FnO Contract Details

Expiry:
Symbol:

VEDL analysis for the selected expiry [Aug-20] as on 13-Aug-20

VEDL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 124.00 125.90 123.40 124.45 NA 0.85 % NA NA
27-Aug-20 124.80 125.95 123.80 124.80 116,789,400 0.56 % -1.01 % Short Covering
24-Sep-20 0.00 0.00 0.00 126.00 1,767,000 0.00 % 0.00 %
29-Oct-20 0.00 0.00 0.00 123.95 179,800 0.00 % 0.00 %
Cummulative NA NA NA NA 118,736,200 NA -0.99 % Short Covering
VEDL Options OI PCR:  1.11   (Expiry : 27-Aug-20 )   PUT OI: 25,804,400   CALL OI: 23,175,600 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
120.00 5611000 -0.11% 7.95 -11.67% Long Windup
125.00 3583600 -4.62% 3.15 -22.22% Long Windup
130.00 3459600 -2.96% 3.00 9.09% 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
None
None
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
125.00 3583600 -4.62% 3.15 -22.22% Long Windup
130.00 3459600 -2.96% 3.00 9.09% Short Covering
135.00 1779400 -3.04% 1.50 -9.09% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
110.00 6702200 -0.55% 1.00 -4.76% Long Windup
100.00 4513600 -0.82% 0.10 -33.33% Long Windup
120.00 4464000 -0.41% 2.35 -2.08% 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
None
None
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
95.00 632400 -12.07% 0.05 -50.00% Long Windup
125.00 2114200 -3.40% 3.10 -38.61% Long Windup
100.00 4513600 -0.82% 0.10 -33.33% 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 %
13-Aug-20 124.45 124.80 116,789,400 118,736,200 0.56 % -1.01 % -0.99 % 0.6430 1.11 1.64 % Short Covering 31.86%42.41 0.35 0.28 %
12-Aug-20 123.40 124.10 117,979,800 119,926,600 -1.43 % -1.87 % -1.85 % 0.6445 1.11 1.62 % Long Windup 43.76%74.92 0.7 0.57 %
11-Aug-20 125.60 125.90 120,230,400 122,183,400 0.28 % -1.86 % -1.85 % 0.6456 1.09 1.60 % Short Covering 45.61%69.32 0.3 0.24 %
10-Aug-20 125.20 125.55 122,505,800 124,489,800 1.66 % -2.60 % -2.61 % 0.6472 1.06 1.59 % Short Covering 46.60%64.09 0.35 0.28 %
07-Aug-20 122.80 123.50 125,773,200 127,825,400 -0.20 % 4.19 % 5.05 % 0.6483 1.01 1.61 % Short Buildup 29.43%77.43 0.7 0.57 %
06-Aug-20 122.75 123.75 120,714,000 121,681,200 0.86 % 2.83 % 2.87 % 0.6500 1.19 0.79 % Long Buildup 34.53%86.97 1 0.81 %
05-Aug-20 121.95 122.70 117,390,800 118,289,800 2.55 % 0.55 % 0.60 % 0.6515 1.10 0.76 % Long Buildup 36.62%134.22 0.75 0.62 %
04-Aug-20 119.05 119.65 116,746,000 117,583,000 3.32 % 5.80 % 5.90 % 0.6524 1.08 0.71 % Long Buildup 28.03%86.38 0.6 0.5 %
03-Aug-20 115.30 115.80 110,341,400 111,035,800 1.36 % 2.55 % 2.60 % 0.6526 1.09 0.63 % Long Buildup 19.89%42.48 0.5 0.43 %
31-Jul-20 113.80 114.25 107,594,800 108,221,000 2.15 % -1.39 % -5.68 % 0.6540 1.03 0.58 % Short Covering 22.74%71.47 0.45 0.4 %
30-Jul-20 110.90 111.85 109,107,600 114,737,200 1.41 % 21.28 % 5.98 % 0.6547 0.97 - Long Buildup 61.48%618.37 0.95 0.86 %
29-Jul-20 110.00 110.30 89,962,000 108,264,400 -0.81 % 13.36 % -4.30 % 0.6562 0.99 - Long Windup 23.41%33.66 0.3 0.27 %
28-Jul-20 110.85 111.20 79,360,000 113,125,200 0.82 % 23.40 % -1.27 % 0.6578 0.81 - Short Covering 36.88%49.10 0.35 0.32 %
27-Jul-20 109.85 110.30 64,312,600 114,576,000 -1.78 % 98.79 % 2.05 % 0.6593 0.81 - Short Buildup 31.73%36.69 0.45 0.41 %
24-Jul-20 112.05 112.30 32,351,600 112,275,800 -1.79 % 75.99 % 1.34 % 0.6604 0.83 - Short Buildup 36.77%72.26 0.25 0.22 %
23-Jul-20 113.95 114.35 18,383,000 110,787,800 1.37 % 13.38 % 1.73 % 0.6617 0.85 - Long Buildup 23.14%36.26 0.4 0.35 %
22-Jul-20 112.10 112.80 16,213,000 108,903,000 1.53 % 7.79 % 0.29 % 0.6630 0.93 - Long Buildup 15.73%89.17 0.7 0.62 %
21-Jul-20 110.80 111.10 15,041,200 108,593,000 2.16 % 12.63 % -3.12 % 0.6645 0.92 - Short Covering 44.49%101.38 0.3 0.27 %
20-Jul-20 108.10 108.75 13,354,800 112,089,800 -0.82 % 19.01 % -1.14 % 0.6653 0.88 - Long Windup 23.76%19.95 0.65 0.6 %
17-Jul-20 109.15 109.65 11,222,000 113,385,600 0.23 % 94.62 % 0.69 % 0.6668 0.88 - Long Buildup 16.58%16.97 0.5 0.46 %
16-Jul-20 108.90 109.40 5,766,000 112,610,600 -0.41 % 12.05 % 4.36 % 0.6685 0.84 - Short Buildup 18.20%34.37 0.5 0.46 %
15-Jul-20 109.10 109.85 5,146,000 107,911,000 0.05 % 7.37 % 0.54 % 0.6702 0.72 - Long Buildup 32.38%46.67 0.75 0.69 %
14-Jul-20 108.90 109.80 4,792,600 107,328,200 -3.00 % 9.65 % 2.07 % 0.6718 0.60 - Short Buildup 39.11%63.48 0.9 0.83 %
13-Jul-20 112.40 113.20 4,371,000 105,152,000 1.98 % 49.36 % 2.63 % 0.6722 0.59 - Long Buildup 27.42%53.12 0.8 0.71 %
10-Jul-20 110.35 111.00 2,926,400 102,461,200 -1.46 % 16.83 % 1.45 % 0.6734 0.65 - Short Buildup 27.12%39.92 0.65 0.59 %
09-Jul-20 112.00 112.65 2,504,800 100,998,000 1.95 % 45.85 % -0.89 % 0.6748 0.61 - Short Covering 20.43%46.96 0.65 0.58 %
08-Jul-20 110.40 110.50 1,717,400 101,909,400 2.60 % 33.17 % -2.26 % 0.6762 0.43 - Short Covering 26.51%94.79 0.1 0.09 %
07-Jul-20 107.60 107.70 1,289,600 104,265,400 -2.09 % 10.05 % 0.54 % 0.6770 0.46 - Short Buildup 34.01%37.00 0.1 0.09 %
06-Jul-20 110.25 110.00 1,171,800 103,707,400 3.09 % 26.00 % -3.52 % 0.6779 0.24 - Short Covering 30.63%73.71 -0.25 -0.23 %
03-Jul-20 106.45 106.70 930,000 107,489,400 -0.28 % 17.19 % 1.13 % 0.6779 0.28 - Short Buildup 32.11%81.57 0.25 0.23 %
02-Jul-20 106.40 107.00 793,600 106,292,800 -1.15 % 10.34 % 0.22 % 0.6796 0.16 - Short Buildup 34.41%44.57 0.6 0.56 %
01-Jul-20 107.70 108.25 719,200 106,063,400 1.50 % 11.54 % -1.30 % 0.6811 0.18 - Short Covering 28.95%35.58 0.55 0.51 %
30-Jun-20 106.40 106.65 644,800 107,458,400 -1.48 % 2.97 % 0.69 % 0.6827 0.18 - Short Buildup 34.56%50.38 0.25 0.23 %
29-Jun-20 107.95 108.25 626,200 106,720,600 -1.90 % 13.48 % 2.95 % 0.6841 0.60 - Short Buildup 36.39%66.50 0.3 0.28 %
26-Jun-20 109.95 110.35 551,800 103,657,800 -1.21 % 0.00 % -9.37 % 0.6854 - - Long Windup 28.60%77.18 0.4 0.36 %
25-Jun-20 111.25 111.70 551,800 114,380,500 1.13 % 71.15 % 0.55 % 0.6869 - - Long Buildup 24.25%71.95 0.45 0.4 %
24-Jun-20 109.45 110.45 322,400 113,757,500 -0.50 % 36.84 % -1.70 % 0.6883 - - Long Windup 28.52%89.30 1 0.91 %
23-Jun-20 110.00 111.00 235,600 115,719,700 -0.85 % 22.58 % 1.81 % 0.6900 - - Short Buildup 25.63%58.42 1 0.91 %
22-Jun-20 110.05 111.95 192,200 113,664,200 5.71 % -3.13 % 4.43 % 0.6917 - - Long Buildup 22.66%67.61 1.9 1.73 %
19-Jun-20 105.25 105.90 198,400 108,838,000 -1.03 % 10.34 % 3.52 % 0.6908 - - Short Buildup 38.18%135.66 0.65 0.62 %
18-Jun-20 107.00 107.00 179,800 105,134,500 4.44 % 11.54 % 4.00 % 0.6922 - - Long Buildup 22.56%66.60 0 0 %
17-Jun-20 102.10 102.45 161,200 101,090,300 -2.01 % 13.04 % 1.50 % 0.6910 - - Short Buildup 26.56%30.92 0.35 0.34 %
16-Jun-20 103.85 104.55 142,600 99,596,800 1.41 % 0.00 % 3.27 % 0.6923 - - Long Buildup 24.06%56.61 0.7 0.67 %
15-Jun-20 102.40 103.10 142,600 96,439,400 0.19 % 43.75 % 1.27 % 0.6938 - - Long Buildup 19.30%40.65 0.7 0.68 %
12-Jun-20 103.30 102.90 99,200 95,233,800 0.10 % 6.67 % -0.12 % 0.6955 - - Short Covering 21.93%75.28 -0.4 -0.39 %
11-Jun-20 101.05 102.80 93,000 95,349,000 -3.29 % 15.38 % 1.45 % 0.6966 - - Short Buildup 38.02%80.99 1.75 1.73 %
10-Jun-20 106.10 106.30 80,600 93,985,000 0.95 % -27.78 % -0.66 % 0.6952 - - Short Covering 19.21%60.05 0.2 0.19 %
09-Jun-20 104.60 105.30 111,600 94,606,500 -5.56 % 5.88 % -0.62 % 0.6967 - - Long Windup 16.63%40.55 0.7 0.67 %
08-Jun-20 105.10 111.50 105,400 95,200,700 6.95 % 54.55 % 0.22 % 0.6984 - - Long Buildup 15.93%91.12 6.4 6.09 %
05-Jun-20 105.30 104.25 68,200 94,990,100 -0.52 % 0.00 % 0.01 % 0.7001 - - Short Buildup 20.45%71.54 -1.05 -1 %
04-Jun-20 104.40 104.80 68,200 94,977,400 5.43 % 22.22 % -5.16 % 0.7018 - - Short Covering 24.28%141.88 0.4 0.38 %
03-Jun-20 96.70 99.40 55,800 100,146,000 3.22 % 80.00 % 1.42 % 0.6958 - - Long Buildup 20.45%75.01 2.7 2.79 %
02-Jun-20 96.90 96.30 31,000 98,745,100 1.80 % -28.57 % 1.26 % 0.6976 - - Long Buildup 21.94%48.05 -0.6 -0.62 %
01-Jun-20 93.65 94.60 43,400 97,516,500 0.00 % 0.00 % -0.24 % 0.6978 - - 32.98%73.15 0.95 1.01 %
 
 
Average Delivery Volume
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
42.41 Crore Rs. 62.21 Crore Rs. 65.63 Crore Rs. 79.47 Crore Rs. 111.60 Crore Rs. 88.47 Crore Rs. More details >>
Average Delivery Percentage
On 13-Aug-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
31.86 % 40.90 % 38.25 % 35.57 % 40.65 % 35.53 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREDoji-
FUTUREInside CandleExplosive Move Predictor
SPOTInside CandleExplosive Move Predictor
 
 
VEDL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 14-Aug-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
121.6 122.7 123.75 124.85 125.9 127 128.05
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
123.73 124.26 124.44 124.62 124.85 124.98 125.16 125.34 125.88
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
122.7 123.52 124.03 124.85 125.67 126.18 127
DeMark Pivot
Support 1 Pivot Point Resistance 1
123.73 124.84 125.88
 
 
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