FnO Contract Details

Expiry:
Symbol:

SRF analysis for the selected expiry [Oct-20] as on 23-Oct-20

SRF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 4,399.70 4,447.00 4,377.70 4,422.55 NA 1.07 % NA NA
29-Oct-20 4,406.50 4,451.00 4,386.60 4,428.40 523,750 0.87 % -7.51 % Short Covering
26-Nov-20 4,420.20 4,466.85 4,405.00 4,443.45 45,000 0.90 % 21.62 % Long Buildup
31-Dec-20 0.00 0.00 0.00 4,505.85 750 0.00 % 0.00 %
Cummulative NA NA NA NA 569,500 NA -5.71 % Short Covering
SRF Options OI PCR:  0.39   (Expiry : 29-Oct-20 )   PUT OI: 80,750   CALL OI: 204,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4500.00 41500 -35.41% 41.35 9.83% Short Covering
4600.00 31250 -17.22% 17.05 4.92% Short Covering
4400.00 23500 -40.13% 81.50 12.57% 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
4550.00 7250 7.41% 28.65 9.98% Long Buildup
4350.00 7500 3.45% 100.55 10.92% Long Buildup
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
4500.00 41500 -35.41% 41.35 9.83% Short Covering
4400.00 23500 -40.13% 81.50 12.57% Short Covering
4600.00 31250 -17.22% 17.05 4.92% 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 17000 -17.07% 1.95 -51.25% Long Windup
4200.00 13500 -12.90% 11.45 -33.43% Long Windup
4400.00 11250 4.65% 54.00 -32.20% 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
4350.00 7500 25.00% 37.05 -33.24% Short Buildup
4400.00 11250 4.65% 54.00 -32.20% Short Buildup
4250.00 2250 12.50% 21.45 -15.88% 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
4000.00 17000 -17.07% 1.95 -51.25% Long Windup
4200.00 13500 -12.90% 11.45 -33.43% Long Windup
4300.00 10500 -16.00% 24.30 -35.54% 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 %
23-Oct-20 4,422.55 4,428.40 523,750 569,500 0.87 % -7.51 % -5.71 % 0.5168 0.39 8.03 % Short Covering 20.86%10.62 5.85 0.13 %
22-Oct-20 4,375.65 4,390.30 566,250 604,000 -1.35 % -0.44 % 0.79 % 0.5179 0.33 6.25 % Short Buildup 34.81%23.55 14.65 0.33 %
21-Oct-20 4,438.65 4,450.35 568,750 599,250 -1.06 % -2.65 % -0.91 % 0.5189 0.34 5.09 % Long Windup 18.82%19.32 11.7 0.26 %
20-Oct-20 4,485.40 4,497.90 584,250 604,750 0.80 % 0.04 % 0.37 % 0.5200 0.36 3.39 % Long Buildup 18.46%15.94 12.5 0.28 %
19-Oct-20 4,450.65 4,462.10 584,000 602,500 -0.10 % -4.85 % -4.55 % 0.5212 0.34 3.07 % Long Windup 30.78%40.17 11.45 0.26 %
16-Oct-20 4,450.95 4,466.65 613,750 631,250 2.75 % 8.58 % 8.98 % 0.5225 0.35 2.77 % Long Buildup 16.10%30.87 15.7 0.35 %
15-Oct-20 4,351.70 4,346.90 565,250 579,250 -1.00 % -10.88 % -10.71 % 0.5229 0.33 2.42 % Long Windup 33.69%64.32 -4.8 -0.11 %
14-Oct-20 4,371.75 4,390.80 634,250 648,750 -0.05 % -5.93 % -5.01 % 0.5242 0.34 2.24 % Long Windup 42.37%68.67 19.05 0.44 %
13-Oct-20 4,384.25 4,392.90 674,250 683,000 0.00 % -10.13 % -10.01 % 0.5255 0.33 1.28 % 21.44%35.33 8.65 0.2 %
12-Oct-20 4,372.95 4,392.95 750,250 759,000 2.42 % 7.26 % 7.24 % 0.5268 0.30 1.15 % Long Buildup 23.75%47.58 20 0.46 %
09-Oct-20 4,266.75 4,289.20 699,500 707,750 0.28 % 7.86 % 8.09 % 0.5270 0.29 1.17 % Long Buildup 24.00%16.62 22.45 0.53 %
08-Oct-20 4,263.00 4,277.05 648,500 654,750 2.41 % 3.22 % 3.03 % 0.5284 0.27 0.95 % Long Buildup 24.82%32.20 14.05 0.33 %
07-Oct-20 4,156.30 4,176.30 628,250 635,500 0.67 % -1.41 % -1.55 % 0.5286 0.22 1.14 % Short Covering 26.83%14.70 20 0.48 %
06-Oct-20 4,125.55 4,148.30 637,250 645,500 -0.02 % 1.96 % 1.97 % 0.5298 0.23 1.28 % Short Buildup 47.02%30.50 22.75 0.55 %
05-Oct-20 4,127.40 4,148.95 625,000 633,000 0.32 % 3.65 % 3.60 % 0.5311 0.22 1.26 % Long Buildup 23.45%16.68 21.55 0.52 %
01-Oct-20 4,113.45 4,135.65 603,000 611,000 0.13 % 1.64 % 1.79 % 0.5325 0.21 1.31 % Long Buildup 28.20%14.12 22.2 0.54 %
30-Sep-20 4,130.10 4,130.10 593,250 600,250 -0.30 % -1.04 % -0.99 % 0.5338 0.22 1.17 % Long Windup 32.66%17.99 0 0 %
29-Sep-20 4,135.45 4,142.70 599,500 606,250 -1.15 % 10.35 % 10.63 % 0.5351 0.21 1.11 % Short Buildup 13.77%37.39 7.25 0.18 %
28-Sep-20 4,169.15 4,190.80 543,250 548,000 2.07 % 2.74 % 2.72 % 0.5363 0.39 0.87 % Long Buildup 26.92%15.43 21.65 0.52 %
25-Sep-20 4,084.20 4,105.85 528,750 533,500 2.05 % 1.63 % -2.96 % 0.5370 0.48 0.89 % Short Covering 20.18%10.16 21.65 0.53 %
24-Sep-20 4,005.65 4,023.30 520,250 549,750 -2.89 % 38.09 % -7.61 % 0.5377 0.53 - Long Windup 26.74%19.60 17.65 0.44 %
23-Sep-20 4,117.00 4,142.85 376,750 595,000 -0.18 % 24.14 % -4.30 % 0.5377 0.54 - Long Windup 20.31%9.85 25.85 0.63 %
22-Sep-20 4,126.55 4,150.30 303,500 621,750 -0.61 % 92.70 % -0.64 % 0.5391 0.41 - Long Windup 22.36%20.17 23.75 0.58 %
21-Sep-20 4,159.40 4,175.85 157,500 625,750 -3.63 % 118.75 % -2.80 % 0.5403 0.71 - Long Windup 20.30%14.18 16.45 0.4 %
18-Sep-20 4,317.95 4,333.30 72,000 643,750 -1.94 % 209.68 % -0.27 % 0.5393 1.14 - Long Windup 39.87%83.99 15.35 0.36 %
17-Sep-20 4,392.65 4,419.15 23,250 645,500 1.15 % 89.80 % 5.82 % 0.5401 1.40 - Long Buildup 11.98%25.55 26.5 0.6 %
16-Sep-20 4,346.75 4,368.95 12,250 610,000 0.55 % 22.50 % -1.61 % 0.5413 - - Short Covering 19.20%14.88 22.2 0.51 %
15-Sep-20 4,316.45 4,344.90 10,000 620,000 -0.09 % 8.11 % 0.81 % 0.5426 - - Short Buildup 18.00%17.30 28.45 0.66 %
14-Sep-20 4,330.30 4,349.00 9,250 615,000 2.69 % -5.13 % -3.72 % 0.5439 - - Short Covering 26.63%43.90 18.7 0.43 %
11-Sep-20 4,206.05 4,234.95 9,750 638,750 1.93 % -2.50 % 0.67 % 0.5439 - - Long Buildup 17.65%15.54 28.9 0.69 %
10-Sep-20 4,118.00 4,154.65 10,000 634,500 -0.10 % 11.11 % 1.68 % 0.5445 - - Short Buildup 21.18%15.25 36.65 0.89 %
09-Sep-20 4,123.55 4,158.80 9,000 624,000 0.43 % 2.86 % 4.26 % 0.5458 - - Long Buildup 34.59%29.44 35.25 0.85 %
08-Sep-20 4,132.05 4,141.00 8,750 598,500 -1.71 % 2.94 % 0.84 % 0.5472 - - Short Buildup 39.96%30.08 8.95 0.22 %
07-Sep-20 4,196.85 4,212.90 8,500 593,500 -0.72 % 9.68 % 1.67 % 0.5482 - - Short Buildup 17.78%16.85 16.05 0.38 %
04-Sep-20 4,202.05 4,243.50 7,750 583,750 -2.42 % 6.90 % 2.41 % 0.5496 - - Short Buildup 13.78%21.43 41.45 0.99 %
03-Sep-20 4,323.90 4,348.75 7,250 570,000 2.69 % -6.45 % 0.44 % 0.5496 - - Long Buildup 17.58%21.20 24.85 0.57 %
02-Sep-20 4,218.20 4,234.95 7,750 567,500 2.20 % 10.71 % -6.55 % 0.5499 - - Short Covering 25.39%29.29 16.75 0.4 %
01-Sep-20 4,112.75 4,143.70 7,000 607,250 1.44 % 0.00 % 2.36 % 0.5502 - - Long Buildup 18.92%15.65 30.95 0.75 %
31-Aug-20 4,053.90 4,085.05 7,000 593,250 -3.97 % 75.00 % 1.76 % 0.5513 - - Short Buildup 22.29%21.82 31.15 0.77 %
28-Aug-20 4,226.00 4,253.80 4,000 583,000 -0.52 % 33.33 % -3.60 % 0.5498 - - Long Windup 16.63%10.32 27.8 0.66 %
27-Aug-20 4,238.30 4,276.15 3,000 604,750 -0.58 % 71.43 % -5.51 % 0.5512 - - Long Windup 25.60%22.70 37.85 0.89 %
26-Aug-20 4,256.65 4,301.00 1,750 640,000 0.00 % 0.00 % -4.58 % 0.5525 - - 26.21%20.75 44.35 1.04 %
25-Aug-20 4,276.25 4,301.00 1,750 670,750 -1.62 % 75.00 % -2.79 % 0.5539 - - Long Windup 16.32%21.17 24.75 0.58 %
24-Aug-20 4,333.20 4,371.85 1,000 690,000 0.00 % 0.00 % 8.32 % 0.5550 - - 10.56%22.68 38.65 0.89 %
 
 
Average Delivery Volume
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
10.62 Crore Rs. 17.83 Crore Rs. 21.92 Crore Rs. 34.18 Crore Rs. 32.30 Crore Rs. 27.70 Crore Rs. More details >>
Average Delivery Percentage
On 23-Oct-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.86 % 24.22 % 25.05 % 27.90 % 26.25 % 25.34 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREInside CandleExplosive Move Predictor
FUTUREBullish Harami-
SPOTInside CandleExplosive Move Predictor
SPOTBullish Harami-
 
 
SRF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 26-Oct-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
4328.6 4357.6 4393 4422 4457.4 4486.4 4521.8
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
4396.2 4412.3 4417.67 4423.03 4422 4433.77 4439.13 4444.5 4460.6
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
4357.6 4382.2 4397.4 4422 4446.6 4461.8 4486.4
DeMark Pivot
Support 1 Pivot Point Resistance 1
4407.5 4429.25 4471.9
 
 
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