FnO Contract Details

DALBHARAT analysis for the selected expiry [Dec-21] as on 26-Nov-21

DALBHARAT Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,970.00 1,976.60 1,879.00 1,888.35 NA -4.55 % NA NA
30-Dec-21 1,950.35 1,978.95 1,885.50 1,892.60 426,250 -4.90 % -1.10 % Long Windup
27-Jan-22 1,922.20 1,922.20 1,892.25 1,908.65 5,000 -5.67 % 11.11 % Short Buildup
Cummulative NA NA NA NA 431,250 NA -4.06 % Long Windup
DALBHARAT Options OI PCR:  1.25   (Expiry : 30-Dec-21 )   PUT OI: 42,500   CALL OI: 34,000 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2000.00 14250 147.83% 32.15 -51.21% Short Buildup
2100.00 8000 14.29% 19.30 -45.63% Short Buildup
2200.00 5750 35.29% 11.25 -40.79% 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
2000.00 14250 147.83% 32.15 -51.21% Short Buildup
2200.00 5750 35.29% 11.25 -40.79% Short Buildup
2100.00 8000 14.29% 19.30 -45.63% 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
2400.00 5500 -4.35% 4.10 -59.00% Long Windup
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1900.00 28000 2140.00% 63.45 104.68% Long Buildup
1850.00 8250 0.00% 41.90 0.00% Long Buildup
2000.00 4750 18.75% 143.55 112.67% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1900.00 28000 2140.00% 63.45 104.68% Long Buildup
2000.00 4750 18.75% 143.55 112.67% Long Buildup
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
None
None
None
DALBHARAT 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 %
26-Nov-21 1,888.35 1,892.60 426,250 431,250 -4.90 % -1.10 % -4.06 % 0.4556 1.25 1.16 % Long Windup 45.04%13.14 4.25 0.23 %
25-Nov-21 1,978.30 1,990.05 431,000 449,500 -0.89 % 40.16 % 0.50 % 0.4517 0.23 - Short Buildup 20.38%16.72 11.75 0.59 %
24-Nov-21 2,000.95 2,007.95 307,500 447,250 -1.55 % 44.37 % -8.86 % 0.4527 0.21 - Long Windup 33.30%27.59 7 0.35 %
23-Nov-21 2,032.05 2,039.65 213,000 490,750 4.50 % 67.72 % -2.73 % 0.4533 0.20 - Short Covering 26.39%23.78 7.6 0.37 %
22-Nov-21 1,942.20 1,951.90 127,000 504,500 -3.58 % 55.83 % 2.23 % 0.4503 0.26 - Short Buildup 25.93%15.37 9.7 0.5 %
18-Nov-21 2,015.50 2,024.40 81,500 493,500 1.04 % 57.49 % -1.00 % 0.4485 0.29 - Short Covering 36.80%15.95 8.9 0.44 %
17-Nov-21 1,990.95 2,003.65 51,750 498,500 -3.07 % 88.18 % 4.02 % 0.4494 0.36 - Short Buildup 34.61%15.91 12.7 0.64 %
16-Nov-21 2,057.65 2,067.10 27,500 479,250 -3.12 % 100.00 % 1.75 % 0.4486 - - Short Buildup 39.26%9.28 9.45 0.46 %
15-Nov-21 2,116.30 2,133.65 13,750 471,000 -1.14 % 3.77 % -0.48 % 0.4478 - - Long Windup 50.52%9.13 17.35 0.82 %
12-Nov-21 2,141.95 2,158.15 13,250 473,250 1.07 % -5.36 % -0.63 % 0.4486 - - Short Covering 54.68%19.57 16.2 0.76 %
11-Nov-21 2,120.50 2,135.20 14,000 476,250 -2.09 % -17.65 % -2.26 % 0.4495 - - Long Windup 38.76%11.17 14.7 0.69 %
10-Nov-21 2,167.65 2,180.85 17,000 487,250 1.78 % 4.62 % -1.96 % 0.4497 - - Short Covering 47.98%37.26 13.2 0.61 %
09-Nov-21 2,132.55 2,142.80 16,250 497,000 1.65 % -1.52 % -5.69 % 0.4502 - - Short Covering 47.64%20.86 10.25 0.48 %
08-Nov-21 2,093.65 2,108.10 16,500 527,000 3.41 % 15.79 % -4.40 % 0.4507 - - Short Covering 58.43%53.44 14.45 0.69 %
04-Nov-21 2,034.85 2,038.60 14,250 551,250 0.39 % 0.00 % -0.90 % 0.4500 - - Short Covering 56.60%3.06 3.75 0.18 %
03-Nov-21 2,013.10 2,030.60 14,250 556,250 0.00 % -1.72 % -1.98 % 0.4509 - - 58.37%14.55 17.5 0.87 %
02-Nov-21 2,018.40 2,030.60 14,500 567,500 0.06 % 5.45 % 0.80 % 0.4520 - - Long Buildup 64.88%18.48 12.2 0.6 %
01-Nov-21 2,016.45 2,029.45 13,750 563,000 0.17 % 7.84 % 5.73 % 0.4532 - - Long Buildup 52.48%18.13 13 0.64 %
29-Oct-21 2,012.25 2,026.10 12,750 532,500 1.31 % 10.87 % -3.01 % 0.4543 - - Short Covering 45.26%28.03 13.85 0.69 %
28-Oct-21 1,991.35 1,999.85 11,500 549,000 0.79 % 21.05 % -11.20 % 0.4552 - - Short Covering 37.50%29.61 8.5 0.43 %
27-Oct-21 1,959.75 1,984.20 9,500 618,250 1.44 % 5.56 % -8.24 % 0.4558 - - Short Covering 33.01%14.32 24.45 1.25 %
26-Oct-21 1,944.60 1,955.95 9,000 673,750 2.84 % -2.70 % -11.06 % 0.4569 - - Short Covering 53.09%22.08 11.35 0.58 %
25-Oct-21 1,885.95 1,902.00 9,250 757,500 -1.96 % 5.71 % -4.81 % 0.4563 - - Long Windup 31.98%11.87 16.05 0.85 %
22-Oct-21 1,928.05 1,940.00 8,750 795,750 -2.14 % 2.94 % 1.92 % 0.4568 - - Short Buildup 35.00%8.72 11.95 0.62 %
21-Oct-21 1,975.55 1,982.50 8,500 780,750 -0.59 % 3.03 % -8.07 % 0.4563 - - Long Windup 51.91%30.19 6.95 0.35 %
20-Oct-21 1,972.10 1,994.25 8,250 849,250 -3.54 % 37.50 % 2.44 % 0.4574 - - Short Buildup 42.06%15.89 22.15 1.12 %
19-Oct-21 2,035.65 2,067.50 6,000 829,000 -2.78 % 9.09 % 11.28 % 0.4566 - - Short Buildup 55.34%31.99 31.85 1.56 %
18-Oct-21 2,084.50 2,126.60 5,500 745,000 1.75 % 15.79 % 37.14 % 0.4566 - - Long Buildup 66.93%72.10 42.1 2.02 %
14-Oct-21 2,062.85 2,090.00 4,750 543,250 -0.48 % 18.75 % 16.95 % 0.4575 - - Short Buildup 68.83%53.52 27.15 1.32 %
13-Oct-21 2,072.85 2,100.00 4,000 464,500 0.14 % 14.29 % 1.47 % 0.4586 - - Long Buildup 67.85%34.16 27.15 1.31 %
12-Oct-21 2,066.35 2,097.00 3,500 457,750 -0.33 % 16.67 % 26.89 % 0.4597 - - Short Buildup 43.61%38.50 30.65 1.48 %
11-Oct-21 2,077.85 2,103.85 3,000 360,750 0.00 % 0.00 % 15.53 % 0.4608 - - 78.78%57.10 26 1.25 %
08-Oct-21 2,099.95 2,103.85 3,000 312,250 0.00 % 0.00 % 2.55 % 0.4617 - - 61.40%46.21 3.9 0.19 %
07-Oct-21 2,093.00 2,103.85 3,000 304,500 0.90 % 0.00 % 6.38 % 0.4629 - - Long Buildup 52.93%27.46 10.85 0.52 %
06-Oct-21 2,103.75 2,085.00 3,000 286,250 -1.00 % 9.09 % -7.36 % 0.4640 - - Long Windup 61.93%82.25 -18.75 -0.89 %
05-Oct-21 2,073.80 2,106.05 2,750 309,000 -2.29 % 120.00 % 64.14 % 0.4649 - - Short Buildup 54.69%29.92 32.25 1.56 %
04-Oct-21 2,128.45 2,155.30 1,250 188,250 0.00 % 0.00 % 84.56 % 0.4646 - - 57.76%33.62 26.85 1.26 %
Average Delivery Volume
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
13.14 Crore Rs. 19.15 Crore Rs. 19.32 Crore Rs. 17.22 Crore Rs. 18.13 Crore Rs. 19.78 Crore Rs. More details >>
Average Delivery Percentage
On 26-Nov-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
45.04 % 29.70 % 28.19 % 30.20 % 35.42 % 40.13 % More details >>
DALBHARAT Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 29-Nov-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1765.64 1825.57 1859.09 1919.02 1952.54 2012.47 2045.99
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1845.88 1869.24 1877.03 1884.81 1919.02 1900.39 1908.18 1915.96 1939.33
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1825.57 1861.27 1883.32 1919.02 1954.72 1976.77 2012.47
DeMark Pivot
Support 1 Pivot Point Resistance 1
1842.33 1910.64 1935.78
DALBHARAT Result / Events
Date Description Status
27-Oct-21Financial Results/DividendCompleted