FnO Contract Details

Expiry:
Symbol:

MRF analysis for the selected expiry [Dec-20] as on 04-Dec-20

MRF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 79,399.95 79,600.00 78,200.00 78,698.15 NA -0.25 % NA NA
31-Dec-20 78,841.15 79,600.00 78,284.95 78,747.20 58,660 -0.19 % -0.88 % Long Windup
28-Jan-21 79,660.00 79,660.00 78,667.05 78,850.00 1,650 -0.09 % -1.79 % Long Windup
Cummulative NA NA NA NA 60,310 NA -0.90 % Long Windup
MRF Options OI PCR:  0.27   (Expiry : 31-Dec-20 )   PUT OI: 540   CALL OI: 2,020 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
80000.00 1050 23.53% 2225.55 -3.36% Short Buildup
85000.00 460 17.95% 800.00 -15.79% Short Buildup
82000.00 220 0.00% 1420.00 -16.47% 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
80000.00 1050 23.53% 2225.55 -3.36% Short Buildup
85000.00 460 17.95% 800.00 -15.79% Short Buildup
79000.00 70 600.00% 3400.00 41.00% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
75000.00 280 7.69% 1199.95 11.85% Long Buildup
80000.00 90 28.57% 3500.00 9.00% Long Buildup
70000.00 70 0.00% 526.00 0.00% 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
75000.00 280 7.69% 1199.95 11.85% Long Buildup
80000.00 90 28.57% 3500.00 9.00% Long Buildup
None
PUT - 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
 
 
MRF 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 %
04-Dec-20 78,698.15 78,747.20 58,660 60,310 -0.19 % -0.88 % -0.90 % 0.3786 0.27 2.74 % Long Windup 27.21%76.82 49.05 0.06 %
03-Dec-20 78,894.65 78,895.65 59,180 60,860 -0.94 % -1.65 % -1.55 % 0.3795 0.27 2.76 % Long Windup 23.59%53.32 1 0 %
02-Dec-20 79,781.25 79,647.85 60,170 61,820 1.11 % -2.40 % -1.94 % 0.3802 0.25 2.67 % Short Covering 9.86%30.12 -133.4 -0.17 %
01-Dec-20 79,564.30 78,773.95 61,650 63,040 2.94 % 1.62 % 1.83 % 0.3811 0.23 2.20 % Long Buildup 19.97%91.55 -790.35 -0.99 %
27-Nov-20 77,738.65 76,527.65 60,670 61,910 0.94 % 85.88 % 76.84 % 0.3808 0.13 2.00 % Long Buildup 67.40%1,472.78 -1211 -1.56 %
26-Nov-20 75,820.05 75,814.70 32,640 35,010 -0.63 % 23.59 % -6.99 % 0.3802 0.05 - Long Windup 17.80%105.15 -5.35 -0.01 %
25-Nov-20 76,311.75 76,295.60 26,410 37,640 -2.94 % 24.22 % -9.61 % 0.3811 0.06 - Long Windup 18.86%76.21 -16.15 -0.02 %
24-Nov-20 79,840.15 78,609.40 21,260 41,640 -0.18 % 100.76 % 3.76 % 0.3771 0.05 - Short Buildup 29.61%133.76 -1230.75 -1.54 %
23-Nov-20 80,114.50 78,753.60 10,590 40,130 0.51 % 74.18 % 14.04 % 0.3780 0.07 - Long Buildup 29.92%144.21 -1360.9 -1.7 %
20-Nov-20 79,069.40 78,356.75 6,080 35,190 2.87 % 7.42 % -6.33 % 0.3786 0.10 - Short Covering 23.71%150.70 -712.65 -0.9 %
19-Nov-20 76,831.35 76,172.15 5,660 37,570 1.85 % 18.16 % -1.08 % 0.3775 0.29 - Short Covering 26.69%131.47 -659.2 -0.86 %
18-Nov-20 75,041.00 74,789.35 4,790 37,980 0.74 % 8.13 % -3.11 % 0.3771 0.14 - Short Covering 19.99%93.39 -251.65 -0.34 %
17-Nov-20 74,095.45 74,237.55 4,430 39,200 3.33 % 17.82 % 4.93 % 0.3777 0.13 - Long Buildup 22.70%81.25 142.1 0.19 %
14-Nov-20 71,926.00 71,843.20 3,760 37,360 0.05 % -0.53 % 0.13 % 0.3765 0.17 - Long Buildup 10.50%3.96 -82.8 -0.12 %
13-Nov-20 71,826.20 71,808.70 3,780 37,310 3.60 % 43.73 % 10.22 % 0.3774 0.17 - Long Buildup 16.10%56.53 -17.5 -0.02 %
12-Nov-20 69,386.90 69,314.60 2,630 33,850 0.87 % 0.00 % 1.50 % 0.3754 - - Long Buildup 22.45%32.26 -72.3 -0.1 %
11-Nov-20 68,589.15 68,718.65 2,630 33,350 -1.08 % 19.55 % 0.03 % 0.3760 - - Short Buildup 28.87%85.79 129.5 0.19 %
10-Nov-20 69,367.00 69,465.90 2,200 33,340 -0.78 % 5.26 % -0.24 % 0.3767 - - Long Windup 21.26%53.37 98.9 0.14 %
09-Nov-20 69,841.05 70,008.60 2,090 33,420 1.98 % 7.18 % 5.06 % 0.3775 - - Long Buildup 23.94%61.29 167.55 0.24 %
06-Nov-20 68,516.85 68,648.00 1,950 31,810 -0.51 % 16.77 % 7.07 % 0.3776 - - Short Buildup 13.75%45.21 131.15 0.19 %
05-Nov-20 68,568.50 69,001.00 1,670 29,710 0.36 % 12.08 % 3.95 % 0.3785 - - Long Buildup 24.71%55.76 432.5 0.63 %
04-Nov-20 68,449.85 68,752.90 1,490 28,580 1.56 % 2.05 % 17.32 % 0.3794 - - Long Buildup 22.62%52.22 303.05 0.44 %
03-Nov-20 67,676.25 67,694.70 1,460 24,360 2.26 % -2.67 % -3.94 % 0.3801 - - Short Covering 17.48%34.84 18.45 0.03 %
02-Nov-20 66,226.05 66,200.35 1,500 25,360 1.25 % 32.74 % 1.60 % 0.3799 - - Long Buildup 13.38%28.96 -25.7 -0.04 %
30-Oct-20 65,303.25 65,385.80 1,130 24,960 -2.94 % 6.60 % -6.02 % 0.3804 - - Long Windup 14.62%49.19 82.55 0.13 %
29-Oct-20 67,298.35 67,363.70 1,060 26,560 0.73 % -4.50 % -12.11 % 0.3792 - - Short Covering 13.85%46.85 65.35 0.1 %
28-Oct-20 66,844.55 66,874.10 1,110 30,220 -1.62 % 54.17 % -5.56 % 0.3800 - - Long Windup 14.72%46.10 29.55 0.04 %
27-Oct-20 68,202.60 67,976.35 720 32,000 6.46 % -28.71 % -9.96 % 0.3799 - - Short Covering 37.57%227.36 -226.25 -0.33 %
26-Oct-20 63,280.45 63,850.00 1,010 35,540 -0.93 % 206.06 % -5.28 % 0.3669 - - Long Windup 28.47%55.65 569.55 0.9 %
23-Oct-20 63,619.10 64,449.10 330 37,520 2.65 % -60.71 % 6.56 % 0.3678 - - Long Buildup 31.33%63.38 830 1.3 %
22-Oct-20 62,250.35 62,782.85 840 35,210 1.72 % -16.83 % -5.55 % 0.3675 - - Short Covering 27.51%41.36 532.5 0.86 %
21-Oct-20 61,042.45 61,722.35 1,010 37,280 2.21 % 1162.50 % -1.89 % 0.3675 - - Short Covering 26.63%52.59 679.9 1.11 %
20-Oct-20 59,927.35 60,384.85 80 38,000 0.13 % 33.33 % -2.49 % 0.3675 - - Short Covering 29.03%25.01 457.5 0.76 %
19-Oct-20 60,009.85 60,305.75 60 38,970 2.48 % -14.29 % 0.05 % 0.3685 - - Long Buildup 50.86%67.03 295.9 0.49 %
16-Oct-20 58,013.10 58,843.50 70 38,950 -1.81 % -22.22 % 3.29 % 0.3667 - - Short Buildup 15.15%6.38 830.4 1.43 %
15-Oct-20 58,454.65 59,926.70 90 37,710 0.55 % 12.50 % -0.82 % 0.3675 - - Short Covering 27.38%14.58 1472.05 2.52 %
14-Oct-20 58,903.55 59,600.00 80 38,020 0.00 % 0.00 % 0.64 % 0.3682 - - 52.20%50.04 696.45 1.18 %
13-Oct-20 58,589.95 59,600.00 80 37,780 0.00 % 0.00 % 1.18 % 0.3691 - - 48.19%44.45 1010.05 1.72 %
12-Oct-20 58,587.10 59,600.00 80 37,340 0.00 % 0.00 % -1.24 % 0.3700 - - 13.57%7.20 1012.9 1.73 %
09-Oct-20 58,784.90 59,600.00 80 37,810 -2.52 % 60.00 % 4.62 % 0.3709 - - Short Buildup 33.54%24.93 815.1 1.39 %
08-Oct-20 60,175.35 61,139.55 50 36,140 0.00 % 0.00 % -0.30 % 0.3705 - - 31.77%19.03 964.2 1.6 %
07-Oct-20 60,601.55 61,139.55 50 36,250 0.00 % 0.00 % 2.00 % 0.3713 - - 24.48%15.88 538 0.89 %
06-Oct-20 60,269.95 61,139.55 50 35,540 -0.83 % 25.00 % -0.14 % 0.3722 - - Long Windup 26.37%14.35 869.6 1.44 %
05-Oct-20 60,525.60 61,650.80 40 35,590 1.22 % 33.33 % -4.97 % 0.3730 - - Short Covering 40.85%40.87 1125.2 1.86 %
01-Oct-20 60,578.30 60,906.85 30 37,450 1.23 % 50.00 % -2.98 % 0.3740 - - Short Covering 34.55%33.19 328.55 0.54 %
30-Sep-20 59,572.20 60,166.00 20 38,600 0.00 % 0.00 % -3.62 % 0.3742 - - 33.50%33.58 593.8 1 %
29-Sep-20 59,462.35 60,166.00 20 40,050 0.00 % 0.00 % 3.12 % 0.3752 - - 14.22%14.69 703.65 1.18 %
28-Sep-20 59,306.55 60,166.00 20 38,840 0.00 % 0.00 % -3.41 % 0.3761 - - 16.87%13.00 859.45 1.45 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
76.82 Crore Rs. 53.42 Crore Rs. 344.92 Crore Rs. 254.96 Crore Rs. 203.13 Crore Rs. 144.52 Crore Rs. More details >>
Average Delivery Percentage
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
27.21 % 19.74 % 50.11 % 41.64 % 35.95 % 32.58 % More details >>
 
 
MRF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 07-Dec-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
76839.71 77562.33 78154.76 78877.38 79469.81 80192.43 80784.86
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
78089.68 78418.44 78528.03 78637.61 78877.38 78856.79 78966.38 79075.96 79404.73
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
77562.33 78064.68 78375.03 78877.38 79379.73 79690.08 80192.43
DeMark Pivot
Support 1 Pivot Point Resistance 1
77858.55 78729.28 79173.6
 
 
MRF Result / Events
Date Description Status
06-Nov-20Financial Results/DividendCompleted
29-Jun-20Financial Results/DividendCompleted
10-Feb-20Financial Results/DividendCompleted
02-May-19Financial Results/DividendCompleted
07-Feb-19Financial Results/DividendCompleted