FnO Contract Details

Expiry:
Symbol:

MFSL analysis for the selected expiry [Jun-20] as on 05-Jun-20

MFSL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 466.20 475.00 461.45 473.35 NA 2.72 % NA NA
25-Jun-20 463.95 476.90 461.05 474.20 2,460,900 2.61 % -4.25 % Short Covering
30-Jul-20 467.55 472.80 466.80 472.80 22,100 2.84 % 0.00 %
27-Aug-20 466.90 466.90 466.90 466.90 1,300 3.29 % -50.00 % Short Covering
Cummulative NA NA NA NA 2,484,300 NA -4.26 % Short Covering
MFSL Options OI PCR:  1.50   (Expiry : 25-Jun-20 )   PUT OI: 821,600   CALL OI: 548,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
500.00 154700 0.00% 19.15 12.65%
520.00 48100 -9.76% 13.25 8.61% Short Covering
480.00 46800 -2.70% 26.85 13.53% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
470.00 40300 19.23% 31.60 11.46% Long Buildup
440.00 24700 11.76% 43.50 0.12% Long Buildup
600.00 19500 15.38% 1.50 -41.18% 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
520.00 48100 -9.76% 13.25 8.61% Short Covering
540.00 35100 -10.00% 9.30 14.81% Short Covering
560.00 15600 -14.29% 6.00 -2.44% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
450.00 231400 -16.43% 18.15 -31.38% Long Windup
400.00 118300 -6.19% 5.35 -49.29% Long Windup
460.00 105300 -31.36% 22.40 -28.09% 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
380.00 39000 11.11% 2.95 -59.86% Short Buildup
470.00 24700 11.76% 27.30 -25.10% Short Buildup
430.00 29900 4.55% 12.00 -34.60% 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
460.00 105300 -31.36% 22.40 -28.09% Long Windup
450.00 231400 -16.43% 18.15 -31.38% Long Windup
420.00 105300 -16.49% 9.40 -38.36% Long Windup
 
 
MFSL 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 %
05-Jun-20 473.35 474.20 2,460,900 2,484,300 2.61 % -4.25 % -4.26 % 0.8710 1.50 0.94 % Short Covering 14.63%6.96 0.85 0.18 %
04-Jun-20 460.80 462.15 2,570,100 2,594,800 2.73 % -4.31 % -4.04 % 0.8724 1.72 0.95 % Short Covering 10.69%14.61 1.35 0.29 %
03-Jun-20 451.70 449.85 2,685,800 2,704,000 -3.06 % 16.20 % 16.33 % 0.8742 - 0.67 % Short Buildup 27.73%50.14 -1.85 -0.41 %
02-Jun-20 462.45 464.05 2,311,400 2,324,400 -2.98 % 8.41 % 8.43 % 0.8758 0.57 0.56 % Short Buildup 18.32%23.63 1.6 0.35 %
01-Jun-20 479.45 478.30 2,132,000 2,143,700 0.18 % -4.15 % -3.90 % 0.8766 0.61 0.55 % Short Covering 21.68%12.59 -1.15 -0.24 %
29-May-20 480.35 477.45 2,224,300 2,230,800 2.72 % 1.00 % -2.22 % 0.8909 0.57 0.29 % Short Covering 18.20%13.30 -2.9 -0.6 %
28-May-20 466.10 464.80 2,202,200 2,281,500 4.67 % 10.07 % -7.97 % 0.9072 0.61 - Short Covering 38.23%40.47 -1.3 -0.28 %
27-May-20 443.70 444.05 2,000,700 2,479,100 1.10 % 115.85 % 8.91 % 0.9050 0.57 - Long Buildup 8.55%12.96 0.35 0.08 %
26-May-20 438.20 439.20 926,900 2,276,300 2.23 % 319.41 % 12.82 % 0.9315 0.25 - Long Buildup 21.37%9.25 1 0.23 %
22-May-20 429.25 429.60 221,000 2,017,600 -2.49 % 203.57 % 7.26 % 0.9556 0.27 - Short Buildup 21.49%- 0.35 0.08 %
21-May-20 440.05 440.55 72,800 1,881,100 0.93 % 229.41 % 3.43 % 0.9783 1.00 - Long Buildup 40.56%17.93 0.5 0.11 %
20-May-20 434.95 436.50 22,100 1,818,700 0.97 % 54.55 % 4.01 % 1.0074 0.33 - Long Buildup 23.51%9.88 1.55 0.36 %
19-May-20 425.85 432.30 14,300 1,748,500 3.67 % 37.50 % 2.99 % 1.0341 0.33 - Long Buildup 11.17%8.32 6.45 1.51 %
18-May-20 417.75 417.00 10,400 1,697,800 -6.59 % 100.00 % -0.84 % 1.0626 - - Long Windup 26.51%21.41 -0.75 -0.18 %
15-May-20 449.10 446.40 5,200 1,712,100 -1.18 % -20.00 % -5.59 % 1.0388 - - Long Windup 30.35%6.53 -2.7 -0.6 %
14-May-20 448.65 451.75 6,500 1,813,500 -0.93 % -16.67 % -1.34 % 1.0714 - - Long Windup 25.30%7.33 3.1 0.69 %
13-May-20 450.45 456.00 7,800 1,838,200 2.01 % 20.00 % 0.86 % 1.1049 - - Long Buildup 44.49%35.24 5.55 1.23 %
12-May-20 446.90 447.00 6,500 1,822,600 0.59 % 0.00 % 1.01 % 1.1390 - - Long Buildup 27.68%17.02 0.1 0.02 %
11-May-20 441.00 444.40 6,500 1,804,400 -1.24 % 66.67 % 26.64 % 1.1730 - - Short Buildup 22.44%19.67 3.4 0.77 %
08-May-20 450.95 450.00 3,900 1,424,800 -3.23 % 0.00 % 5.18 % 1.2051 - - Short Buildup 48.33%56.36 -0.95 -0.21 %
07-May-20 442.70 465.00 3,900 1,354,600 0.00 % 0.00 % -0.48 % 1.2398 - - 20.29%16.72 22.3 5.04 %
06-May-20 459.10 465.00 3,900 1,361,100 0.00 % 0.00 % 4.08 % 1.2666 - - 27.47%24.29 5.9 1.29 %
05-May-20 452.60 465.00 3,900 1,307,800 0.00 % 0.00 % -3.73 % 1.3046 - - 19.29%17.08 12.4 2.74 %
04-May-20 462.70 465.00 3,900 1,358,500 -0.44 % 0.00 % -22.42 % 1.3414 - - Long Windup 21.70%21.00 2.3 0.5 %
30-Apr-20 469.80 467.05 3,900 1,751,100 -2.67 % 200.00 % -11.61 % 1.3815 - - Long Windup 17.96%17.57 -2.75 -0.59 %
29-Apr-20 473.00 479.85 1,300 1,981,200 0.00 % 0.00 % 14.41 % 1.4246 - - 26.34%28.19 6.85 1.45 %
 
 
Average Delivery Volume
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
6.96 Crore Rs. 23.90 Crore Rs. 21.58 Crore Rs. 21.83 Crore Rs. 16.93 Crore Rs. 19.06 Crore Rs. More details >>
Average Delivery Percentage
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
14.63 % 19.74 % 19.61 % 19.73 % 20.25 % 24.25 % More details >>
 
 
MFSL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 08-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
448.69 454.87 464.54 470.72 480.39 486.57 496.24
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
466.28 470.24 471.56 472.88 470.72 475.52 476.84 478.16 482.13
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
454.87 460.92 464.67 470.72 476.77 480.52 486.57
DeMark Pivot
Support 1 Pivot Point Resistance 1
467.63 472.26 483.48
 
 
MFSL Result / Events
Date Description Status
05-Feb-20Financial ResultsCompleted
06-Nov-19Financial ResultsCompleted
28-May-19Financial ResultsCompleted
11-Feb-19Financial ResultsCompleted