FnO Contract Details

Expiry:
Symbol:

PNB analysis for the selected expiry [Jul-20] as on 03-Jul-20

PNB Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 36.50 36.55 35.80 35.95 NA -0.83 % NA NA
30-Jul-20 36.40 36.55 35.80 36.00 48,398,000 -1.10 % 1.65 % Short Buildup
27-Aug-20 36.55 36.55 36.00 36.10 2,842,000 -0.96 % 4.64 % Short Buildup
24-Sep-20 36.25 36.25 36.25 36.25 70,000 -1.09 % 25.00 % Short Buildup
Cummulative NA NA NA NA 51,310,000 NA 1.83 % Short Buildup
PNB Options OI PCR:  0.46   (Expiry : 30-Jul-20 )   PUT OI: 11,256,000   CALL OI: 24,598,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
40.00 10080000 4.20% 1.25 -13.79% Short Buildup
45.00 3094000 6.76% 0.50 -16.67% Short Buildup
48.00 1988000 5.97% 0.25 -16.67% 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
40.00 10080000 4.20% 1.25 -13.79% Short Buildup
45.00 3094000 6.76% 0.50 -16.67% Short Buildup
48.00 1988000 5.97% 0.25 -16.67% 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
42.00 1302000 -5.10% 0.85 -15.00% Long Windup
None
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
30.00 2128000 4.11% 0.45 -10.00% Short Buildup
35.00 1512000 17.39% 2.00 5.26% Long Buildup
33.00 1330000 7.95% 1.20 4.35% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
35.00 1512000 17.39% 2.00 5.26% Long Buildup
31.00 1218000 12.99% 0.65 -7.14% Short Buildup
33.00 1330000 7.95% 1.20 4.35% 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
37.00 476000 -8.11% 3.10 3.33% Short Covering
34.00 756000 -3.57% 1.55 -3.13% Long Windup
32.00 1036000 -1.33% 0.85 -5.56% Long Windup
 
 
PNB 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 %
03-Jul-20 35.95 36.00 48,398,000 51,310,000 -1.10 % 1.65 % 1.83 % 0.6008 0.46 5.68 % Short Buildup 19.93%13.95 0.05 0.14 %
02-Jul-20 36.25 36.40 47,614,000 50,386,000 -0.41 % -2.63 % -2.47 % 0.6022 0.45 5.50 % Long Windup 15.36%15.02 0.15 0.41 %
01-Jul-20 36.40 36.55 48,902,000 51,660,000 5.18 % 5.18 % 5.31 % 0.6037 0.49 5.34 % Long Buildup 16.92%24.27 0.15 0.41 %
30-Jun-20 34.75 34.75 46,494,000 49,056,000 -1.84 % 0.51 % 0.92 % 0.6019 0.53 5.22 % Short Buildup 16.18%12.88 0 0 %
29-Jun-20 35.35 35.40 46,256,000 48,608,000 -3.15 % 3.57 % 4.01 % 0.6030 0.53 4.84 % Short Buildup 16.81%17.27 0.05 0.14 %
26-Jun-20 36.60 36.55 44,660,000 46,732,000 -2.14 % 1.37 % -4.28 % 0.6027 0.51 4.43 % Long Windup 19.73%27.19 -0.05 -0.14 %
25-Jun-20 37.10 37.35 44,058,000 48,822,400 1.91 % 21.18 % -0.39 % 0.6039 0.50 - Short Covering 23.03%49.09 0.25 0.67 %
24-Jun-20 36.50 36.65 36,358,000 49,011,200 -2.66 % 37.04 % -5.91 % 0.6050 0.78 - Long Windup 20.19%52.04 0.15 0.41 %
23-Jun-20 37.45 37.65 26,530,000 52,087,800 5.17 % 159.59 % 8.04 % 0.6055 0.79 - Long Buildup 20.83%65.48 0.2 0.53 %
22-Jun-20 35.80 35.80 10,220,000 48,212,300 3.32 % -9.20 % -31.70 % 0.6040 0.65 - Short Covering 24.56%78.99 0 0 %
19-Jun-20 34.50 34.65 11,256,000 70,591,200 1.76 % -7.59 % -9.13 % 0.6034 - - Short Covering 33.43%55.13 0.15 0.43 %
18-Jun-20 33.90 34.05 12,180,000 77,679,500 2.41 % 32.82 % 0.62 % 0.6045 0.56 - Long Buildup 24.01%34.14 0.15 0.44 %
17-Jun-20 33.15 33.25 9,170,000 77,200,500 0.15 % 15.11 % 11.32 % 0.6052 0.91 - Long Buildup 14.22%22.69 0.1 0.3 %
16-Jun-20 33.15 33.20 7,966,000 69,347,700 -1.63 % 5.76 % -0.88 % 0.6068 1.11 - Long Windup 15.86%32.62 0.05 0.15 %
15-Jun-20 33.65 33.75 7,532,000 69,963,700 1.81 % 11.16 % 0.55 % 0.6079 1.08 - Long Buildup 14.27%24.33 0.1 0.3 %
12-Jun-20 33.05 33.15 6,776,000 69,580,200 0.91 % -0.62 % 1.47 % 0.6090 1.23 - Long Buildup 12.73%21.73 0.1 0.3 %
11-Jun-20 32.80 32.85 6,818,000 68,573,900 -3.52 % 4.28 % -6.26 % 0.6104 1.23 - Long Windup 17.71%56.42 0.05 0.15 %
10-Jun-20 33.85 34.05 6,538,000 73,151,500 6.74 % 10.14 % 8.02 % 0.6105 1.11 - Long Buildup 19.23%54.46 0.2 0.59 %
09-Jun-20 31.80 31.90 5,936,000 67,720,500 -2.30 % 13.67 % -6.46 % 0.6061 0.88 - Long Windup 15.91%32.32 0.1 0.31 %
08-Jun-20 32.60 32.65 5,222,000 72,397,900 -3.83 % 42.91 % -10.88 % 0.6067 0.89 - Long Windup 26.36%89.17 0.05 0.15 %
05-Jun-20 33.75 33.95 3,654,000 81,235,000 8.99 % 16.00 % 7.06 % 0.6064 0.85 - Long Buildup 19.78%64.16 0.2 0.59 %
04-Jun-20 31.00 31.15 3,150,000 75,877,000 2.30 % 20.97 % 3.50 % 0.5969 0.85 - Long Buildup 17.68%69.67 0.15 0.48 %
03-Jun-20 30.25 30.45 2,604,000 73,314,200 3.57 % 19.23 % 7.72 % 0.5975 - - Long Buildup 23.92%62.40 0.2 0.66 %
02-Jun-20 29.25 29.40 2,184,000 68,060,000 -0.17 % 14.71 % 3.32 % 0.5973 1.18 - Short Buildup 20.11%23.68 0.15 0.51 %
01-Jun-20 29.20 29.45 1,904,000 65,873,100 9.28 % -11.11 % 16.81 % 0.5988 2.40 - Long Buildup 25.33%53.86 0.25 0.86 %
29-May-20 26.75 26.95 2,142,000 56,393,900 1.32 % 18.60 % -0.24 % 0.5934 - - Short Covering 25.73%24.19 0.2 0.75 %
28-May-20 26.75 26.60 1,806,000 56,527,900 -4.14 % 92.54 % 12.85 % 0.6214 - - Short Buildup 25.91%29.00 -0.15 -0.56 %
27-May-20 27.50 27.75 938,000 50,090,600 2.97 % 31.37 % -0.92 % 0.6250 - - Short Covering 24.19%17.99 0.25 0.91 %
26-May-20 26.70 26.95 714,000 50,555,500 0.94 % 96.15 % 0.28 % 0.6287 - - Long Buildup 20.80%9.60 0.25 0.94 %
22-May-20 26.65 26.70 364,000 50,413,000 -2.02 % 36.84 % 1.30 % 0.6474 - - Short Buildup 15.13%- 0.05 0.19 %
21-May-20 27.00 27.25 266,000 49,767,200 1.30 % 18.75 % -2.94 % 0.6628 - - Short Covering 17.56%12.61 0.25 0.93 %
20-May-20 26.60 26.90 224,000 51,277,300 -3.93 % 6.67 % 0.58 % 0.6815 - - Short Buildup 22.35%10.23 0.3 1.13 %
19-May-20 26.60 28.00 210,000 50,981,100 0.00 % 0.00 % 1.71 % 0.7020 - - 19.38%13.04 1.4 5.26 %
18-May-20 27.35 28.00 210,000 50,126,200 -4.60 % 7.14 % -0.34 % 0.7078 - - Long Windup 24.42%19.05 0.65 2.38 %
15-May-20 28.80 29.35 196,000 50,294,800 -5.78 % 7.69 % 2.93 % 0.6796 - - Short Buildup 24.98%13.55 0.55 1.91 %
14-May-20 29.30 31.15 182,000 48,861,500 0.00 % 0.00 % -2.71 % 0.6961 - - 23.51%15.62 1.85 6.31 %
13-May-20 30.60 31.15 182,000 50,222,700 5.41 % 0.00 % 7.17 % 0.6819 - - Long Buildup 32.14%38.30 0.55 1.8 %
12-May-20 28.70 29.55 182,000 46,861,200 -0.17 % 62.50 % 3.66 % 0.6242 - - Short Buildup 20.61%12.88 0.85 2.96 %
11-May-20 28.80 29.60 112,000 45,205,900 1.72 % 14.29 % 2.02 % 0.6436 - - Long Buildup 27.33%12.85 0.8 2.78 %
08-May-20 29.20 29.10 98,000 44,312,100 -2.18 % 40.00 % 1.92 % 0.6636 - - Short Buildup 17.21%7.22 -0.1 -0.34 %
07-May-20 29.70 29.75 70,000 43,479,000 0.00 % 0.00 % -1.00 % 0.6733 - - 11.70%5.16 0.05 0.17 %
06-May-20 29.35 29.75 70,000 43,918,900 -1.82 % 66.67 % 2.25 % 0.6937 - - Short Buildup 17.99%9.51 0.4 1.36 %
05-May-20 29.20 30.30 42,000 42,953,000 -1.46 % 50.00 % 0.56 % 0.7097 - - Short Buildup 29.27%16.34 1.1 3.77 %
04-May-20 30.15 30.75 28,000 42,714,900 0.00 % 0.00 % -3.26 % 0.7134 - - 36.03%23.73 0.6 1.99 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
13.95 Crore Rs. 17.75 Crore Rs. 16.68 Crore Rs. 26.46 Crore Rs. 36.01 Crore Rs. 40.16 Crore Rs. More details >>
Average Delivery Percentage
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
19.93 % 17.11 % 16.89 % 19.17 % 21.24 % 19.94 % More details >>
 
 
PNB Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
34.94 35.37 35.69 36.12 36.44 36.87 37.19
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
35.63 35.81 35.88 35.94 36.12 36.06 36.13 36.19 36.38
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
35.37 35.66 35.83 36.12 36.41 36.58 36.87
DeMark Pivot
Support 1 Pivot Point Resistance 1
35.53 36.04 36.28
 
 
PNB Result / Events
Date Description Status
19-Jun-20Financial ResultsCompleted
04-Feb-20Financial ResultsCompleted
03-Feb-20Fund RaisingCompleted
26-Sep-19Fund RaisingCompleted
27-Jul-19Other business mattersCompleted
26-Jul-19Financial ResultsCompleted
28-May-19Financial ResultsCompleted
26-Feb-19Fund RaisingCompleted
05-Feb-19Financial ResultsCompleted