FnO Contract Details

Expiry:
Symbol:

SRF analysis for the selected expiry [Apr-21] as on 19-Apr-21

SRF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 6,025.55 6,262.75 5,960.15 6,236.05 NA 1.78 % NA NA
29-Apr-21 6,040.25 6,260.00 5,973.40 6,243.15 455,875 1.67 % -1.41 % Short Covering
27-May-21 6,026.60 6,274.45 6,026.60 6,258.95 14,500 1.55 % 14.85 % Long Buildup
24-Jun-21 6,090.00 6,100.00 6,090.00 6,100.00 125 0.00 % 0.00 %
Cummulative NA NA NA NA 470,500 NA -0.95 % Short Covering
SRF Options OI PCR:  0.57   (Expiry : 29-Apr-21 )   PUT OI: 111,375   CALL OI: 196,125 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
6500.00 29875 21.32% 79.20 46.40% Long Buildup
6300.00 25250 75.65% 146.55 41.12% Long Buildup
6200.00 18375 4.26% 193.70 35.31% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
6300.00 25250 75.65% 146.55 41.12% Long Buildup
6500.00 29875 21.32% 79.20 46.40% Long Buildup
6400.00 13625 23.86% 106.95 44.62% 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
6700.00 9625 -12.50% 42.35 44.05% Short Covering
6100.00 7250 -14.71% 250.20 33.51% Short Covering
6800.00 5125 -10.87% 32.10 81.87% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
6000.00 19000 42.06% 78.45 -28.06% Short Buildup
5800.00 16000 1.59% 42.05 -24.10% Short Buildup
5300.00 11000 0.00% 12.90 0.00% 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
6000.00 19000 42.06% 78.45 -28.06% Short Buildup
5500.00 7500 25.00% 16.50 2.80% Long Buildup
6100.00 4625 12.12% 107.80 -26.52% 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
5700.00 8375 -6.94% 29.30 -23.30% Long Windup
5900.00 4125 -8.33% 57.10 -26.56% Long Windup
5850.00 1375 -21.43% 48.85 -25.31% 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 %
19-Apr-21 6,236.05 6,243.15 455,875 470,500 1.67 % -1.41 % -0.95 % 0.4685 0.57 3.11 % Short Covering 23.79%32.34 7.1 0.11 %
16-Apr-21 6,127.25 6,140.40 462,375 475,000 1.98 % 0.11 % 0.21 % 0.4690 0.59 2.66 % Long Buildup 22.66%21.47 13.15 0.21 %
15-Apr-21 5,997.85 6,021.25 461,875 474,000 -0.99 % 7.48 % 7.48 % 0.4693 0.56 2.56 % Short Buildup 47.24%60.22 23.4 0.39 %
13-Apr-21 6,052.80 6,081.75 429,750 441,000 -0.77 % 4.79 % 4.81 % 0.4703 0.61 2.55 % Short Buildup 17.89%22.84 28.95 0.48 %
12-Apr-21 6,122.95 6,128.85 410,125 420,750 -2.46 % -3.33 % -3.33 % 0.4713 0.77 2.53 % Long Windup 14.66%16.76 5.9 0.1 %
09-Apr-21 6,259.35 6,283.50 424,250 435,250 0.69 % -1.62 % -1.50 % 0.4715 0.65 2.53 % Short Covering 23.00%30.70 24.15 0.39 %
08-Apr-21 6,205.75 6,240.20 431,250 441,875 0.38 % -1.60 % -1.45 % 0.4725 0.55 2.40 % Short Covering 29.21%55.48 34.45 0.56 %
07-Apr-21 6,189.75 6,216.50 438,250 448,375 1.08 % -7.47 % -7.17 % 0.4737 0.46 2.26 % Short Covering 17.04%49.54 26.75 0.43 %
06-Apr-21 6,111.65 6,150.15 473,625 483,000 8.21 % 30.48 % 31.52 % 0.4746 0.36 1.94 % Long Buildup 24.52%86.83 38.5 0.63 %
05-Apr-21 5,652.20 5,683.75 363,000 367,250 -1.80 % -5.47 % -5.23 % 0.4638 0.33 1.16 % Long Windup 13.86%11.22 31.55 0.56 %
01-Apr-21 5,741.35 5,787.95 384,000 387,500 6.49 % 15.32 % 15.50 % 0.4645 0.26 0.90 % Long Buildup 17.65%43.77 46.6 0.81 %
31-Mar-21 5,410.80 5,435.10 333,000 335,500 -0.13 % -1.54 % 0.26 % 0.0000 0.27 0.75 % Short Buildup 63.56%73.74 24.3 0.45 %
30-Mar-21 5,402.25 5,442.10 332,125 334,625 2.38 % 8.10 % 8.12 % 0.4599 0.27 0.75 % Long Buildup 42.68%35.46 39.85 0.74 %
26-Mar-21 5,273.25 5,315.70 307,250 309,500 0.56 % 2.12 % -1.32 % 0.4598 0.30 0.73 % Short Covering 30.56%12.53 42.45 0.81 %
25-Mar-21 5,253.05 5,286.25 300,875 313,625 -0.95 % 20.17 % -4.31 % 0.4610 0.32 - Long Windup 29.74%15.10 33.2 0.63 %
24-Mar-21 5,306.70 5,337.05 250,375 327,750 -1.04 % 72.38 % -1.91 % 0.4619 0.14 - Long Windup 42.32%20.95 30.35 0.57 %
23-Mar-21 5,339.35 5,393.10 145,250 334,125 1.11 % 70.88 % 5.19 % 0.4630 0.15 - Long Buildup 44.12%36.28 53.75 1.01 %
22-Mar-21 5,281.00 5,334.10 85,000 317,625 -0.17 % 284.18 % 4.78 % 0.4639 0.50 - Short Buildup 38.01%18.39 53.1 1.01 %
19-Mar-21 5,314.65 5,343.40 22,125 303,125 0.35 % 35.11 % -4.38 % 0.4650 0.38 - Short Covering 43.51%65.50 28.75 0.54 %
18-Mar-21 5,284.95 5,324.95 16,375 317,000 -1.81 % 133.93 % 7.46 % 0.4661 0.40 - Short Buildup 53.91%59.82 40 0.76 %
17-Mar-21 5,404.70 5,423.15 7,000 295,000 -2.62 % 12.00 % 1.86 % 0.4663 0.50 - Short Buildup 38.75%21.30 18.45 0.34 %
16-Mar-21 5,503.25 5,568.90 6,250 289,625 -0.23 % 4.17 % 3.12 % 0.4668 - - Short Buildup 48.08%20.99 65.65 1.19 %
15-Mar-21 5,534.65 5,582.00 6,000 280,875 -1.20 % 9.09 % -1.36 % 0.4679 - - Long Windup 43.36%26.57 47.35 0.86 %
12-Mar-21 5,599.00 5,649.85 5,500 284,750 -1.35 % 12.82 % 0.93 % 0.4688 - - Short Buildup 33.18%21.59 50.85 0.91 %
10-Mar-21 5,658.60 5,727.00 4,875 282,125 1.08 % 5.41 % 0.45 % 0.4698 - - Long Buildup 44.37%16.47 68.4 1.21 %
09-Mar-21 5,624.35 5,665.60 4,625 280,875 -0.78 % 19.35 % 3.03 % 0.4709 - - Short Buildup 38.24%18.91 41.25 0.73 %
08-Mar-21 5,663.25 5,709.90 3,875 272,625 1.59 % 14.81 % -2.81 % 0.4720 - - Short Covering 30.38%16.53 46.65 0.82 %
05-Mar-21 5,624.45 5,620.55 3,375 280,500 -2.57 % 28.57 % -2.14 % 0.4731 - - Long Windup 25.26%26.20 -3.9 -0.07 %
04-Mar-21 5,714.85 5,768.85 2,625 286,625 0.15 % 0.00 % -3.49 % 0.4738 - - Short Covering 24.85%17.29 54 0.94 %
03-Mar-21 5,690.80 5,760.00 2,625 297,000 2.86 % 16.67 % 5.23 % 0.4749 - - Long Buildup 27.99%28.95 69.2 1.22 %
02-Mar-21 5,501.80 5,600.00 2,250 282,250 1.91 % 12.50 % 2.36 % 0.4739 - - Long Buildup 48.50%31.96 98.2 1.78 %
01-Mar-21 5,421.75 5,495.00 2,000 275,750 0.13 % 6.67 % 2.04 % 0.4747 - - Long Buildup 33.21%19.74 73.25 1.35 %
26-Feb-21 5,437.95 5,487.75 1,875 270,250 -2.06 % 7.14 % -6.41 % 0.4759 - - Long Windup 46.34%82.95 49.8 0.92 %
25-Feb-21 5,540.35 5,603.00 1,750 288,750 2.15 % 27.27 % -4.31 % 0.4764 - - Short Covering 41.05%47.93 62.65 1.13 %
24-Feb-21 5,480.45 5,485.15 1,375 301,750 0.28 % 37.50 % -3.82 % 0.4774 - - Short Covering 39.99%9.35 4.7 0.09 %
23-Feb-21 5,410.70 5,470.00 1,000 313,750 -3.61 % 33.33 % -1.99 % 0.4782 - - Long Windup 27.48%12.77 59.3 1.1 %
22-Feb-21 5,355.15 5,675.00 750 320,125 0.00 % 0.00 % 4.11 % 0.4792 - - 35.58%39.35 319.85 5.97 %
19-Feb-21 5,517.60 5,675.00 750 307,500 0.00 % 0.00 % -9.12 % 0.4787 - - 34.53%35.35 157.4 2.85 %
18-Feb-21 5,680.60 5,675.00 750 338,375 -3.89 % 50.00 % -5.08 % 0.4783 - - Long Windup 28.44%12.25 -5.6 -0.1 %
17-Feb-21 5,686.15 5,904.70 500 356,500 1.37 % 33.33 % 5.24 % 0.4795 - - Long Buildup 18.57%22.80 218.55 3.84 %
16-Feb-21 5,787.60 5,825.00 375 338,750 2.33 % 0.00 % 6.48 % 0.4801 - - Long Buildup 26.34%26.36 37.4 0.65 %
15-Feb-21 5,622.20 5,692.45 375 318,125 0.57 % 200.00 % -2.60 % 0.4797 - - Short Covering 40.23%27.94 70.25 1.25 %
12-Feb-21 5,615.90 5,660.20 125 326,625 0.00 % 0.00 % -2.93 % 0.4809 - - 24.84%21.57 44.3 0.79 %
11-Feb-21 5,676.80 5,660.20 125 336,500 0.00 % 0.00 % -3.06 % 0.4819 - - 33.02%29.86 -16.6 -0.29 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
32.34 Crore Rs. 38.01 Crore Rs. 30.73 Crore Rs. 36.17 Crore Rs. 41.57 Crore Rs. 37.63 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
23.79 % 32.00 % 25.68 % 23.88 % 26.07 % 30.02 % More details >>
 
 
SRF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
5771.1 5872.25 6057.7 6158.85 6344.3 6445.45 6630.9
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
6099.85 6171.5 6195.38 6219.27 6158.85 6267.03 6290.92 6314.8 6386.45
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
5872.25 5981.73 6049.37 6158.85 6268.33 6335.97 6445.45
DeMark Pivot
Support 1 Pivot Point Resistance 1
6108.28 6184.14 6394.88
 
 
SRF Result / Events
Date Description Status
04-Nov-20Financial ResultsCompleted
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