FnO Contract Details

Expiry:
Symbol:

VEDL analysis for the selected expiry [Mar-21] as on 01-Mar-21

VEDL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 209.25 216.40 205.15 213.60 NA 3.04 % NA NA
25-Mar-21 209.00 218.00 206.00 215.05 100,080,400 3.19 % -0.22 % Short Covering
29-Apr-21 210.95 218.50 207.00 215.70 663,400 2.64 % 7.00 % Long Buildup
27-May-21 215.15 216.20 215.15 215.15 18,600 2.89 % 200.00 % Long Buildup
Cummulative NA NA NA NA 100,762,400 NA -0.17 % Short Covering
VEDL Options OI PCR:  0.90   (Expiry : 25-Mar-21 )   PUT OI: 14,663,000   CALL OI: 16,244,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
200.00 3062800 10.02% 21.80 17.52% Long Buildup
220.00 2932600 1.07% 11.45 15.66% Long Buildup
210.00 2604000 -23.91% 16.00 15.94% 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
200.00 3062800 10.02% 21.80 17.52% Long Buildup
235.00 1134600 26.21% 6.45 17.27% Long Buildup
230.00 2083200 10.89% 7.90 19.70% 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
210.00 2604000 -23.91% 16.00 15.94% Short Covering
190.00 595200 -11.11% 32.25 35.79% Short Covering
215.00 1240000 -4.31% 13.55 18.86% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
200.00 4805000 2.65% 6.85 -31.16% Short Buildup
190.00 2455200 10.61% 3.95 -35.77% Short Buildup
170.00 2077000 -0.30% 0.95 -50.00% 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
190.00 2455200 10.61% 3.95 -35.77% Short Buildup
200.00 4805000 2.65% 6.85 -31.16% Short Buildup
175.00 86800 366.67% 1.45 -47.27% 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
180.00 1636800 -7.69% 2.05 -43.84% Long Windup
205.00 248000 -20.00% 8.75 -31.37% Long Windup
170.00 2077000 -0.30% 0.95 -50.00% Long Windup
 
 
VEDL 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 %
01-Mar-21 213.60 215.05 100,080,400 100,762,400 3.19 % -0.22 % -0.17 % 0.6357 0.90 0.68 % Short Covering 20.91%78.06 1.45 0.68 %
26-Feb-21 207.30 208.40 100,303,600 100,929,800 -0.69 % 4.71 % 0.67 % 0.6360 0.88 0.62 % Short Buildup 27.95%201.18 1.1 0.53 %
25-Feb-21 208.15 209.85 95,796,200 100,254,000 2.14 % 17.24 % -1.56 % 0.6376 1.11 - Short Covering 45.49%162.60 1.7 0.82 %
24-Feb-21 204.55 205.45 81,709,800 101,841,200 -2.21 % 16.42 % -0.61 % 0.6387 1.04 - Long Windup 34.96%76.15 0.9 0.44 %
23-Feb-21 208.55 210.10 70,184,000 102,461,200 2.34 % 112.34 % 0.74 % 0.6398 0.95 - Long Buildup 22.89%112.05 1.55 0.74 %
22-Feb-21 204.25 205.30 33,052,200 101,711,000 6.68 % 138.52 % 4.92 % 0.6408 0.87 - Long Buildup 18.82%185.34 1.05 0.51 %
19-Feb-21 190.80 192.45 13,857,000 96,943,200 -1.81 % 87.19 % 4.05 % 0.6357 1.16 - Short Buildup 20.66%57.40 1.65 0.86 %
18-Feb-21 195.25 196.00 7,402,800 93,167,400 1.00 % 157.88 % 3.15 % 0.6366 0.91 - Long Buildup 29.43%109.63 0.75 0.38 %
17-Feb-21 192.85 194.05 2,870,600 90,321,600 1.38 % 59.11 % 0.87 % 0.6380 0.93 - Long Buildup 24.10%79.68 1.2 0.62 %
16-Feb-21 190.25 191.40 1,804,200 89,540,400 3.80 % 27.63 % 1.98 % 0.6393 0.74 - Long Buildup 27.79%127.69 1.15 0.6 %
15-Feb-21 184.05 184.40 1,413,600 87,804,400 0.77 % 27.37 % -1.36 % 0.6393 0.69 - Short Covering 20.17%29.70 0.35 0.19 %
12-Feb-21 182.35 183.00 1,109,800 89,013,400 -2.74 % 9.15 % 1.46 % 0.6408 0.97 - Short Buildup 28.55%50.16 0.65 0.36 %
11-Feb-21 187.45 188.15 1,016,800 87,736,200 0.48 % 1.23 % 1.11 % 0.6413 1.00 - Long Buildup 27.11%51.65 0.7 0.37 %
10-Feb-21 186.10 187.25 1,004,400 86,769,000 2.74 % -1.22 % 1.50 % 0.6429 1.14 - Long Buildup 25.79%93.96 1.15 0.62 %
09-Feb-21 181.75 182.25 1,016,800 85,485,600 1.45 % 10.81 % 1.97 % 0.6437 1.04 - Long Buildup 23.71%98.65 0.5 0.28 %
08-Feb-21 178.00 179.65 917,600 83,836,400 2.69 % 13.85 % 2.66 % 0.6447 1.32 - Long Buildup 44.25%85.82 1.65 0.93 %
05-Feb-21 174.45 174.95 806,000 81,660,200 -1.35 % 9.24 % -1.60 % 0.6457 1.71 - Long Windup 26.15%56.17 0.5 0.29 %
04-Feb-21 176.40 177.35 737,800 82,987,000 1.43 % 0.00 % 0.04 % 0.6472 0.30 - Long Buildup 29.26%79.63 0.95 0.54 %
03-Feb-21 173.90 174.85 737,800 82,956,000 -0.09 % 0.00 % 3.10 % 0.6485 0.11 - Short Buildup 32.06%54.96 0.95 0.55 %
02-Feb-21 173.25 175.00 737,800 80,463,600 1.45 % 22.68 % -0.20 % 0.6501 0.25 - Short Covering 21.38%46.52 1.75 1.01 %
01-Feb-21 171.35 172.50 601,400 80,624,800 6.25 % -10.19 % 1.58 % 0.6516 0.25 - Long Buildup 26.54%77.87 1.15 0.67 %
29-Jan-21 161.25 162.35 669,600 79,372,400 -0.25 % 20.00 % -0.75 % 0.6480 0.25 - Long Windup 33.70%78.88 1.1 0.68 %
28-Jan-21 162.75 162.75 558,000 79,973,800 -0.37 % 8.43 % -1.89 % 0.6495 - - Long Windup 28.92%43.85 0 0 %
27-Jan-21 162.95 163.35 514,600 81,511,400 -1.51 % 16.90 % -2.93 % 0.6511 - - Long Windup 31.33%53.20 0.4 0.25 %
25-Jan-21 165.20 165.85 440,200 83,972,800 -1.22 % 12.70 % 1.24 % 0.6525 - - Short Buildup 16.78%36.29 0.65 0.39 %
22-Jan-21 165.55 167.90 390,600 82,943,600 -0.68 % -13.70 % 1.93 % 0.6541 - - Short Buildup 26.28%59.26 2.35 1.42 %
21-Jan-21 169.05 169.05 452,600 81,375,000 -2.25 % 14.06 % 2.37 % 0.6551 - - Short Buildup 32.76%60.34 0 0 %
20-Jan-21 173.70 172.95 396,800 79,490,200 -1.59 % 0.00 % -0.19 % 0.6558 - - Long Windup 22.82%46.41 -0.75 -0.43 %
19-Jan-21 174.00 175.75 396,800 79,645,200 3.60 % 12.28 % 0.82 % 0.6574 - - Long Buildup 29.85%56.89 1.75 1.01 %
18-Jan-21 168.70 169.65 353,400 78,994,200 -4.10 % 3.64 % 2.43 % 0.6577 - - Short Buildup 25.88%74.40 0.95 0.56 %
15-Jan-21 175.60 176.90 341,000 77,121,800 0.08 % 10.00 % -0.87 % 0.6571 - - Short Covering 19.28%55.26 1.3 0.74 %
14-Jan-21 176.40 176.75 310,000 77,797,600 -2.32 % -39.02 % -0.38 % 0.6588 - - Long Windup 31.32%72.10 0.35 0.2 %
13-Jan-21 180.50 180.95 508,400 78,095,200 -1.09 % 9.33 % 0.77 % 0.6597 - - Short Buildup 28.72%87.02 0.45 0.25 %
12-Jan-21 181.10 182.95 465,000 77,500,000 1.61 % 1.35 % -0.93 % 0.6613 - - Short Covering 25.74%69.14 1.85 1.02 %
11-Jan-21 179.15 180.05 458,800 78,225,400 -0.88 % 8.82 % 2.20 % 0.6628 - - Short Buildup 23.68%112.16 0.9 0.5 %
08-Jan-21 182.05 181.65 421,600 76,539,000 -2.60 % 106.06 % 5.19 % 0.6641 - - Short Buildup 28.85%133.82 -0.4 -0.22 %
07-Jan-21 185.50 186.50 204,600 72,763,200 3.47 % 3.13 % -2.48 % 0.6653 - - Short Covering 23.21%141.88 1 0.54 %
06-Jan-21 180.30 180.25 198,400 74,617,000 6.06 % 18.52 % -3.32 % 0.6659 - - Short Covering 20.13%181.49 -0.05 -0.03 %
05-Jan-21 169.00 169.95 167,400 77,177,600 -0.64 % 12.50 % -1.42 % 0.6617 - - Long Windup 35.77%114.09 0.95 0.56 %
04-Jan-21 170.25 171.05 148,800 78,287,400 5.85 % 60.00 % 2.60 % 0.6633 - - Long Buildup 22.87%127.94 0.8 0.47 %
01-Jan-21 160.40 161.60 93,000 76,303,400 0.00 % 0.00 % -5.95 % 0.6601 - - 14.84%22.82 1.2 0.75 %
 
 
Average Delivery Volume
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
78.06 Crore Rs. 147.28 Crore Rs. 126.01 Crore Rs. 122.80 Crore Rs. 101.64 Crore Rs. 91.19 Crore Rs. More details >>
Average Delivery Percentage
On 01-Mar-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.91 % 30.52 % 29.25 % 25.88 % 25.91 % 26.49 % More details >>
 
 
VEDL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Mar-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
196.04 201.02 208.04 213.02 220.04 225.02 232.04
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
209.05 212.05 213.05 214.05 213.02 216.05 217.05 218.05 221.05
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
201.02 205.6 208.44 213.02 217.6 220.44 225.02
DeMark Pivot
Support 1 Pivot Point Resistance 1
210.53 214.26 222.53
 
 
VEDL Result / Events
Date Description Status
06-Nov-20Financial ResultsCompleted
31-Jan-20Financial ResultsCompleted
14-Nov-19Financial ResultsCompleted
26-Jul-19Financial ResultsCompleted
07-May-19Financial ResultsCompleted
06-Mar-19DividendCompleted
31-Jan-19Financial ResultsCompleted