FnO Contract Details

Expiry:
Symbol:

IBULHSGFIN analysis for the selected expiry [Dec-19] as on 12-Dec-19

IBULHSGFIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 273.00 295.55 265.10 291.25 NA 8.53 % NA NA
26-Dec-19 269.40 296.35 264.00 291.05 24,883,200 8.58 % -1.56 % Short Covering
30-Jan-20 268.60 292.50 261.15 287.60 2,578,800 8.88 % 2.48 % Long Buildup
27-Feb-20 261.00 283.80 257.00 282.15 202,800 9.30 % -1.74 % Short Covering
Cummulative NA NA NA NA 27,664,800 NA -1.20 % Short Covering
IBULHSGFIN Options OI PCR:  0.55   (Expiry : 26-Dec-19 )   PUT OI: 6,644,000   CALL OI: 12,001,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
300.00 1856000 -3.09% 20.60 72.38% Short Covering
400.00 1311200 -6.56% 3.55 57.78% Short Covering
320.00 789600 1.96% 14.00 75.00% 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
330.00 222400 13.93% 11.30 60.28% Long Buildup
320.00 789600 1.96% 14.00 75.00% Long Buildup
310.00 361600 3.43% 16.85 72.82% 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
280.00 609600 -25.15% 29.25 68.10% Short Covering
270.00 235200 -38.62% 34.70 63.29% Short Covering
260.00 316800 -25.56% 41.25 59.57% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
260.00 980800 18.34% 10.65 -41.48% Short Buildup
300.00 604000 5.45% 28.80 -32.63% Short Buildup
240.00 600000 -7.75% 6.30 -43.50% 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
260.00 980800 18.34% 10.65 -41.48% Short Buildup
270.00 318400 31.35% 13.95 -38.00% Short Buildup
280.00 478400 16.80% 17.95 -37.78% 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
240.00 600000 -7.75% 6.30 -43.50% Long Windup
200.00 549600 -5.76% 1.85 -45.59% Long Windup
160.00 161600 -15.48% 0.90 -35.71% Long Windup
 
 
IBULHSGFIN 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 %
12-Dec-19 291.25 291.05 24,883,200 27,664,800 8.58 % -1.56 % -1.20 % 1.4981 0.55 10.05 % Short Covering 7.68%110.73 -0.2 -0.07 %
11-Dec-19 268.35 268.05 25,276,800 27,999,600 -0.46 % -0.15 % 0.89 % 1.4932 0.50 9.72 % Short Buildup 6.08%70.42 -0.3 -0.11 %
10-Dec-19 269.70 269.30 25,313,600 27,752,000 3.96 % -3.40 % -3.20 % 1.5400 0.50 8.79 % Short Covering 8.37%125.03 -0.4 -0.15 %
09-Dec-19 258.95 259.05 26,204,800 28,669,600 -4.80 % 2.76 % 3.05 % 1.5773 0.50 8.60 % Short Buildup 4.28%57.02 0.1 0.04 %
06-Dec-19 272.45 272.10 25,501,600 27,820,000 -4.51 % 1.61 % 1.67 % 1.6095 0.53 8.33 % Short Buildup 6.20%65.23 -0.35 -0.13 %
05-Dec-19 285.10 284.95 25,098,400 27,364,000 -1.14 % -1.87 % -1.56 % 1.6433 0.54 8.28 % Long Windup 7.62%49.04 -0.15 -0.05 %
04-Dec-19 288.20 288.25 25,577,600 27,796,400 -0.64 % -0.69 % -0.61 % 1.6940 0.56 7.98 % Long Windup 8.39%99.99 0.05 0.02 %
03-Dec-19 290.85 290.10 25,756,000 27,966,400 -4.59 % 0.35 % 0.53 % 1.7469 0.58 7.90 % Short Buildup 5.42%90.69 -0.75 -0.26 %
02-Dec-19 304.15 304.05 25,667,200 27,817,600 6.26 % 8.68 % 13.23 % 1.7875 0.60 7.73 % Long Buildup 9.06%269.59 -0.1 -0.03 %
29-Nov-19 290.50 286.15 23,617,600 24,566,800 -14.70 % -14.72 % -19.65 % 1.8203 0.57 3.86 % Long Windup 7.73%389.31 -4.35 -1.5 %
28-Nov-19 334.75 335.45 27,695,200 30,573,600 25.87 % 22.07 % -6.31 % 1.6633 0.53 - Short Covering 5.95%336.62 0.7 0.21 %
27-Nov-19 268.15 266.50 22,688,800 32,632,400 3.76 % 16.70 % -9.25 % 1.3460 0.61 - Short Covering 7.08%64.61 -1.65 -0.62 %
26-Nov-19 259.05 256.85 19,442,400 35,959,200 -0.72 % 23.50 % -9.45 % 1.3786 0.59 - Long Windup 26.36%655.68 -2.2 -0.85 %
25-Nov-19 259.45 258.70 15,742,400 39,712,400 12.40 % 67.79 % 16.22 % 1.4218 0.61 - Long Buildup 11.47%169.40 -0.75 -0.29 %
22-Nov-19 237.35 230.15 9,382,400 34,169,600 1.54 % 17.33 % 0.78 % 1.3875 0.56 - Long Buildup 5.96%82.69 -7.2 -3.03 %
21-Nov-19 231.55 226.65 7,996,800 33,904,000 11.90 % 21.47 % 6.78 % 1.4282 0.49 - Long Buildup 12.52%156.18 -4.9 -2.12 %
20-Nov-19 208.20 202.55 6,583,200 31,752,400 -2.01 % 23.63 % 1.22 % 1.3679 0.54 - Short Buildup 12.12%57.64 -5.65 -2.71 %
19-Nov-19 212.70 206.70 5,324,800 31,368,800 2.30 % 14.40 % 1.72 % 1.4085 0.48 - Long Buildup 8.90%54.19 -6 -2.82 %
18-Nov-19 208.70 202.05 4,654,400 30,837,200 2.23 % 38.49 % 3.37 % 1.4499 0.46 - Long Buildup 6.11%52.69 -6.65 -3.19 %
15-Nov-19 210.30 197.65 3,360,800 29,833,200 0.71 % 9.52 % 1.65 % 1.4913 0.44 - Long Buildup 5.83%43.76 -12.65 -6.02 %
14-Nov-19 211.35 196.25 3,068,800 29,348,000 -3.18 % 29.81 % -1.19 % 1.5196 0.45 - Long Windup 6.54%62.28 -15.1 -7.14 %
13-Nov-19 218.25 202.70 2,364,000 29,702,400 -8.96 % 46.58 % -0.39 % 1.5563 0.48 - Long Windup 12.77%132.78 -15.55 -7.12 %
11-Nov-19 238.55 222.65 1,612,800 29,819,200 -1.66 % 37.05 % 11.86 % 1.5353 0.50 - Short Buildup 7.70%109.40 -15.9 -6.67 %
08-Nov-19 241.65 226.40 1,176,800 26,657,600 2.40 % 39.30 % 7.19 % 1.5818 0.55 - Long Buildup 6.85%128.94 -15.25 -6.31 %
07-Nov-19 238.35 221.10 844,800 24,870,400 6.89 % -6.88 % -2.14 % 1.6288 1.00 - Short Covering 8.37%188.11 -17.25 -7.24 %
06-Nov-19 219.40 206.85 907,200 25,415,200 -1.66 % 24.89 % 2.12 % 1.6507 0.63 - Short Buildup 11.57%121.10 -12.55 -5.72 %
05-Nov-19 225.05 210.35 726,400 24,888,800 4.65 % 8.35 % 4.25 % 1.6984 0.84 - Long Buildup 7.40%79.33 -14.7 -6.53 %
04-Nov-19 218.80 201.00 670,400 23,873,600 -1.37 % -1.64 % -1.12 % 1.7378 1.11 - Long Windup 5.16%48.27 -17.8 -8.14 %
01-Nov-19 218.60 203.80 681,600 24,144,000 6.28 % 18.50 % -4.17 % 1.7919 2.50 - Short Covering 5.81%76.54 -14.8 -6.77 %
31-Oct-19 206.65 191.75 575,200 25,193,600 2.51 % 14.31 % 2.05 % 1.8231 4.60 - Long Buildup 12.42%125.01 -14.9 -7.21 %
30-Oct-19 214.25 187.05 503,200 24,686,400 -3.53 % 26.56 % -0.70 % 1.8717 2.40 - Long Windup 3.91%48.68 -27.2 -12.7 %
29-Oct-19 218.70 193.90 397,600 24,861,600 16.07 % -10.45 % -7.17 % 1.9279 0.80 - Short Covering 10.00%139.46 -24.8 -11.34 %
27-Oct-19 189.15 167.05 444,000 26,782,400 2.14 % 0.91 % -0.86 % 1.8450 1.33 - Short Covering 9.52%7.24 -22.1 -11.68 %
25-Oct-19 186.15 163.55 440,000 27,016,000 -7.96 % 24.72 % 0.99 % 1.9015 1.33 - Short Buildup 10.60%83.84 -22.6 -12.14 %
24-Oct-19 200.30 177.70 352,800 26,750,400 -0.31 % 8.89 % -1.64 % 1.9231 1.33 - Long Windup 7.34%62.94 -22.6 -11.28 %
23-Oct-19 206.15 178.25 324,000 27,196,800 -0.34 % 8.87 % -7.08 % 1.9800 1.33 - Long Windup 7.44%85.91 -27.9 -13.53 %
22-Oct-19 218.00 178.85 297,600 29,269,600 -9.24 % 30.99 % -0.98 % 2.0422 1.33 - Long Windup 10.51%167.53 -39.15 -17.96 %
18-Oct-19 231.20 197.05 227,200 29,558,400 23.62 % -18.86 % 0.65 % 2.0759 1.33 - Long Buildup 10.43%172.00 -34.15 -14.77 %
17-Oct-19 197.95 159.40 280,000 29,368,000 15.01 % 8.36 % -5.45 % 2.0960 2.00 - Short Covering 9.50%162.80 -38.55 -19.47 %
16-Oct-19 173.05 138.60 258,400 31,060,800 -14.44 % 152.34 % 6.20 % 1.9505 2.00 - Short Buildup 7.06%61.42 -34.45 -19.91 %
15-Oct-19 189.10 162.00 102,400 29,246,400 -4.76 % 17.43 % -1.39 % 1.9387 - - Long Windup 7.24%62.19 -27.1 -14.33 %
14-Oct-19 197.80 170.10 87,200 29,658,400 -9.71 % 51.39 % 2.34 % 1.9877 - - Short Buildup 7.37%61.84 -27.7 -14 %
11-Oct-19 209.90 188.40 57,600 28,981,600 11.22 % 1.41 % 7.22 % 2.0301 - - Long Buildup 6.42%120.39 -21.5 -10.24 %
10-Oct-19 195.35 169.40 56,800 27,031,200 -20.73 % 446.15 % 20.92 % 2.0649 - - Short Buildup 10.28%147.32 -25.95 -13.28 %
09-Oct-19 239.80 213.70 10,400 22,354,400 -6.68 % 44.44 % 0.06 % 1.8855 - - Short Buildup 5.81%27.17 -26.1 -10.88 %
07-Oct-19 234.25 229.00 7,200 22,341,600 0.00 % 0.00 % 6.77 % 1.9414 - - 6.85%50.18 -5.25 -2.24 %
04-Oct-19 245.25 229.00 7,200 20,924,800 0.00 % 0.00 % 7.03 % 1.9903 - - 5.53%36.47 -16.25 -6.63 %
03-Oct-19 266.15 229.00 7,200 19,551,200 -2.55 % 800.00 % -0.85 % 2.0147 - - Long Windup 8.06%85.86 -37.15 -13.96 %
01-Oct-19 267.60 235.00 800 19,719,200 0.00 % 0.00 % -3.58 % 2.0778 - - 6.75%153.59 -32.6 -12.18 %
 
 
Average Delivery Volume
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
110.73 Crore Rs. 102.06 Crore Rs. 85.68 Crore Rs. 83.52 Crore Rs. 183.38 Crore Rs. 145.85 Crore Rs. More details >>
Average Delivery Percentage
On 12-Dec-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
7.68 % 7.47 % 6.58 % 6.66 % 9.03 % 8.93 % More details >>
 
 
IBULHSGFIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 13-Dec-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
238.9 251.45 271.25 283.8 303.6 316.15 335.95
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
274.88 282.96 285.66 288.35 283.8 293.75 296.44 299.14 307.23
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
251.45 263.81 271.44 283.8 296.16 303.79 316.15
DeMark Pivot
Support 1 Pivot Point Resistance 1
277.53 286.94 309.88
 
 
IBULHSGFIN Result / Events
Date Description Status
06-Nov-19Financial Results/Dividend/Other business mattersCompleted
06-Aug-19Financial Results/Dividend/Other business mattersCompleted
24-Apr-19Financial Results/Dividend/Other business mattersCompleted