FnO Contract Details

Expiry:
Symbol:

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

VEDL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 89.60 92.70 89.00 92.20 NA 2.50 % NA NA
25-Jun-20 89.50 92.65 89.50 91.55 97,387,500 1.78 % 1.54 % Long Buildup
30-Jul-20 90.50 92.80 90.20 91.55 359,600 1.16 % -4.92 % Short Covering
Cummulative NA NA NA NA 97,747,100 NA -5.61 % Short Covering
VEDL Options OI PCR:  0.91   (Expiry : 25-Jun-20 )   PUT OI: 7,791,000   CALL OI: 8,596,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 2495500 19.83% 2.05 24.24% Long Buildup
90.00 2201500 -1.10% 5.20 23.81% Short Covering
95.00 1543500 34.86% 3.20 25.49% 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
100.00 2495500 19.83% 2.05 24.24% Long Buildup
95.00 1543500 34.86% 3.20 25.49% Long Buildup
105.00 525000 82.93% 1.25 8.70% 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
87.50 171500 -12.50% 6.45 21.70% Short Covering
90.00 2201500 -1.10% 5.20 23.81% Short Covering
82.50 17500 -16.67% 10.20 45.71% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
85.00 2194500 15.68% 1.75 -7.89% Short Buildup
80.00 1949500 20.56% 0.80 -5.88% Short Buildup
90.00 1487500 30.77% 3.65 -14.12% 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
90.00 1487500 30.77% 3.65 -14.12% Short Buildup
80.00 1949500 20.56% 0.80 -5.88% Short Buildup
85.00 2194500 15.68% 1.75 -7.89% 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
100.00 87500 -7.41% 10.50 -6.25% Long Windup
None
None
 
 
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 %
29-May-20 92.20 91.55 97,387,500 97,747,100 1.78 % 1.54 % -5.61 % 0.8115 0.91 0.37 % Short Covering 45.22%142.19 -0.65 -0.7 %
28-May-20 89.95 89.95 95,914,000 103,554,700 2.22 % 23.64 % -3.35 % 0.8285 0.88 - Short Covering 32.13%63.69 0 0 %
27-May-20 87.90 88.00 77,577,500 107,138,500 -0.17 % 61.43 % -3.15 % 0.8472 0.93 - Long Windup 26.79%40.90 0.1 0.11 %
26-May-20 87.90 88.15 48,055,000 110,627,400 -1.45 % 241.03 % 0.73 % 0.8739 0.98 - Short Buildup 31.70%50.03 0.25 0.28 %
22-May-20 89.10 89.45 14,091,000 109,829,100 -1.00 % 14.41 % 1.81 % 0.8989 1.01 - Short Buildup 24.61%- 0.35 0.39 %
21-May-20 90.20 90.35 12,316,500 107,875,800 1.52 % 24.43 % 1.10 % 0.9253 0.99 - Long Buildup 21.99%62.48 0.15 0.17 %
20-May-20 88.55 89.00 9,898,000 106,704,100 -1.49 % 15.38 % 0.09 % 0.9513 1.09 - Short Buildup 33.52%63.47 0.45 0.51 %
19-May-20 90.00 90.35 8,578,500 106,613,100 -2.17 % 4.16 % -0.73 % 0.9789 1.14 - Long Windup 23.32%75.82 0.35 0.39 %
18-May-20 92.50 92.35 8,235,500 107,397,900 -1.12 % 226.81 % -5.14 % 1.0026 1.12 - Long Windup 18.64%151.77 -0.15 -0.16 %
15-May-20 92.95 93.40 2,520,000 113,216,500 3.89 % 25.22 % 1.56 % 1.0332 1.01 - Long Buildup 13.02%91.35 0.45 0.48 %
14-May-20 89.15 89.90 2,012,500 111,477,000 -1.15 % 26.10 % -0.55 % 1.0455 1.07 - Long Windup 17.36%59.71 0.75 0.84 %
13-May-20 90.25 90.95 1,596,000 112,096,500 1.62 % -5.00 % -2.32 % 1.0763 1.06 - Short Covering 20.19%265.78 0.7 0.78 %
12-May-20 89.05 89.50 1,680,000 114,760,000 11.74 % 49.07 % 16.02 % 1.1082 0.37 - Long Buildup 16.82%168.88 0.45 0.51 %
11-May-20 79.60 80.10 1,127,000 98,915,500 3.02 % 56.31 % 9.41 % 1.0048 0.21 - Long Buildup 39.99%106.14 0.5 0.63 %
08-May-20 77.40 77.75 721,000 90,407,800 -1.52 % 12.57 % -0.09 % 1.0269 1.20 - Long Windup 23.59%29.22 0.35 0.45 %
07-May-20 78.55 78.95 640,500 90,493,400 -1.37 % 10.91 % 1.68 % 1.0567 0.80 - Short Buildup 17.31%21.22 0.4 0.51 %
06-May-20 79.45 80.05 577,500 88,996,200 0.63 % 2.48 % 0.39 % 1.0885 1.33 - Long Buildup 15.43%25.74 0.6 0.76 %
05-May-20 78.90 79.55 563,500 88,647,000 -0.81 % -9.04 % 0.40 % 1.1222 0.50 - Short Buildup 18.47%42.42 0.65 0.82 %
04-May-20 79.95 80.20 619,500 88,296,700 -10.84 % 22.92 % -6.64 % 1.1557 - - Long Windup 32.97%87.44 0.25 0.31 %
30-Apr-20 89.55 89.95 504,000 94,580,500 12.58 % 69.41 % 5.23 % 1.0604 - - Long Buildup 26.11%148.92 0.4 0.45 %
29-Apr-20 79.15 79.90 297,500 89,883,500 2.70 % 18.06 % -6.08 % 0.9154 - - Short Covering 25.17%54.28 0.75 0.95 %
28-Apr-20 76.85 77.80 252,000 95,700,500 -1.95 % 56.52 % -0.25 % 0.9334 - - Long Windup 33.52%86.33 0.95 1.24 %
27-Apr-20 78.45 79.35 161,000 95,942,000 0.57 % 17.95 % 0.02 % 0.9589 - - Long Buildup 16.00%21.08 0.9 1.15 %
24-Apr-20 77.95 78.90 136,500 95,921,000 0.96 % 5.41 % 0.25 % 0.9888 - - Long Buildup 15.27%40.16 0.95 1.22 %
23-Apr-20 77.60 78.15 129,500 95,686,500 1.56 % 23.33 % 0.96 % 1.0196 - - Long Buildup 15.65%29.46 0.55 0.71 %
22-Apr-20 76.10 76.95 105,000 94,776,500 -1.85 % 3.45 % 3.00 % 1.0489 - - Short Buildup 16.79%47.42 0.85 1.12 %
21-Apr-20 78.45 78.40 101,500 92,015,000 -4.62 % -21.62 % 1.76 % 1.0747 - - Short Buildup 14.62%50.55 -0.05 -0.06 %
20-Apr-20 81.45 82.20 129,500 90,426,000 -3.24 % 15.63 % -1.28 % 1.0920 - - Long Windup 26.52%71.85 0.75 0.92 %
17-Apr-20 84.10 84.95 112,000 91,598,500 1.37 % 14.29 % -0.88 % 1.1136 - - Short Covering 20.79%52.77 0.85 1.01 %
16-Apr-20 82.70 83.80 98,000 92,414,000 5.21 % 40.00 % 2.32 % 1.1446 - - Long Buildup 25.57%115.23 1.1 1.33 %
15-Apr-20 78.60 79.65 70,000 90,317,500 0.89 % 17.65 % 0.79 % 1.1537 - - Long Buildup 21.84%74.86 1.05 1.34 %
13-Apr-20 78.30 78.95 59,500 89,610,500 1.94 % -10.53 % 1.23 % 1.1897 - - Long Buildup 17.91%52.56 0.65 0.83 %
09-Apr-20 76.80 77.45 66,500 88,522,000 9.32 % -5.00 % -0.54 % 1.2233 - - Short Covering 27.03%86.35 0.65 0.85 %
08-Apr-20 70.30 70.85 70,000 89,005,000 4.11 % 66.67 % 2.10 % 1.1870 - - Long Buildup 21.94%76.17 0.55 0.78 %
07-Apr-20 66.75 68.05 42,000 87,171,000 7.33 % -7.69 % 0.65 % 1.2016 - - Long Buildup 47.18%144.05 1.3 1.95 %
03-Apr-20 62.80 63.40 45,500 86,604,000 -2.31 % 30.00 % 5.07 % 1.2007 - - Short Buildup 42.45%64.58 0.6 0.96 %
01-Apr-20 62.65 64.90 35,000 82,428,500 -2.04 % -66.67 % -0.25 % 1.2382 - - Long Windup 46.40%67.84 2.25 3.59 %
31-Mar-20 64.70 66.25 105,000 82,631,500 5.83 % 650.00 % 3.93 % 1.2670 - - Long Buildup 39.70%114.64 1.55 2.4 %
30-Mar-20 61.55 62.60 14,000 79,506,000 -4.21 % 300.00 % 1.50 % 1.2844 - - Short Buildup 31.35%33.99 1.05 1.71 %
27-Mar-20 63.75 65.35 3,500 78,333,500 0.00 % 0.00 % -2.46 % 1.3139 - - 37.00%61.81 1.6 2.51 %
 
 
Average Delivery Volume
On 29-May-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
142.19 Crore Rs. 82.26 Crore Rs. 59.36 Crore Rs. 62.32 Crore Rs. 95.08 Crore Rs. 83.40 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 >>
45.22 % 36.94 % 34.25 % 30.19 % 21.40 % 22.70 % More details >>
 
 
VEDL 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
86.66 88.08 89.81 91.23 92.96 94.38 96.11
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
89.98 90.76 91.03 91.29 91.23 91.81 92.08 92.34 93.13
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
88.08 89.28 90.03 91.23 92.43 93.18 94.38
DeMark Pivot
Support 1 Pivot Point Resistance 1
90.53 91.59 93.68
 
 
VEDL Result / Events
Date Description Status
31-Jan-20Financial ResultsCompleted
14-Nov-19Financial ResultsCompleted
26-Jul-19Financial ResultsCompleted
07-May-19Financial ResultsCompleted
06-Mar-19DividendCompleted
31-Jan-19Financial ResultsCompleted