FnO Contract Details

Expiry:
Symbol:

IBULHSGFIN analysis for the selected expiry [Jul-20] as on 03-Jul-20

IBULHSGFIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 227.25 234.90 214.75 231.05 NA 2.55 % NA NA
30-Jul-20 226.90 235.00 213.65 230.75 16,191,300 2.46 % 22.72 % Long Buildup
27-Aug-20 220.50 231.60 211.15 228.65 942,400 3.25 % 74.71 % Long Buildup
24-Sep-20 226.85 226.85 225.25 226.05 18,600 3.48 % 100.00 % Long Buildup
Cummulative NA NA NA NA 17,152,300 NA 24.81 % Long Buildup
IBULHSGFIN Options OI PCR:  0.72   (Expiry : 30-Jul-20 )   PUT OI: 7,117,600   CALL OI: 9,932,400 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
270.00 1680200 44.15% 15.60 11.03% Long Buildup
250.00 1562400 43.18% 21.60 11.34% Long Buildup
240.00 1295800 70.61% 25.40 11.16% 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
240.00 1295800 70.61% 25.40 11.16% Long Buildup
270.00 1680200 44.15% 15.60 11.03% Long Buildup
250.00 1562400 43.18% 21.60 11.34% 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
190.00 108500 -2.78% 52.60 13.36% Short Covering
205.00 15500 -16.67% 44.00 25.18% Short Covering
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
200.00 1199700 1.84% 14.50 -10.49% Short Buildup
220.00 737800 50.63% 23.25 -9.71% Short Buildup
150.00 663400 14.44% 2.95 -10.61% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
220.00 737800 50.63% 23.25 -9.71% Short Buildup
230.00 458800 59.14% 28.70 -9.18% Short Buildup
180.00 527000 38.21% 8.20 -12.30% 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
195.00 31000 -23.08% 12.05 -20.72% Long Windup
130.00 176700 -1.72% 1.35 -3.57% Long Windup
235.00 40300 -7.14% 31.50 -21.45% 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 %
03-Jul-20 231.05 230.75 16,191,300 17,152,300 2.46 % 22.72 % 24.81 % 1.2785 0.72 5.60 % Long Buildup 8.23%122.15 -0.3 -0.13 %
02-Jul-20 225.30 225.20 13,193,600 13,742,300 2.34 % -2.07 % -1.95 % 1.2813 0.83 3.99 % Short Covering 9.22%91.73 -0.1 -0.04 %
01-Jul-20 220.15 220.05 13,472,600 14,015,100 6.79 % 14.88 % 14.86 % 1.2841 0.76 3.87 % Long Buildup 8.94%149.76 -0.1 -0.05 %
30-Jun-20 207.15 206.05 11,727,300 12,201,600 -4.27 % 12.12 % 12.39 % 1.2847 0.91 3.89 % Short Buildup 13.36%96.01 -1.1 -0.53 %
29-Jun-20 216.65 215.25 10,459,400 10,856,200 -4.74 % -4.66 % -4.05 % 1.2865 0.95 3.66 % Long Windup 9.00%66.43 -1.4 -0.65 %
26-Jun-20 227.65 225.95 10,970,900 11,315,000 -0.15 % -7.53 % -22.94 % 1.2880 0.99 3.04 % Long Windup 6.57%68.92 -1.7 -0.75 %
25-Jun-20 227.30 226.30 11,863,700 14,683,700 9.91 % 41.01 % 5.14 % 1.2912 1.11 - Long Buildup 8.81%166.25 -1 -0.44 %
24-Jun-20 208.10 205.90 8,413,400 13,965,200 -12.87 % 27.54 % 2.65 % 1.2888 1.24 - Short Buildup 12.83%132.45 -2.2 -1.06 %
23-Jun-20 240.30 236.30 6,596,800 13,605,200 -0.88 % 70.38 % -4.13 % 1.2772 1.38 - Long Windup 11.24%164.71 -4 -1.66 %
22-Jun-20 242.20 238.40 3,871,900 14,191,500 19.83 % 64.13 % -13.06 % 1.2804 1.25 - Short Covering 7.61%157.16 -3.8 -1.57 %
19-Jun-20 203.40 198.95 2,359,100 16,322,700 30.42 % 43.05 % 7.93 % 1.2617 - - Long Buildup 15.71%312.92 -4.45 -2.19 %
18-Jun-20 155.15 152.55 1,649,200 15,123,400 2.94 % 19.28 % 4.25 % 1.2104 1.03 - Long Buildup 15.95%39.94 -2.6 -1.68 %
17-Jun-20 152.25 148.20 1,382,600 14,506,500 0.68 % 6.70 % 3.26 % 1.2132 0.85 - Long Buildup 15.15%44.40 -4.05 -2.66 %
16-Jun-20 152.35 147.20 1,295,800 14,048,900 -0.61 % 8.57 % -1.73 % 1.2162 0.78 - Long Windup 14.39%53.62 -5.15 -3.38 %
15-Jun-20 153.50 148.10 1,193,500 14,296,300 -1.00 % 17.74 % -1.34 % 1.2192 0.75 - Long Windup 11.15%46.58 -5.4 -3.52 %
12-Jun-20 153.45 149.60 1,013,700 14,490,700 0.84 % 0.93 % -2.43 % 1.2223 0.77 - Short Covering 7.55%32.92 -3.85 -2.51 %
11-Jun-20 153.20 148.35 1,004,400 14,851,000 -6.05 % 5.54 % -10.99 % 1.2254 0.81 - Long Windup 15.13%73.06 -4.85 -3.17 %
10-Jun-20 161.80 157.90 951,700 16,685,400 13.43 % 15.85 % 13.04 % 1.2262 0.77 - Long Buildup 9.87%93.98 -3.9 -2.41 %
09-Jun-20 144.50 139.20 821,500 14,760,500 -4.23 % 8.16 % -15.13 % 1.2197 0.85 - Long Windup 12.16%77.72 -5.3 -3.67 %
08-Jun-20 149.00 145.35 759,500 17,392,200 15.63 % 6.99 % 19.14 % 1.2221 0.85 - Long Buildup 12.47%101.85 -3.65 -2.45 %
05-Jun-20 130.25 125.70 709,900 14,598,300 3.08 % 2.23 % 0.83 % 1.2115 0.88 - Long Buildup 15.50%31.19 -4.55 -3.49 %
04-Jun-20 127.75 121.95 694,400 14,477,700 -0.25 % 10.34 % 0.63 % 1.2143 0.93 - Short Buildup 13.67%27.09 -5.8 -4.54 %
03-Jun-20 128.65 122.25 629,300 14,386,800 0.12 % 23.03 % 4.24 % 1.2173 - - Long Buildup 13.61%32.75 -6.4 -4.97 %
02-Jun-20 126.80 122.10 511,500 13,802,200 -1.01 % 23.13 % 1.47 % 1.2202 1.31 - Short Buildup 14.89%23.81 -4.7 -3.71 %
01-Jun-20 127.95 123.35 415,400 13,601,700 7.17 % 112.70 % -4.96 % 1.2232 1.19 - Short Covering 17.44%42.75 -4.6 -3.6 %
29-May-20 122.15 115.10 195,300 14,312,100 -0.13 % 21.15 % -5.33 % 1.3316 4.00 - Long Windup 17.71%34.09 -7.05 -5.77 %
28-May-20 120.80 115.25 161,200 15,118,000 0.66 % 57.58 % -11.86 % 1.4242 1.33 - Short Covering 19.15%34.29 -5.55 -4.59 %
27-May-20 121.80 114.50 102,300 17,151,900 7.82 % 17.86 % 15.37 % 1.4677 - - Long Buildup 17.73%53.00 -7.3 -5.99 %
26-May-20 115.20 106.20 86,800 14,867,200 -7.53 % 86.67 % -2.17 % 1.4796 - - Long Windup 11.55%14.63 -9 -7.81 %
22-May-20 115.65 114.85 46,500 15,196,500 1.73 % 25.00 % 7.80 % 1.5255 - - Long Buildup 10.98%- -0.8 -0.69 %
21-May-20 121.80 112.90 37,200 14,096,400 1.62 % 9.09 % -2.42 % 1.5366 - - Short Covering 11.68%17.52 -8.9 -7.31 %
20-May-20 124.25 111.10 34,100 14,446,100 0.00 % 0.00 % 1.01 % 1.5806 - - 10.61%26.26 -13.15 -10.58 %
19-May-20 120.40 111.10 34,100 14,302,100 -9.05 % 22.22 % 2.39 % 1.6169 - - Short Buildup 6.12%17.45 -9.3 -7.72 %
18-May-20 118.95 122.15 27,900 13,968,300 0.00 % 0.00 % 1.30 % 1.6579 - - 11.76%40.42 3.2 2.69 %
15-May-20 133.45 122.15 27,900 13,789,500 -1.93 % 28.57 % -1.84 % 1.5451 - - Long Windup 5.75%20.18 -11.3 -8.47 %
14-May-20 131.40 124.55 21,700 14,047,300 -7.29 % 133.33 % -1.60 % 1.5933 - - Long Windup 8.64%60.10 -6.85 -5.21 %
13-May-20 136.60 134.35 9,300 14,276,100 17.54 % 200.00 % -1.96 % 1.6291 - - Short Covering 12.42%91.35 -2.25 -1.65 %
12-May-20 119.00 114.30 3,100 14,561,500 0.00 % 0.00 % 1.01 % 1.5220 - - 7.85%20.18 -4.7 -3.95 %
11-May-20 122.50 114.30 3,100 14,416,300 0.00 % 0.00 % 3.90 % 1.5686 - - 9.11%14.03 -8.2 -6.69 %
08-May-20 123.25 114.30 3,100 13,875,100 0.00 % 0.00 % 3.82 % 1.6179 - - 12.07%25.86 -8.95 -7.26 %
07-May-20 125.20 114.30 3,100 13,365,100 0.00 % 0.00 % 0.81 % 1.6462 - - 9.27%19.77 -10.9 -8.71 %
06-May-20 123.55 114.30 3,100 13,258,300 2.33 % 0.00 % 2.26 % 1.6979 - - Long Buildup 11.84%26.37 -9.25 -7.49 %
05-May-20 118.90 111.70 3,100 12,965,500 0.00 % 0.00 % 4.82 % 1.7209 - - 10.23%23.67 -7.2 -6.06 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
122.15 Crore Rs. 121.21 Crore Rs. 105.21 Crore Rs. 111.71 Crore Rs. 124.06 Crore Rs. 101.13 Crore Rs. More details >>
Average Delivery Percentage
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
8.23 % 8.76 % 9.42 % 9.39 % 10.51 % 10.90 % More details >>
 
 
IBULHSGFIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
196.59 205.12 217.94 226.47 239.29 247.82 260.64
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
220.08 225.41 227.19 228.97 226.47 232.53 234.31 236.09 241.43
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
205.12 213.28 218.31 226.47 234.63 239.66 247.82
DeMark Pivot
Support 1 Pivot Point Resistance 1
222.2 228.6 243.55
 
 
IBULHSGFIN Result / Events
Date Description Status
03-Jul-20Financial Results/Fund RaisingScheduled today
05-Feb-20Financial Results/Dividend/Other business mattersCompleted
06-Nov-19Financial Results/Dividend/Other business mattersCompleted
06-Aug-19Financial Results/Dividend/Other business mattersCompleted
24-Apr-19Financial Results/Dividend/Other business mattersCompleted