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Futures & Options Analysis of Vedanta (VEDL)

Futures & Options of Vedanta Ltd

Near Expiry date30/07/2020 Lot Size 6200
Stock Close Price 112.0Trade Date 09/07/2020
Futures Summary
Closing Price112.55 Premium/Discount 0.550
Previous Close 110.55 Change % 1.81
Futures OI 98332.00 K Change % -1.76
Futures Contracts 4641.00 Change % -42.85
Call Summary
Max Traded Strike Price115.00 Contracts 1197.00
Cumulative Call OI29629.80 K % Change 1.16
Put Summary
Max Traded Strike Price110.00 Contracts 394.00
Cumulative Put OI23417.40 K % Change 3.56

Put Call Ratio - 30/07/2020

Put Open Interest23417.40 K
Call Open Interest29629.80 K
PCR Open Interest0.790
PCR OI ReadingNeutral
Put Contracts Traded1548.00
Call Contracts Traded4828.00
PCR Volume0.321
PCR Vol ReadingStrong Bullish
Put Call Ratio VEDL ...

Pivot Point support & Resistance of Future Price

Expiry date Current Price Future Price Pivot Point Support1 Support 2 Support 3 Resistance 1 Resistance 2 Resistance 3 Traded Lots
30-Jul-20 112.00 112.55 112.83 111.02 109.48 107.67 114.37 116.18 117.72 4641
27-Aug-20 112.00 112.65 113.02 111.48 110.32 108.78 114.18 115.72 116.88 323
24-Sep-20 112.00 112.60 113.27 111.93 111.27 109.93 113.93 115.27 115.93 12

Snapshot of Future Trades of Vedanta Ltd

Expiry date/
Lot Size
Premium/
Discount
Close/
Previous Close
Price Change/
In %
Open Interest/
Previous OI
OI Change/
OI Change %
Contracts/
Previous
Contract Change/
In %
Turn Over/
Previous day (in lacs)
30/07/2020 /
6200
0.550 112.55 /
110.55
2.00 /
1.81
98332.00 K /
100092.80 K
-1760800.00 /
-1.76
4641 /
8121
-3480.0 /
-42.85
32559.15 /
56139.81
27/08/2020 /
6200
0.650 112.65 /
110.50
2.15 /
1.95
2504.80 K /
1717.40 K
787400.00 /
45.85
323 /
250
73.0 /
29.20
2263.97 /
1728.35
24/09/2020 /
6200
0.600 112.60 /
111.00
1.60 /
1.44
161.20 K /
99.20 K
62000.00 /
62.50
12 /
5
7.0 /
140.00
84.85 /
34.42


Detailed Option Chain with Implied Vol And Greeks

Snapshot Call Option of Vedanta Ltd

Expiry date 30/07/2020 27/08/2020 24/09/2020
Lot Size 6200 6200 6200
Max Traded Strike Price/
Contracts
115.00 /
1197
110.00 /
11
115.00 /
1
Previous Day Max Traded Strike Price/
Contracts
120.00 /
2873
120.00 /
9
0 /
0
Total Call Contracts/
Previous
4828 /
9744
16 /
18
1 /
0
Contract Change/
In %
-4916.00/
-50.45
-2.00/
-11.11
NA
Total Call Open Interest/
Previous
29629800 /
29288800
285200 /
440200
6200 /
0
OI Change/
In %
341000.00/
1.16
-155000.00/
-35.21
NA
Turn Over/
Previous day
37014.00 /
73891.00
37014.00 /
73891.00
37014.00 /
73891.00

Snapshot Put Option of Vedanta Ltd

Expiry date 30/07/2020 27/08/2020 24/09/2020
Lot Size 6200 6200 6200
Max Traded Strike Price/
Contracts
110.00 /
394
100.00 /
13
110.00 /
1
Previous Day Max Traded Strike Price/
Contracts
100.00 /
688
87.50 /
5
0 /
0
Total Put Contracts/
Previous
1548 /
2334
17 /
10
1 /
0
Contract Change/
In %
-786.00/
-33.68
7.00/
70.00
NA
Total Put Open Interest/
Previous
23417400 /
22611400
105400 /
204600
6200 /
0
OI Change/
In %
806000.00/
3.56
-99200.00/
-48.48
NA
Turn Over/
Previous day
10307.00 /
15502.00
10307.00 /
15502.00
10307.00 /
15502.00

Call Option chain of Vedanta Ltd for Expiry Date 30/07/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
100.00 13.60 /15.30 /13.50 14.05 1.20/ 9.34 % 799.80 K/ -272800.000 73/ 8.96 % 519.00
105.00 10.00 /11.60 /9.45 9.85 1.05/ 11.93 % 551.80 K/ -55800.000 44/ -25.42 % 316.00
107.50 8.45 /9.50 /8.45 8.65 1.80/ 26.28 % 266.60 K/ 12400.00 7/ -91.76 % 50.00
110.00 6.60 /8.35 /6.30 6.65 0.750/ 12.71 % 7154.80 K/ 18600.00 487/ -60.95 % 3545.00
112.50 5.85 /6.75 /5.15 5.40 0.550/ 11.34 % 620.00 K/ -130200.000 211/ -54.13 % 1552.00
115.00 4.50 /5.65 /4.20 4.45 0.550/ 14.10 % 5524.20 K/ 272800.00 1197/ -46.35 % 8904.00
117.50 3.50 /4.50 /3.45 3.65 0.550/ 17.74 % 496.00 K/ 86800.00 93/ -50.00 % 701.00
120.00 2.75 /3.60 /2.60 2.80 0.250/ 9.80 % 4321.40 K/ -266600.000 1160/ -59.62 % 8859.00
122.50 2.40 /2.85 /2.10 2.15 0.200/ 10.26 % 217.00 K/ -6200.000 63/ -37.62 % 488.00
125.00 1.65 /2.20 /1.55 1.70 0.250/ 17.24 % 6007.80 K/ 111600.00 598/ -56.57 % 4707.00
127.50 1.35 /1.70 /1.35 1.40 0.150/ 12.00 % 105.40 K/ 24800.00 7/ -63.16 % 56.00
130.00 1.00 /1.35 /0.900 1.00 0.100/ 11.11 % 2077.00 K/ 223200.00 539/ -25.96 % 4383.00
132.50 1.05 /1.10 /0.800 0.850 0.100/ 13.33 % 130.20 K/ 62000.00 16/ 23.08 % 132.00
135.00 0.650 /0.850 /0.550 0.600 0.050/ 9.09 % 1357.80 K/ 471200.00 333/ 14.83 % 2802.00

Put Option chain of Vedanta Ltd for Expiry Date 30/07/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
60.00 0.100 /0.100 /0.050 0.050 -0.400/ -88.89 % 31.00 K/ 0.000 2/ -66.67 % 7.00
82.50 0.100 /0.100 /0.100 0.100 -0.250/ -71.43 % 12.40 K/ -12400.000 2/NA 10.00
85.00 0.150 /0.150 /0.100 0.100 -0.100/ -50.00 % 930.00 K/ -99200.000 41/ 78.26 % 216.00
87.50 0.200 /0.200 /0.200 0.200 -0.100/ -33.33 % 985.80 K/ -12400.000 2/ 100.00 % 11.00
90.00 0.350 /0.350 /0.250 0.300 -0.150/ -33.33 % 3224.00 K/ -18600.000 93/ 6.90 % 521.00
92.50 0.400 /0.400 /0.400 0.400 -0.0500/ -11.11 % 756.40 K/ 0.000 3/ -88.46 % 17.00
95.00 0.750 /0.750 /0.600 0.650 -0.250/ -27.78 % 1829.00 K/ 204600.00 151/ 12.69 % 895.00
97.50 1.10 /1.10 /0.850 0.950 -0.300/ -24.00 % 272.80 K/ -31000.000 17/ -45.16 % 104.00
100.00 1.55 /1.55 /1.15 1.35 -0.400/ -22.86 % 5629.60 K/ 99200.00 325/ -52.76 % 2041.00
102.50 1.90 /1.90 /1.75 1.80 -0.450/ -20.00 % 210.80 K/ 12400.00 21/ 23.53 % 136.00
105.00 2.80 /2.80 /2.10 2.50 -0.600/ -19.35 % 1413.60 K/ 43400.00 174/ -47.59 % 1159.00
107.50 3.55 /3.55 /2.85 3.40 -0.900/ -20.93 % 365.80 K/ 62000.00 43/ -72.44 % 295.00
110.00 4.50 /4.70 /3.65 4.35 -0.850/ -16.35 % 5462.20 K/ 148800.00 394/ -28.62 % 2789.00
112.50 5.50 /5.85 /4.75 5.75 -0.850/ -12.88 % 316.20 K/ 62000.00 79/ -19.39 % 577.00
115.00 6.75 /7.35 /6.00 7.05 -0.950/ -11.87 % 892.80 K/ 452600.00 184/ 54.62 % 1389.00
120.00 10.70 /10.70 /9.05 10.10 -1.65/ -14.04 % 1010.60 K/ 24800.00 11/ -68.57 % 89.00
122.50 11.15 /11.15 /11.15 11.15 NA 6200.00/ 0.000 1/NA 8.00
125.00 12.60 /13.95 /12.60 13.95 -1.05/ -7.00 % 68.20 K/ 31000.00 5/ 400.00 % 43.00


Call Option chain of Vedanta Ltd for Expiry Date 27/08/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
110.00 10.40 /10.40 /9.55 10.05 1.75/ 21.08 % 124.00 K/ -6200.000 11/ 120.00 % 82.00
120.00 6.00 /6.00 /6.00 6.00 1.20/ 25.00 % 111.60 K/ 12400.00 4/ -55.56 % 31.00
130.00 3.10 /3.10 /3.10 3.10 1.00/ 47.62 % 49.60 K/ 0.000 1/NA 8.00

Put Option chain of Vedanta Ltd for Expiry Date 27/08/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
85.00 0.550 /0.550 /0.550 0.550 0.050/ 10.00 % 12.40 K/ 6200.00 1/NA 5.00
100.00 3.00 /3.20 /2.65 3.05 -0.950/ -23.75 % 74.40 K/ 68200.00 13/ 1200.00 % 83.00
107.50 5.00 /5.00 /5.00 5.00 NA 6200.00/ 0.000 1/NA 7.00
110.00 6.10 /6.10 /6.10 6.10 NA 6200.00/ 0.000 1/NA 7.00
130.00 20.20 /20.20 /20.20 20.20 NA 6200.00/ 0.000 1/NA 9.00

Call Option chain of Vedanta Ltd for Expiry Date 24/09/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
115.00 11.60 /11.60 /11.60 11.60 NA 6200.00/ 0.000 1/NA 8.00

Put Option chain of Vedanta Ltd for Expiry Date 24/09/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
110.00 9.50 /9.50 /9.50 9.50 NA 6200.00/ 0.000 1/NA 7.00

( Intraday Analysis is on Real Time Data (Updated every 5 Mins). All Other analysis is based on End of Trade day's Value. Expected time of update is between 5 to 5.30 PM exchange time Zone)


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