FnO Contract Details

Expiry:
Symbol:

SRF analysis for the selected expiry [Jun-20] as on 29-May-20

SRF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 3,395.00 3,544.00 3,375.00 3,487.15 NA 2.28 % NA NA
25-Jun-20 3,366.90 3,534.45 3,366.90 3,482.15 602,500 2.29 % 7.59 % Long Buildup
30-Jul-20 3,427.00 3,530.00 3,399.60 3,480.45 3,000 1.82 % 140.00 % Long Buildup
Cummulative NA NA NA NA 605,500 NA 5.58 % Long Buildup
SRF Options OI PCR:  0.97   (Expiry : 25-Jun-20 )   PUT OI: 52,500   CALL OI: 54,250 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3600.00 14250 90.00% 119.25 54.27% Long Buildup
3500.00 14250 171.43% 158.15 44.76% Long Buildup
3400.00 10750 59.26% 209.70 42.65% 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
3500.00 14250 171.43% 158.15 44.76% Long Buildup
3600.00 14250 90.00% 119.25 54.27% Long Buildup
3400.00 10750 59.26% 209.70 42.65% 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
None
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3400.00 17000 240.00% 125.85 -19.64% Short Buildup
3100.00 10500 5.00% 38.00 -14.61% Short Buildup
3200.00 8000 -5.88% 58.20 -17.03% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
3400.00 17000 240.00% 125.85 -19.64% Short Buildup
3500.00 6500 100.00% 177.55 -15.75% Short Buildup
3300.00 4750 26.67% 86.40 -18.18% 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
3200.00 8000 -5.88% 58.20 -17.03% Long Windup
None
None
 
 
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 %
29-May-20 3,487.15 3,482.15 602,500 605,500 2.29 % 7.59 % 5.58 % 0.5450 0.97 0.50 % Long Buildup 28.99%28.02 -5 -0.14 %
28-May-20 3,409.40 3,404.05 560,000 573,500 -0.56 % 15.46 % 0.04 % 0.5515 1.31 - Short Buildup 17.96%8.21 -5.35 -0.16 %
27-May-20 3,426.20 3,423.25 485,000 573,250 -0.80 % 42.54 % -5.83 % 0.5683 0.75 - Long Windup 31.18%10.72 -2.95 -0.09 %
26-May-20 3,452.45 3,450.75 340,250 608,750 1.88 % 469.46 % 1.88 % 0.5850 0.48 - Long Buildup 20.08%10.40 -1.7 -0.05 %
22-May-20 3,379.95 3,387.00 59,750 597,500 0.26 % 65.97 % 0.29 % 0.5947 0.54 - Long Buildup 24.82%- 7.05 0.21 %
21-May-20 3,370.45 3,378.05 36,000 595,750 -0.62 % 24.14 % 0.29 % 0.6132 0.52 - Short Buildup 35.29%19.43 7.6 0.23 %
20-May-20 3,379.95 3,399.05 29,000 594,000 1.74 % 65.71 % 4.21 % 0.6323 0.49 - Long Buildup 33.87%22.05 19.1 0.57 %
19-May-20 3,325.35 3,341.05 17,500 570,000 -2.50 % 66.67 % 4.49 % 0.6474 0.25 - Short Buildup 30.42%27.07 15.7 0.47 %
18-May-20 3,423.20 3,426.55 10,500 545,500 -4.70 % 90.91 % 0.97 % 0.6529 0.03 - Short Buildup 29.73%16.17 3.35 0.1 %
15-May-20 3,596.05 3,595.45 5,500 540,250 -1.18 % 29.41 % 1.74 % 0.6302 0.13 - Short Buildup 25.81%18.36 -0.6 -0.02 %
14-May-20 3,651.60 3,638.55 4,250 531,000 0.26 % 13.33 % -0.52 % 0.6457 - - Short Covering 23.50%16.31 -13.05 -0.36 %
13-May-20 3,605.80 3,629.15 3,750 533,750 2.07 % 7.14 % 0.05 % 0.6632 - - Long Buildup 20.03%20.63 23.35 0.65 %
12-May-20 3,537.35 3,555.50 3,500 533,500 -0.96 % 0.00 % 4.05 % 0.6778 - - Short Buildup 27.13%25.63 18.15 0.51 %
11-May-20 3,576.85 3,590.00 3,500 512,750 -0.83 % 7.69 % 5.18 % 0.6970 - - Short Buildup 31.34%20.24 13.15 0.37 %
08-May-20 3,595.10 3,620.00 3,250 487,500 0.22 % 0.00 % -0.96 % 0.7185 - - Short Covering 16.79%6.82 24.9 0.69 %
07-May-20 3,593.45 3,612.05 3,250 492,250 -1.46 % 0.00 % -0.10 % 0.7411 - - Long Windup 22.82%34.12 18.6 0.52 %
06-May-20 3,655.05 3,665.45 3,250 492,750 0.32 % 8.33 % 1.28 % 0.7600 - - Long Buildup 12.33%9.86 10.4 0.28 %
05-May-20 3,649.90 3,653.65 3,000 486,500 1.17 % 50.00 % 1.41 % 0.7838 - - Long Buildup 17.50%17.24 3.75 0.1 %
04-May-20 3,640.55 3,611.25 2,000 479,750 -2.28 % 0.00 % -7.83 % 0.8084 - - Long Windup 14.77%12.35 -29.3 -0.8 %
30-Apr-20 3,718.75 3,695.45 2,000 520,500 0.00 % 0.00 % -9.95 % 0.8274 - - 20.52%15.83 -23.3 -0.63 %
29-Apr-20 3,665.60 3,695.45 2,000 578,000 -0.80 % 33.33 % -6.05 % 0.8506 - - Long Windup 20.26%19.08 29.85 0.81 %
28-Apr-20 3,684.90 3,725.30 1,500 615,250 3.13 % 500.00 % 9.14 % 0.8770 - - Long Buildup 11.99%28.20 40.4 1.1 %
27-Apr-20 3,589.60 3,612.40 250 563,750 0.00 % 0.00 % 6.87 % 0.8956 - - 24.12%25.64 22.8 0.64 %
24-Apr-20 3,488.05 3,612.40 250 527,500 0.00 % 0.00 % -2.04 % 0.9133 - - 23.29%22.25 124.35 3.57 %
23-Apr-20 3,642.95 3,612.40 250 538,500 0.00 % 0.00 % 3.01 % 0.9184 - - 15.49%29.10 -30.55 -0.84 %
 
 
Average Delivery Volume
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
28.02 Crore Rs. 15.65 Crore Rs. 11.47 Crore Rs. 15.74 Crore Rs. 17.15 Crore Rs. 17.07 Crore Rs. More details >>
Average Delivery Percentage
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
28.99 % 26.53 % 25.02 % 28.36 % 26.82 % 23.79 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBullish Engulfing-
SPOTBullish Engulfing-
 
 
SRF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 01-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
3220.34 3293.62 3387.89 3461.17 3555.44 3628.72 3722.99
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
3398.38 3440.26 3454.23 3468.19 3461.17 3496.11 3510.08 3524.04 3565.93
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
3293.62 3357.62 3397.17 3461.17 3525.17 3564.72 3628.72
DeMark Pivot
Support 1 Pivot Point Resistance 1
3424.53 3479.49 3592.08
 
 
SRF Result / Events
Date Description Status
03-Feb-20Financial Results/DividendCompleted
04-Nov-19Financial ResultsCompleted
05-Aug-19Financial Results/DividendCompleted
13-May-19Financial ResultsCompleted
04-Feb-19Financial Results/DividendCompleted