FnO Contract Details

Expiry:
Symbol:

L&TFH analysis for the selected expiry [Apr-21] as on 19-Apr-21

L&TFH Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 88.50 89.25 86.95 88.55 NA -4.99 % NA NA
29-Apr-21 90.20 90.20 87.30 88.70 24,148,344 -5.08 % -2.87 % Long Windup
27-May-21 89.25 89.35 84.45 89.10 3,248,336 -4.96 % 22.15 % Short Buildup
24-Jun-21 89.80 89.85 88.40 89.55 339,112 -4.68 % 40.74 % Short Buildup
Cummulative NA NA NA NA 27,735,792 NA -0.10 % Long Windup
L&TFH Options OI PCR:  0.53   (Expiry : 29-Apr-21 )   PUT OI: 8,540,268   CALL OI: 16,241,680 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 4337064 11.72% 0.50 -58.33% Short Buildup
105.00 2007900 0.45% 0.20 -63.64% Short Buildup
110.00 1954356 -7.98% 0.15 -50.00% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
90.00 1481384 84.44% 2.45 -53.33% Short Buildup
100.00 4337064 11.72% 0.50 -58.33% Short Buildup
87.50 196328 214.29% 3.75 -46.43% 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
110.00 1954356 -7.98% 0.15 -50.00% Long Windup
115.00 713920 -10.11% 0.10 -33.33% Long Windup
112.50 205252 -8.00% 0.10 -60.00% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
85.00 1552776 0.58% 1.65 94.12% Long Buildup
100.00 1285056 -1.37% 12.00 55.84% Short Covering
90.00 1213664 -12.26% 3.70 94.74% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
80.00 865628 16.87% 0.75 87.50% Long Buildup
75.00 517592 18.37% 0.40 60.00% Long Buildup
82.50 285568 28.00% 1.05 110.00% 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
90.00 1213664 -12.26% 3.70 94.74% Short Covering
92.50 428352 -22.58% 5.30 85.96% Short Covering
95.00 1061956 -1.65% 7.05 74.07% Short Covering
 
 
L&TFH 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 %
19-Apr-21 88.55 88.70 24,148,344 27,735,792 -5.08 % -2.87 % -0.10 % 0.6470 0.53 12.93 % Long Windup 20.48%21.75 0.15 0.17 %
16-Apr-21 93.20 93.45 24,862,264 27,762,564 -0.53 % 1.20 % 2.34 % 0.6450 0.57 10.45 % Short Buildup 16.08%13.91 0.25 0.27 %
15-Apr-21 93.55 93.95 24,567,772 27,128,960 -0.79 % -0.90 % -1.33 % 0.6466 0.58 9.44 % Long Windup 13.97%14.63 0.4 0.43 %
13-Apr-21 94.75 94.70 24,790,872 27,494,844 6.82 % -6.78 % -4.23 % 0.6479 0.57 9.83 % Short Covering 19.28%39.77 -0.05 -0.05 %
12-Apr-21 88.60 88.65 26,593,520 28,708,508 -10.00 % -5.93 % -3.01 % 0.6432 0.48 7.37 % Long Windup 29.38%75.27 0.05 0.06 %
09-Apr-21 98.05 98.50 28,271,232 29,600,908 -0.56 % 0.03 % 0.39 % 0.6300 0.50 4.49 % Short Buildup 12.73%8.23 0.45 0.46 %
08-Apr-21 98.85 99.05 28,262,308 29,484,896 0.05 % 0.09 % -0.03 % 0.6315 0.52 4.15 % Short Covering 23.48%29.15 0.2 0.2 %
07-Apr-21 98.30 99.00 28,235,536 29,493,820 2.43 % 4.11 % 4.19 % 0.6330 0.54 4.27 % Long Buildup 28.52%32.39 0.7 0.71 %
06-Apr-21 96.00 96.65 27,120,036 28,306,928 0.89 % -2.09 % -2.13 % 0.6338 0.54 4.19 % Short Covering 16.90%11.88 0.65 0.68 %
05-Apr-21 95.30 95.80 27,700,096 28,922,684 -4.25 % -1.59 % -0.77 % 0.6353 0.57 4.23 % Long Windup 22.51%23.77 0.5 0.52 %
01-Apr-21 99.50 100.05 28,146,296 29,145,784 3.68 % 2.47 % 2.77 % 0.6342 0.58 3.43 % Long Buildup 17.61%18.16 0.55 0.55 %
31-Mar-21 95.85 96.50 27,468,072 28,360,472 0.57 % -0.24 % 4.92 % 0.0000 0.66 3.15 % Long Buildup 17.96%11.44 0.65 0.68 %
30-Mar-21 95.65 95.95 26,191,940 27,030,796 0.47 % -2.17 % -2.01 % 0.6354 0.67 3.10 % Short Covering 28.23%23.34 0.3 0.31 %
26-Mar-21 94.90 95.50 26,772,000 27,584,084 0.90 % 1.39 % -13.47 % 0.6369 0.63 2.94 % Short Covering 18.43%16.19 0.6 0.63 %
25-Mar-21 93.85 94.65 26,406,116 31,876,528 -2.77 % 31.45 % 4.26 % 0.6383 0.79 - Short Buildup 24.20%34.21 0.8 0.85 %
24-Mar-21 96.65 97.35 20,087,924 30,573,624 -4.14 % 49.47 % 3.29 % 0.6387 0.83 - Short Buildup 24.97%27.45 0.7 0.72 %
23-Mar-21 100.60 101.55 13,439,544 29,600,908 1.35 % 26.13 % -3.49 % 0.6380 0.81 - Short Covering 16.48%15.27 0.95 0.94 %
22-Mar-21 99.35 100.20 10,655,256 30,671,788 -2.29 % 68.41 % 3.52 % 0.6394 0.87 - Short Buildup 24.84%23.71 0.85 0.86 %
19-Mar-21 101.60 102.55 6,327,116 29,627,680 2.70 % 38.48 % -2.50 % 0.6403 0.78 - Short Covering 22.38%33.61 0.95 0.94 %
18-Mar-21 98.90 99.85 4,569,088 30,386,220 -2.63 % 45.04 % 3.68 % 0.6408 0.85 - Short Buildup 14.27%15.50 0.95 0.96 %
17-Mar-21 101.70 102.55 3,150,172 29,306,416 -3.93 % 12.06 % -1.29 % 0.6413 0.60 - Long Windup 17.78%15.41 0.85 0.84 %
16-Mar-21 105.70 106.75 2,811,060 29,690,148 2.64 % 12.50 % -6.23 % 0.6408 0.73 - Short Covering 15.96%24.78 1.05 0.99 %
15-Mar-21 102.75 104.00 2,498,720 31,662,352 -2.12 % 10.67 % -0.73 % 0.6413 0.97 - Long Windup 17.65%26.58 1.25 1.22 %
12-Mar-21 105.30 106.25 2,257,772 31,894,376 -0.84 % 7.20 % -1.46 % 0.6420 0.99 - Long Windup 22.48%23.25 0.95 0.9 %
10-Mar-21 106.00 107.15 2,106,064 32,367,348 0.75 % 5.36 % -0.93 % 0.6436 0.52 - Short Covering 12.54%11.21 1.15 1.08 %
09-Mar-21 105.55 106.35 1,998,976 32,670,764 -3.19 % 9.80 % -1.35 % 0.6452 0.24 - Long Windup 13.54%24.29 0.8 0.76 %
08-Mar-21 108.80 109.85 1,820,496 33,116,964 1.67 % -14.64 % 5.34 % 0.6455 0.16 - Long Buildup 18.03%39.83 1.05 0.97 %
05-Mar-21 106.80 108.05 2,132,836 31,439,252 -2.31 % -0.83 % -6.43 % 0.6466 0.20 - Long Windup 28.95%41.94 1.25 1.17 %
04-Mar-21 109.65 110.60 2,150,684 33,598,860 -2.73 % 0.84 % 1.76 % 0.6472 0.18 - Short Buildup 19.53%28.41 0.95 0.87 %
03-Mar-21 112.30 113.70 2,132,836 33,018,800 5.38 % 4.82 % 11.82 % 0.6481 0.23 - Long Buildup 30.85%91.20 1.4 1.25 %
02-Mar-21 107.00 107.90 2,034,672 29,529,516 -0.19 % 4.11 % -2.13 % 0.6464 0.55 - Long Windup 19.19%31.70 0.9 0.84 %
01-Mar-21 107.20 108.10 1,954,356 30,172,044 3.54 % 2.34 % 1.38 % 0.6480 0.82 - Long Buildup 28.98%68.09 0.9 0.84 %
26-Feb-21 104.90 104.40 1,909,736 29,761,540 -2.52 % -0.47 % -34.67 % 0.6490 0.27 - Long Windup 46.52%161.86 -0.5 -0.48 %
25-Feb-21 106.25 107.10 1,918,660 45,557,020 3.43 % 20.11 % -4.85 % 0.6504 0.20 - Short Covering 40.23%123.35 0.85 0.8 %
24-Feb-21 103.05 103.55 1,597,396 47,877,260 5.29 % 18.54 % -0.13 % 0.6507 0.50 - Short Covering 40.96%78.40 0.5 0.49 %
23-Feb-21 98.75 98.35 1,347,524 47,939,728 3.15 % -5.03 % -2.38 % 0.6497 - - Short Covering 31.31%51.50 -0.4 -0.41 %
22-Feb-21 95.85 95.35 1,418,916 49,108,772 -3.59 % -8.09 % 5.28 % 0.6501 - - Short Buildup 24.56%46.55 -0.5 -0.52 %
19-Feb-21 99.85 98.90 1,543,852 46,645,748 -3.23 % 6.79 % 5.04 % 0.6494 - - Short Buildup 23.42%78.67 -0.95 -0.95 %
18-Feb-21 101.95 102.20 1,445,688 44,405,824 4.87 % 9.46 % 6.17 % 0.6504 - - Long Buildup 24.32%54.05 0.25 0.25 %
17-Feb-21 97.85 97.45 1,320,752 41,826,788 -1.07 % 0.68 % 0.62 % 0.6497 - - Short Buildup 16.18%19.16 -0.4 -0.41 %
16-Feb-21 98.60 98.50 1,311,828 41,567,992 0.51 % -1.34 % -0.41 % 0.6512 - - Short Covering 18.94%42.98 -0.1 -0.1 %
15-Feb-21 98.40 98.00 1,329,676 41,737,548 4.87 % 4.20 % -1.52 % 0.6529 - - Short Covering 20.49%80.79 -0.4 -0.41 %
12-Feb-21 94.25 93.45 1,276,132 42,380,076 -0.21 % 13.49 % 0.59 % 0.6519 - - Short Buildup 23.60%35.06 -0.8 -0.85 %
11-Feb-21 93.95 93.65 1,124,424 42,130,204 3.77 % 50.00 % -0.48 % 0.6535 - - Short Covering 20.84%45.42 -0.3 -0.32 %
10-Feb-21 90.70 90.25 749,616 42,335,456 2.62 % 23.53 % 8.21 % 0.6534 - - Long Buildup 13.47%18.38 -0.45 -0.5 %
09-Feb-21 88.55 87.95 606,832 39,122,816 -0.85 % 6.25 % -0.43 % 0.6542 - - Long Windup 27.13%29.73 -0.6 -0.68 %
08-Feb-21 90.50 88.70 571,136 39,292,372 -0.89 % 146.15 % 7.60 % 0.6552 - - Short Buildup 20.36%16.47 -1.8 -1.99 %
05-Feb-21 90.50 89.50 232,024 36,517,008 -3.56 % 36.84 % 8.37 % 0.6568 - - Short Buildup 26.64%39.44 -1 -1.1 %
04-Feb-21 93.35 92.80 169,556 33,697,024 0.43 % 26.67 % 19.95 % 0.6571 - - Long Buildup 15.60%19.56 -0.55 -0.59 %
03-Feb-21 92.60 92.40 133,860 28,092,752 -2.17 % 25.00 % 6.71 % 0.6587 - - Short Buildup 19.59%25.97 -0.2 -0.22 %
02-Feb-21 93.80 94.45 107,088 26,325,800 3.45 % 20.00 % 14.52 % 0.6602 - - Long Buildup 20.81%47.06 0.65 0.69 %
01-Feb-21 91.60 91.30 89,240 22,988,224 5.43 % 400.00 % 5.79 % 0.6611 - - Long Buildup 17.74%36.09 -0.3 -0.33 %
29-Jan-21 86.00 86.60 17,848 21,729,940 0.00 % 0.00 % -12.72 % 0.6572 - - 13.33%19.97 0.6 0.7 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
21.75 Crore Rs. 16.76 Crore Rs. 33.06 Crore Rs. 29.39 Crore Rs. 24.90 Crore Rs. 24.05 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.48 % 16.98 % 21.89 % 22.21 % 21.83 % 21.47 % More details >>
 
 
L&TFH Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
84.36 85.83 87.26 88.73 90.16 91.63 93.06
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
87.25 87.98 88.22 88.46 88.73 88.94 89.18 89.43 90.15
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
85.83 86.94 87.62 88.73 89.84 90.52 91.63
DeMark Pivot
Support 1 Pivot Point Resistance 1
86.55 88.38 89.45
 
 
L&TFH Result / Events
Date Description Status
16-Jul-20Financial ResultsCompleted
17-Jan-20Financial ResultsCompleted
24-Sep-19Fund RaisingCompleted
19-Jul-19Financial ResultsCompleted
29-May-19Fund RaisingCompleted
11-May-19Fund RaisingCompleted
28-Apr-19Financial Results/DividendCompleted
21-Jan-19Financial ResultsCompleted