FnO Contract Details

Expiry:
Symbol:

SRTRANSFIN analysis for the selected expiry [Jul-20] as on 03-Jul-20

SRTRANSFIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 704.70 708.00 689.05 696.00 NA -0.28 % NA NA
30-Jul-20 700.00 710.05 688.00 696.70 2,896,400 -0.47 % 7.61 % Short Buildup
27-Aug-20 700.00 705.00 685.90 692.85 40,300 -0.70 % 3.33 % Short Buildup
24-Sep-20 695.00 695.00 695.00 695.00 1,950 0.00 % 50.00 %
Cummulative NA NA NA NA 2,938,650 NA 7.57 % Short Buildup
SRTRANSFIN Options OI PCR:  0.44   (Expiry : 30-Jul-20 )   PUT OI: 564,200   CALL OI: 1,288,300 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 416000 -4.62% 17.45 -13.83% Long Windup
700.00 198250 20.08% 48.05 -7.06% Short Buildup
740.00 118300 1.68% 32.55 -8.82% 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
700.00 198250 20.08% 48.05 -7.06% Short Buildup
840.00 67600 52.94% 11.10 -16.54% Short Buildup
720.00 99450 8.51% 39.80 -7.55% 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
800.00 416000 -4.62% 17.45 -13.83% Long Windup
900.00 103350 -2.45% 5.95 -15.00% Long Windup
680.00 26000 -2.44% 57.10 -7.90% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
600.00 117650 9.70% 13.70 -5.84% Short Buildup
500.00 113100 -2.25% 1.90 -2.56% Long Windup
700.00 74100 1.79% 50.70 -2.31% 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
600.00 117650 9.70% 13.70 -5.84% Short Buildup
680.00 55900 3.61% 40.50 -2.76% Short Buildup
640.00 42900 3.13% 24.85 -1.00% 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
660.00 48750 -6.25% 32.30 -1.52% Long Windup
500.00 113100 -2.25% 1.90 -2.56% Long Windup
None
 
 
SRTRANSFIN 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 %
03-Jul-20 696.00 696.70 2,896,400 2,938,650 -0.47 % 7.61 % 7.57 % 0.8517 0.44 1.44 % Short Buildup 7.77%14.95 0.7 0.1 %
02-Jul-20 697.95 700.00 2,691,650 2,731,950 -0.36 % 1.77 % 1.84 % 0.8539 0.45 1.48 % Short Buildup 17.57%31.67 2.05 0.29 %
01-Jul-20 701.35 702.55 2,644,850 2,682,550 2.31 % -7.48 % -7.30 % 0.8560 0.46 1.41 % Short Covering 22.03%57.71 1.2 0.17 %
30-Jun-20 689.60 686.70 2,858,700 2,893,800 -0.16 % 0.64 % 0.70 % 0.8578 0.46 1.21 % Short Buildup 29.83%58.66 -2.9 -0.42 %
29-Jun-20 690.60 687.80 2,840,500 2,873,650 -2.18 % 0.11 % 0.23 % 0.8600 0.46 1.15 % Short Buildup 32.77%85.58 -2.8 -0.41 %
26-Jun-20 704.90 703.15 2,837,250 2,867,150 1.71 % 11.32 % -2.54 % 0.8617 0.51 1.04 % Short Covering 15.56%98.48 -1.75 -0.25 %
25-Jun-20 690.45 691.35 2,548,650 2,941,850 1.35 % 13.92 % -10.43 % 0.8634 0.53 - Short Covering 14.62%40.90 0.9 0.13 %
24-Jun-20 682.25 682.15 2,237,300 3,284,300 -0.66 % 44.62 % -8.96 % 0.8654 0.49 - Long Windup 19.21%120.41 -0.1 -0.01 %
23-Jun-20 683.95 686.70 1,547,000 3,607,400 1.92 % 85.07 % 0.77 % 0.8676 0.42 - Long Buildup 15.88%37.48 2.75 0.4 %
22-Jun-20 672.25 673.75 835,900 3,579,750 2.04 % 81.38 % 4.78 % 0.8694 0.44 - Long Buildup 13.42%40.17 1.5 0.22 %
19-Jun-20 658.85 660.25 460,850 3,416,350 -0.43 % 127.24 % 16.55 % 0.8712 - - Short Buildup 19.00%85.46 1.4 0.21 %
18-Jun-20 666.60 663.10 202,800 2,931,350 3.05 % 27.87 % 0.83 % 0.8732 0.87 - Long Buildup 19.58%52.80 -3.5 -0.53 %
17-Jun-20 648.05 643.50 158,600 2,907,300 -1.05 % 17.31 % 10.52 % 0.8746 0.92 - Short Buildup 18.07%73.55 -4.55 -0.7 %
16-Jun-20 655.45 650.35 135,200 2,630,600 -2.47 % 36.84 % -1.40 % 0.8767 1.19 - Long Windup 14.09%89.10 -5.1 -0.78 %
15-Jun-20 672.80 666.85 98,800 2,668,000 -1.98 % 12.59 % -17.45 % 0.8781 0.86 - Long Windup 16.52%126.23 -5.95 -0.88 %
12-Jun-20 684.40 680.35 87,750 3,232,100 7.04 % -14.56 % 2.47 % 0.8800 2.08 - Long Buildup 12.70%106.45 -4.05 -0.59 %
11-Jun-20 637.90 635.60 102,700 3,154,100 1.06 % -2.47 % 10.36 % 0.8771 1.69 - Long Buildup 10.83%106.14 -2.3 -0.36 %
10-Jun-20 635.00 628.95 105,300 2,857,950 2.59 % 4.52 % 3.63 % 0.8793 1.18 - Long Buildup 15.88%57.89 -6.05 -0.95 %
09-Jun-20 619.60 613.10 100,750 2,757,950 -1.72 % 5.44 % -3.50 % 0.8808 1.08 - Long Windup 14.57%59.50 -6.5 -1.05 %
08-Jun-20 631.75 623.80 95,550 2,857,900 2.42 % 4.26 % -12.13 % 0.8827 0.71 - Short Covering 14.94%78.75 -7.95 -1.26 %
05-Jun-20 614.90 609.05 91,650 3,252,300 1.28 % 13.71 % 12.65 % 0.8841 0.36 - Long Buildup 22.93%94.05 -5.85 -0.95 %
04-Jun-20 613.00 601.35 80,600 2,887,200 -1.60 % 10.71 % -13.40 % 0.8863 0.63 - Long Windup 25.14%130.48 -11.65 -1.9 %
03-Jun-20 616.85 611.15 72,800 3,333,800 5.00 % 25.84 % -9.47 % 0.8885 - - Short Covering 20.59%160.61 -5.7 -0.92 %
02-Jun-20 586.00 582.05 57,850 3,682,350 1.02 % -4.30 % 6.03 % 0.8880 1.00 - Long Buildup 22.74%113.95 -3.95 -0.67 %
01-Jun-20 579.95 576.15 60,450 3,472,900 2.15 % 20.78 % 7.58 % 0.8901 0.50 - Long Buildup 27.72%149.34 -3.8 -0.66 %
29-May-20 572.30 564.00 50,050 3,228,250 0.40 % 14.93 % -2.77 % 1.2220 1.00 - Short Covering 34.78%204.60 -8.3 -1.45 %
28-May-20 567.50 561.75 43,550 3,320,150 1.77 % 34.00 % 10.23 % 1.2771 - - Long Buildup 30.87%122.59 -5.75 -1.01 %
27-May-20 555.00 552.00 32,500 3,012,100 3.56 % 16.28 % -1.88 % 1.3139 - - Short Covering 24.60%94.93 -3 -0.54 %
26-May-20 538.00 533.00 27,950 3,069,950 1.03 % 10.26 % -12.63 % 1.3464 - - Short Covering 17.34%39.18 -5 -0.93 %
22-May-20 541.15 527.55 25,350 3,513,750 -7.16 % 25.81 % 11.77 % 1.3886 - - Short Buildup 11.90%- -13.6 -2.51 %
21-May-20 575.05 568.25 20,150 3,143,750 1.83 % 29.17 % 2.10 % 1.4028 - - Long Buildup 11.45%30.11 -6.8 -1.18 %
20-May-20 578.80 558.05 15,600 3,079,200 -0.53 % 2300.00 % 16.21 % 1.4460 - - Short Buildup 21.09%75.61 -20.75 -3.59 %
19-May-20 587.10 561.00 650 2,649,650 0.74 % 0.00 % -3.05 % 1.4909 - - Short Covering 14.01%75.17 -26.1 -4.45 %
18-May-20 576.15 556.90 650 2,733,050 -16.88 % 0.00 % -4.19 % 1.5352 - - Long Windup 21.05%85.37 -19.25 -3.34 %
15-May-20 641.35 670.00 650 2,852,450 0.00 % 0.00 % -4.90 % 1.4951 - - 10.34%42.21 28.65 4.47 %
14-May-20 648.20 670.00 650 2,999,450 4.77 % 0.00 % -2.29 % 1.5406 - - Short Covering 22.18%145.58 21.8 3.36 %
13-May-20 671.65 639.50 650 3,069,650 0.00 % 0.00 % -0.45 % 1.5786 - - 19.64%79.35 -32.15 -4.79 %
12-May-20 670.10 639.50 650 3,083,450 0.00 % 0.00 % -1.78 % 1.6267 - - 12.95%64.91 -30.6 -4.57 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
14.95 Crore Rs. 34.78 Crore Rs. 49.71 Crore Rs. 63.55 Crore Rs. 61.37 Crore Rs. 72.19 Crore Rs. More details >>
Average Delivery Percentage
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
7.77 % 16.42 % 22.79 % 19.34 % 18.58 % 16.41 % More details >>
 
 
SRTRANSFIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
664.4 676.2 686.45 698.25 708.5 720.3 730.55
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
685.68 691.19 693.03 694.86 698.25 698.54 700.38 702.21 707.73
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
676.2 684.62 689.83 698.25 706.67 711.88 720.3
DeMark Pivot
Support 1 Pivot Point Resistance 1
681.33 695.69 703.38
 
 
SRTRANSFIN Result / Events
Date Description Status
10-Jun-20Financial Results/Dividend/Other business mattersCompleted
20-Apr-20Fund Raising/Other business mattersCompleted
03-Feb-20Financial Results/Fund RaisingCompleted
24-Oct-19Financial Results/Dividend/Fund Raising/Other business mattersCompleted
24-Jul-19Financial Results/Other business mattersCompleted
08-May-19Financial Results/Dividend/Fund Raising/Other business mattersCompleted
03-Apr-19Fund RaisingCompleted
28-Jan-19Financial Results/Fund RaisingCompleted