FnO Contract Details

SRF analysis for the selected expiry [Jan-22] as on 24-Jan-22

SRF Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 2,478.50 2,484.95 2,350.00 2,369.70 NA -4.32 % NA NA
27-Jan-22 2,457.95 2,485.00 2,354.80 2,376.30 1,765,125 -4.30 % -30.36 % Long Windup
24-Feb-22 2,469.95 2,490.45 2,359.20 2,380.60 1,700,250 -4.36 % 169.56 % Short Buildup
31-Mar-22 2,475.00 2,486.30 2,334.80 2,334.80 20,625 -6.41 % 10.00 % Short Buildup
Cummulative NA NA NA NA 3,486,000 NA 9.48 % Short Buildup
SRF Options OI PCR:  0.49   (Expiry : 27-Jan-22 )   PUT OI: 577,125   CALL OI: 1,180,125 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2500.00 185250 30.00% 8.70 -76.92% Short Buildup
2700.00 163125 -20.04% 2.20 -39.73% Long Windup
2600.00 127125 -21.35% 4.65 -62.04% Long Windup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2500.00 185250 30.00% 8.70 -76.92% Short Buildup
2400.00 90375 10.55% 33.75 -65.75% Short Buildup
2460.00 18750 16.28% 11.55 -78.27% 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
2700.00 163125 -20.04% 2.20 -39.73% Long Windup
2600.00 127125 -21.35% 4.65 -62.04% Long Windup
2800.00 79500 -10.92% 1.10 -29.03% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2300.00 90375 -12.68% 20.55 470.83% Short Covering
2500.00 67125 -23.50% 137.55 171.03% Short Covering
2400.00 66000 -44.48% 57.35 270.00% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
2200.00 42000 0.90% 6.90 345.16% Long Buildup
2660.00 15375 2.50% 278.75 54.01% 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
2400.00 66000 -44.48% 57.35 270.00% Short Covering
2500.00 67125 -23.50% 137.55 171.03% Short Covering
2600.00 36000 -29.41% 219.90 79.00% Short Covering
SRF 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 %
24-Jan-22 2,369.70 2,376.30 1,765,125 3,486,000 -4.30 % -30.36 % 9.48 % 0.4353 0.49 49.37 % Short Buildup -- 6.6 0.28 %
21-Jan-22 2,476.80 2,483.05 2,534,625 3,184,125 -3.57 % -8.44 % 4.85 % 0.4322 0.56 20.40 % Short Buildup 44.46%64.92 6.25 0.25 %
20-Jan-22 2,567.75 2,574.85 2,768,250 3,036,750 0.32 % -2.52 % -1.20 % 0.4306 0.61 8.84 % Short Covering 31.41%23.34 7.1 0.28 %
19-Jan-22 2,556.90 2,566.55 2,839,875 3,073,500 -1.77 % -1.64 % 0.56 % 0.4316 0.62 7.60 % Short Buildup 44.76%83.40 9.65 0.38 %
18-Jan-22 2,615.15 2,612.90 2,887,125 3,056,250 -1.31 % -3.79 % -3.07 % 0.4316 0.62 5.53 % Long Windup 43.22%69.70 -2.25 -0.09 %
17-Jan-22 2,640.45 2,647.65 3,000,750 3,153,000 -0.38 % -0.24 % 0.44 % 0.4325 0.65 4.83 % Short Buildup 41.78%73.09 7.2 0.27 %
14-Jan-22 2,652.70 2,657.85 3,007,875 3,139,125 0.00 % -1.57 % -1.48 % 0.4335 0.66 4.18 % 35.89%43.08 5.15 0.19 %
13-Jan-22 2,656.80 2,657.80 3,055,875 3,186,375 1.08 % -2.15 % -1.53 % 0.4346 0.68 4.10 % Short Covering 36.28%77.17 1 0.04 %
12-Jan-22 2,626.10 2,629.45 3,123,000 3,235,875 3.38 % -0.80 % -0.50 % 0.4354 0.65 3.49 % Short Covering 35.67%102.16 3.35 0.13 %
11-Jan-22 2,532.85 2,543.50 3,148,125 3,252,000 0.16 % -1.10 % -0.54 % 0.4338 0.50 3.19 % Short Covering 30.17%43.86 10.65 0.42 %
10-Jan-22 2,530.25 2,539.45 3,183,000 3,269,625 0.99 % 1.11 % 1.53 % 0.4348 0.53 2.65 % Long Buildup 24.25%49.78 9.2 0.36 %
07-Jan-22 2,504.95 2,514.65 3,148,125 3,220,500 3.80 % 12.19 % 12.13 % 0.4357 0.54 2.25 % Long Buildup 18.62%109.52 9.7 0.39 %
06-Jan-22 2,410.50 2,422.65 2,806,125 2,872,125 -0.03 % -0.99 % -0.73 % 0.4337 0.41 2.30 % Long Windup 29.88%42.83 12.15 0.5 %
05-Jan-22 2,416.60 2,423.40 2,834,250 2,893,125 -0.73 % -2.55 % -2.34 % 0.4348 0.49 2.03 % Long Windup 43.72%61.16 6.8 0.28 %
04-Jan-22 2,429.25 2,441.25 2,908,500 2,962,500 0.63 % -2.31 % -2.09 % 0.4358 0.50 1.82 % Short Covering 43.15%44.36 12 0.49 %
03-Jan-22 2,412.50 2,425.95 2,977,125 3,025,875 -0.32 % -2.10 % -2.03 % 0.4368 0.45 1.61 % Long Windup 46.74%43.43 13.45 0.56 %
31-Dec-21 2,420.10 2,433.70 3,040,875 3,088,500 0.98 % 2.71 % -10.10 % 0.4379 0.48 1.54 % Short Covering 37.98%32.05 13.6 0.56 %
30-Dec-21 2,403.55 2,410.05 2,960,625 3,435,500 0.30 % 11.21 % -3.72 % 0.4389 0.39 - Short Covering 43.63%57.46 6.5 0.27 %
29-Dec-21 2,391.70 2,402.95 2,662,125 3,568,250 0.07 % 65.13 % -1.95 % 0.4399 0.42 - Short Covering 21.56%26.61 11.25 0.47 %
28-Dec-21 2,389.15 2,401.35 1,612,125 3,639,375 1.94 % 89.38 % 2.17 % 0.4410 0.46 - Long Buildup 29.53%52.52 12.2 0.51 %
27-Dec-21 2,344.00 2,355.70 851,250 3,562,250 1.43 % 67.90 % 2.22 % 0.4414 0.34 - Long Buildup 18.58%40.94 11.7 0.5 %
24-Dec-21 2,315.95 2,322.60 507,000 3,484,750 -0.32 % 33.73 % -0.81 % 0.4422 0.33 - Long Windup 28.84%58.61 6.65 0.29 %
23-Dec-21 2,322.45 2,330.05 379,125 3,513,125 0.52 % 22.69 % -0.01 % 0.4433 0.31 - Short Covering 28.65%88.91 7.6 0.33 %
22-Dec-21 2,306.00 2,317.90 309,000 3,513,625 6.33 % 35.30 % 10.04 % 0.4443 0.28 - Long Buildup 20.76%117.79 11.9 0.52 %
21-Dec-21 2,172.85 2,179.90 228,375 3,193,000 4.28 % 14.04 % 0.42 % 0.4380 0.08 - Long Buildup 34.78%56.83 7.05 0.32 %
20-Dec-21 2,074.65 2,090.50 200,250 3,179,625 -4.09 % 10.79 % -2.57 % 0.4347 0.06 - Long Windup 35.94%48.74 15.85 0.76 %
17-Dec-21 2,164.55 2,179.65 180,750 3,263,375 -2.18 % 15.04 % -5.42 % 0.4319 0.03 - Long Windup 34.76%116.47 15.1 0.7 %
16-Dec-21 2,216.40 2,228.20 157,125 3,450,375 2.28 % 14.17 % -0.24 % 0.4318 0.03 - Short Covering 35.51%68.65 11.8 0.53 %
15-Dec-21 2,159.20 2,178.60 137,625 3,458,625 0.32 % 10.21 % -3.12 % 0.4315 0.40 - Short Covering 31.14%52.87 19.4 0.9 %
14-Dec-21 2,155.85 2,171.60 124,875 3,569,875 0.25 % 3.10 % -0.05 % 0.4326 2.00 - Short Covering 43.84%34.86 15.75 0.73 %
13-Dec-21 2,149.45 2,166.25 121,125 3,571,625 -0.21 % 0.94 % -0.06 % 0.4336 - - Long Windup 41.07%33.87 16.8 0.78 %
10-Dec-21 2,148.85 2,170.80 120,000 3,573,750 1.17 % 2.89 % -0.81 % 0.4347 - - Short Covering 36.52%31.21 21.95 1.02 %
09-Dec-21 2,133.45 2,145.60 116,625 3,602,875 0.16 % 2.30 % -0.90 % 0.4357 - - Short Covering 41.86%28.36 12.15 0.57 %
08-Dec-21 2,124.80 2,142.15 114,000 3,635,500 1.86 % 1.00 % -1.94 % 0.4368 - - Short Covering 34.74%40.59 17.35 0.82 %
07-Dec-21 2,088.85 2,103.10 112,875 3,707,500 1.66 % 4.88 % 0.66 % 0.4372 - - Long Buildup 41.61%53.13 14.25 0.68 %
06-Dec-21 2,057.65 2,068.70 107,625 3,683,250 -1.48 % 2.14 % -2.66 % 0.4379 - - Long Windup 26.53%19.70 11.05 0.54 %
03-Dec-21 2,084.20 2,099.85 105,375 3,784,000 0.15 % -2.09 % -1.02 % 0.4386 - - Short Covering 24.84%32.44 15.65 0.75 %
02-Dec-21 2,089.70 2,096.70 107,625 3,823,000 3.37 % -1.71 % -3.76 % 0.4397 - - Short Covering 40.68%98.74 7 0.33 %
01-Dec-21 2,016.70 2,028.30 109,500 3,972,375 0.41 % 10.61 % 2.42 % 0.4382 - - Long Buildup 37.77%114.44 11.6 0.58 %
30-Nov-21 2,005.85 2,020.00 99,000 3,878,375 -3.10 % 17.86 % 36.34 % 0.4392 - - Short Buildup 54.28%2,076.61 14.15 0.71 %
29-Nov-21 2,056.20 2,084.70 84,000 2,844,625 -0.58 % -1.75 % 1.51 % 0.4390 - - Short Buildup 40.19%112.57 28.5 1.39 %
26-Nov-21 2,091.05 2,096.90 85,500 2,802,375 -4.25 % 20.00 % -4.01 % 0.4395 - - Long Windup 47.56%85.08 5.85 0.28 %
25-Nov-21 2,184.80 2,189.95 71,250 2,919,375 1.77 % 20.25 % -7.39 % 0.4366 - - Short Covering 44.84%171.92 5.15 0.24 %
24-Nov-21 2,140.55 2,151.90 59,250 3,152,375 -2.49 % 17.04 % -5.05 % 0.4369 - - Long Windup 45.36%183.14 11.35 0.53 %
23-Nov-21 2,191.70 2,206.95 50,625 3,320,000 4.98 % 1.50 % -5.91 % 0.4368 - - Short Covering 38.62%190.12 15.25 0.7 %
22-Nov-21 2,093.90 2,102.35 49,875 3,528,625 -4.71 % 40.00 % -8.63 % 0.4335 - - Long Windup 40.95%210.88 8.45 0.4 %
18-Nov-21 2,187.90 2,206.25 35,625 3,861,875 1.72 % 9.20 % 0.52 % 0.4305 - - Long Buildup 33.16%144.01 18.35 0.84 %
17-Nov-21 2,157.55 2,169.05 32,625 3,842,000 -1.18 % 7.41 % -1.47 % 0.4312 - - Long Windup 54.00%101.32 11.5 0.53 %
16-Nov-21 2,190.00 2,195.00 30,375 3,899,125 -0.64 % 10.96 % 0.00 % 0.4318 - - 57.80%124.83 5 0.23 %
15-Nov-21 2,192.90 2,209.15 27,375 3,899,250 2.11 % -5.19 % -8.24 % 0.4329 - - Short Covering 44.60%100.37 16.25 0.74 %
12-Nov-21 2,154.90 2,163.50 28,875 4,249,500 0.83 % 4.05 % 4.89 % 0.4333 - - Long Buildup 41.81%157.48 8.6 0.4 %
11-Nov-21 2,125.60 2,145.75 27,750 4,051,500 -1.19 % 12.12 % 1.07 % 0.4340 - - Short Buildup 43.49%58.74 20.15 0.95 %
10-Nov-21 2,146.60 2,171.60 24,750 4,008,500 -1.01 % 6.45 % 4.27 % 0.4349 - - Short Buildup 39.29%53.13 25 1.16 %
09-Nov-21 2,172.45 2,193.80 23,250 3,844,500 2.04 % 44.19 % 1.95 % 0.4357 - - Long Buildup 37.31%136.90 21.35 0.98 %
08-Nov-21 2,127.55 2,150.00 16,125 3,771,125 1.59 % 26.47 % 1.08 % 0.4358 - - Long Buildup 63.29%144.71 22.45 1.06 %
04-Nov-21 2,099.25 2,116.45 12,750 3,730,875 0.73 % 3.03 % 0.06 % 0.4366 - - Long Buildup 41.64%6.98 17.2 0.82 %
03-Nov-21 2,080.10 2,101.15 12,375 3,728,625 -1.35 % 37.50 % 2.60 % 0.4375 - - Short Buildup 48.93%80.52 21.05 1.01 %
02-Nov-21 2,110.65 2,130.00 9,000 3,634,000 0.17 % 100.00 % 1.24 % 0.4381 - - Long Buildup 51.82%67.20 19.35 0.92 %
01-Nov-21 2,122.10 2,126.30 4,500 3,589,500 0.00 % 0.00 % 7.25 % 0.4392 - - 52.15%105.55 4.2 0.2 %
SRF Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Jan-22
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2195.54 2275.17 2325.74 2405.37 2455.94 2535.57 2586.14
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
2311.2 2343.75 2354.6 2365.45 2405.37 2387.15 2398 2408.85 2441.4
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
2275.17 2324.91 2355.63 2405.37 2455.11 2485.83 2535.57
DeMark Pivot
Support 1 Pivot Point Resistance 1
2300.45 2392.73 2430.65
SRF Result / Events
Date Description Status
25-Jan-22Financial Results/Dividend/Fund RaisingUpcoming
31-Aug-21BonusCompleted
28-Jul-21Financial Results/DividendCompleted
04-Nov-20Financial ResultsCompleted
30-Jul-20Financial Results/DividendCompleted
03-Feb-20Financial Results/DividendCompleted
04-Nov-19Financial ResultsCompleted
05-Aug-19Financial Results/DividendCompleted
13-May-19Financial ResultsCompleted
04-Feb-19Financial Results/DividendCompleted