FnO Contract Details

Expiry:
Symbol:

CANBK analysis for the selected expiry [Jan-21] as on 15-Jan-21

CANBK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 143.60 145.00 135.50 137.30 NA -4.02 % NA NA
28-Jan-21 143.50 145.50 135.50 137.60 45,894,600 -4.04 % -6.84 % Long Windup
25-Feb-21 144.20 145.85 136.15 138.30 2,030,400 -3.89 % 38.75 % Short Buildup
25-Mar-21 144.20 145.70 136.75 139.45 156,600 -3.23 % 16.00 % Short Buildup
Cummulative NA NA NA NA 48,081,600 NA -5.47 % Long Windup
CANBK Options OI PCR:  0.62   (Expiry : 28-Jan-21 )   PUT OI: 12,965,400   CALL OI: 21,076,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
150.00 6447600 3.47% 4.90 -32.88% Short Buildup
145.00 3094200 -0.17% 6.40 -30.05% Long Windup
140.00 2894400 12.61% 8.25 -27.95% 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
140.00 2894400 12.61% 8.25 -27.95% Short Buildup
150.00 6447600 3.47% 4.90 -32.88% Short Buildup
142.50 464400 38.71% 7.20 -30.10% 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
130.00 837000 -9.88% 13.10 -24.93% Long Windup
147.50 415800 -7.23% 5.60 -31.29% Long Windup
160.00 2332800 -0.92% 2.90 -34.83% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 2305800 0.95% 0.35 40.00% Long Buildup
130.00 2127600 -3.19% 5.70 39.02% Short Covering
135.00 1317600 -2.01% 7.85 33.05% 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
142.50 167400 82.35% 11.75 25.67% Long Buildup
140.00 766800 10.94% 10.55 31.06% Long Buildup
137.50 156600 81.25% 9.00 32.35% Long 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
130.00 2127600 -3.19% 5.70 39.02% Short Covering
132.50 113400 -22.22% 6.75 36.36% Short Covering
125.00 1047600 -3.00% 3.90 39.29% Short Covering
 
 
CANBK 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 %
15-Jan-21 137.30 137.60 45,894,600 48,081,600 -4.04 % -6.84 % -5.47 % 0.6447 0.62 4.55 % Long Windup 20.05%89.08 0.3 0.22 %
14-Jan-21 143.05 143.40 49,264,200 50,862,600 -1.34 % -4.57 % -4.21 % 0.6439 0.63 3.14 % Long Windup 22.95%110.58 0.35 0.24 %
13-Jan-21 144.80 145.35 51,624,000 53,098,200 4.04 % -0.04 % 0.04 % 0.6453 0.62 2.78 % Long Buildup 13.59%127.68 0.55 0.38 %
12-Jan-21 139.15 139.70 51,645,600 53,076,600 7.88 % 15.40 % 14.77 % 0.6447 0.47 2.70 % Long Buildup 25.17%157.22 0.55 0.4 %
11-Jan-21 128.90 129.50 44,755,200 46,245,600 -1.71 % 3.38 % 3.66 % 0.6379 0.54 3.22 % Short Buildup 24.88%64.68 0.6 0.47 %
08-Jan-21 131.00 131.75 43,291,800 44,614,800 -1.53 % 3.85 % 4.52 % 0.6392 0.54 2.97 % Short Buildup 26.77%70.84 0.75 0.57 %
07-Jan-21 133.00 133.80 41,688,000 42,687,000 0.72 % -1.05 % -0.83 % 0.6404 0.57 2.34 % Short Covering 18.69%47.15 0.8 0.6 %
06-Jan-21 132.10 132.85 42,130,800 43,043,400 -2.35 % -8.33 % -7.76 % 0.6420 0.53 2.12 % Long Windup 15.29%80.27 0.75 0.57 %
05-Jan-21 135.40 136.05 45,959,400 46,666,800 0.96 % 2.00 % 2.31 % 0.6427 0.52 1.52 % Long Buildup 15.24%68.89 0.65 0.48 %
04-Jan-21 134.00 134.75 45,057,600 45,613,800 0.48 % 1.36 % 1.60 % 0.6442 0.63 1.22 % Long Buildup 16.67%64.57 0.75 0.56 %
01-Jan-21 133.30 134.10 44,452,800 44,895,600 2.76 % 16.49 % -5.54 % 0.6458 0.76 0.99 % Short Covering 27.21%119.92 0.8 0.6 %
31-Dec-20 128.95 130.50 38,161,800 47,526,400 0.12 % -0.72 % -2.82 % 0.6458 1.56 - Short Covering 23.07%42.05 1.55 1.2 %
30-Dec-20 129.35 130.35 38,437,200 48,907,200 2.64 % 643.01 % 49.45 % 0.6474 1.51 - Long Buildup 31.67%187.21 1 0.77 %
29-Dec-20 126.35 127.00 5,173,200 32,724,400 0.79 % 0.10 % -0.50 % 0.6483 4.47 - Short Covering 27.01%72.76 0.65 0.51 %
28-Dec-20 125.25 126.00 5,167,800 32,889,000 5.00 % -1.24 % -1.88 % 0.6498 4.47 - Short Covering 33.59%88.32 0.75 0.6 %
24-Dec-20 120.75 120.00 5,232,600 33,518,800 0.00 % 0.00 % -0.52 % 0.6495 4.47 - 22.82%44.21 -0.75 -0.62 %
23-Dec-20 120.70 120.00 5,232,600 33,693,800 3.94 % -1.42 % -1.17 % 0.6512 4.47 - Short Covering 23.75%60.26 -0.7 -0.58 %
22-Dec-20 115.20 115.45 5,308,200 34,094,400 5.53 % -2.09 % -2.19 % 0.6497 4.47 - Short Covering 20.86%139.52 0.25 0.22 %
21-Dec-20 109.15 109.40 5,421,600 34,858,200 -10.69 % -5.73 % -6.44 % 0.6487 4.47 - Long Windup 24.37%122.91 0.25 0.23 %
18-Dec-20 121.60 122.50 5,751,000 37,258,400 -1.88 % -1.75 % -2.64 % 0.6385 4.38 - Long Windup 22.63%62.26 0.9 0.74 %
17-Dec-20 124.10 124.85 5,853,600 38,267,200 3.40 % -1.36 % -2.08 % 0.6396 4.38 - Short Covering 30.48%129.29 0.75 0.6 %
16-Dec-20 119.95 120.75 5,934,600 39,078,200 -1.11 % -9.02 % -12.49 % 0.6402 4.39 - Long Windup 43.84%205.41 0.8 0.67 %
15-Dec-20 122.00 122.10 6,523,200 44,658,000 3.69 % -3.59 % -17.82 % 0.6415 4.39 - Short Covering 45.56%485.77 0.1 0.08 %
14-Dec-20 127.40 117.75 6,766,200 54,342,200 -0.55 % -0.40 % -0.70 % 0.6405 4.41 - Long Windup 24.44%34.65 -9.65 -7.57 %
11-Dec-20 125.25 118.40 6,793,200 54,724,200 -0.50 % -0.94 % -1.97 % 0.6408 4.36 - Long Windup 13.38%40.02 -6.85 -5.47 %
10-Dec-20 122.50 119.00 6,858,000 55,824,000 0.34 % 382.89 % 85.23 % 0.6398 4.36 - Long Buildup 13.41%83.25 -3.5 -2.86 %
09-Dec-20 128.15 118.60 1,420,200 30,137,400 -7.81 % -32.39 % -4.24 % 0.6413 13.85 - Long Windup 18.86%194.60 -9.55 -7.45 %
08-Dec-20 137.00 128.65 2,100,600 31,472,400 10.95 % -9.32 % -12.91 % 0.6349 13.89 - Short Covering 19.40%192.97 -8.35 -6.09 %
07-Dec-20 117.40 115.95 2,316,600 36,138,400 4.51 % -8.92 % -16.52 % 0.6129 13.93 - Short Covering 33.91%115.73 -1.45 -1.24 %
04-Dec-20 111.20 110.95 2,543,400 43,291,400 0.00 % 216.11 % 35.61 % 0.6130 13.93 - 19.30%100.32 -0.25 -0.22 %
03-Dec-20 109.95 110.95 804,600 31,924,000 4.28 % 26.27 % 16.82 % 0.6145 49.00 - Long Buildup 13.33%55.20 1 0.91 %
02-Dec-20 105.75 106.40 637,200 27,327,800 -4.01 % 81.54 % 18.21 % 0.6134 5.00 - Short Buildup 15.72%49.03 0.65 0.61 %
01-Dec-20 109.90 110.85 351,000 23,118,800 6.54 % 16.07 % 26.82 % 0.6125 - - Long Buildup 22.85%65.70 0.95 0.86 %
27-Nov-20 103.80 104.05 302,400 18,229,800 7.27 % 33.33 % 13.11 % 0.6091 - - Long Buildup 19.58%60.73 0.25 0.24 %
26-Nov-20 100.00 97.00 226,800 16,116,800 0.00 % -2.33 % -20.04 % 0.6083 - - 33.63%51.76 -3 -3 %
25-Nov-20 96.50 97.00 232,200 20,157,200 4.30 % 2.38 % 6.84 % 0.6081 - - Long Buildup 18.81%66.16 0.5 0.52 %
24-Nov-20 93.25 93.00 226,800 18,866,800 3.56 % 75.00 % 21.84 % 0.6080 - - Long Buildup 23.65%22.25 -0.25 -0.27 %
23-Nov-20 93.85 89.80 129,600 15,484,600 0.00 % 0.00 % -8.89 % 0.6095 - - 28.43%16.25 -4.05 -4.32 %
20-Nov-20 93.30 89.80 129,600 16,994,600 0.00 % 0.00 % -3.60 % 0.6111 - - 22.32%10.45 -3.5 -3.75 %
19-Nov-20 93.30 89.80 129,600 17,629,600 0.00 % 0.00 % -3.00 % 0.6126 - - 26.94%17.31 -3.5 -3.75 %
18-Nov-20 94.35 89.80 129,600 18,174,600 0.00 % 0.00 % -4.27 % 0.6138 - - 27.40%20.09 -4.55 -4.82 %
17-Nov-20 92.45 89.80 129,600 18,984,600 -1.70 % -4.00 % -4.58 % 0.6147 - - Long Windup 36.27%20.69 -2.65 -2.87 %
14-Nov-20 92.05 91.35 135,000 19,895,000 0.00 % 0.00 % -0.72 % 0.6162 - - 54.98%3.74 -0.7 -0.76 %
13-Nov-20 91.50 91.35 135,000 20,040,000 0.00 % 0.00 % -3.05 % 0.6178 - - 23.51%11.88 -0.15 -0.16 %
12-Nov-20 91.90 91.35 135,000 20,670,000 -2.66 % 31.58 % 14.09 % 0.6193 - - Short Buildup 20.61%19.87 -0.55 -0.6 %
11-Nov-20 94.35 93.85 102,600 18,117,600 -2.09 % 58.33 % 1.10 % 0.6195 - - Short Buildup 14.63%14.37 -0.5 -0.53 %
10-Nov-20 96.30 95.85 64,800 17,919,800 3.51 % 50.00 % 12.43 % 0.6205 - - Long Buildup 20.92%38.41 -0.45 -0.47 %
09-Nov-20 92.70 92.60 43,200 15,938,200 2.60 % 33.33 % 6.91 % 0.6199 - - Long Buildup 21.71%15.08 -0.1 -0.11 %
06-Nov-20 92.05 90.25 32,400 14,907,400 1.63 % -14.29 % 0.44 % 0.6213 - - Long Buildup 22.51%20.49 -1.8 -1.96 %
05-Nov-20 91.50 88.80 37,800 14,842,800 2.54 % 75.00 % 8.93 % 0.6228 - - Long Buildup 17.55%19.33 -2.7 -2.95 %
04-Nov-20 89.40 86.60 21,600 13,626,600 -0.46 % 0.00 % -1.94 % 0.6235 - - Long Windup 13.64%7.75 -2.8 -3.13 %
03-Nov-20 88.60 87.00 21,600 13,896,600 1.28 % 100.00 % -2.00 % 0.6249 - - Short Covering 14.86%8.05 -1.6 -1.81 %
02-Nov-20 87.35 85.90 10,800 14,180,800 0.00 % 0.00 % 2.13 % 0.6261 - - 11.59%9.36 -1.45 -1.66 %
 
 
Average Delivery Volume
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
89.08 Crore Rs. 109.11 Crore Rs. 109.85 Crore Rs. 93.44 Crore Rs. 94.63 Crore Rs. 92.84 Crore Rs. More details >>
Average Delivery Percentage
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.05 % 17.59 % 20.08 % 19.78 % 21.16 % 22.58 % More details >>
 
 
CANBK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 18-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
123.56 129.53 133.56 139.53 143.56 149.53 153.56
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
132.6 135.1 135.93 136.77 139.53 138.43 139.27 140.1 142.6
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
129.53 133.35 135.71 139.53 143.35 145.71 149.53
DeMark Pivot
Support 1 Pivot Point Resistance 1
131.55 138.53 141.55
 
 
CANBK Result / Events
Date Description Status
29-Jul-20Other business mattersCompleted
10-Jul-20Fund RaisingCompleted
24-Jun-20Financial ResultsCompleted
23-Jan-20Financial ResultsCompleted
06-Nov-19Financial ResultsCompleted
24-Jul-19Financial ResultsCompleted
18-Jun-19Fund RaisingCompleted
22-May-19Financial ResultsCompleted
10-May-19Financial ResultsCompleted
28-Jan-19Financial ResultsCompleted