FnO Contract Details

Expiry:
Symbol:

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

PFC Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 85.70 85.90 84.35 85.00 NA 0.41 % NA NA
30-Jul-20 85.60 86.10 84.35 85.05 48,639,000 0.12 % 0.19 % Long Buildup
27-Aug-20 85.80 85.80 85.20 85.20 347,200 0.41 % 0.00 %
24-Sep-20 0.00 0.00 0.00 87.10 24,800 0.00 % 0.00 %
Cummulative NA NA NA NA 49,011,000 NA 0.19 % Long Buildup
PFC Options OI PCR:  0.62   (Expiry : 30-Jul-20 )   PUT OI: 6,683,600   CALL OI: 10,744,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 2678400 2.37% 0.80 -5.88% Short Buildup
110.00 2306400 3.91% 0.30 -14.29% Short Buildup
90.00 1643000 7.72% 2.40 -2.04% 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
90.00 1643000 7.72% 2.40 -2.04% Short Buildup
110.00 2306400 3.91% 0.30 -14.29% Short Buildup
85.00 533200 13.16% 4.25 -1.16% 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
97.50 241800 -7.14% 0.95 -13.64% Long Windup
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
80.00 2821000 -4.21% 1.95 -9.30% Long Windup
85.00 1041600 12.75% 4.10 -5.75% Short Buildup
75.00 781200 8.62% 0.80 -11.11% 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
85.00 1041600 12.75% 4.10 -5.75% Short Buildup
75.00 781200 8.62% 0.80 -11.11% Short Buildup
77.50 186000 15.38% 1.30 -10.34% 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
80.00 2821000 -4.21% 1.95 -9.30% Long Windup
70.00 409200 -4.35% 0.35 -22.22% Long Windup
90.00 558000 -1.10% 7.20 -8.86% 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 %
02-Jul-20 85.00 85.05 48,639,000 49,011,000 0.12 % 0.19 % 0.19 % 0.5923 0.62 0.76 % Long Buildup 24.28%8.35 0.05 0.06 %
01-Jul-20 84.65 84.95 48,546,000 48,918,000 1.13 % -1.73 % -1.72 % 0.5938 0.64 0.76 % Short Covering 23.54%10.47 0.3 0.35 %
30-Jun-20 84.00 84.00 49,401,600 49,773,600 -3.72 % 6.72 % 6.81 % 0.5952 0.68 0.75 % Short Buildup 37.32%34.43 0 0 %
29-Jun-20 87.15 87.25 46,289,200 46,599,200 -3.43 % -0.80 % -0.79 % 0.5946 0.63 0.67 % Long Windup 27.56%8.73 0.1 0.11 %
26-Jun-20 90.10 90.35 46,661,200 46,971,200 -0.11 % 1.50 % -0.62 % 0.5944 0.71 0.66 % Long Windup 29.19%14.62 0.25 0.28 %
25-Jun-20 90.00 90.45 45,973,000 47,262,600 3.02 % 15.10 % 0.62 % 0.5959 0.79 - Long Buildup 25.83%31.53 0.45 0.5 %
24-Jun-20 87.95 87.80 39,940,400 46,971,200 -1.73 % 29.38 % -5.65 % 0.5965 0.76 - Long Windup 26.49%24.46 -0.15 -0.17 %
23-Jun-20 89.20 89.35 30,869,800 49,786,000 -1.49 % 92.39 % -4.88 % 0.5977 1.06 - Long Windup 34.53%30.49 0.15 0.17 %
22-Jun-20 90.60 90.70 16,045,600 52,340,400 6.02 % 75.70 % 3.53 % 0.5989 1.44 - Long Buildup 31.28%59.41 0.1 0.11 %
19-Jun-20 85.20 85.55 9,132,600 50,554,800 -0.35 % 89.33 % 2.15 % 0.5946 - - Short Buildup 44.16%33.93 0.35 0.41 %
18-Jun-20 85.60 85.85 4,823,600 49,488,400 2.26 % 31.42 % 1.79 % 0.5960 2.41 - Long Buildup 27.54%22.78 0.25 0.29 %
17-Jun-20 83.75 83.95 3,670,400 48,620,400 1.02 % 155.17 % 6.35 % 0.5968 3.36 - Long Buildup 21.70%23.10 0.2 0.24 %
16-Jun-20 82.80 83.10 1,438,400 45,718,800 0.36 % 3.57 % 0.99 % 0.5981 8.88 - Long Buildup 20.38%20.59 0.3 0.36 %
15-Jun-20 82.60 82.80 1,388,800 45,272,400 -1.25 % 5.16 % 0.51 % 0.5996 12.76 - Short Buildup 20.54%15.58 0.2 0.24 %
12-Jun-20 83.60 83.85 1,320,600 45,043,000 0.78 % 24.56 % 2.50 % 0.6009 16.54 - Long Buildup 21.21%19.61 0.25 0.3 %
11-Jun-20 82.85 83.20 1,060,200 43,945,600 -3.26 % 8.23 % 0.88 % 0.6022 18.73 - Short Buildup 26.55%25.33 0.35 0.42 %
10-Jun-20 85.40 86.00 979,600 43,561,200 3.49 % 39.82 % 4.31 % 0.6024 17.50 - Long Buildup 28.92%25.21 0.6 0.7 %
09-Jun-20 82.85 83.10 700,600 41,763,200 -3.09 % 54.79 % 1.43 % 0.6025 21.83 - Short Buildup 29.51%22.66 0.25 0.3 %
08-Jun-20 85.60 85.75 452,600 41,174,200 -0.87 % 0.00 % 0.14 % 0.6024 15.00 - Short Buildup 31.24%29.78 0.15 0.18 %
05-Jun-20 86.05 86.50 452,600 41,118,400 6.13 % -5.19 % 4.74 % 0.6038 29.50 - Long Buildup 28.67%34.86 0.45 0.52 %
04-Jun-20 80.75 81.50 477,400 39,258,400 -0.97 % 5.48 % -1.11 % 0.5992 30.00 - Long Windup 27.02%10.71 0.75 0.93 %
03-Jun-20 81.95 82.30 452,600 39,698,600 -0.18 % 12.31 % -6.18 % 0.6004 - - Long Windup 40.60%39.68 0.35 0.43 %
02-Jun-20 82.50 82.45 403,000 42,315,000 1.10 % 32.65 % -1.69 % 0.6018 6.00 - Short Covering 34.40%23.87 -0.05 -0.06 %
01-Jun-20 81.70 81.55 303,800 43,040,400 8.81 % 0.00 % -2.45 % 0.6032 5.00 - Short Covering 32.02%59.92 -0.15 -0.18 %
29-May-20 75.20 74.95 303,800 44,119,200 -2.73 % 75.00 % 12.74 % 0.6467 1.50 - Short Buildup 71.92%143.35 -0.25 -0.33 %
28-May-20 77.30 77.05 173,600 39,134,400 0.20 % 0.00 % -2.74 % 0.6536 - - Short Covering 30.41%15.26 -0.25 -0.32 %
27-May-20 76.90 76.90 173,600 40,238,000 1.65 % 21.74 % -4.01 % 0.6737 - - Short Covering 46.83%32.52 0 0 %
26-May-20 75.10 75.65 142,600 41,918,200 0.73 % 43.75 % 0.61 % 0.6854 - - Long Buildup 35.32%10.06 0.55 0.73 %
22-May-20 74.85 75.10 99,200 41,664,000 -6.94 % 60.00 % 4.56 % 0.7067 - - Short Buildup 40.92%- 0.25 0.33 %
21-May-20 79.10 80.70 62,000 39,847,400 -0.06 % 11.11 % 2.26 % 0.6785 - - Short Buildup 45.88%19.62 1.6 2.02 %
20-May-20 81.00 80.75 55,800 38,967,000 -0.49 % 12.50 % 3.39 % 0.6903 - - Short Buildup 23.91%10.11 -0.25 -0.31 %
19-May-20 80.30 81.15 49,600 37,689,800 1.12 % 60.00 % 0.85 % 0.7108 - - Long Buildup 25.93%10.45 0.85 1.06 %
18-May-20 81.25 80.25 31,000 37,373,600 -6.90 % 25.00 % -1.28 % 0.7311 - - Long Windup 28.86%13.73 -1 -1.23 %
15-May-20 84.15 86.20 24,800 37,857,200 -1.26 % 33.33 % 2.52 % 0.7346 - - Short Buildup 27.80%15.54 2.05 2.44 %
14-May-20 85.80 87.30 18,600 36,927,200 3.56 % 50.00 % 1.55 % 0.7519 - - Long Buildup 23.72%27.44 1.5 1.75 %
13-May-20 89.65 84.30 12,400 36,363,000 0.00 % 0.00 % 0.21 % 0.7460 - - 21.03%34.61 -5.35 -5.97 %
12-May-20 82.70 84.30 12,400 36,288,600 0.00 % 0.00 % 1.90 % 0.6636 - - 35.43%13.99 1.6 1.93 %
11-May-20 84.05 84.30 12,400 35,612,800 -6.44 % 100.00 % -1.24 % 0.6800 - - Long Windup 31.02%20.00 0.25 0.3 %
08-May-20 84.05 90.10 6,200 36,059,200 0.00 % 0.00 % 2.30 % 0.7014 - - 40.99%25.20 6.05 7.2 %
07-May-20 87.35 90.10 6,200 35,247,000 0.00 % 0.00 % 1.26 % 0.6999 - - 41.92%16.97 2.75 3.15 %
06-May-20 89.90 90.10 6,200 34,806,800 0.00 % 0.00 % 1.76 % 0.7076 - - 35.60%18.33 0.2 0.22 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
8.35 Crore Rs. 17.75 Crore Rs. 15.32 Crore Rs. 20.39 Crore Rs. 24.84 Crore Rs. 24.13 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 >>
24.28 % 31.15 % 30.34 % 29.39 % 28.98 % 28.14 % More details >>
 
 
PFC 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
82.49 83.42 84.24 85.17 85.99 86.92 87.74
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
84.18 84.61 84.76 84.9 85.17 85.2 85.34 85.49 85.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
83.42 84.09 84.5 85.17 85.84 86.25 86.92
DeMark Pivot
Support 1 Pivot Point Resistance 1
83.83 84.96 85.58
 
 
PFC Result / Events
Date Description Status
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