FnO Contract Details

Expiry:
Symbol:

MRF analysis for the selected expiry [Jul-20] as on 02-Jul-20

MRF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 66,400.00 66,800.00 65,800.00 66,092.85 NA 0.39 % NA NA
30-Jul-20 66,690.00 66,826.05 65,742.00 66,246.10 14,770 0.32 % 1.44 % Long Buildup
27-Aug-20 66,100.00 66,100.00 66,100.00 66,100.00 230 -0.24 % 0.00 %
Cummulative NA NA NA NA 15,000 NA 1.42 % Long Buildup
MRF Options OI PCR:  0.49   (Expiry : 30-Jul-20 )   PUT OI: 450   CALL OI: 910 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
67000.00 330 0.00% 1960.00 0.00%
70000.00 320 0.00% 900.00 1.05%
71000.00 80 0.00% 1079.95 0.00%
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
None
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
63000.00 310 0.00% 1500.00 0.00%
60500.00 60 0.00% 1000.00 0.00%
65500.00 20 0.00% 2150.00 0.00%
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
None
None
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 %
02-Jul-20 66,092.85 66,246.10 14,770 15,000 0.32 % 1.44 % 1.42 % 0.4076 0.49 1.53 % Long Buildup 18.49%11.64 153.25 0.23 %
01-Jul-20 65,836.80 66,036.75 14,560 14,790 -1.25 % -5.15 % -5.07 % 0.4086 0.50 1.56 % Long Windup 30.69%27.63 199.95 0.3 %
30-Jun-20 67,274.50 66,869.45 15,350 15,580 3.01 % -7.64 % -7.21 % 0.4086 0.41 1.48 % Short Covering 26.35%43.07 -405.05 -0.6 %
29-Jun-20 65,196.90 64,914.90 16,620 16,790 -1.86 % -3.03 % -2.67 % 0.4074 0.55 1.01 % Long Windup 9.02%11.37 -282 -0.43 %
26-Jun-20 66,457.70 66,144.85 17,140 17,250 2.01 % 12.17 % 11.29 % 0.4076 0.68 0.64 % Long Buildup 27.87%29.47 -312.85 -0.47 %
25-Jun-20 64,809.65 64,842.30 15,280 15,500 0.88 % 15.76 % -9.83 % 0.4072 0.80 - Short Covering 25.55%11.92 32.65 0.05 %
24-Jun-20 64,128.10 64,275.30 13,200 17,190 -0.86 % 28.53 % -0.29 % 0.4080 0.79 - Long Windup 13.03%8.14 147.2 0.23 %
23-Jun-20 64,532.65 64,832.20 10,270 17,240 0.27 % 186.07 % -5.95 % 0.4089 0.80 - Short Covering 20.06%10.72 299.55 0.46 %
22-Jun-20 64,762.75 64,657.05 3,590 18,330 2.46 % 529.82 % 16.53 % 0.4099 1.50 - Long Buildup 21.49%15.95 -105.7 -0.16 %
19-Jun-20 62,949.30 63,106.10 570 15,730 -0.09 % 46.15 % -1.32 % 0.4091 - - Long Windup 28.62%12.87 156.8 0.25 %
18-Jun-20 62,999.70 63,162.80 390 15,940 0.78 % 21.88 % -0.19 % 0.4101 0.50 - Short Covering 12.34%3.62 163.1 0.26 %
17-Jun-20 62,968.25 62,675.50 320 15,970 -0.12 % 28.00 % -1.24 % 0.4112 0.50 - Long Windup 15.65%7.15 -292.75 -0.46 %
16-Jun-20 62,660.30 62,753.75 250 16,170 -0.43 % 4.17 % -2.47 % 0.4122 0.50 - Long Windup 14.74%8.43 93.45 0.15 %
15-Jun-20 62,993.60 63,024.70 240 16,580 -1.62 % 9.09 % 4.67 % 0.4131 0.50 - Short Buildup 17.31%17.69 31.1 0.05 %
12-Jun-20 63,729.05 64,061.40 220 15,840 1.47 % 0.00 % 2.52 % 0.4139 - - Long Buildup 17.66%12.83 332.35 0.52 %
11-Jun-20 62,884.95 63,133.30 220 15,450 -1.14 % -8.33 % -2.46 % 0.4145 - - Long Windup 20.90%10.41 248.35 0.39 %
10-Jun-20 63,796.35 63,861.25 240 15,840 -0.19 % -7.69 % -1.12 % 0.4151 - - Long Windup 21.63%10.23 64.9 0.1 %
09-Jun-20 63,994.15 63,983.45 260 16,020 -0.37 % 13.04 % -3.26 % 0.4161 - - Long Windup 32.00%25.58 -10.7 -0.02 %
08-Jun-20 64,244.40 64,222.90 230 16,560 0.96 % 27.78 % -4.28 % 0.4171 - - Short Covering 17.13%17.45 -21.5 -0.03 %
05-Jun-20 63,526.20 63,610.00 180 17,300 2.52 % 0.00 % 5.04 % 0.4179 - - Long Buildup 18.24%15.77 83.8 0.13 %
04-Jun-20 61,648.75 62,044.65 180 16,470 0.01 % 12.50 % 2.87 % 0.4170 - - Long Buildup 11.74%8.11 395.9 0.64 %
03-Jun-20 61,744.25 62,040.10 160 16,010 -1.31 % 0.00 % -3.61 % 0.4180 - - Long Windup 26.38%23.65 295.85 0.48 %
02-Jun-20 62,692.40 62,861.20 160 16,610 1.67 % 60.00 % -1.48 % 0.4186 - - Short Covering 16.92%12.61 168.8 0.27 %
01-Jun-20 61,446.05 61,831.20 100 16,860 5.51 % 100.00 % 4.14 % 0.4187 - - Long Buildup 23.82%16.76 385.15 0.63 %
29-May-20 59,113.10 58,600.00 50 16,190 -0.56 % 150.00 % -20.60 % 0.4204 - - Long Windup 25.99%11.50 -513.1 -0.87 %
28-May-20 58,466.20 58,932.70 20 20,390 0.75 % 0.00 % -1.12 % 0.4371 - - Short Covering 16.63%6.30 466.5 0.8 %
27-May-20 58,078.80 58,492.90 20 20,620 2.44 % 100.00 % 3.67 % 0.4498 - - Long Buildup 30.31%9.56 414.1 0.71 %
26-May-20 57,726.10 57,100.00 10 19,890 0.00 % 0.00 % 1.27 % 0.4630 - - 19.34%6.98 -626.1 -1.08 %
22-May-20 57,434.10 57,100.00 10 19,640 0.00 % 0.00 % 25.58 % 0.4769 - - 12.13%- -334.1 -0.58 %
21-May-20 57,451.50 57,100.00 10 15,640 0.00 % 0.00 % 0.77 % 0.4919 - - 18.49%5.12 -351.5 -0.61 %
20-May-20 57,298.90 57,100.00 10 15,520 1.06 % -50.00 % -2.27 % 0.5073 - - Short Covering 31.41%12.68 -198.9 -0.35 %
19-May-20 56,828.20 56,500.00 20 15,880 0.00 % 0.00 % 1.93 % 0.5195 - - 10.81%3.98 -328.2 -0.58 %
18-May-20 56,356.05 56,500.00 20 15,580 -3.84 % 100.00 % 2.23 % 0.5341 - - Short Buildup 24.35%12.38 143.95 0.26 %
15-May-20 58,135.55 58,753.25 10 15,240 0.00 % 0.00 % -0.07 % 0.5235 - - 33.98%15.90 617.7 1.06 %
14-May-20 58,132.60 58,753.25 10 15,250 0.00 % 0.00 % -4.81 % 0.5400 - - 22.05%8.44 620.65 1.07 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
11.64 Crore Rs. 27.44 Crore Rs. 24.64 Crore Rs. 19.24 Crore Rs. 15.54 Crore Rs. 15.24 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
18.49 % 26.02 % 22.41 % 21.59 % 20.92 % 20.29 % More details >>
 
 
MRF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
64632.66 65187.33 65716.71 66271.38 66800.76 67355.43 67884.81
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
65704.08 65975.09 66065.43 66155.76 66271.38 66336.44 66426.78 66517.11 66788.13
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
65187.33 65601.44 65857.27 66271.38 66685.49 66941.32 67355.43
DeMark Pivot
Support 1 Pivot Point Resistance 1
65452.03 66139.04 66536.08
 
 
MRF Result / Events
Date Description Status
29-Jun-20Financial Results/DividendCompleted
10-Feb-20Financial Results/DividendCompleted
02-May-19Financial Results/DividendCompleted
07-Feb-19Financial Results/DividendCompleted