FnO Contract Details

Expiry:
Symbol:

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

PNB Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 37.00 37.50 35.50 35.95 NA -2.84 % NA NA
28-Jan-21 37.15 37.65 35.65 36.10 153,984,000 -2.96 % -4.37 % Long Windup
25-Feb-21 37.30 37.75 35.85 36.25 24,608,000 -3.07 % 15.90 % Short Buildup
25-Mar-21 37.75 37.75 36.05 36.40 4,672,000 -2.93 % 11.03 % Short Buildup
Cummulative NA NA NA NA 183,264,000 NA -1.72 % Long Windup
PNB Options OI PCR:  0.43   (Expiry : 28-Jan-21 )   PUT OI: 54,016,000   CALL OI: 125,488,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
40.00 34416000 2.19% 1.05 -27.59% Short Buildup
38.00 13808000 -1.82% 1.55 -24.39% Long Windup
36.00 12944000 2.66% 2.15 -24.56% 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
37.00 10928000 12.71% 1.80 -25.00% Short Buildup
40.00 34416000 2.19% 1.05 -27.59% Short Buildup
39.00 7728000 6.39% 1.25 -26.47% 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
38.00 13808000 -1.82% 1.55 -24.39% Long Windup
34.00 1712000 -4.46% 3.20 -20.99% Long Windup
41.00 3536000 -1.78% 0.85 -29.17% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
35.00 8544000 2.69% 1.50 25.00% Long Buildup
30.00 8032000 -4.38% 0.25 25.00% Short Covering
36.00 6992000 -0.23% 2.00 25.00% 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
35.00 8544000 2.69% 1.50 25.00% Long Buildup
31.00 3552000 5.71% 0.40 14.29% Long Buildup
37.00 4272000 4.71% 2.65 20.45% 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
30.00 8032000 -4.38% 0.25 25.00% Short Covering
33.00 5216000 -2.69% 0.80 23.08% Short Covering
29.00 1104000 -2.82% 0.20 33.33% 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 %
15-Jan-21 35.95 36.10 153,984,000 183,264,000 -2.96 % -4.37 % -1.72 % 0.5836 0.43 15.98 % Long Windup 17.34%89.06 0.15 0.42 %
14-Jan-21 37.00 37.20 161,024,000 186,464,000 1.09 % -3.57 % -1.58 % 0.5836 0.44 13.64 % Short Covering 20.71%141.13 0.2 0.54 %
13-Jan-21 36.60 36.80 166,992,000 189,456,000 0.41 % 7.56 % 9.35 % 0.5849 0.43 11.86 % Long Buildup 20.00%166.52 0.2 0.55 %
12-Jan-21 36.50 36.65 155,248,000 173,264,000 4.42 % 14.29 % 14.21 % 0.5864 0.43 10.40 % Long Buildup 30.04%201.36 0.15 0.41 %
11-Jan-21 34.90 35.10 135,840,000 151,712,000 -1.40 % 0.18 % 0.98 % 0.5849 0.44 10.46 % Short Buildup 18.81%50.29 0.2 0.57 %
08-Jan-21 35.40 35.60 135,600,000 150,240,000 -0.28 % 2.67 % 3.33 % 0.5861 0.44 9.74 % Short Buildup 24.12%68.86 0.2 0.56 %
07-Jan-21 35.45 35.70 132,080,000 145,392,000 0.71 % 4.11 % 4.28 % 0.5875 0.43 9.16 % Long Buildup 28.61%96.23 0.25 0.71 %
06-Jan-21 35.20 35.45 126,864,000 139,424,000 -0.98 % 5.79 % 6.76 % 0.5889 0.44 9.01 % Short Buildup 20.67%147.24 0.25 0.71 %
05-Jan-21 35.60 35.80 119,920,000 130,592,000 0.00 % 3.14 % 4.67 % 0.5903 0.46 8.17 % 18.46%93.46 0.2 0.56 %
04-Jan-21 35.55 35.80 116,272,000 124,768,000 2.29 % 25.19 % 26.96 % 0.5917 0.42 6.81 % Long Buildup 22.01%167.13 0.25 0.7 %
01-Jan-21 34.80 35.00 92,880,000 98,272,000 4.95 % 170.88 % 19.63 % 0.5924 0.43 5.49 % Long Buildup 31.60%250.24 0.2 0.57 %
31-Dec-20 33.05 33.35 34,288,000 82,150,000 1.06 % 17.42 % -34.86 % 0.5903 0.65 - Short Covering 39.06%244.48 0.3 0.91 %
30-Dec-20 32.75 33.00 29,200,000 126,104,000 -1.35 % -3.49 % -5.62 % 0.5914 0.69 - Long Windup 28.86%87.53 0.25 0.76 %
29-Dec-20 33.20 33.45 30,256,000 133,614,000 1.52 % -7.67 % -14.04 % 0.5924 0.69 - Short Covering 25.17%133.85 0.25 0.75 %
28-Dec-20 32.40 32.95 32,768,000 155,446,000 3.45 % -0.97 % -11.84 % 0.5923 0.69 - Short Covering 33.70%159.41 0.55 1.7 %
24-Dec-20 31.45 31.85 33,088,000 176,318,000 -0.47 % -1.29 % -4.50 % 0.5928 0.68 - Long Windup 38.22%133.64 0.4 1.27 %
23-Dec-20 31.80 32.00 33,520,000 184,634,000 -0.47 % -2.24 % -7.03 % 0.5941 0.68 - Long Windup 40.89%231.73 0.2 0.63 %
22-Dec-20 33.40 32.15 34,288,000 198,590,000 4.05 % -2.06 % -4.45 % 0.5954 0.66 - Short Covering 15.27%60.41 -1.25 -3.74 %
21-Dec-20 34.10 30.90 35,008,000 207,836,000 -9.91 % -0.64 % -1.73 % 0.5929 0.65 - Long Windup 19.23%48.12 -3.2 -9.38 %
18-Dec-20 36.55 34.30 35,232,000 211,490,000 3.47 % -1.70 % -1.79 % 0.5812 0.64 - Short Covering 18.78%43.93 -2.25 -6.16 %
17-Dec-20 37.00 33.15 35,840,000 215,346,000 -6.36 % -4.80 % -3.66 % 0.5821 0.63 - Long Windup 30.44%75.32 -3.85 -10.41 %
16-Dec-20 37.95 35.40 37,648,000 223,524,000 -10.38 % 200.13 % 113.16 % 0.5758 0.63 - Short Buildup 23.05%187.80 -2.55 -6.72 %
15-Dec-20 40.60 39.50 12,544,000 104,860,000 -0.50 % -2.97 % -2.03 % 0.5627 0.54 - Long Windup 20.84%48.18 -1.1 -2.71 %
14-Dec-20 41.25 39.70 12,928,000 107,036,000 3.39 % -0.25 % -2.13 % 0.5637 0.54 - Short Covering 27.98%60.16 -1.55 -3.76 %
11-Dec-20 40.50 38.40 12,960,000 109,364,000 1.86 % -5.04 % -9.26 % 0.5646 0.54 - Short Covering 24.66%116.39 -2.1 -5.19 %
10-Dec-20 38.40 37.70 13,648,000 120,524,000 -2.46 % -3.29 % -6.47 % 0.5614 0.52 - Long Windup 21.13%51.41 -0.7 -1.82 %
09-Dec-20 39.40 38.65 14,112,000 128,856,000 -5.27 % 191.09 % 27.55 % 0.5617 0.52 - Short Buildup 17.63%150.74 -0.75 -1.9 %
08-Dec-20 40.60 40.80 4,848,000 101,020,000 12.86 % 28.39 % 28.91 % 0.5617 0.65 - Long Buildup 17.22%158.94 0.2 0.49 %
07-Dec-20 35.75 36.15 3,776,000 78,362,000 0.70 % 18.00 % 2.05 % 0.5361 0.24 - Long Buildup 11.61%34.39 0.4 1.12 %
04-Dec-20 35.65 35.90 3,200,000 76,786,000 -0.83 % 4.17 % -1.62 % 0.5374 0.28 - Long Windup 10.76%46.13 0.25 0.7 %
03-Dec-20 35.80 36.20 3,072,000 78,052,000 5.69 % 3.23 % 17.89 % 0.5387 0.39 - Long Buildup 16.24%52.56 0.4 1.12 %
02-Dec-20 33.95 34.25 2,976,000 66,210,000 -1.72 % 6.90 % -5.32 % 0.5353 0.67 - Long Windup 13.90%36.40 0.3 0.88 %
01-Dec-20 34.45 34.85 2,784,000 69,930,000 2.95 % 34.88 % 2.30 % 0.5363 0.73 - Long Buildup 16.28%32.80 0.4 1.16 %
27-Nov-20 33.45 33.85 2,064,000 68,358,000 4.48 % 24.04 % 0.08 % 0.5361 1.38 - Long Buildup 19.92%47.94 0.4 1.2 %
26-Nov-20 32.05 32.40 1,664,000 68,304,000 2.21 % 7.22 % -5.08 % 0.5343 11.00 - Short Covering 15.63%24.08 0.35 1.09 %
25-Nov-20 31.35 31.70 1,552,000 71,958,000 3.43 % 31.08 % -1.28 % 0.5349 11.00 - Short Covering 16.01%50.01 0.35 1.12 %
24-Nov-20 30.40 30.65 1,184,000 72,892,000 0.33 % 17.46 % 8.81 % 0.5346 - - Long Buildup 21.92%20.30 0.25 0.82 %
23-Nov-20 30.05 30.55 1,008,000 66,990,000 0.00 % 0.00 % -8.37 % 0.5357 - - 31.48%20.73 0.5 1.66 %
20-Nov-20 29.80 30.55 1,008,000 73,108,000 0.00 % 0.00 % -4.83 % 0.5369 - - 24.08%16.96 0.75 2.52 %
19-Nov-20 30.00 30.55 1,008,000 76,818,000 -2.40 % -1.56 % -8.86 % 0.5382 - - Long Windup 30.81%27.41 0.55 1.83 %
18-Nov-20 30.85 31.30 1,024,000 84,282,000 3.99 % 28.00 % 5.84 % 0.5382 - - Long Buildup 16.35%39.53 0.45 1.46 %
17-Nov-20 29.85 30.10 800,000 79,634,000 1.01 % 25.00 % 5.87 % 0.5377 - - Long Buildup 19.75%18.21 0.25 0.84 %
14-Nov-20 29.60 29.80 640,000 75,218,000 0.34 % 0.00 % -0.79 % 0.5389 - - Short Covering 48.07%7.48 0.2 0.68 %
13-Nov-20 29.50 29.70 640,000 75,820,000 1.02 % 2.56 % 2.62 % 0.5403 - - Long Buildup 15.68%15.61 0.2 0.68 %
12-Nov-20 29.10 29.40 624,000 73,886,000 0.17 % 8.33 % -1.39 % 0.5413 - - Short Covering 13.24%10.48 0.3 1.03 %
11-Nov-20 29.25 29.35 576,000 74,930,000 -1.68 % 28.57 % -0.44 % 0.5426 - - Long Windup 18.13%26.14 0.1 0.34 %
10-Nov-20 29.60 29.85 448,000 75,264,000 3.47 % 7.69 % -2.74 % 0.5437 - - Short Covering 20.84%28.67 0.25 0.84 %
09-Nov-20 28.60 28.85 416,000 77,388,000 2.85 % 8.33 % -2.22 % 0.5431 - - Short Covering 20.60%28.38 0.25 0.87 %
06-Nov-20 27.75 28.05 384,000 79,148,000 0.18 % 14.29 % -0.27 % 0.5429 - - Short Covering 17.52%15.75 0.3 1.08 %
05-Nov-20 27.70 28.00 336,000 79,366,000 2.38 % 50.00 % 5.43 % 0.5443 - - Long Buildup 17.15%16.23 0.3 1.08 %
04-Nov-20 27.45 27.35 224,000 75,278,000 -2.32 % 7.69 % 3.13 % 0.5455 - - Short Buildup 9.73%12.51 -0.1 -0.36 %
03-Nov-20 27.80 28.00 208,000 72,994,000 -0.88 % 160.00 % 0.18 % 0.5466 - - Short Buildup 9.85%19.82 0.2 0.72 %
02-Nov-20 27.95 28.25 80,000 72,866,000 4.63 % 150.00 % 7.77 % 0.5480 - - Long Buildup 18.48%27.71 0.3 1.07 %
30-Oct-20 26.75 27.00 32,000 67,610,000 0.00 % 0.00 % -2.08 % 0.5461 - - 10.83%7.47 0.25 0.93 %
 
 
Average Delivery Volume
On 15-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
89.06 Crore Rs. 132.24 Crore Rs. 129.67 Crore Rs. 120.09 Crore Rs. 138.73 Crore Rs. 128.09 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 >>
17.34 % 19.55 % 21.85 % 22.34 % 24.89 % 26.27 % More details >>
 
 
PNB 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
33.29 34.47 35.29 36.47 37.29 38.47 39.29
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
35.1 35.6 35.77 35.93 36.47 36.27 36.43 36.6 37.1
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
34.47 35.23 35.71 36.47 37.23 37.71 38.47
DeMark Pivot
Support 1 Pivot Point Resistance 1
34.88 36.26 36.88
 
 
PNB Result / Events
Date Description Status
02-Nov-20Financial ResultsCompleted
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