 % 10.24 % 0.6540 - - Long Buildup 42.76%294.43 4.05 0.81 %
02-Jun-20 499.70 501.35 34,100 13,614,400 -3.05 % 40.91 % 10.66 % 0.6556 31.00 - Short Buildup 49.63%146.62 1.65 0.33 %
01-Jun-20 516.10 517.10 24,200 12,302,900 -2.81 % 29.41 % -1.37 % 0.6558 32.00 - Long Windup 39.51%64.26 1 0.19 %
29-May-20 523.20 532.05 18,700 12,473,800 3.04 % 70.00 % 3.52 % 0.6704 31.00 - Long Buildup 64.07%913.36 8.85 1.69 %
28-May-20 516.80 516.35 11,000 12,049,400 3.27 % 150.00 % -6.20 % 0.6984 20.00 - Short Covering 50.42%87.19 -0.45 -0.09 %
27-May-20 503.30 500.00 4,400 12,845,600 -2.91 % 33.33 % -7.50 % 0.7064 - - Long Windup 31.35%29.34 -3.3 -0.66 %
26-May-20 507.45 515.00 3,300 13,886,700 7.59 % 50.00 % 3.91 % 0.7269 - - Long Buildup 52.91%113.18 7.55 1.49 %
22-May-20 494.75 478.65 2,200 13,364,500 0.00 % 0.00 % -2.08 % 0.7365 - - 48.14%- -16.1 -3.25 %
21-May-20 493.80 478.65 2,200 13,648,900 0.00 % 0.00 % 2.98 % 0.7595 - - 57.54%119.80 -15.15 -3.07 %
20-May-20 479.25 478.65 2,200 13,253,800 0.00 % 0.00 % -0.86 % 0.7744 - - 47.09%70.25 -0.6 -0.13 %
19-May-20 471.75 478.65 2,200 13,368,100 -3.69 % 100.00 % 0.16 % 0.7964 - - Short Buildup 55.62%134.60 6.9 1.46 %
18-May-20 469.35 497.00 1,100 13,346,300 0.00 % 0.00 % -1.03 % 0.8187 - - 59.03%113.83 27.65 5.89 %
15-May-20 487.30 497.00 1,100 13,484,900 0.00 % 0.00 % 0.76 % 0.8171 - - 49.27%84.36 9.7 1.99 %
14-May-20 495.00 497.00 1,100 13,383,200 0.00 % 0.00 % 1.93 % 0.8401 - - 42.87%88.10 2 0.4 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
37.82 Crore Rs. 60.59 Crore Rs. 55.05 Crore Rs. 69.93 Crore Rs. 78.96 Crore Rs. 114.72 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
42.13 % 39.33 % 39.72 % 41.55 % 46.49 % 50.41 % More details >>
 
 
HDFCLIFE Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
540.14 543.17 546.64 549.67 553.14 556.17 559.64
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
546.85 548.48 549.02 549.56 549.67 550.64 551.18 551.73 553.35
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
543.17 545.65 547.19 549.67 552.15 553.69 556.17
DeMark Pivot
Support 1 Pivot Point Resistance 1
544.9 548.8 551.4
 
 
HDFCLIFE Result / Events
Date Description Status
21-Jul-20Financial ResultsUpcoming