FnO Contract Details

Expiry:
Symbol:

L&TFH analysis for the selected expiry [Oct-20] as on 24-Sep-20

L&TFH Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 58.40 58.90 56.00 56.25 NA -5.54 % NA NA
24-Sep-20 58.25 58.75 55.95 56.20 4,263,600 -5.63 % -62.63 % Long Windup
29-Oct-20 58.55 59.00 56.25 56.55 22,657,600 -5.51 % 38.26 % Short Buildup
26-Nov-20 58.95 58.95 56.55 56.95 605,200 -5.48 % 32.84 % Short Buildup
Cummulative NA NA NA NA 27,526,400 NA -2.58 % Long Windup
L&TFH Options OI PCR:  1.04   (Expiry : 29-Oct-20 )   PUT OI: 4,168,400   CALL OI: 3,991,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
60.00 1094800 111.84% 2.40 -38.46% Short Buildup
65.00 843200 34.78% 1.20 -40.00% Short Buildup
70.00 788800 23.40% 0.60 -47.83% 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
60.00 1094800 111.84% 2.40 -38.46% Short Buildup
65.00 843200 34.78% 1.20 -40.00% Short Buildup
70.00 788800 23.40% 0.60 -47.83% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
60.00 1162800 20.42% 5.85 44.44% Long Buildup
65.00 911200 8.94% 8.95 27.86% Long Buildup
55.00 442000 44.44% 3.05 60.53% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
60.00 1162800 20.42% 5.85 44.44% Long Buildup
55.00 442000 44.44% 3.05 60.53% Long Buildup
65.00 911200 8.94% 8.95 27.86% 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
62.00 20400 -25.00% 7.20 38.46% Short Covering
None
None
 
 
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 %
24-Sep-20 56.25 56.55 22,657,600 27,526,400 -5.51 % 38.26 % -2.58 % 0.7095 1.04 - Long Windup 35.23%26.50 0.3 0.53 %
23-Sep-20 59.55 59.85 16,388,000 28,254,000 -0.50 % 38.11 % -7.19 % 0.7071 1.32 - Long Windup 18.01%10.34 0.3 0.5 %
22-Sep-20 59.80 60.15 11,866,000 30,443,600 -1.31 % 146.82 % 5.07 % 0.7088 1.39 - Short Buildup 14.52%13.06 0.35 0.59 %
21-Sep-20 60.55 60.95 4,807,600 28,974,800 -5.58 % -2.48 % -12.18 % 0.7104 1.47 - Long Windup 34.34%19.64 0.4 0.66 %
18-Sep-20 63.60 64.55 4,930,000 32,993,600 -0.84 % -3.72 % -6.44 % 0.7091 1.46 - Long Windup 28.72%18.39 0.95 1.49 %
17-Sep-20 64.65 65.10 5,120,400 35,264,800 -1.66 % 22.04 % 1.73 % 0.7105 1.46 - Short Buildup 17.72%14.89 0.45 0.7 %
16-Sep-20 65.60 66.20 4,195,600 34,666,400 3.68 % 30.72 % 6.92 % 0.7120 1.55 - Long Buildup 26.49%32.12 0.6 0.91 %
15-Sep-20 63.30 63.85 3,209,600 32,422,400 -0.31 % 12.38 % 2.89 % 0.7122 1.51 - Short Buildup 34.48%25.61 0.55 0.87 %
14-Sep-20 63.55 64.05 2,856,000 31,511,200 0.95 % 11.41 % 5.41 % 0.7139 1.49 - Long Buildup 29.65%26.42 0.5 0.79 %
11-Sep-20 63.10 63.45 2,563,600 29,892,800 0.79 % 0.80 % -1.26 % 0.7157 1.57 - Short Covering 17.08%7.45 0.35 0.55 %
10-Sep-20 62.80 62.95 2,543,200 30,273,600 1.78 % 1.91 % -1.87 % 0.7174 1.63 - Short Covering 18.39%13.16 0.15 0.24 %
09-Sep-20 61.65 61.85 2,495,600 30,851,600 -1.28 % 13.98 % -2.45 % 0.7188 1.67 - Long Windup 25.36%19.66 0.2 0.32 %
08-Sep-20 62.60 62.65 2,189,600 31,626,800 -2.26 % 4.55 % -0.39 % 0.7203 1.70 - Long Windup 27.11%21.02 0.05 0.08 %
07-Sep-20 63.75 64.10 2,094,400 31,749,200 -3.17 % 14.93 % -0.06 % 0.7217 1.64 - Long Windup 28.45%24.44 0.35 0.55 %
04-Sep-20 65.85 66.20 1,822,400 31,769,600 -1.93 % 12.13 % 0.39 % 0.7222 1.63 - Short Buildup 18.88%11.57 0.35 0.53 %
03-Sep-20 67.10 67.50 1,625,200 31,647,200 -0.52 % -3.63 % 0.85 % 0.7235 1.52 - Short Buildup 16.68%7.81 0.4 0.6 %
02-Sep-20 67.35 67.85 1,686,400 31,382,000 1.50 % -1.20 % -1.26 % 0.7253 1.54 - Short Covering 20.01%10.61 0.5 0.74 %
01-Sep-20 66.40 66.85 1,706,800 31,783,200 -0.67 % 10.09 % -3.17 % 0.7269 47.00 - Long Windup 15.63%14.34 0.45 0.68 %
31-Aug-20 67.05 67.30 1,550,400 32,823,600 -6.46 % 21.28 % -4.98 % 0.7286 65.00 - Long Windup 27.63%48.07 0.25 0.37 %
28-Aug-20 71.60 71.95 1,278,400 34,544,000 0.70 % 11.90 % -6.05 % 0.7250 1.00 - Short Covering 27.32%31.14 0.35 0.49 %
27-Aug-20 71.05 71.45 1,142,400 36,767,600 -1.31 % 15.07 % -11.29 % 0.7267 - - Long Windup 26.89%42.78 0.4 0.56 %
26-Aug-20 71.70 72.40 992,800 41,446,000 6.08 % 7.35 % 10.74 % 0.7285 - - Long Buildup 34.74%84.01 0.7 0.98 %
25-Aug-20 68.05 68.25 924,800 37,427,200 1.11 % 10.57 % 1.14 % 0.7268 - - Long Buildup 20.92%23.03 0.2 0.29 %
24-Aug-20 67.35 67.50 836,400 37,005,600 -0.88 % 4.24 % 0.11 % 0.7285 - - Short Buildup 33.44%16.39 0.15 0.22 %
21-Aug-20 67.75 68.10 802,400 36,964,800 -1.16 % 1.72 % 10.38 % 0.7303 - - Short Buildup 41.24%47.05 0.35 0.52 %
20-Aug-20 68.80 68.90 788,800 33,490,000 2.00 % 9.43 % 5.78 % 0.7319 - - Long Buildup 27.27%46.58 0.1 0.15 %
19-Aug-20 67.15 67.55 720,800 31,660,800 -0.37 % 120.83 % 2.78 % 0.7330 - - Short Buildup 31.51%32.08 0.4 0.6 %
18-Aug-20 67.25 67.80 326,400 30,804,000 4.39 % -7.69 % 5.28 % 0.7348 - - Long Buildup 31.80%33.39 0.55 0.82 %
17-Aug-20 65.05 64.95 353,600 29,260,400 0.15 % 4.00 % 2.40 % 0.7353 - - Long Buildup 11.66%11.55 -0.1 -0.15 %
14-Aug-20 64.20 64.85 340,000 28,573,600 -2.63 % 8.70 % -2.75 % 0.7369 - - Long Windup 20.79%22.52 0.65 1.01 %
13-Aug-20 65.85 66.60 312,800 29,382,800 2.46 % 9.52 % -0.09 % 0.7379 - - Short Covering 26.95%24.74 0.75 1.14 %
12-Aug-20 65.30 65.00 285,600 29,410,000 0.39 % -8.70 % 3.07 % 0.7397 - - Long Buildup 33.84%25.47 -0.3 -0.46 %
11-Aug-20 64.00 64.75 312,800 28,532,800 1.01 % 119.05 % -0.38 % 0.7410 - - Short Covering 31.77%16.67 0.75 1.17 %
10-Aug-20 63.70 64.10 142,800 28,641,600 0.08 % 23.53 % 0.77 % 0.7429 - - Long Buildup 28.65%13.57 0.4 0.63 %
07-Aug-20 63.45 64.05 115,600 28,424,000 1.18 % 6.25 % 7.21 % 0.7447 - - Long Buildup 26.73%26.81 0.6 0.95 %
06-Aug-20 62.15 63.30 108,800 26,513,200 2.26 % 77.78 % 3.18 % 0.7461 - - Long Buildup 17.99%21.84 1.15 1.85 %
05-Aug-20 61.10 61.90 61,200 25,697,200 2.65 % 800.00 % -1.13 % 0.7476 - - Short Covering 20.51%9.84 0.8 1.31 %
04-Aug-20 60.60 60.30 6,800 25,989,600 0.67 % 0.00 % -1.72 % 0.7494 - - Short Covering 23.12%11.28 -0.3 -0.5 %
03-Aug-20 59.55 59.90 6,800 26,445,200 0.00 % 0.00 % -0.54 % 0.7509 - - 21.03%9.98 0.35 0.59 %
31-Jul-20 60.00 59.90 6,800 26,588,000 0.00 % 0.00 % -5.21 % 0.7527 - - 21.33%10.09 -0.1 -0.17 %
 
 
Average Delivery Volume
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
26.50 Crore Rs. 16.64 Crore Rs. 17.59 Crore Rs. 20.07 Crore Rs. 19.10 Crore Rs. 20.91 Crore Rs. More details >>
Average Delivery Percentage
On 24-Sep-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
35.23 % 22.69 % 25.65 % 25.81 % 25.30 % 24.85 % More details >>
 
 
L&TFH Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Sep-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
52.79 54.52 55.54 57.27 58.29 60.02 61.04
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
55.18 55.86 56.09 56.32 57.27 56.78 57.01 57.24 57.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
54.52 55.57 56.22 57.27 58.32 58.97 60.02
DeMark Pivot
Support 1 Pivot Point Resistance 1
55.03 57.01 57.78
 
 
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