FnO Contract Details

Expiry:
Symbol:

SRF analysis for the selected expiry [Aug-20] as on 13-Aug-20

SRF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 4,171.10 4,235.00 4,145.00 4,206.05 NA 1.39 % NA NA
27-Aug-20 4,189.00 4,256.95 4,160.05 4,226.55 721,750 1.53 % 3.11 % Long Buildup
24-Sep-20 4,193.50 4,254.10 4,184.90 4,230.10 13,000 1.45 % 13.04 % Long Buildup
Cummulative NA NA NA NA 734,750 NA 3.27 % Long Buildup
SRF Options OI PCR:  0.56   (Expiry : 27-Aug-20 )   PUT OI: 207,250   CALL OI: 372,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4500.00 77750 -9.33% 50.75 15.21% Short Covering
4300.00 75750 -5.02% 105.65 15.02% Short Covering
4200.00 50500 -14.77% 152.50 18.49% 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
4000.00 17500 6.06% 267.05 6.37% Long Buildup
4150.00 4500 20.00% 175.45 18.31% Long Buildup
4700.00 1000 33.33% 22.00 -1.12% 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
4200.00 50500 -14.77% 152.50 18.49% Short Covering
4500.00 77750 -9.33% 50.75 15.21% Short Covering
4250.00 14000 -23.29% 129.00 15.80% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4000.00 38250 6.25% 51.65 -32.08% Short Buildup
4100.00 28750 0.88% 80.05 -30.24% Short Buildup
3900.00 26500 0.00% 33.35 -30.52% 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
4000.00 38250 6.25% 51.65 -32.08% Short Buildup
4200.00 16750 11.67% 124.90 -25.54% Short Buildup
4150.00 5250 40.00% 103.00 -27.41% 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
3800.00 23000 -5.15% 18.55 -36.90% Long Windup
3500.00 15000 -4.76% 4.95 22.22% Short Covering
3750.00 3000 -14.29% 15.00 -11.24% Long Windup
 
 
SRF 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 %
13-Aug-20 4,206.05 4,226.55 721,750 734,750 1.53 % 3.11 % 3.27 % 0.5623 0.56 1.77 % Long Buildup 25.39%35.04 20.5 0.49 %
12-Aug-20 4,148.50 4,162.80 700,000 711,500 -0.35 % -2.00 % -1.93 % 0.5634 0.50 1.62 % Long Windup 12.76%15.99 14.3 0.34 %
11-Aug-20 4,159.40 4,177.50 714,250 725,500 -1.41 % -1.41 % -1.19 % 0.5648 0.51 1.55 % Long Windup 9.37%21.29 18.1 0.44 %
10-Aug-20 4,221.55 4,237.05 724,500 734,250 3.34 % -2.42 % -2.33 % 0.5658 0.71 1.33 % Short Covering 10.55%37.19 15.5 0.37 %
07-Aug-20 4,081.35 4,100.15 742,500 751,750 6.48 % 14.10 % 14.29 % 0.5654 0.73 1.23 % Long Buildup 19.30%79.64 18.8 0.46 %
06-Aug-20 3,831.05 3,850.70 650,750 657,750 0.36 % 0.66 % 0.73 % 0.5603 0.49 1.06 % Long Buildup 30.57%23.79 19.65 0.51 %
05-Aug-20 3,819.20 3,836.80 646,500 653,000 0.26 % 7.26 % 7.36 % 0.5617 0.49 1.00 % Long Buildup 27.57%27.75 17.6 0.46 %
04-Aug-20 3,811.40 3,826.80 602,750 608,250 -0.34 % 0.04 % 0.08 % 0.5631 0.48 0.90 % Short Buildup 28.84%15.06 15.4 0.4 %
03-Aug-20 3,833.40 3,839.80 602,500 607,750 1.07 % -5.01 % -4.85 % 0.5645 0.45 0.86 % Short Covering 21.54%18.88 6.4 0.17 %
31-Jul-20 3,793.15 3,799.00 634,250 638,750 1.05 % -7.31 % -9.62 % 0.5657 0.37 0.70 % Short Covering 12.40%15.68 5.85 0.15 %
30-Jul-20 3,760.20 3,759.55 684,250 706,750 -4.93 % 23.96 % -9.16 % 0.5670 0.30 - Long Windup 15.20%53.57 -0.65 -0.02 %
29-Jul-20 3,934.85 3,954.30 552,000 778,000 4.36 % 65.27 % 13.45 % 0.5651 0.27 - Long Buildup 24.20%39.23 19.45 0.49 %
28-Jul-20 3,770.90 3,789.20 334,000 685,750 0.39 % 63.93 % 0.18 % 0.5635 0.58 - Long Buildup 19.50%6.16 18.3 0.49 %
27-Jul-20 3,765.70 3,774.65 203,750 684,500 -0.55 % 146.22 % -1.23 % 0.5650 0.70 - Long Windup 23.45%13.11 8.95 0.24 %
24-Jul-20 3,790.00 3,795.45 82,750 693,000 -1.69 % 90.23 % -2.33 % 0.5663 - - Long Windup 25.81%15.21 5.45 0.14 %
23-Jul-20 3,841.30 3,860.55 43,500 709,500 0.84 % 25.18 % 0.89 % 0.5674 - - Long Buildup 15.99%12.45 19.25 0.5 %
22-Jul-20 3,812.90 3,828.55 34,750 703,250 0.03 % 69.51 % 0.36 % 0.5688 - - Long Buildup 17.49%11.46 15.65 0.41 %
21-Jul-20 3,806.15 3,827.45 20,500 700,750 -1.09 % 28.13 % 2.26 % 0.5702 - - Short Buildup 30.91%14.26 21.3 0.56 %
20-Jul-20 3,849.30 3,869.60 16,000 685,250 0.85 % 3.23 % 1.82 % 0.5714 - - Long Buildup 16.44%12.61 20.3 0.53 %
17-Jul-20 3,813.30 3,837.00 15,500 673,000 0.21 % 14.81 % 3.10 % 0.5727 - - Long Buildup 33.49%18.33 23.7 0.62 %
16-Jul-20 3,814.45 3,829.05 13,500 652,750 0.62 % -1.82 % -3.58 % 0.5742 - - Short Covering 19.61%9.02 14.6 0.38 %
15-Jul-20 3,793.40 3,805.40 13,750 677,000 -0.79 % 17.02 % 2.97 % 0.5755 - - Short Buildup 28.96%16.16 12 0.32 %
14-Jul-20 3,804.05 3,835.80 11,750 657,500 -0.72 % 17.50 % 2.06 % 0.5770 - - Short Buildup 31.43%24.89 31.75 0.83 %
13-Jul-20 3,840.65 3,863.55 10,000 644,250 -1.29 % 0.00 % 6.40 % 0.5783 - - Short Buildup 31.87%23.98 22.9 0.6 %
10-Jul-20 3,894.65 3,914.05 10,000 605,500 0.27 % -2.44 % -1.06 % 0.5794 - - Short Covering 15.38%12.00 19.4 0.5 %
09-Jul-20 3,890.65 3,903.65 10,250 612,000 -0.49 % 7.89 % 0.58 % 0.5809 - - Short Buildup 19.25%16.38 13 0.33 %
08-Jul-20 3,900.60 3,922.80 9,500 608,500 2.56 % 18.75 % 5.78 % 0.5823 - - Long Buildup 10.98%39.50 22.2 0.57 %
07-Jul-20 3,831.00 3,824.75 8,000 575,250 -1.43 % 10.34 % -4.64 % 0.5833 - - Long Windup 16.13%17.20 -6.25 -0.16 %
06-Jul-20 3,850.30 3,880.05 7,250 603,250 6.24 % 61.11 % 14.14 % 0.5847 - - Long Buildup 19.31%64.89 29.75 0.77 %
03-Jul-20 3,643.40 3,652.30 4,500 528,500 -0.35 % 5.88 % -3.51 % 0.5814 - - Long Windup 25.44%5.86 8.9 0.24 %
02-Jul-20 3,654.20 3,665.20 4,250 547,750 1.59 % 41.67 % 0.97 % 0.5828 - - Long Buildup 17.75%22.84 11 0.3 %
01-Jul-20 3,597.95 3,607.90 3,000 542,500 0.11 % 20.00 % 1.69 % 0.5839 - - Long Buildup 20.77%7.62 9.95 0.28 %
30-Jun-20 3,605.70 3,603.80 2,500 533,500 -0.31 % 0.00 % 1.76 % 0.5853 - - Short Buildup 32.35%10.21 -1.9 -0.05 %
29-Jun-20 3,603.50 3,615.00 2,500 524,250 -1.28 % 11.11 % 1.35 % 0.5868 - - Short Buildup 30.58%12.28 11.5 0.32 %
26-Jun-20 3,602.00 3,661.95 2,250 517,250 1.62 % -10.00 % -2.04 % 0.5883 - - Short Covering 30.82%19.54 59.95 1.66 %
25-Jun-20 3,615.15 3,603.50 2,500 528,000 -0.29 % 150.00 % -4.17 % 0.5897 - - Long Windup 21.75%14.08 -11.65 -0.32 %
24-Jun-20 3,601.35 3,613.80 1,000 551,000 -0.27 % 33.33 % -17.17 % 0.5912 - - Long Windup 36.48%46.20 12.45 0.35 %
23-Jun-20 3,715.20 3,623.55 750 665,250 0.00 % 0.00 % 9.37 % 0.5912 - - 25.47%31.15 -91.65 -2.47 %
22-Jun-20 3,618.20 3,623.55 750 608,250 -0.42 % 200.00 % 1.25 % 0.5916 - - Short Buildup 31.58%13.23 5.35 0.15 %
19-Jun-20 3,614.15 3,639.00 250 600,750 0.00 % 0.00 % 4.21 % 0.5931 - - 40.08%40.76 24.85 0.69 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
35.04 Crore Rs. 24.11 Crore Rs. 37.83 Crore Rs. 31.97 Crore Rs. 29.94 Crore Rs. 23.61 Crore Rs. More details >>
Average Delivery Percentage
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
25.39 % 14.71 % 15.10 % 17.39 % 17.43 % 18.29 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTInside CandleExplosive Move Predictor
 
 
SRF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 14-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
4075.19 4117.62 4172.09 4214.52 4268.99 4311.42 4365.89
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
4178.1 4202.33 4210.4 4218.48 4214.52 4234.63 4242.7 4250.78 4275
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
4117.62 4154.64 4177.5 4214.52 4251.54 4274.4 4311.42
DeMark Pivot
Support 1 Pivot Point Resistance 1
4193.3 4225.13 4290.2
 
 
SRF Result / Events
Date Description Status
30-Jul-20Financial Results/DividendCompleted
03-Feb-20Financial Results/DividendCompleted
04-Nov-19Financial ResultsCompleted
05-Aug-19Financial Results/DividendCompleted
13-May-19Financial ResultsCompleted
04-Feb-19Financial Results/DividendCompleted