FnO Contract Details

Expiry:
Symbol:

SAIL analysis for the selected expiry [Jan-21] as on 22-Jan-21

SAIL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 64.85 65.35 56.00 58.20 NA -10.25 % NA NA
28-Jan-21 65.00 65.35 57.00 58.15 104,215,000 -10.74 % -12.24 % Long Windup
25-Feb-21 65.30 65.30 57.25 58.60 33,763,000 -11.55 % -4.05 % Long Windup
25-Mar-21 0.00 0.00 0.00 65.45 589,000 0.00 % 0.00 %
Cummulative NA NA NA NA 138,567,000 NA -10.33 % Long Windup
SAIL Options OI PCR:  0.77   (Expiry : 28-Jan-21 )   PUT OI: 38,551,000   CALL OI: 50,084,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
80.00 8379000 -25.13% 0.10 -33.33% Long Windup
75.00 8170000 -24.30% 0.05 -87.50% Long Windup
70.00 5529000 -27.97% 0.25 -28.57% 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
80.00 8379000 -25.13% 0.10 -33.33% Long Windup
75.00 8170000 -24.30% 0.05 -87.50% Long Windup
70.00 5529000 -27.97% 0.25 -28.57% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
65.00 9177000 -4.92% 7.20 364.52% Short Covering
70.00 4902000 -14.00% 12.20 132.38% Short Covering
60.00 4826000 -13.31% 1.80 800.00% 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
70.00 4902000 -14.00% 12.20 132.38% Short Covering
60.00 4826000 -13.31% 1.80 800.00% Short Covering
65.00 9177000 -4.92% 7.20 364.52% 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 %
22-Jan-21 58.20 58.15 104,215,000 138,567,000 -10.74 % -12.24 % -10.33 % 0.6756 0.77 24.79 % Long Windup 41.05%289.01 -0.05 -0.09 %
21-Jan-21 64.85 65.15 118,750,000 154,527,000 -3.12 % -3.36 % -2.63 % 0.6596 0.68 23.15 % Long Windup 45.85%121.91 0.3 0.46 %
20-Jan-21 66.75 67.25 122,873,000 158,707,000 0.98 % -1.79 % -1.44 % 0.6599 0.66 22.58 % Short Covering 34.73%70.97 0.5 0.75 %
19-Jan-21 66.20 66.60 125,115,000 161,025,000 0.91 % -1.80 % -1.42 % 0.6614 0.65 22.30 % Short Covering 43.22%123.18 0.4 0.6 %
18-Jan-21 65.95 66.00 127,414,000 163,343,000 -6.38 % -10.42 % -8.91 % 0.6629 0.62 22.00 % Long Windup 42.54%321.78 0.05 0.08 %
15-Jan-21 70.15 70.50 142,234,000 179,322,000 4.37 % 85.21 % 121.34 % 0.6586 0.59 20.68 % Long Buildup 34.15%773.79 0.35 0.5 %
14-Jan-21 67.20 67.55 76,798,000 81,016,000 -9.08 % -6.76 % -6.51 % 0.6577 0.73 5.21 % Long Windup 40.27%866.89 0.35 0.52 %
13-Jan-21 74.70 74.30 82,365,000 86,659,000 -2.49 % -1.21 % -1.64 % 0.6466 0.73 4.96 % Long Windup 27.67%68.31 -0.4 -0.54 %
12-Jan-21 75.90 76.20 83,372,000 88,103,000 1.26 % -1.88 % -1.80 % 0.6473 0.73 5.37 % Short Covering 27.65%52.97 0.3 0.4 %
11-Jan-21 74.85 75.25 84,968,000 89,718,000 -2.08 % -4.57 % -4.53 % 0.6487 0.73 5.29 % Long Windup 30.16%69.07 0.4 0.53 %
08-Jan-21 77.05 76.85 89,034,000 93,974,000 -1.47 % -4.17 % -4.61 % 0.6497 0.73 5.26 % Long Windup 23.94%49.73 -0.2 -0.26 %
07-Jan-21 78.00 78.00 92,910,000 98,515,000 2.16 % -3.24 % -3.26 % 0.6510 0.72 5.69 % Short Covering 30.58%92.06 0 0 %
06-Jan-21 76.20 76.35 96,026,000 101,840,000 -2.12 % -12.71 % -12.65 % 0.6520 0.71 5.71 % Long Windup 24.16%104.24 0.15 0.2 %
05-Jan-21 78.00 78.00 110,010,000 116,584,000 -1.70 % 4.44 % 7.18 % 0.6530 0.72 5.64 % Short Buildup 18.70%110.44 0 0 %
04-Jan-21 79.30 79.35 105,336,000 108,775,000 5.94 % 10.86 % 12.08 % 0.6542 0.89 3.16 % Long Buildup 14.79%112.80 0.05 0.06 %
01-Jan-21 74.50 74.90 95,019,000 97,052,000 0.74 % 3.37 % -6.79 % 0.6512 0.93 2.09 % Short Covering 12.38%64.44 0.4 0.54 %
31-Dec-20 74.10 74.35 91,922,000 104,120,000 6.75 % 22.17 % 6.33 % 0.6528 1.04 - Long Buildup 11.00%111.87 0.25 0.34 %
30-Dec-20 69.75 69.65 75,240,000 97,926,000 7.07 % -5.47 % -10.37 % 0.6484 1.27 - Short Covering 22.78%117.83 -0.1 -0.14 %
29-Dec-20 64.50 65.05 79,591,000 109,250,000 0.54 % -4.36 % -10.03 % 0.6429 1.04 - Short Covering 24.26%56.16 0.55 0.85 %
28-Dec-20 63.95 64.70 83,220,000 121,429,000 6.68 % 44.22 % 16.26 % 0.6445 1.01 - Long Buildup 22.36%72.77 0.75 1.17 %
24-Dec-20 60.25 60.65 57,703,000 104,443,000 2.36 % 101.66 % 20.15 % 0.6404 0.54 - Long Buildup 18.80%101.33 0.4 0.66 %
23-Dec-20 59.05 59.25 28,614,000 86,925,000 2.69 % -1.50 % -3.26 % 0.6417 0.95 - Short Covering 24.24%45.49 0.2 0.34 %
22-Dec-20 57.15 57.70 29,051,000 89,851,000 3.96 % -1.80 % -4.64 % 0.6412 0.95 - Short Covering 18.12%38.06 0.55 0.96 %
21-Dec-20 55.35 55.50 29,583,000 94,221,000 -3.90 % -6.60 % -15.01 % 0.6412 1.00 - Long Windup 20.02%55.31 0.15 0.27 %
18-Dec-20 57.80 57.75 31,673,000 110,865,000 0.00 % 111.28 % 9.97 % 0.6408 1.26 - 17.32%51.20 -0.05 -0.09 %
17-Dec-20 57.55 57.75 14,991,000 100,814,000 -4.62 % 124.15 % -1.21 % 0.6424 1.06 - Long Windup 29.01%118.40 0.2 0.35 %
16-Dec-20 60.15 60.55 6,688,000 102,049,000 3.06 % 52.38 % 11.36 % 0.6406 1.25 - Long Buildup 16.02%52.40 0.4 0.67 %
15-Dec-20 58.30 58.75 4,389,000 91,637,000 -0.51 % 8.45 % -0.74 % 0.6411 1.50 - Long Windup 12.14%31.19 0.45 0.77 %
14-Dec-20 58.55 59.05 4,047,000 92,321,000 1.37 % 12.11 % 2.38 % 0.6427 1.63 - Long Buildup 19.61%58.04 0.5 0.85 %
11-Dec-20 57.75 58.25 3,610,000 90,174,000 3.83 % 29.25 % 9.00 % 0.6441 1.63 - Long Buildup 15.11%72.96 0.5 0.87 %
10-Dec-20 55.75 56.10 2,793,000 82,726,000 1.63 % -4.55 % 6.38 % 0.6440 0.89 - Long Buildup 14.04%33.39 0.35 0.63 %
09-Dec-20 54.70 55.20 2,926,000 77,767,000 -1.87 % 10.79 % -4.59 % 0.6451 0.89 - Long Windup 13.90%28.03 0.5 0.91 %
08-Dec-20 55.75 56.25 2,641,000 81,510,000 1.35 % 2.96 % 6.37 % 0.6461 0.67 - Long Buildup 14.27%40.83 0.5 0.9 %
07-Dec-20 55.00 55.50 2,565,000 76,627,000 0.63 % 33.66 % 0.15 % 0.6475 0.40 - Long Buildup 14.20%48.63 0.5 0.91 %
04-Dec-20 54.90 55.15 1,919,000 76,513,000 0.82 % 27.85 % -4.19 % 0.6491 - - Short Covering 18.28%65.31 0.25 0.46 %
03-Dec-20 54.25 54.70 1,501,000 79,857,000 4.49 % 38.60 % 9.06 % 0.6506 - - Long Buildup 24.54%59.47 0.45 0.83 %
02-Dec-20 51.70 52.35 1,083,000 73,226,000 3.77 % 21.28 % 9.15 % 0.6490 - - Long Buildup 17.96%66.63 0.65 1.26 %
01-Dec-20 49.95 50.45 893,000 67,089,000 3.38 % 30.56 % 18.49 % 0.6489 - - Long Buildup 26.83%62.24 0.5 1 %
27-Nov-20 48.45 48.80 684,000 56,620,000 10.91 % 24.14 % 11.15 % 0.6492 - - Long Buildup 28.85%107.06 0.35 0.72 %
26-Nov-20 46.55 44.00 551,000 50,939,000 0.69 % 0.00 % -21.59 % 0.6487 - - Short Covering 36.53%103.59 -2.55 -5.48 %
25-Nov-20 43.05 43.70 551,000 64,961,000 0.00 % 0.00 % -7.92 % 0.6448 - - 32.04%39.56 0.65 1.51 %
24-Nov-20 43.40 43.70 551,000 70,547,000 0.00 % 0.00 % -4.77 % 0.6463 - - 31.65%26.77 0.3 0.69 %
23-Nov-20 43.25 43.70 551,000 74,081,000 9.25 % 70.59 % 46.52 % 0.6479 - - Long Buildup 28.14%85.55 0.45 1.04 %
20-Nov-20 41.10 40.00 323,000 50,559,000 0.00 % 0.00 % -1.77 % 0.6459 - - 32.42%36.58 -1.1 -2.68 %
19-Nov-20 39.90 40.00 323,000 51,471,000 0.00 % 0.00 % -2.97 % 0.6460 - - 31.24%21.95 0.1 0.25 %
18-Nov-20 40.05 40.00 323,000 53,048,000 0.00 % 0.00 % -5.77 % 0.6476 - - 43.47%27.80 -0.05 -0.12 %
17-Nov-20 40.30 40.00 323,000 56,297,000 0.00 % 0.00 % -4.67 % 0.6491 - - 43.53%35.84 -0.3 -0.74 %
14-Nov-20 39.65 40.00 323,000 59,052,000 0.00 % 0.00 % -1.30 % 0.6503 - - 57.11%8.13 0.35 0.88 %
13-Nov-20 39.15 40.00 323,000 59,831,000 0.00 % 0.00 % -2.27 % 0.6518 - - 30.24%16.10 0.85 2.17 %
12-Nov-20 39.55 40.00 323,000 61,218,000 -0.37 % 13.33 % 3.30 % 0.6534 - - Short Buildup 16.04%19.25 0.45 1.14 %
11-Nov-20 39.60 40.15 285,000 59,261,000 3.88 % 25.00 % 18.01 % 0.6550 - - Long Buildup 28.82%54.35 0.55 1.39 %
10-Nov-20 37.95 38.65 228,000 50,217,000 0.00 % 0.00 % -5.34 % 0.6541 - - 25.10%18.02 0.7 1.84 %
09-Nov-20 37.80 38.65 228,000 53,048,000 0.00 % 0.00 % -8.88 % 0.6557 - - 29.26%31.90 0.85 2.25 %
06-Nov-20 37.95 38.65 228,000 58,216,000 0.00 % 0.00 % -12.46 % 0.6573 - - 31.04%49.13 0.7 1.84 %
05-Nov-20 38.25 38.65 228,000 66,500,000 0.00 % 0.00 % 34.93 % 0.6588 - - 20.76%67.60 0.4 1.05 %
 
 
Average Delivery Volume
On 22-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
289.01 Crore Rs. 160.63 Crore Rs. 185.37 Crore Rs. 329.48 Crore Rs. 231.07 Crore Rs. 178.65 Crore Rs. More details >>
Average Delivery Percentage
On 22-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
41.05 % 41.07 % 41.81 % 38.47 % 36.78 % 29.93 % More details >>
 
 
SAIL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 25-Jan-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
46.64 51.82 54.99 60.17 63.34 68.52 71.69
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
53.98 56.06 56.76 57.45 60.17 58.85 59.54 60.24 62.33
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
51.82 55.01 56.98 60.17 63.36 65.33 68.52
DeMark Pivot
Support 1 Pivot Point Resistance 1
53.4 59.38 61.75
 
 
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