FnO Contract Details

Expiry:
Symbol:

SAIL analysis for the selected expiry [Jul-20] as on 02-Jul-20

SAIL Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 30.70 31.60 30.25 31.20 NA 2.80 % NA NA
30-Jul-20 30.80 31.75 30.30 31.40 58,729,000 2.95 % 16.25 % Long Buildup
27-Aug-20 30.75 31.60 30.30 31.30 3,838,000 3.13 % 21.69 % Long Buildup
24-Sep-20 30.65 31.45 30.65 31.45 133,000 3.28 % -22.22 % Short Covering
Cummulative NA NA NA NA 62,700,000 NA 16.44 % Long Buildup
SAIL Options OI PCR:  0.47   (Expiry : 30-Jul-20 )   PUT OI: 12,711,000   CALL OI: 27,189,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
32.00 6099000 8.81% 1.95 14.71% Long Buildup
35.00 5396000 4.03% 1.00 11.11% Long Buildup
33.00 3002000 6.76% 1.55 14.81% Long Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
32.00 6099000 8.81% 1.95 14.71% Long Buildup
36.00 1976000 25.30% 0.80 14.29% Long Buildup
39.00 2223000 13.59% 0.35 0.00% 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
31.00 2109000 -7.50% 2.40 14.29% Short Covering
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 3344000 27.54% 1.55 -24.39% Short Buildup
25.00 2337000 21.78% 0.30 -33.33% Short Buildup
28.00 1957000 35.53% 0.85 -29.17% Short Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
30.00 3344000 27.54% 1.55 -24.39% Short Buildup
28.00 1957000 35.53% 0.85 -29.17% Short Buildup
25.00 2337000 21.78% 0.30 -33.33% Short 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
26.00 494000 -7.14% 0.40 -27.27% Long Windup
29.00 1045000 -3.51% 1.15 -25.81% Long Windup
27.00 741000 -2.50% 0.60 -25.00% Long Windup
 
 
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 %
02-Jul-20 31.20 31.40 58,729,000 62,700,000 2.95 % 16.25 % 16.44 % 0.7082 0.47 6.33 % Long Buildup 27.61%29.29 0.2 0.64 %
01-Jul-20 30.35 30.50 50,521,000 53,846,000 0.33 % 0.61 % 0.89 % 0.7089 0.42 6.18 % Long Buildup 24.91%16.64 0.15 0.49 %
30-Jun-20 30.40 30.40 50,217,000 53,371,000 2.53 % 13.05 % 13.17 % 0.7106 0.41 5.91 % Long Buildup 22.48%33.23 0 0 %
29-Jun-20 29.55 29.65 44,422,000 47,158,000 -3.10 % 1.26 % 1.68 % 0.7116 0.50 5.80 % Short Buildup 30.01%19.13 0.1 0.34 %
26-Jun-20 30.50 30.60 43,871,000 46,379,000 -1.29 % 12.85 % 1.95 % 0.7121 0.49 5.41 % Short Buildup 28.42%21.44 0.1 0.33 %
25-Jun-20 30.85 31.00 38,874,000 45,490,500 0.00 % 14.94 % -4.08 % 0.7137 0.48 - 24.27%24.54 0.15 0.49 %
24-Jun-20 30.85 31.00 33,820,000 47,424,700 -5.20 % 33.94 % 1.36 % 0.7155 0.49 - Short Buildup 25.44%39.12 0.15 0.49 %
23-Jun-20 32.50 32.70 25,251,000 46,786,800 3.81 % 202.05 % 10.79 % 0.7129 0.67 - Long Buildup 27.13%38.21 0.2 0.62 %
22-Jun-20 31.20 31.50 8,360,000 42,228,800 4.83 % -6.58 % -14.43 % 0.7129 0.74 - Short Covering 36.76%31.14 0.3 0.96 %
19-Jun-20 30.15 30.05 8,949,000 49,349,000 1.18 % -7.47 % -14.34 % 0.7124 - - Short Covering 34.94%24.15 -0.1 -0.33 %
18-Jun-20 29.65 29.70 9,671,000 57,607,000 3.13 % 35.73 % 4.06 % 0.7138 0.73 - Long Buildup 22.98%17.11 0.05 0.17 %
17-Jun-20 28.75 28.80 7,125,000 55,357,700 -2.54 % 28.87 % 6.72 % 0.7143 0.62 - Short Buildup 24.33%15.18 0.05 0.17 %
16-Jun-20 29.50 29.55 5,529,000 51,872,800 0.68 % 22.27 % 4.58 % 0.7153 0.67 - Long Buildup 16.85%24.16 0.05 0.17 %
15-Jun-20 29.30 29.35 4,522,000 49,602,400 -3.45 % 24.61 % 2.24 % 0.7171 0.58 - Short Buildup 22.63%12.73 0.05 0.17 %
12-Jun-20 30.35 30.40 3,629,000 48,514,400 1.16 % 9.77 % -1.01 % 0.7173 0.58 - Short Covering 15.57%10.57 0.05 0.16 %
11-Jun-20 30.00 30.05 3,306,000 49,007,800 -4.91 % 16.78 % 6.30 % 0.7189 0.60 - Short Buildup 22.72%17.41 0.05 0.17 %
10-Jun-20 31.60 31.60 2,831,000 46,105,100 -1.86 % 8.76 % 2.53 % 0.7170 4.00 - Short Buildup 20.59%14.61 0 0 %
09-Jun-20 32.15 32.20 2,603,000 44,969,000 -1.68 % 14.17 % -1.35 % 0.7185 4.33 - Long Windup 18.30%19.19 0.05 0.16 %
08-Jun-20 32.70 32.75 2,280,000 45,584,700 -1.95 % 17.65 % 14.29 % 0.7200 4.33 - Short Buildup 21.71%34.10 0.05 0.15 %
05-Jun-20 33.40 33.40 1,938,000 39,885,700 7.40 % 10.87 % 5.89 % 0.7211 8.00 - Long Buildup 19.06%38.00 0 0 %
04-Jun-20 31.10 31.10 1,748,000 37,667,100 0.48 % 16.46 % 0.26 % 0.7162 7.50 - Long Buildup 25.07%21.50 0 0 %
03-Jun-20 30.95 30.95 1,501,000 37,570,500 0.00 % 1.28 % -6.54 % 0.7179 - - 19.45%13.04 0 0 %
02-Jun-20 31.10 30.95 1,482,000 40,201,500 1.98 % 14.71 % 5.27 % 0.7196 - - Long Buildup 16.69%14.50 -0.15 -0.48 %
01-Jun-20 30.50 30.35 1,292,000 38,190,300 2.53 % 13.33 % 3.39 % 0.7209 - - Long Buildup 28.14%25.56 -0.15 -0.49 %
29-May-20 30.15 29.60 1,140,000 36,939,300 -0.67 % 15.38 % -14.28 % 0.8412 - - Long Windup 15.73%14.10 -0.55 -1.82 %
28-May-20 30.20 29.80 988,000 43,095,400 2.58 % 52.94 % -1.05 % 0.9417 - - Short Covering 17.71%15.33 -0.4 -1.32 %
27-May-20 29.65 29.05 646,000 43,554,100 4.12 % 6.25 % -5.15 % 0.9686 - - Short Covering 15.21%20.28 -0.6 -2.02 %
26-May-20 28.30 27.90 608,000 45,918,200 5.08 % 0.00 % -11.20 % 0.9736 - - Short Covering 22.39%17.16 -0.4 -1.41 %
22-May-20 27.30 26.55 608,000 51,711,500 -3.45 % 52.38 % 8.19 % 0.9859 - - Short Buildup 17.29%- -0.75 -2.75 %
21-May-20 28.10 27.50 399,000 47,797,300 2.42 % 10.53 % 2.16 % 1.0073 - - Long Buildup 17.85%13.78 -0.6 -2.14 %
20-May-20 27.60 26.85 361,000 46,785,900 1.90 % 5.56 % -6.28 % 1.0345 - - Short Covering 22.41%11.30 -0.75 -2.72 %
19-May-20 27.00 26.35 342,000 49,922,600 2.93 % -5.26 % -5.59 % 1.0576 - - Short Covering 20.37%16.58 -0.65 -2.41 %
18-May-20 27.45 25.60 361,000 52,877,500 -9.54 % 72.73 % 12.03 % 1.0884 - - Short Buildup 18.79%11.89 -1.85 -6.74 %
15-May-20 29.35 28.30 209,000 47,199,100 4.24 % 450.00 % 2.28 % 1.0232 - - Long Buildup 10.88%14.89 -1.05 -3.58 %
14-May-20 28.15 27.15 38,000 46,148,900 0.00 % 0.00 % 5.95 % 1.0456 - - 17.81%4.87 -1 -3.55 %
13-May-20 28.75 27.15 38,000 43,558,400 0.00 % 0.00 % 1.87 % 1.0629 - - 18.35%10.02 -1.6 -5.57 %
12-May-20 27.65 27.15 38,000 42,757,700 0.00 % 0.00 % 12.15 % 1.0852 - - 20.90%6.94 -0.5 -1.81 %
11-May-20 28.40 27.15 38,000 38,126,200 0.00 % 0.00 % -2.41 % 1.1165 - - 15.39%4.01 -1.25 -4.4 %
08-May-20 28.40 27.15 38,000 39,068,200 0.00 % 0.00 % 3.75 % 1.1494 - - 16.41%4.62 -1.25 -4.4 %
07-May-20 28.40 27.15 38,000 37,655,200 0.00 % 0.00 % -0.54 % 1.1729 - - 14.14%4.05 -1.25 -4.4 %
06-May-20 28.35 27.15 38,000 37,859,300 0.00 % 0.00 % -1.25 % 1.2082 - - 9.28%3.44 -1.2 -4.23 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
29.29 Crore Rs. 26.39 Crore Rs. 23.95 Crore Rs. 27.70 Crore Rs. 25.64 Crore Rs. 23.88 Crore Rs. More details >>
Average Delivery Percentage
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
27.61 % 24.66 % 26.04 % 25.89 % 25.79 % 23.81 % More details >>
 
 
SAIL Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 03-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
29.1 29.7 30.55 31.15 32 32.6 33.45
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
30.68 31.04 31.16 31.28 31.15 31.52 31.64 31.76 32.13
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
29.7 30.25 30.6 31.15 31.7 32.05 32.6
DeMark Pivot
Support 1 Pivot Point Resistance 1
30.85 31.3 32.3
 
 
SAIL Result / Events
Date Description Status
03-Jul-20Financial ResultsUpcoming
30-Jun-20Financial ResultsCompleted
14-Feb-20Financial ResultsCompleted
14-Nov-19Financial ResultsCompleted
30-May-19Financial Results/DividendCompleted
07-Feb-19Financial ResultsCompleted