FnO Contract Details

Expiry:
Symbol:

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

BANKNIFTY Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 22,133.80 22,344.85 21,890.50 21,953.20 NA -0.11 % NA NA
30-Jul-20 22,080.80 22,289.65 21,827.05 21,977.30 1,338,625 0.21 % -1.10 % Short Covering
27-Aug-20 22,079.45 22,235.40 21,789.95 21,940.70 105,025 0.27 % 21.45 % Long Buildup
24-Sep-20 22,172.15 22,221.00 21,800.00 21,933.40 10,300 0.24 % 28.35 % Long Buildup
Cummulative NA NA NA NA 1,453,950 NA 0.41 % Short Buildup
BANKNIFTY Options OI PCR: 0.78   (Weekly expiry :09-Jul-20)   PUT OI: 1,887,740   CALL OI: 2,414,600 
  0.83  (Expiry: 30-Jul-20 )   PUT OI: 1,836,675   CALL OI: 2,214,625 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
23000.00 444980 137.20% 141.80 -10.82% Short Buildup
22500.00 444440 210.54% 281.05 -8.14% Short Buildup
22000.00 320580 108.66% 491.65 -7.84% 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
22500.00 444440 210.54% 281.05 -8.14% Short Buildup
23000.00 444980 137.20% 141.80 -10.82% Short Buildup
22000.00 320580 108.66% 491.65 -7.84% 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
21500.00 51420 -6.48% 783.85 -3.33% Long Windup
21300.00 1980 -27.74% 937.75 1.49% Short Covering
21400.00 3380 -9.14% 864.85 1.54% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
21000.00 361020 171.98% 151.45 -32.05% Short Buildup
22000.00 239200 607.27% 485.00 -17.28% Short Buildup
20000.00 217800 84.05% 42.55 -41.63% 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
21000.00 361020 171.98% 151.45 -32.05% Short Buildup
22000.00 239200 607.27% 485.00 -17.28% Short Buildup
21500.00 195140 132.14% 279.65 -25.16% 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
None
None
None
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
23000.00 498950 49.62% 521.80 -4.85% Short Buildup
24500.00 288075 19.04% 171.00 -12.82% Short Buildup
22000.00 276300 -7.88% 942.80 -3.65% 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
23000.00 498950 49.62% 521.80 -4.85% Short Buildup
25000.00 167475 77.46% 108.25 -18.70% Short Buildup
24500.00 288075 19.04% 171.00 -12.82% 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
22000.00 276300 -7.88% 942.80 -3.65% Long Windup
21500.00 100200 -15.76% 1213.65 -2.18% Long Windup
22500.00 156925 -10.65% 716.45 -2.75% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
20000.00 317975 1.83% 289.10 -15.62% Short Buildup
19000.00 194575 -7.69% 140.95 -19.50% Long Windup
21000.00 190375 13.10% 552.90 -11.49% 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
22000.00 88325 39.81% 973.10 -7.10% Short Buildup
21000.00 190375 13.10% 552.90 -11.49% Short Buildup
21500.00 142425 10.88% 742.10 -9.58% 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
19000.00 194575 -7.69% 140.95 -19.50% Long Windup
18000.00 147625 -7.96% 66.45 -21.50% Long Windup
16000.00 47675 -11.59% 22.00 -15.87% Long Windup
 
 
BANKNIFTY 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)
Premium /
Discount
Premium /
Discount %
02-Jul-20 21,953.20 21,977.30 1,338,625 1,453,950 0.21 % -1.10 % 0.41 % 0.4857 0.83 7.93 % Long Buildup 24.1 0.11 %
01-Jul-20 21,977.60 21,930.45 1,353,500 1,448,000 3.38 % 7.73 % 8.24 % 0.4869 0.92 6.53 % Long Buildup -47.15 -0.21 %
30-Jun-20 21,370.15 21,213.85 1,256,325 1,337,825 -0.10 % 8.86 % 9.49 % 0.4861 0.85 6.09 % Short Buildup -156.3 -0.73 %
29-Jun-20 21,359.00 21,235.20 1,154,025 1,221,825 -1.06 % -2.55 % -1.45 % 0.4873 0.83 5.55 % Long Windup -123.8 -0.58 %
26-Jun-20 21,592.05 21,462.15 1,184,175 1,239,775 0.11 % -6.18 % -23.69 % 0.4883 0.83 4.48 % Short Covering -129.9 -0.6 %
25-Jun-20 21,506.15 21,439.55 1,262,225 1,624,570 0.30 % 41.11 % -3.71 % 0.4895 0.80 - Short Covering -66.6 -0.31 %
24-Jun-20 21,426.80 21,375.35 894,475 1,687,110 -4.06 % 68.66 % -8.70 % 0.4907 0.77 - Long Windup -51.45 -0.24 %
23-Jun-20 22,264.90 22,281.00 530,350 1,847,845 2.86 % 96.63 % -3.13 % 0.4889 0.73 - Short Covering 16.1 0.07 %
22-Jun-20 21,708.35 21,661.05 269,725 1,907,645 1.76 % 39.66 % -6.47 % 0.4887 0.71 - Short Covering -47.3 -0.22 %
19-Jun-20 21,338.10 21,285.80 193,125 2,039,510 1.87 % 20.63 % -6.36 % 0.4893 - - Short Covering -52.3 -0.25 %
18-Jun-20 20,956.30 20,895.85 160,100 2,178,120 3.73 % 26.21 % 13.56 % 0.4899 0.57 - Long Buildup -60.45 -0.29 %
17-Jun-20 20,201.75 20,143.65 126,850 1,918,005 -0.47 % 13.74 % 8.80 % 0.4885 0.53 - Short Buildup -58.1 -0.29 %
16-Jun-20 20,296.70 20,238.40 111,525 1,762,825 1.70 % -0.93 % -8.44 % 0.4897 0.50 - Short Covering -58.3 -0.29 %
15-Jun-20 19,912.90 19,900.90 112,575 1,925,370 -3.53 % 10.10 % -1.90 % 0.4904 0.48 - Long Windup -12 -0.06 %
12-Jun-20 20,654.55 20,629.25 102,250 1,962,715 0.54 % 8.60 % 14.82 % 0.4893 0.45 - Long Buildup -25.3 -0.12 %
11-Jun-20 20,525.15 20,518.90 94,150 1,709,400 -2.98 % -3.21 % -5.73 % 0.4905 0.31 - Long Windup -6.25 -0.03 %
10-Jun-20 21,100.10 21,148.25 97,275 1,813,280 2.23 % 9.48 % 2.30 % 0.4901 0.27 - Long Buildup 48.15 0.23 %
09-Jun-20 20,724.90 20,687.35 88,850 1,772,505 -2.31 % 4.87 % 9.05 % 0.4905 0.27 - Short Buildup -37.55 -0.18 %
08-Jun-20 21,187.35 21,176.20 84,725 1,625,375 0.53 % 10.79 % 4.00 % 0.4907 0.26 - Long Buildup -11.15 -0.05 %
05-Jun-20 21,034.50 21,065.35 76,475 1,562,885 3.32 % 9.48 % 9.49 % 0.4919 0.24 - Long Buildup 30.85 0.15 %
04-Jun-20 20,390.45 20,388.25 69,850 1,427,370 -2.41 % 15.03 % -6.97 % 0.4913 0.62 - Long Windup -2.2 -0.01 %
03-Jun-20 20,940.70 20,890.90 60,725 1,534,340 2.10 % 8.34 % -6.52 % 0.4915 - - Short Covering -49.8 -0.24 %
02-Jun-20 20,530.20 20,461.20 56,050 1,641,435 2.82 % 30.35 % 10.62 % 0.4919 0.54 - Long Buildup -69 -0.34 %
01-Jun-20 19,959.90 19,899.65 43,000 1,483,870 4.18 % -5.18 % -4.16 % 0.4917 18.11 - Short Covering -60.25 -0.3 %
29-May-20 19,297.25 19,101.60 45,350 1,548,275 0.46 % 15.25 % -12.39 % 0.7265 24.62 - Short Covering -195.65 -1.01 %
28-May-20 19,169.80 19,013.95 39,350 1,767,190 1.98 % 45.74 % -1.61 % 0.7491 29.29 - Short Covering -155.85 -0.81 %
27-May-20 18,710.55 18,644.10 27,000 1,796,120 6.59 % 7.57 % -3.46 % 0.7618 124.06 - Short Covering -66.45 -0.36 %
26-May-20 17,440.35 17,491.95 25,100 1,860,580 1.20 % 7.49 % -9.74 % 0.7150 419.33 - Short Covering 51.6 0.3 %
22-May-20 17,278.90 17,284.50 23,350 2,061,350 -2.28 % 18.38 % 30.95 % 0.7347 2.50 - Short Buildup 5.6 0.03 %
21-May-20 17,735.10 17,688.20 19,725 1,574,205 -0.98 % 19.91 % 10.55 % 0.7484 - - Short Buildup -46.9 -0.26 %
20-May-20 17,840.20 17,862.70 16,450 1,424,030 2.18 % 0.00 % -6.80 % 0.7702 - - Short Covering 22.5 0.13 %
19-May-20 17,486.25 17,482.35 16,450 1,527,850 -0.63 % 2.65 % -1.03 % 0.7869 - - Long Windup -3.9 -0.02 %
18-May-20 17,573.20 17,593.80 16,025 1,543,745 -6.82 % 49.42 % 11.57 % 0.8112 - - Short Buildup 20.6 0.12 %
15-May-20 18,833.95 18,882.05 10,725 1,383,705 -1.25 % 16.89 % 11.17 % 0.7649 - - Short Buildup 48.1 0.26 %
14-May-20 19,068.50 19,120.45 9,175 1,244,675 -2.91 % 65.32 % -1.89 % 0.7867 - - Long Windup 51.95 0.27 %
13-May-20 19,634.95 19,692.70 5,550 1,268,590 4.13 % -2.63 % -16.26 % 0.7985 - - Short Covering 57.75 0.29 %
12-May-20 18,862.85 18,911.85 5,700 1,514,920 -0.50 % 12.87 % 3.92 % 0.8000 - - Short Buildup 49 0.26 %
11-May-20 18,950.50 19,006.20 5,050 1,457,730 -1.85 % 41.26 % 1.06 % 0.8250 - - Short Buildup 55.7 0.29 %
08-May-20 19,352.90 19,365.00 3,575 1,442,415 -1.10 % 15.32 % 6.49 % 0.8457 - - Short Buildup 12.1 0.06 %
07-May-20 19,491.80 19,580.55 3,100 1,354,480 -1.04 % 33.33 % -10.91 % 0.8706 - - Long Windup 88.75 0.46 %
06-May-20 19,694.55 19,785.90 2,325 1,520,325 2.26 % -7.00 % 6.74 % 0.8970 - - Long Buildup 91.35 0.46 %
05-May-20 19,271.75 19,348.90 2,500 1,424,260 -1.94 % 44.93 % 7.67 % 0.9191 - - Short Buildup 77.15 0.4 %
04-May-20 19,743.75 19,731.90 1,725 1,322,825 0.00 % 0.00 % 7.45 % 0.9431 - - -11.85 -0.06 %
 
 
BANKNIFTY 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
21310.41 21568.73 21773.01 22031.33 22235.61 22493.93 22698.21
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
21746 21861.65 21900.2 21938.75 22031.33 22015.85 22054.4 22092.95 22208.6
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
21568.73 21745.44 21854.62 22031.33 22208.04 22317.22 22493.93
DeMark Pivot
Support 1 Pivot Point Resistance 1
21670.88 21980.26 22133.48