FnO Contract Details

Expiry:
Symbol:

PNB analysis for the selected expiry [Apr-20] as on 08-Apr-20

PNB Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 29.90 31.60 29.40 30.50 NA 1.50 % NA NA
30-Apr-20 29.90 31.85 29.40 30.60 43,209,800 1.16 % 0.74 % Long Buildup
28-May-20 29.90 31.85 29.60 30.70 3,793,100 1.66 % 7.03 % Long Buildup
25-Jun-20 31.20 31.90 30.85 30.90 182,600 2.15 % -8.33 % Short Covering
Cummulative NA NA NA NA 47,185,500 NA 1.17 % Long Buildup
PNB Options OI PCR:  0.54   (Expiry : 30-Apr-20 )   PUT OI: 4,233,000   CALL OI: 7,909,900 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
35.00 1593600 6.08% 1.30 -7.14% Short Buildup
45.00 1361200 0.61% 0.35 0.00% Short Buildup
40.00 1344600 -6.90% 0.55 -15.38% 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
35.00 1593600 6.08% 1.30 -7.14% Short Buildup
32.00 348600 23.53% 2.20 0.00% Short Buildup
31.00 174300 23.53% 2.55 4.08% 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
40.00 1344600 -6.90% 0.55 -15.38% Long Windup
44.00 8300 -50.00% 0.50 66.67% Short Covering
60.00 290500 -2.78% 0.10 -33.33% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
30.00 1120500 5.47% 2.50 -7.41% Short Buildup
25.00 805100 -5.83% 0.95 11.76% Short Covering
27.00 713800 1128.57% 1.50 7.14% 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
27.00 713800 1128.57% 1.50 7.14% Long Buildup
28.00 215800 52.94% 1.70 -2.86% Short Buildup
29.00 249000 30.43% 2.10 2.44% 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
25.00 805100 -5.83% 0.95 11.76% Short Covering
35.00 174300 -12.50% 5.70 -3.39% Long Windup
75.00 83000 -9.09% 44.00 18.92% Short Covering
 
 
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 %
08-Apr-20 30.50 30.60 43,209,800 47,185,500 1.16 % 0.74 % 1.17 % 0.8081 0.54 8.43 % Long Buildup 9.51%8.60 0.1 0.33 %
07-Apr-20 30.05 30.25 42,894,400 46,637,700 2.54 % -1.73 % -0.76 % 0.8316 0.43 8.03 % Short Covering 23.42%15.46 0.2 0.67 %
03-Apr-20 29.65 29.50 43,649,700 46,994,600 -2.16 % 2.51 % 3.68 % 0.8492 - 7.12 % Short Buildup 26.47%16.24 -0.15 -0.51 %
01-Apr-20 30.45 30.15 42,579,000 45,326,300 -6.37 % 2.74 % 4.06 % 0.8594 0.54 6.06 % Short Buildup 31.50%25.56 -0.3 -0.99 %
31-Mar-20 32.35 32.20 41,441,900 43,558,400 -2.28 % 3.16 % 3.55 % 0.8276 0.57 4.86 % Short Buildup 27.06%16.02 -0.15 -0.46 %
30-Mar-20 32.90 32.95 40,172,000 42,064,400 -1.35 % -0.72 % -0.45 % 0.8464 0.52 4.50 % Long Windup 19.59%10.78 0.05 0.15 %
27-Mar-20 33.45 33.40 40,462,500 42,255,300 -1.18 % 1.27 % -12.51 % 0.8705 0.54 4.24 % Long Windup 14.97%15.36 -0.05 -0.15 %
26-Mar-20 33.40 33.80 39,956,200 48,297,700 -1.89 % 24.94 % 7.60 % 0.8903 0.53 - Short Buildup 28.05%27.72 0.4 1.2 %
25-Mar-20 34.30 34.45 31,979,900 44,886,400 -8.01 % 99.74 % -9.76 % 0.9082 0.61 - Long Windup 19.75%16.67 0.15 0.44 %
24-Mar-20 36.30 37.45 16,010,700 49,741,900 3.31 % -7.44 % -20.04 % 0.9000 0.58 - Short Covering 25.89%25.31 1.15 3.17 %
23-Mar-20 35.40 36.25 17,297,200 62,208,500 -4.61 % -11.28 % -23.54 % 0.9220 0.59 - Long Windup 34.16%22.45 0.85 2.4 %
20-Mar-20 38.05 38.00 19,496,700 81,356,600 2.56 % 27.94 % -1.77 % 0.8899 0.60 - Short Covering 15.79%20.69 -0.05 -0.13 %
19-Mar-20 37.20 37.05 15,238,800 82,825,700 1.51 % 3.32 % -8.33 % 0.9121 1.17 - Short Covering 10.05%14.39 -0.15 -0.4 %
18-Mar-20 36.75 36.50 14,749,100 90,353,800 3.99 % 11.90 % -3.94 % 0.9356 1.09 - Short Covering 20.80%31.96 -0.25 -0.68 %
17-Mar-20 35.30 35.10 13,180,400 94,055,600 -1.27 % 16.00 % -1.64 % 0.9500 1.00 - Long Windup 13.20%13.19 -0.2 -0.57 %
16-Mar-20 35.80 35.55 11,362,700 95,624,300 -5.83 % 29.03 % -2.27 % 0.9779 0.89 - Long Windup 11.99%11.49 -0.25 -0.7 %
13-Mar-20 37.40 37.75 8,806,300 97,840,400 11.69 % 4.84 % -8.70 % 0.9734 0.94 - Short Covering 13.76%23.81 0.35 0.94 %
12-Mar-20 33.75 33.80 8,399,600 107,161,300 -12.55 % 7.55 % -4.33 % 0.8698 0.43 - Long Windup 16.54%25.50 0.05 0.15 %
11-Mar-20 38.45 38.65 7,810,300 112,016,800 -3.01 % 1.62 % -2.05 % 0.6322 0.43 - Long Windup 13.51%15.49 0.2 0.52 %
09-Mar-20 39.75 39.85 7,685,800 114,365,700 -6.57 % 3.46 % 1.33 % 0.6304 0.47 - Short Buildup 15.57%14.35 0.1 0.25 %
06-Mar-20 42.35 42.65 7,428,500 112,863,400 -5.75 % 15.19 % -2.60 % 0.5715 1.81 - Long Windup 12.12%11.90 0.3 0.71 %
05-Mar-20 45.00 45.25 6,449,100 115,876,300 0.89 % 14.77 % -2.03 % 0.5115 1.92 - Short Covering 6.18%8.08 0.25 0.56 %
04-Mar-20 44.45 44.85 5,619,100 118,283,300 -0.22 % 6.11 % 0.95 % 0.5256 2.18 - Short Buildup 5.57%6.17 0.4 0.9 %
03-Mar-20 44.50 44.95 5,295,400 117,171,100 4.41 % 4.93 % -0.01 % 0.5421 1.91 - Short Covering 10.66%14.41 0.45 1.01 %
02-Mar-20 42.75 43.05 5,046,400 117,187,700 -4.23 % 3.40 % 0.30 % 0.5247 1.91 - Short Buildup 11.55%12.03 0.3 0.7 %
28-Feb-20 45.05 44.95 4,880,400 116,839,100 -5.27 % 85.49 % -2.83 % 0.4967 1.73 - Long Windup 19.08%24.25 -0.1 -0.22 %
27-Feb-20 46.95 47.45 2,631,100 120,242,100 -4.14 % 42.79 % -5.39 % 0.4566 0.22 - Long Windup 16.78%20.93 0.5 1.06 %
26-Feb-20 49.15 49.50 1,842,600 127,089,600 -1.79 % 32.14 % -1.19 % 0.4184 0.33 - Long Windup 10.16%9.02 0.35 0.71 %
25-Feb-20 49.90 50.40 1,394,400 128,625,100 -0.69 % 18.31 % -1.96 % 0.4225 - - Long Windup 12.69%10.07 0.5 1 %
24-Feb-20 50.35 50.75 1,178,600 131,198,100 -5.05 % 23.48 % -1.30 % 0.4349 - - Long Windup 14.29%14.49 0.4 0.79 %
20-Feb-20 52.85 53.45 954,500 132,924,500 0.00 % 4.55 % 1.30 % 0.3797 - - 8.38%6.62 0.6 1.14 %
19-Feb-20 52.70 53.45 913,000 131,223,000 1.33 % 2.80 % 0.51 % 0.3916 - - Long Buildup 14.88%10.63 0.75 1.42 %
18-Feb-20 52.00 52.75 888,100 130,550,700 0.48 % 7.00 % -2.04 % 0.3994 - - Short Covering 12.36%14.54 0.75 1.44 %
17-Feb-20 51.95 52.50 830,000 133,273,100 -3.76 % 9.89 % 0.73 % 0.4113 - - Short Buildup 15.93%15.64 0.55 1.06 %
14-Feb-20 54.20 54.55 755,300 132,310,300 -2.50 % 3.41 % 1.57 % 0.3691 - - Short Buildup 16.88%14.32 0.35 0.65 %
13-Feb-20 55.40 55.95 730,400 130,260,200 -0.44 % 7.32 % 1.16 % 0.3658 - - Short Buildup 10.45%7.17 0.55 0.99 %
12-Feb-20 55.50 56.20 680,600 128,766,200 -2.09 % 6.49 % 2.15 % 0.3771 - - Short Buildup 21.16%19.23 0.7 1.26 %
11-Feb-20 56.95 57.40 639,100 126,052,100 -0.78 % 42.59 % 1.08 % 0.3700 - - Short Buildup 13.75%8.57 0.45 0.79 %
10-Feb-20 57.25 57.85 448,200 124,707,500 -2.94 % 107.69 % 2.75 % 0.3805 - - Short Buildup 16.64%12.26 0.6 1.05 %
07-Feb-20 58.80 59.60 215,800 121,370,900 0.17 % 30.00 % 0.34 % 0.3694 - - Long Buildup 8.84%7.33 0.8 1.36 %
06-Feb-20 58.65 59.50 166,000 120,955,900 3.48 % 17.65 % -3.41 % 0.3800 - - Short Covering 10.29%16.02 0.85 1.45 %
05-Feb-20 56.90 57.50 141,100 125,230,400 -0.26 % 30.77 % 0.45 % 0.3604 - - Short Buildup 9.44%12.84 0.6 1.05 %
04-Feb-20 56.80 57.65 107,900 124,666,000 -0.17 % 85.71 % 2.87 % 0.3717 - - Short Buildup 9.04%24.74 0.85 1.5 %
03-Feb-20 57.35 57.75 58,100 121,188,300 -4.07 % 75.00 % 4.06 % 0.3818 - - Short Buildup 15.18%16.48 0.4 0.7 %
01-Feb-20 59.00 60.20 33,200 116,465,600 0.00 % 0.00 % 0.62 % 0.3678 - - 15.38%12.48 1.2 2.03 %
 
 
Average Delivery Volume
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
8.60 Crore Rs. 13.43 Crore Rs. 16.38 Crore Rs. 16.97 Crore Rs. 18.10 Crore Rs. 18.24 Crore Rs. More details >>
Average Delivery Percentage
On 08-Apr-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
9.51 % 18.59 % 22.84 % 22.11 % 20.88 % 18.34 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREReversal PatternProbable Bearish Reversal
 
 
PNB Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 09-Apr-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
26.94 28.17 29.39 30.62 31.84 33.07 34.29
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
29.38 29.99 30.19 30.4 30.62 30.8 31.01 31.21 31.83
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
28.17 29.11 29.68 30.62 31.56 32.13 33.07
DeMark Pivot
Support 1 Pivot Point Resistance 1
30 30.93 32.45
 
 
PNB Result / Events
Date Description Status
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