FnO Contract Details

Expiry:
Symbol:

BANDHANBNK analysis for the selected expiry [Jul-20] as on 02-Jul-20

BANDHANBNK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 330.85 355.75 329.15 346.25 NA 6.26 % NA NA
30-Jul-20 329.80 356.50 329.80 347.30 10,137,600 6.24 % -0.32 % Short Covering
27-Aug-20 330.00 350.00 330.00 346.10 68,400 6.08 % -2.56 % Short Covering
24-Sep-20 337.45 338.00 336.45 337.00 9,000 2.96 % -16.67 % Short Covering
Cummulative NA NA NA NA 10,215,000 NA -0.35 % Short Covering
BANDHANBNK Options OI PCR:  0.78   (Expiry : 30-Jul-20 )   PUT OI: 1,728,000   CALL OI: 2,215,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
400.00 432000 41.18% 9.85 65.55% Long Buildup
380.00 329400 17.31% 14.60 65.91% Long Buildup
350.00 320400 -5.32% 25.75 54.65% 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
400.00 432000 41.18% 9.85 65.55% Long Buildup
360.00 309600 24.64% 21.55 59.63% Long Buildup
340.00 257400 28.83% 30.65 52.11% 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
370.00 124200 -19.77% 17.90 62.73% Short Covering
350.00 320400 -5.32% 25.75 54.65% Short Covering
330.00 174600 -8.49% 36.20 49.28% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
300.00 367200 25.93% 9.25 -34.63% Short Buildup
320.00 212400 66.20% 15.20 -30.91% Short Buildup
280.00 181800 13.48% 5.40 -34.15% 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
290.00 165600 135.90% 7.00 -34.88% Short Buildup
320.00 212400 66.20% 15.20 -30.91% Short Buildup
340.00 120600 219.05% 23.35 -24.68% 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
250.00 73800 -2.38% 2.35 -33.80% Long Windup
None
None
 
 
BANDHANBNK 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 %
02-Jul-20 346.25 347.30 10,137,600 10,215,000 6.24 % -0.32 % -0.35 % 0.9844 0.78 0.76 % Short Covering 15.83%157.11 1.05 0.3 %
01-Jul-20 325.85 326.90 10,170,000 10,251,000 2.88 % -3.09 % -3.05 % 0.9834 0.64 0.79 % Short Covering 19.73%85.03 1.05 0.32 %
30-Jun-20 319.30 317.75 10,494,000 10,573,200 -3.04 % 5.83 % 5.78 % 0.9855 0.64 0.75 % Short Buildup 14.63%56.94 -1.55 -0.49 %
29-Jun-20 328.20 327.70 9,916,200 9,995,400 -3.02 % -0.22 % -0.04 % 0.9873 0.72 0.79 % Long Windup 14.05%44.08 -0.5 -0.15 %
26-Jun-20 337.95 337.90 9,937,800 9,999,000 0.34 % 2.68 % -1.72 % 0.9890 0.79 0.61 % Short Covering 10.98%48.06 -0.05 -0.01 %
25-Jun-20 335.40 336.75 9,678,600 10,174,200 2.22 % 16.16 % -1.26 % 0.9914 0.78 - Short Covering 9.31%89.65 1.35 0.4 %
24-Jun-20 331.35 329.45 8,332,200 10,304,400 -6.27 % 57.82 % -7.71 % 0.9937 0.74 - Long Windup 13.68%175.68 -1.9 -0.57 %
23-Jun-20 350.85 351.50 5,279,400 11,165,400 13.13 % 66.36 % -3.69 % 0.9932 0.99 - Short Covering 16.44%141.88 0.65 0.19 %
22-Jun-20 311.25 310.70 3,173,400 11,593,200 7.36 % 277.52 % 4.25 % 0.9824 0.72 - Long Buildup 9.76%72.89 -0.55 -0.18 %
19-Jun-20 290.60 289.40 840,600 11,120,400 6.75 % 92.18 % -1.79 % 0.9805 - - Short Covering 20.79%122.67 -1.2 -0.41 %
18-Jun-20 271.65 271.10 437,400 11,322,600 3.57 % 29.95 % 0.79 % 0.9787 0.66 - Long Buildup 17.16%53.62 -0.55 -0.2 %
17-Jun-20 263.20 261.75 336,600 11,233,800 -1.75 % 6.86 % 4.53 % 0.9802 0.58 - Short Buildup 17.35%74.64 -1.45 -0.55 %
16-Jun-20 268.00 266.40 315,000 10,747,200 -0.09 % -0.57 % -1.06 % 0.9824 0.35 - Long Windup 9.65%36.07 -1.6 -0.6 %
15-Jun-20 268.65 266.65 316,800 10,862,400 -5.43 % 24.82 % 1.58 % 0.9848 0.34 - Short Buildup 14.30%60.97 -2 -0.74 %
12-Jun-20 283.50 281.95 253,800 10,693,800 6.20 % -2.08 % 2.99 % 0.9846 0.34 - Long Buildup 12.43%80.15 -1.55 -0.55 %
11-Jun-20 267.50 265.50 259,200 10,383,600 -1.28 % 7.46 % 1.06 % 0.9839 0.28 - Short Buildup 10.75%82.36 -2 -0.75 %
10-Jun-20 268.75 268.95 241,200 10,274,400 4.26 % 17.54 % 0.23 % 0.9864 0.44 - Long Buildup 12.83%81.53 0.2 0.07 %
09-Jun-20 259.85 257.95 205,200 10,251,000 -1.23 % 40.74 % -1.24 % 0.9878 0.55 - Long Windup 16.13%106.42 -1.9 -0.73 %
08-Jun-20 263.25 261.15 145,800 10,380,000 5.69 % -10.99 % -7.67 % 0.9901 0.27 - Short Covering 22.38%91.26 -2.1 -0.8 %
05-Jun-20 247.70 247.10 163,800 11,242,800 6.23 % 33.82 % 1.20 % 0.9892 0.29 - Long Buildup 17.74%65.69 -0.6 -0.24 %
04-Jun-20 233.45 232.60 122,400 11,109,000 -6.55 % 51.11 % 3.18 % 0.9884 - - Short Buildup 16.10%54.40 -0.85 -0.36 %
03-Jun-20 250.25 248.90 81,000 10,767,000 4.27 % 28.57 % -5.43 % 0.9864 - - Short Covering 20.49%92.61 -1.35 -0.54 %
02-Jun-20 240.65 238.70 63,000 11,385,000 6.14 % -2.78 % -3.22 % 0.9875 - - Short Covering 20.87%75.52 -1.95 -0.81 %
01-Jun-20 226.65 224.90 64,800 11,763,600 5.19 % 9.09 % -3.37 % 0.9866 - - Short Covering 30.10%69.42 -1.75 -0.77 %
29-May-20 218.15 213.80 59,400 12,173,400 -1.75 % 13.79 % -0.44 % 1.2035 - - Long Windup 28.93%88.75 -4.35 -1.99 %
28-May-20 222.25 217.60 52,200 12,227,400 1.21 % 7.41 % -5.31 % 1.2408 - - Short Covering 15.21%45.56 -4.65 -2.09 %
27-May-20 219.15 215.00 48,600 12,912,600 7.50 % 22.73 % -7.04 % 1.2782 - - Short Covering 16.24%54.92 -4.15 -1.89 %
26-May-20 202.15 200.00 39,600 13,890,000 -1.31 % 57.14 % -1.32 % 1.2511 - - Long Windup 20.72%33.15 -2.15 -1.06 %
22-May-20 202.95 202.65 25,200 14,076,000 -2.43 % 27.27 % 11.30 % 1.2902 - - Short Buildup 28.47%- -0.3 -0.15 %
21-May-20 210.85 207.70 19,800 12,647,400 -4.29 % 120.00 % 9.40 % 1.3072 - - Short Buildup 24.70%53.26 -3.15 -1.49 %
20-May-20 222.10 217.00 9,000 11,560,200 0.00 % 0.00 % -1.28 % 1.3140 - - 17.27%41.56 -5.1 -2.3 %
19-May-20 220.40 217.00 9,000 11,710,200 0.00 % 0.00 % 9.17 % 1.3491 - - 14.91%53.91 -3.4 -1.54 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
157.11 Crore Rs. 99.69 Crore Rs. 78.24 Crore Rs. 99.80 Crore Rs. 89.10 Crore Rs. 84.81 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
15.83 % 16.51 % 15.27 % 14.06 % 14.30 % 14.47 % More details >>
 
 
BANDHANBNK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
305.86 317.83 332.56 344.53 359.26 371.23 385.96
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
333.95 340.63 342.85 345.08 344.53 349.53 351.75 353.98 360.65
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
317.83 328.03 334.33 344.53 354.73 361.03 371.23
DeMark Pivot
Support 1 Pivot Point Resistance 1
338.55 347.53 365.25