FnO Contract Details

Expiry:
Symbol:

SAIL analysis for the selected expiry [Apr-21] as on 19-Apr-21

SAIL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 87.25 89.50 85.35 89.15 NA -2.67 % NA NA
29-Apr-21 86.35 89.20 85.50 89.10 112,024,000 -2.89 % -6.23 % Long Windup
27-May-21 86.95 88.20 86.95 87.60 15,922,000 -5.04 % -1.41 % Long Windup
24-Jun-21 0.00 0.00 0.00 93.90 266,000 0.00 % 0.00 %
Cummulative NA NA NA NA 128,212,000 NA -5.65 % Long Windup
SAIL Options OI PCR:  0.74   (Expiry : 29-Apr-21 )   PUT OI: 29,735,000   CALL OI: 40,242,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
100.00 5567000 -8.15% 0.55 -50.00% Long Windup
95.00 5092000 -10.67% 1.20 -45.45% Long Windup
90.00 4807000 -0.78% 2.50 -50.00% 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
None
None
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
95.00 5092000 -10.67% 1.20 -45.45% Long Windup
100.00 5567000 -8.15% 0.55 -50.00% Long Windup
105.00 4465000 -4.08% 0.20 -50.00% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
90.00 4541000 -4.02% 4.05 44.64% Short Covering
65.00 3477000 -1.61% 0.30 500.00% Short Covering
80.00 3420000 -9.09% 0.60 300.00% 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
None
None
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
80.00 3420000 -9.09% 0.60 300.00% Short Covering
85.00 3040000 -6.43% 1.05 16.67% Short Covering
90.00 4541000 -4.02% 4.05 44.64% Short Covering
 
 
SAIL 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 %
19-Apr-21 89.15 89.10 112,024,000 128,212,000 -2.89 % -6.23 % -5.65 % 0.6878 0.74 12.63 % Long Windup 24.30%131.59 -0.05 -0.06 %
16-Apr-21 91.60 91.75 119,472,000 135,888,000 -1.45 % -2.75 % -2.57 % 0.6883 0.74 12.08 % Long Windup 28.10%101.15 0.15 0.16 %
15-Apr-21 92.80 93.10 122,854,000 139,479,000 1.86 % 7.69 % 16.41 % 0.6898 0.71 11.92 % Long Buildup 20.36%226.98 0.3 0.32 %
13-Apr-21 90.70 91.40 114,076,000 119,814,000 7.78 % -0.45 % -0.54 % 0.6911 0.81 4.79 % Short Covering 23.79%138.82 0.7 0.77 %
12-Apr-21 84.70 84.80 114,589,000 120,460,000 -10.55 % -8.37 % -8.22 % 0.6853 0.80 4.87 % Long Windup 31.98%262.93 0.1 0.12 %
09-Apr-21 94.35 94.80 125,058,000 131,252,000 -0.94 % -2.45 % -2.44 % 0.6702 0.80 4.72 % Long Windup 23.43%155.27 0.45 0.48 %
08-Apr-21 95.60 95.70 128,193,000 134,539,000 5.92 % -6.93 % -6.85 % 0.6718 0.79 4.72 % Short Covering 22.59%268.31 0.1 0.1 %
07-Apr-21 89.80 90.35 137,731,000 144,438,000 -1.53 % -3.53 % -3.48 % 0.6690 0.70 4.64 % Long Windup 28.63%123.57 0.55 0.61 %
06-Apr-21 91.05 91.75 142,766,000 149,644,000 2.17 % 10.27 % 12.61 % 0.6703 0.69 4.60 % Long Buildup 20.79%254.25 0.7 0.77 %
05-Apr-21 89.65 89.80 129,466,000 132,886,000 6.40 % -8.30 % -8.18 % 0.6714 0.71 2.57 % Short Covering 25.63%344.48 0.15 0.17 %
01-Apr-21 83.85 84.40 141,189,000 144,723,000 5.96 % -6.09 % -6.06 % 0.6678 0.63 2.44 % Short Covering 34.77%255.26 0.55 0.66 %
31-Mar-21 78.80 79.65 150,347,000 154,052,000 0.06 % -4.15 % 6.26 % 0.0000 0.56 2.41 % Long Buildup 27.09%65.19 0.85 1.08 %
30-Mar-21 79.15 79.60 141,094,000 144,970,000 2.71 % 3.05 % 4.28 % 0.6665 0.56 2.67 % Long Buildup 22.69%162.92 0.45 0.57 %
26-Mar-21 76.75 77.50 136,914,000 139,023,000 6.16 % 10.15 % 5.02 % 0.6672 0.54 1.52 % Long Buildup 28.91%235.11 0.75 0.98 %
25-Mar-21 72.25 73.00 124,298,000 132,373,000 2.74 % 160.22 % 15.62 % 0.6640 0.84 - Long Buildup 25.14%146.14 0.75 1.04 %
24-Mar-21 70.50 71.05 47,766,000 114,494,000 -2.54 % -6.23 % -7.72 % 0.6646 0.48 - Long Windup 34.63%73.36 0.55 0.78 %
23-Mar-21 72.30 72.90 50,939,000 124,070,000 -0.82 % -0.45 % -2.03 % 0.6654 0.48 - Long Windup 32.82%45.31 0.6 0.83 %
22-Mar-21 73.35 73.50 51,167,000 126,635,000 -0.81 % -0.15 % -1.27 % 0.6667 0.48 - Long Windup 27.28%43.14 0.15 0.2 %
19-Mar-21 73.50 74.10 51,243,000 128,269,000 4.07 % -2.28 % -4.58 % 0.6684 0.48 - Short Covering 24.04%91.24 0.6 0.82 %
18-Mar-21 70.75 71.20 52,440,000 134,425,000 -2.40 % 7.31 % 0.80 % 0.6686 0.48 - Short Buildup 18.29%60.16 0.45 0.64 %
17-Mar-21 72.15 72.95 48,868,000 133,361,000 -3.76 % 6.41 % 0.78 % 0.6697 0.62 - Short Buildup 29.93%67.39 0.8 1.11 %
16-Mar-21 75.05 75.80 45,923,000 132,335,000 -2.19 % 672.20 % 16.12 % 0.6693 0.43 - Short Buildup 31.87%131.64 0.75 1 %
15-Mar-21 76.70 77.50 5,947,000 113,962,000 5.51 % -7.12 % -1.07 % 0.6701 0.08 - Short Covering 28.97%137.05 0.8 1.04 %
12-Mar-21 72.85 73.45 6,403,000 115,197,000 -0.68 % -3.44 % -2.35 % 0.6672 0.08 - Long Windup 31.00%118.57 0.6 0.82 %
10-Mar-21 73.00 73.95 6,631,000 117,971,000 5.19 % -1.69 % -0.62 % 0.6689 0.08 - Short Covering 29.44%78.19 0.95 1.3 %
09-Mar-21 71.30 70.30 6,745,000 118,712,000 -5.57 % -0.56 % -0.70 % 0.6700 0.08 - Long Windup 33.05%99.45 -1 -1.4 %
08-Mar-21 74.35 74.45 6,783,000 119,548,000 2.69 % -0.83 % -1.18 % 0.6694 0.08 - Short Covering 31.20%96.21 0.1 0.13 %
05-Mar-21 72.10 72.50 6,840,000 120,973,000 -5.48 % -6.98 % -8.74 % 0.6697 0.08 - Long Windup 37.01%173.81 0.4 0.55 %
04-Mar-21 76.40 76.70 7,353,000 132,563,000 -3.46 % -7.86 % -4.96 % 0.6661 0.08 - Long Windup 37.19%131.27 0.3 0.39 %
03-Mar-21 78.45 79.45 7,980,000 139,479,000 -0.13 % -4.98 % -6.89 % 0.6667 0.08 - Long Windup 40.03%147.71 1 1.27 %
02-Mar-21 78.80 79.55 8,398,000 149,796,000 0.57 % 87.29 % 13.46 % 0.6684 0.08 - Long Buildup 28.22%210.73 0.75 0.95 %
01-Mar-21 78.40 79.10 4,484,000 132,031,000 2.26 % 26.88 % 6.83 % 0.6700 0.25 - Long Buildup 24.08%152.85 0.7 0.89 %
26-Feb-21 76.55 77.35 3,534,000 123,595,000 5.10 % 48.80 % 15.46 % 0.6709 - - Long Buildup 25.47%331.02 0.8 1.05 %
25-Feb-21 73.20 73.60 2,375,000 107,046,000 1.87 % -0.79 % -12.80 % 0.6699 - - Short Covering 42.82%194.13 0.4 0.55 %
24-Feb-21 71.40 72.25 2,394,000 122,759,000 15.60 % 186.36 % 30.58 % 0.6707 - - Long Buildup 33.94%237.20 0.85 1.19 %
23-Feb-21 70.55 62.50 836,000 94,012,000 0.00 % 0.00 % -6.92 % 0.6722 - - 39.70%280.82 -8.05 -11.41 %
22-Feb-21 66.80 62.50 836,000 101,004,000 0.00 % 0.00 % -5.07 % 0.6694 - - 31.43%111.50 -4.3 -6.44 %
19-Feb-21 65.30 62.50 836,000 106,400,000 0.00 % 0.00 % -3.11 % 0.6704 - - 32.10%94.30 -2.8 -4.29 %
18-Feb-21 66.90 62.50 836,000 109,820,000 0.00 % 0.00 % -4.15 % 0.6711 - - 41.88%156.96 -4.4 -6.58 %
17-Feb-21 64.60 62.50 836,000 114,570,000 0.00 % 0.00 % -1.47 % 0.6710 - - 29.66%53.21 -2.1 -3.25 %
16-Feb-21 64.75 62.50 836,000 116,280,000 0.00 % 0.00 % -3.42 % 0.6727 - - 31.35%108.91 -2.25 -3.47 %
15-Feb-21 62.70 62.50 836,000 120,403,000 -7.54 % -2.22 % -2.19 % 0.6734 - - Long Windup 48.40%75.25 -0.2 -0.32 %
12-Feb-21 64.75 67.60 855,000 123,101,000 0.00 % 0.00 % -2.50 % 0.6739 - - 38.50%65.34 2.85 4.4 %
11-Feb-21 66.90 67.60 855,000 126,255,000 0.00 % 0.00 % -3.19 % 0.6740 - - 33.03%47.83 0.7 1.05 %
10-Feb-21 66.70 67.60 855,000 130,416,000 2.74 % 32.35 % 33.46 % 0.6756 - - Long Buildup 24.76%207.33 0.9 1.35 %
09-Feb-21 66.75 65.80 646,000 97,717,000 0.00 % 0.00 % -1.12 % 0.6773 - - 29.35%126.75 -0.95 -1.42 %
08-Feb-21 67.70 65.80 646,000 98,819,000 3.38 % -2.86 % -3.70 % 0.6789 - - Short Covering 41.02%138.70 -1.9 -2.81 %
05-Feb-21 65.05 63.65 665,000 102,619,000 0.00 % 0.00 % -3.59 % 0.6786 - - 29.25%101.35 -1.4 -2.15 %
04-Feb-21 64.45 63.65 665,000 106,438,000 0.00 % 0.00 % -4.52 % 0.6803 - - 39.30%91.05 -0.8 -1.24 %
03-Feb-21 63.60 63.65 665,000 111,473,000 0.00 % -2.78 % -5.00 % 0.6806 - - 39.77%136.73 0.05 0.08 %
02-Feb-21 61.00 63.65 684,000 117,344,000 0.00 % 0.00 % -13.08 % 0.6800 - - 33.52%145.96 2.65 4.34 %
01-Feb-21 63.60 63.65 684,000 134,995,000 7.70 % 260.00 % 38.96 % 0.6791 - - Long Buildup 34.39%388.59 0.05 0.08 %
29-Jan-21 57.65 59.10 190,000 97,147,000 0.00 % 0.00 % 4.35 % 0.6695 - - 34.05%336.83 1.45 2.52 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
131.59 Crore Rs. 153.24 Crore Rs. 172.29 Crore Rs. 176.08 Crore Rs. 191.59 Crore Rs. 154.88 Crore Rs. More details >>
Average Delivery Percentage
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
24.30 % 22.83 % 25.32 % 24.82 % 25.11 % 25.55 % More details >>
 
 
SAIL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 20-Apr-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
82.96 84.23 86.66 87.93 90.36 91.63 94.06
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
87.25 88.18 88.48 88.79 87.93 89.41 89.72 90.03 90.95
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
84.23 85.64 86.52 87.93 89.34 90.22 91.63
DeMark Pivot
Support 1 Pivot Point Resistance 1
87.3 88.25 91
 
 
SAIL Result / Events
Date Description Status
06-Nov-20Financial ResultsCompleted
10-Jul-20Financial ResultsCompleted
03-Jul-20Financial ResultsCompleted
30-Jun-20Financial ResultsCompleted
14-Feb-20Financial ResultsCompleted
14-Nov-19Financial ResultsCompleted
30-May-19Financial Results/DividendCompleted
07-Feb-19Financial ResultsCompleted