FnO Contract Details

VEDL analysis for the selected expiry [Aug-21] as on 30-Jul-21

VEDL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 291.50 306.35 290.50 301.85 NA 4.59 % NA NA
26-Aug-21 291.80 307.70 291.10 302.20 118,268,100 4.62 % 1.75 % Long Buildup
30-Sep-21 293.75 308.85 292.80 303.50 734,700 4.58 % 45.40 % Long Buildup
28-Oct-21 293.75 303.00 293.75 301.85 37,200 0.00 % 0.00 %
Cummulative NA NA NA NA 119,040,000 NA -0.37 % Short Covering
VEDL Options OI PCR:  0.00   (Expiry : 26-Aug-21 )   PUT OI: 0   CALL OI: 0 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
270.00 4367900 88.87% 35.50 49.79% Long Buildup
300.00 4318300 44.05% 14.20 85.62% Long Buildup
320.00 2594700 189.62% 6.65 82.19% 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
270.00 4367900 88.87% 35.50 49.79% Long Buildup
320.00 2594700 189.62% 6.65 82.19% Long Buildup
310.00 2492400 152.04% 9.85 93.14% 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
290.00 1091200 -37.92% 20.05 75.88% Short Covering
285.00 365800 -28.05% 23.75 70.25% Short Covering
275.00 275900 -32.06% 31.20 55.22% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
270.00 2879900 61.57% 3.60 -25.77% Short Buildup
280.00 2442800 125.79% 5.15 -33.12% Short Buildup
250.00 1770100 11.96% 1.80 -16.28% 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
280.00 2442800 125.79% 5.15 -33.12% Short Buildup
290.00 1540700 392.08% 7.80 -36.59% Short Buildup
270.00 2879900 61.57% 3.60 -25.77% 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
230.00 365800 -12.59% 1.10 -26.67% Long Windup
245.00 71300 -11.54% 1.40 -26.32% Long Windup
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 %
30-Jul-21 301.85 302.20 118,268,100 119,040,000 4.62 % 1.75 % -0.37 % 0.5627 - 0.65 % Short Covering 25.93%270.97 0.35 0.12 %
29-Jul-21 288.60 288.85 116,228,300 119,486,400 6.53 % 18.90 % -0.04 % 0.5608 - - Short Covering 34.42%307.96 0.25 0.09 %
28-Jul-21 270.10 271.15 97,749,200 119,532,900 1.86 % 27.10 % -0.86 % 0.5550 - - Short Covering 25.47%50.46 1.05 0.39 %
27-Jul-21 265.45 266.20 76,907,900 120,568,300 -2.60 % 134.71 % -0.15 % 0.5559 - - Long Windup 26.24%84.87 0.75 0.28 %
26-Jul-21 272.10 273.30 32,767,000 120,754,300 1.64 % 197.66 % 1.41 % 0.5563 - - Long Buildup 25.54%50.76 1.2 0.44 %
23-Jul-21 267.80 268.90 11,008,100 119,074,100 1.68 % 53.06 % 0.23 % 0.5573 - - Long Buildup 25.76%30.48 1.1 0.41 %
22-Jul-21 262.80 264.45 7,192,000 118,801,300 2.84 % 25.34 % -1.35 % 0.5581 - - Short Covering 37.74%49.03 1.65 0.63 %
20-Jul-21 256.10 257.15 5,738,100 120,431,900 -3.35 % 37.11 % 0.88 % 0.5584 - - Short Buildup 34.20%69.75 1.05 0.41 %
19-Jul-21 264.90 266.05 4,185,000 119,377,900 -3.03 % 61.29 % 0.18 % 0.5579 - - Short Buildup 34.50%49.17 1.15 0.43 %
16-Jul-21 272.50 274.35 2,594,700 119,167,100 0.90 % 6.22 % 0.42 % 0.5580 - - Long Buildup 35.49%37.41 1.85 0.68 %
15-Jul-21 269.50 271.90 2,442,800 118,671,100 -0.80 % 37.04 % 1.23 % 0.5592 - - Short Buildup 42.26%60.20 2.4 0.89 %
14-Jul-21 271.75 274.10 1,782,500 117,226,500 0.22 % 20.29 % 0.12 % 0.5605 - - Long Buildup 36.81%29.26 2.35 0.86 %
13-Jul-21 271.15 273.50 1,481,800 117,080,800 0.35 % 17.16 % 0.12 % 0.5619 - - Long Buildup 38.80%30.80 2.35 0.87 %
12-Jul-21 270.95 272.55 1,264,800 116,935,100 -0.38 % 6.53 % -1.71 % 0.5633 - - Long Windup 32.82%75.50 1.6 0.59 %
09-Jul-21 271.55 273.60 1,187,300 118,971,800 2.72 % 7.89 % -1.11 % 0.5647 - - Short Covering 32.55%68.26 2.05 0.75 %
08-Jul-21 264.55 266.35 1,100,500 120,311,000 -3.15 % 21.99 % -0.63 % 0.5650 - - Long Windup 35.42%69.50 1.8 0.68 %
07-Jul-21 272.25 275.00 902,100 121,070,500 0.88 % 22.78 % 1.21 % 0.5651 - - Long Buildup 33.67%93.30 2.75 1.01 %
06-Jul-21 270.60 272.60 734,700 119,625,900 -0.80 % 10.23 % -0.22 % 0.5664 - - Long Windup 32.91%49.64 2 0.74 %
05-Jul-21 272.45 274.80 666,500 119,886,300 3.91 % -0.92 % 0.04 % 0.5678 - - Long Buildup 31.30%80.44 2.35 0.86 %
02-Jul-21 262.05 264.45 672,700 119,842,900 -0.56 % 11.28 % 0.48 % 0.5668 - - Short Buildup 38.65%43.93 2.4 0.92 %
01-Jul-21 262.90 265.95 604,500 119,275,600 0.30 % 2.09 % -0.40 % 0.5682 - - Short Covering 25.09%24.36 3.05 1.16 %
30-Jun-21 262.85 265.15 592,100 119,753,000 -1.32 % 2.69 % 0.50 % 0.5696 - - Short Buildup 34.18%42.97 2.3 0.88 %
29-Jun-21 266.50 268.70 576,600 119,160,900 -0.63 % 3.33 % -0.52 % 0.5707 - - Long Windup 44.47%90.56 2.2 0.83 %
28-Jun-21 267.75 270.40 558,000 119,780,900 2.00 % -4.26 % -0.29 % 0.5721 - - Short Covering 24.46%56.08 2.65 0.99 %
25-Jun-21 262.20 265.10 582,800 120,134,300 4.21 % 1.62 % -2.86 % 0.5728 - - Short Covering 29.86%95.98 2.9 1.11 %
24-Jun-21 250.95 254.40 573,500 123,671,400 -0.02 % 12.80 % -0.73 % 0.5712 - - Long Windup 41.92%71.31 3.45 1.37 %
23-Jun-21 251.25 254.45 508,400 124,579,700 -0.49 % 31.20 % -0.40 % 0.5726 - - Long Windup 34.86%58.75 3.2 1.27 %
22-Jun-21 252.40 255.70 387,500 125,075,700 -0.64 % 12.61 % -0.98 % 0.5740 - - Long Windup 32.32%57.76 3.3 1.31 %
21-Jun-21 254.35 257.35 344,100 126,318,800 0.84 % 0.91 % -0.14 % 0.5754 - - Short Covering 33.32%86.96 3 1.18 %
18-Jun-21 251.65 255.20 341,000 126,501,700 -3.79 % 39.24 % 2.09 % 0.5766 - - Short Buildup 32.88%208.35 3.55 1.41 %
17-Jun-21 261.25 265.25 244,900 123,913,200 -1.12 % 6.76 % 0.56 % 0.5759 - - Short Buildup 26.02%50.89 4 1.53 %
16-Jun-21 264.35 268.25 229,400 123,221,900 -2.21 % 60.87 % 1.14 % 0.5771 - - Short Buildup 24.02%83.74 3.9 1.48 %
15-Jun-21 270.95 274.30 142,600 121,836,200 -1.63 % 4.55 % 0.66 % 0.5776 - - Short Buildup 24.61%40.43 3.35 1.24 %
14-Jun-21 273.90 278.85 136,400 121,042,600 -0.48 % 4.76 % -1.27 % 0.5788 - - Long Windup 16.91%27.11 4.95 1.81 %
11-Jun-21 276.25 280.20 130,200 122,601,900 2.26 % -12.50 % 0.06 % 0.5802 - - Long Buildup 27.97%81.05 3.95 1.43 %
10-Jun-21 271.55 274.00 148,800 122,527,500 0.05 % 11.63 % 0.25 % 0.5812 - - Long Buildup 40.83%77.07 2.45 0.9 %
09-Jun-21 269.95 273.85 133,300 122,226,800 -0.83 % 43.33 % 0.61 % 0.5826 - - Short Buildup 41.39%164.27 3.9 1.44 %
08-Jun-21 273.05 276.15 93,000 121,485,900 -1.67 % 36.36 % -0.32 % 0.5838 - - Long Windup 44.91%124.03 3.1 1.14 %
07-Jun-21 278.00 280.85 68,200 121,879,600 -1.18 % 57.14 % -1.34 % 0.5848 - - Long Windup 43.84%125.45 2.85 1.03 %
04-Jun-21 280.85 284.20 43,400 123,538,100 1.16 % 16.67 % -0.19 % 0.5861 - - Short Covering 28.35%96.46 3.35 1.19 %
03-Jun-21 277.45 280.95 37,200 123,770,600 0.84 % 20.00 % 0.29 % 0.5873 - - Long Buildup 32.35%100.89 3.5 1.26 %
02-Jun-21 275.20 278.60 31,000 123,414,100 2.28 % 0.00 % 0.75 % 0.5887 - - Long Buildup 40.98%104.91 3.4 1.24 %
01-Jun-21 268.25 272.40 31,000 122,496,500 -2.44 % 100.00 % 0.31 % 0.5892 - - Short Buildup 36.03%115.12 4.15 1.55 %
31-May-21 274.20 279.20 15,500 122,112,100 2.57 % 150.00 % -0.48 % 0.5899 - - Short Covering 26.38%80.48 5 1.82 %
28-May-21 266.25 272.20 6,200 122,701,100 0.00 % 0.00 % -5.62 % 0.5900 - - 26.95%72.52 5.95 2.23 %
Average Delivery Volume
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
270.97 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. More details >>
Average Delivery Percentage
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
25.93 % 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % More details >>
VEDL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Aug-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
276.36 283.73 292.96 300.33 309.56 316.93 326.16
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
293.9 298.05 299.43 300.82 300.33 303.58 304.97 306.35 310.5
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
283.73 290.07 293.99 300.33 306.67 310.59 316.93
DeMark Pivot
Support 1 Pivot Point Resistance 1
296.65 302.18 313.25
VEDL Result / Events
Date Description Status
26-Jul-21Financial ResultsCompleted
13-May-21Financial ResultsCompleted
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