FnO Contract Details

Expiry:
Symbol:

CANBK analysis for the selected expiry [Jun-20] as on 05-Jun-20

CANBK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 98.60 106.15 98.00 104.30 NA 7.14 % NA NA
25-Jun-20 98.60 106.30 97.95 104.65 12,272,000 7.39 % 16.26 % Long Buildup
30-Jul-20 98.45 106.10 98.10 104.50 805,000 7.40 % 7.33 % Long Buildup
27-Aug-20 98.00 98.00 98.00 98.00 10,000 17.72 % 100.00 % Long Buildup
Cummulative NA NA NA NA 13,087,000 NA 15.70 % Long Buildup
CANBK Options OI PCR:  0.51   (Expiry : 25-Jun-20 )   PUT OI: 3,312,400   CALL OI: 6,484,400 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
110.00 1461200 84.87% 6.15 75.71% Long Buildup
100.00 884000 -45.86% 10.35 58.02% Short Covering
95.00 748800 -16.52% 13.30 52.87% 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
110.00 1461200 84.87% 6.15 75.71% Long Buildup
115.00 262600 77.19% 4.70 80.77% Long Buildup
120.00 405600 31.09% 3.50 84.21% 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
100.00 884000 -45.86% 10.35 58.02% Short Covering
95.00 748800 -16.52% 13.30 52.87% Short Covering
90.00 392600 -13.22% 16.90 48.25% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
90.00 699400 22.83% 2.35 -41.98% Short Buildup
80.00 650000 2.04% 0.75 -50.00% Short Buildup
95.00 462800 34.85% 3.70 -39.84% 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
100.00 377000 59.34% 5.80 -35.56% Short Buildup
90.00 699400 22.83% 2.35 -41.98% Short Buildup
95.00 462800 34.85% 3.70 -39.84% 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
65.00 127400 -16.95% 0.20 -20.00% Long Windup
75.00 124800 -9.43% 0.50 -33.33% Long Windup
70.00 226200 -2.25% 0.30 -40.00% Long Windup
 
 
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 %
05-Jun-20 104.30 104.65 12,272,000 13,087,000 7.39 % 16.26 % 15.70 % 0.6972 0.51 6.23 % Long Buildup 13.02%40.76 0.35 0.34 %
04-Jun-20 97.35 97.45 10,556,000 11,311,000 0.72 % 7.66 % 9.29 % 0.6924 0.43 6.67 % Long Buildup 7.96%20.82 0.1 0.1 %
03-Jun-20 97.15 96.75 9,804,600 10,349,600 4.71 % -9.70 % -7.74 % 0.6940 - 5.27 % Short Covering 13.51%44.30 -0.4 -0.41 %
02-Jun-20 92.15 92.40 10,857,600 11,217,600 0.16 % 1.85 % 2.96 % 0.6930 0.43 3.21 % Long Buildup 10.95%17.36 0.25 0.27 %
01-Jun-20 91.95 92.25 10,660,000 10,895,000 10.81 % 23.31 % 23.81 % 0.6947 0.40 2.16 % Long Buildup 17.22%35.64 0.3 0.33 %
29-May-20 83.80 83.25 8,645,000 8,800,000 -0.12 % 6.98 % -1.55 % 0.8109 0.48 1.76 % Long Windup 11.32%10.82 -0.55 -0.66 %
28-May-20 83.30 83.35 8,080,800 8,939,000 -0.48 % 18.31 % -4.93 % 0.8497 0.49 - Long Windup 13.39%13.90 0.05 0.06 %
27-May-20 83.65 83.75 6,830,200 9,402,800 6.82 % 41.31 % 10.04 % 0.8759 0.45 - Long Buildup 17.92%20.20 0.1 0.12 %
26-May-20 78.80 78.40 4,833,400 8,545,000 1.88 % 51.14 % -5.40 % 0.8574 0.51 - Short Covering 13.27%7.37 -0.4 -0.51 %
22-May-20 77.25 76.95 3,198,000 9,032,600 -0.97 % 70.36 % 1.96 % 0.8770 0.53 - Short Buildup 7.17%- -0.3 -0.39 %
21-May-20 77.70 77.70 1,877,200 8,858,600 0.39 % 33.21 % -0.70 % 0.9039 0.66 - Short Covering 8.63%7.36 0 0 %
20-May-20 77.35 77.40 1,409,200 8,921,200 1.84 % 29.05 % 1.69 % 0.9322 0.58 - Long Buildup 10.58%6.91 0.05 0.06 %
19-May-20 76.40 76.00 1,092,000 8,773,000 -1.68 % 22.81 % -0.59 % 0.9571 0.54 - Long Windup 12.81%9.90 -0.4 -0.52 %
18-May-20 77.60 77.30 889,200 8,825,000 -8.36 % 70.15 % 2.22 % 0.9841 0.38 - Short Buildup 19.85%20.66 -0.3 -0.39 %
15-May-20 83.95 84.35 522,600 8,633,600 -2.43 % 26.42 % -5.58 % 0.9312 0.26 - Long Windup 11.69%9.88 0.4 0.48 %
14-May-20 86.30 86.45 413,400 9,143,400 -3.30 % 16.06 % -3.30 % 0.9516 0.16 - Long Windup 11.33%13.27 0.15 0.17 %
13-May-20 89.05 89.40 356,200 9,455,000 11.96 % -2.84 % 9.15 % 0.9689 0.40 - Long Buildup 20.78%41.12 0.35 0.39 %
12-May-20 79.80 79.85 366,600 8,662,400 1.20 % 2.17 % 1.43 % 0.8470 0.67 - Long Buildup 13.50%9.89 0.05 0.06 %
11-May-20 78.85 78.90 358,800 8,540,200 -0.82 % 0.00 % 4.79 % 0.8708 0.50 - Short Buildup 16.91%9.57 0.05 0.06 %
08-May-20 79.85 79.55 358,800 8,150,200 -2.57 % 12.20 % 3.43 % 0.8971 1.00 - Short Buildup 15.82%9.60 -0.3 -0.38 %
07-May-20 81.35 81.65 319,800 7,879,800 0.06 % -4.65 % -4.48 % 0.9183 1.00 - Short Covering 8.48%4.01 0.3 0.37 %
06-May-20 81.15 81.60 335,400 8,249,000 2.58 % -3.73 % 3.69 % 0.9471 1.00 - Long Buildup 10.85%8.84 0.45 0.55 %
05-May-20 79.80 79.55 348,400 7,955,400 -0.56 % -5.63 % -3.08 % 0.9709 - - Long Windup 15.62%12.84 -0.25 -0.31 %
04-May-20 81.40 80.00 369,200 8,208,000 -9.09 % 215.56 % -6.93 % 1.0008 - - Long Windup 26.17%25.62 -1.4 -1.72 %
30-Apr-20 87.90 88.00 117,000 8,819,200 0.34 % 80.00 % -5.96 % 0.9333 - - Short Covering 16.13%20.24 0.1 0.11 %
29-Apr-20 87.40 87.70 65,000 9,378,200 4.03 % 108.33 % 5.31 % 0.9622 - - Long Buildup 17.70%24.91 0.3 0.34 %
28-Apr-20 83.95 84.30 31,200 8,905,000 1.38 % -14.29 % 11.20 % 0.9761 - - Long Buildup 19.56%19.22 0.35 0.42 %
27-Apr-20 81.45 83.15 36,400 8,008,000 1.34 % -6.67 % -1.82 % 0.9949 - - Short Covering 15.26%8.64 1.7 2.09 %
24-Apr-20 81.35 82.05 39,000 8,156,200 -3.75 % 50.00 % 2.85 % 1.0258 - - Short Buildup 24.17%15.07 0.7 0.86 %
23-Apr-20 83.65 85.25 26,000 7,930,000 2.46 % 0.00 % -7.80 % 1.0487 - - Short Covering 13.35%10.00 1.6 1.91 %
22-Apr-20 82.90 83.20 26,000 8,600,800 -3.26 % 42.86 % 5.72 % 1.0811 - - Short Buildup 9.50%16.13 0.3 0.36 %
21-Apr-20 84.20 86.00 18,200 8,135,400 -8.80 % 16.67 % -21.54 % 1.1134 - - Long Windup 27.44%30.54 1.8 2.14 %
20-Apr-20 92.00 94.30 15,600 10,368,800 11.73 % 20.00 % 20.08 % 1.0635 - - Long Buildup 12.84%27.62 2.3 2.5 %
17-Apr-20 86.85 84.40 13,000 8,634,600 -3.49 % 25.00 % 0.88 % 1.0611 - - Short Buildup 15.53%22.45 -2.45 -2.82 %
16-Apr-20 85.85 87.45 10,400 8,559,200 0.17 % 0.00 % 17.95 % 1.0930 - - Long Buildup 18.15%17.59 1.6 1.86 %
15-Apr-20 86.45 87.30 10,400 7,256,600 -6.13 % 33.33 % 0.22 % 1.1269 - - Short Buildup 13.02%12.39 0.85 0.98 %
13-Apr-20 88.30 93.00 7,800 7,241,000 0.00 % 0.00 % -11.59 % 1.1578 - - 10.80%6.54 4.7 5.32 %
09-Apr-20 91.80 93.00 7,800 8,190,000 0.87 % -40.00 % 20.37 % 1.1793 - - Long Buildup 11.21%11.54 1.2 1.31 %
08-Apr-20 87.40 92.20 13,000 6,804,200 4.59 % 0.00 % 0.58 % 1.1931 - - Long Buildup 5.87%4.33 4.8 5.49 %
07-Apr-20 86.80 88.15 13,000 6,765,200 -2.87 % 66.67 % -6.06 % 1.2301 - - Long Windup 13.23%8.48 1.35 1.56 %
03-Apr-20 84.15 90.75 7,800 7,202,000 0.00 % 0.00 % 5.12 % 1.2599 - - 16.29%7.56 6.6 7.84 %
01-Apr-20 90.20 90.75 7,800 6,851,000 1.40 % 0.00 % 3.37 % 1.2555 - - Long Buildup 7.96%4.50 0.55 0.61 %
31-Mar-20 90.50 89.50 7,800 6,627,400 0.85 % 0.00 % 9.82 % 1.2949 - - Long Buildup 12.15%7.22 -1 -1.1 %
30-Mar-20 86.85 88.75 7,800 6,034,600 -1.39 % 200.00 % -0.21 % 1.3207 - - Long Windup 7.06%3.54 1.9 2.19 %
27-Mar-20 90.05 90.00 2,600 6,047,600 0.00 % 0.00 % -13.56 % 1.3563 - - 12.93%14.39 -0.05 -0.06 %
 
 
Average Delivery Volume
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
40.76 Crore Rs. 35.29 Crore Rs. 31.77 Crore Rs. 25.47 Crore Rs. 18.10 Crore Rs. 16.83 Crore Rs. More details >>
Average Delivery Percentage
On 05-Jun-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
13.02 % 11.70 % 12.56 % 12.97 % 12.32 % 13.36 % More details >>
 
 
CANBK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 08-Jun-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
91.29 94.62 99.64 102.97 107.99 111.32 116.34
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
100.48 102.56 103.26 103.95 102.97 105.35 106.04 106.74 108.83
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
94.62 97.81 99.78 102.97 106.16 108.13 111.32
DeMark Pivot
Support 1 Pivot Point Resistance 1
101.3 103.8 109.65
 
 
CANBK Result / Events
Date Description Status
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