FnO Contract Details

Expiry:
Symbol:

PFC analysis for the selected expiry [Apr-21] as on 16-Apr-21

PFC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 109.35 110.00 108.50 109.10 NA -0.32 % NA NA
29-Apr-21 109.65 110.45 108.90 109.45 33,170,000 -0.32 % 1.71 % Short Buildup
27-May-21 110.10 110.85 109.50 109.90 1,512,800 0.00 % 3.83 %
24-Jun-21 110.85 111.25 110.85 111.25 99,200 2.91 % 0.00 %
Cummulative NA NA NA NA 34,782,000 NA 1.80 % Short Buildup
PFC Options OI PCR:  0.58   (Expiry : 29-Apr-21 )   PUT OI: 8,475,400   CALL OI: 14,694,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
120.00 2920200 -0.84% 0.55 -15.38% Long Windup
115.00 2194800 7.60% 1.05 -22.22% Short Buildup
125.00 1593400 -4.81% 0.35 0.00% 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
115.00 2194800 7.60% 1.05 -22.22% Short Buildup
117.50 483600 8.33% 0.70 -22.22% Short Buildup
112.50 217000 6.06% 1.60 -13.51% 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
125.00 1593400 -4.81% 0.35 0.00%
127.00 421600 -10.53% 0.25 -16.67% Long Windup
110.00 1178000 -3.06% 2.50 -15.25% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
110.00 1339200 -6.09% 3.00 -3.23% Long Windup
105.00 1103600 4.71% 1.15 -11.54% Short Buildup
100.00 1023000 4.43% 0.45 -18.18% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
105.00 1103600 4.71% 1.15 -11.54% Short Buildup
100.00 1023000 4.43% 0.45 -18.18% Short Buildup
95.00 167400 3.85% 0.20 -33.33% 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
110.00 1339200 -6.09% 3.00 -3.23% Long Windup
107.50 217000 -28.57% 1.85 -7.50% Long Windup
115.00 706800 -5.00% 6.80 0.00% Long Windup
 
 
PFC 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 %
16-Apr-21 109.10 109.45 33,170,000 34,782,000 -0.32 % 1.71 % 1.80 % 0.5093 0.58 4.63 % Short Buildup 35.95%11.88 0.35 0.32 %
15-Apr-21 109.45 109.80 32,612,000 34,168,200 -0.23 % -4.59 % -4.31 % 0.5105 0.58 4.55 % Long Windup 41.54%29.05 0.35 0.32 %
13-Apr-21 109.95 110.05 34,180,600 35,705,800 4.81 % 0.07 % 0.23 % 0.5118 0.60 4.27 % Long Buildup 35.35%24.61 0.1 0.09 %
12-Apr-21 104.75 105.00 34,155,800 35,625,200 -8.38 % -6.61 % -4.88 % 0.5088 0.53 4.12 % Long Windup 44.62%60.35 0.25 0.24 %
09-Apr-21 113.90 114.60 36,573,800 37,454,200 -1.08 % 3.53 % 3.78 % 0.4972 0.57 2.35 % Short Buildup 48.30%29.83 0.7 0.61 %
08-Apr-21 115.15 115.85 35,327,600 36,090,200 -0.90 % -0.61 % -0.31 % 0.4983 0.56 2.11 % Long Windup 43.03%41.98 0.7 0.61 %
07-Apr-21 116.55 116.90 35,544,600 36,201,800 1.92 % -1.14 % -1.28 % 0.4992 0.60 1.82 % Short Covering 50.19%38.66 0.35 0.3 %
06-Apr-21 114.35 114.70 35,953,800 36,673,000 2.50 % -3.49 % -3.24 % 0.4998 0.58 1.96 % Short Covering 37.05%42.49 0.35 0.31 %
05-Apr-21 111.45 111.90 37,255,800 37,900,600 -2.91 % 0.91 % 1.01 % 0.4999 0.58 1.70 % Short Buildup 53.87%63.03 0.45 0.4 %
01-Apr-21 114.40 115.25 36,921,000 37,522,400 0.83 % -0.38 % -0.38 % 0.4999 0.62 1.60 % Short Covering 29.25%14.71 0.85 0.74 %
31-Mar-21 113.75 114.30 37,063,600 37,665,000 1.96 % -2.56 % 15.96 % 0.0000 0.62 1.60 % Long Buildup 30.97%23.74 0.55 0.48 %
30-Mar-21 111.10 112.10 31,936,200 32,481,800 -2.78 % 4.04 % 4.47 % 0.5013 0.64 1.68 % Short Buildup 62.69%88.19 1 0.9 %
26-Mar-21 114.55 115.30 30,696,200 31,093,000 0.79 % -3.32 % -7.10 % 0.5009 0.64 1.28 % Short Covering 39.10%42.18 0.75 0.65 %
25-Mar-21 113.60 114.40 31,750,200 33,467,600 -2.80 % 14.16 % -3.28 % 0.5020 0.82 - Long Windup 42.29%40.78 0.8 0.7 %
24-Mar-21 116.85 117.70 27,813,200 34,602,200 -3.33 % 56.63 % -3.53 % 0.5018 0.77 - Long Windup 48.43%49.61 0.85 0.73 %
23-Mar-21 120.60 121.75 17,756,800 35,867,000 -0.69 % 140.47 % 4.93 % 0.5012 0.83 - Short Buildup 41.98%60.43 1.15 0.95 %
22-Mar-21 121.45 122.60 7,384,200 34,180,600 -1.68 % 173.17 % 2.00 % 0.5024 0.71 - Short Buildup 39.63%24.41 1.15 0.95 %
19-Mar-21 123.50 124.70 2,703,200 33,511,000 -6.03 % 222.96 % -1.22 % 0.5031 0.79 - Long Windup 40.89%132.88 1.2 0.97 %
18-Mar-21 132.00 132.70 837,000 33,926,400 -2.86 % 13.45 % 5.31 % 0.5044 0.79 - Short Buildup 52.63%101.91 0.7 0.53 %
17-Mar-21 135.70 136.60 737,800 32,215,200 -2.50 % -10.53 % -2.42 % 0.5043 0.88 - Long Windup 51.08%56.67 0.9 0.66 %
16-Mar-21 138.90 140.10 824,600 33,015,000 1.48 % -6.34 % -7.36 % 0.5045 1.33 - Short Covering 40.18%46.61 1.2 0.86 %
15-Mar-21 136.85 138.05 880,400 35,637,600 -0.54 % 11.81 % -11.85 % 0.5054 2.30 - Long Windup 42.76%93.89 1.2 0.88 %
12-Mar-21 137.70 138.80 787,400 40,430,200 3.01 % 36.56 % 9.78 % 0.5066 6.00 - Long Buildup 28.49%100.47 1.1 0.8 %
10-Mar-21 134.40 134.75 576,600 36,828,000 1.35 % 6.90 % -2.38 % 0.5068 10.20 - Short Covering 30.42%21.19 0.35 0.26 %
09-Mar-21 132.45 132.95 539,400 37,727,000 -0.56 % 4.82 % -0.26 % 0.5077 12.75 - Long Windup 39.68%37.98 0.5 0.38 %
08-Mar-21 133.75 133.70 514,600 37,826,200 2.93 % -9.78 % 3.44 % 0.5088 11.33 - Long Buildup 30.78%39.41 -0.05 -0.04 %
05-Mar-21 128.55 129.90 570,400 36,567,600 -3.99 % 19.48 % -4.04 % 0.5072 15.29 - Long Windup 39.45%47.29 1.35 1.05 %
04-Mar-21 133.70 135.30 477,400 38,105,200 0.45 % 2.67 % 7.05 % 0.5057 9.00 - Long Buildup 34.77%81.20 1.6 1.2 %
03-Mar-21 133.55 134.70 465,000 35,594,200 4.26 % 2.74 % 3.16 % 0.5070 10.75 - Long Buildup 45.70%46.65 1.15 0.86 %
02-Mar-21 129.60 129.20 452,600 34,503,000 1.69 % 8.96 % -0.23 % 0.5066 21.00 - Short Covering 24.36%23.76 -0.4 -0.31 %
01-Mar-21 126.85 127.05 415,400 34,583,600 2.67 % 21.82 % -3.56 % 0.5071 36.50 - Short Covering 45.04%41.57 0.2 0.16 %
26-Feb-21 124.00 123.75 341,000 35,860,800 -5.06 % 12.24 % -16.80 % 0.5074 1.00 - Long Windup 30.81%32.86 -0.25 -0.2 %
25-Feb-21 129.75 130.35 303,800 43,102,400 4.49 % 53.13 % 3.85 % 0.5050 1.00 - Long Buildup 36.21%50.94 0.6 0.46 %
24-Feb-21 124.40 124.75 198,400 41,502,800 1.63 % -11.11 % 6.44 % 0.5030 - - Long Buildup 52.87%20.39 0.35 0.28 %
23-Feb-21 121.80 122.75 223,200 38,991,800 1.15 % 12.50 % 5.52 % 0.5035 - - Long Buildup 38.27%28.88 0.95 0.78 %
22-Feb-21 121.65 121.35 198,400 36,952,000 -3.04 % 28.00 % 2.79 % 0.5047 - - Short Buildup 37.04%25.59 -0.3 -0.25 %
19-Feb-21 124.30 125.15 155,000 35,947,600 -5.12 % 25.00 % 2.19 % 0.5051 - - Short Buildup 37.70%43.31 0.85 0.68 %
18-Feb-21 131.00 131.90 124,000 35,178,800 0.46 % 33.33 % 8.68 % 0.5014 - - Long Buildup 49.89%54.15 0.9 0.69 %
17-Feb-21 130.00 131.30 93,000 32,370,200 -2.01 % 25.00 % 3.02 % 0.5025 - - Short Buildup 39.65%36.13 1.3 1 %
16-Feb-21 133.70 134.00 74,400 31,421,600 1.98 % 20.00 % 1.14 % 0.5024 - - Long Buildup 25.49%29.05 0.3 0.22 %
15-Feb-21 131.10 131.40 62,000 31,068,200 2.90 % 0.00 % 4.48 % 0.5029 - - Long Buildup 35.84%54.61 0.3 0.23 %
12-Feb-21 126.45 127.70 62,000 29,735,200 -0.16 % 42.86 % -2.08 % 0.5018 - - Long Windup 22.24%13.69 1.25 0.99 %
11-Feb-21 127.50 127.90 43,400 30,367,600 0.83 % 40.00 % -0.75 % 0.5029 - - Short Covering 25.85%20.65 0.4 0.31 %
10-Feb-21 127.15 126.85 31,000 30,597,000 -0.67 % -16.67 % 4.82 % 0.5042 - - Short Buildup 33.12%33.40 -0.3 -0.24 %
09-Feb-21 125.95 127.70 37,200 29,189,600 0.00 % 0.00 % 0.19 % 0.5053 - - 38.70%26.01 1.75 1.39 %
08-Feb-21 128.10 127.70 37,200 29,133,800 0.47 % 200.00 % -1.53 % 0.5060 - - Short Covering 33.08%25.61 -0.4 -0.31 %
05-Feb-21 126.15 127.10 12,400 29,586,400 2.05 % -33.33 % -0.10 % 0.5069 - - Short Covering 22.98%36.68 0.95 0.75 %
04-Feb-21 126.85 124.55 18,600 29,617,400 0.00 % 0.00 % 1.77 % 0.5081 - - 30.21%26.88 -2.3 -1.81 %
03-Feb-21 124.95 124.55 18,600 29,102,800 4.93 % 50.00 % 11.55 % 0.5090 - - Long Buildup 33.60%45.60 -0.4 -0.32 %
02-Feb-21 118.95 118.70 12,400 26,089,600 2.33 % 100.00 % -2.14 % 0.5059 - - Short Covering 34.89%24.37 -0.25 -0.21 %
01-Feb-21 116.40 116.00 6,200 26,660,000 0.00 % 0.00 % 0.51 % 0.5063 - - 28.27%23.47 -0.4 -0.34 %
 
 
Average Delivery Volume
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
11.88 Crore Rs. 21.85 Crore Rs. 31.14 Crore Rs. 34.86 Crore Rs. 39.28 Crore Rs. 48.76 Crore Rs. More details >>
Average Delivery Percentage
On 16-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
35.95 % 37.97 % 42.13 % 42.30 % 44.40 % 44.46 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside CandleExplosive Move Predictor
FUTUREBearish Harami-
SPOTInside CandleExplosive Move Predictor
SPOTBearish Harami-
 
 
PFC Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 19-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
107.2 108.05 108.75 109.6 110.3 111.15 111.85
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
108.68 109.06 109.19 109.32 109.6 109.58 109.71 109.84 110.23
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
108.05 108.64 109.01 109.6 110.19 110.56 111.15
DeMark Pivot
Support 1 Pivot Point Resistance 1
108.4 109.43 109.95
 
 
PFC Result / Events
Date Description Status
11-Feb-21Financial ResultsCompleted
24-Jun-20Financial ResultsCompleted
12-Feb-20Financial ResultsCompleted
14-Nov-19Financial ResultsCompleted
13-Aug-19Financial ResultsCompleted
30-Jul-19Fund RaisingCompleted
29-May-19Financial ResultsCompleted
11-Feb-19Financial Results/Other business mattersCompleted