FnO Contract Details

Expiry:
Symbol:

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

SBILIFE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 802.15 819.35 802.15 814.05 NA 1.09 % NA NA
30-Jul-20 807.95 823.00 806.00 817.00 5,864,250 1.25 % 1.61 % Long Buildup
27-Aug-20 812.50 819.00 812.50 816.60 8,250 1.32 % -15.38 % Short Covering
Cummulative NA NA NA NA 5,872,500 NA 1.58 % Long Buildup
SBILIFE Options OI PCR:  0.33   (Expiry : 30-Jul-20 )   PUT OI: 138,000   CALL OI: 421,500 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
900.00 94500 -0.79% 5.80 0.00%
820.00 87000 20.83% 26.55 6.20% Long Buildup
850.00 79500 12.77% 15.50 5.08% 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
820.00 87000 20.83% 26.55 6.20% Long Buildup
850.00 79500 12.77% 15.50 5.08% Long Buildup
810.00 22500 30.43% 31.40 4.67% 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
800.00 54000 -19.10% 37.10 9.93% Short Covering
900.00 94500 -0.79% 5.80 0.00% Short Covering
None
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
700.00 34500 2.22% 1.85 -28.85% Short Buildup
800.00 26250 66.67% 21.15 -21.08% Short Buildup
750.00 21750 -3.33% 6.45 -33.85% Long Windup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
800.00 26250 66.67% 21.15 -21.08% Short Buildup
700.00 34500 2.22% 1.85 -28.85% Short Buildup
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
750.00 21750 -3.33% 6.45 -33.85% Long Windup
760.00 17250 -4.17% 8.20 -31.67% Long Windup
770.00 10500 -6.67% 11.70 -26.65% Long Windup
 
 
SBILIFE 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-20 814.05 817.00 5,864,250 5,872,500 1.25 % 1.61 % 1.58 % 0.5615 0.33 0.14 % Long Buildup 46.65%40.84 2.95 0.36 %
01-Jul-20 805.25 806.95 5,771,250 5,781,000 0.04 % 0.76 % 0.77 % 0.5627 0.33 0.17 % Long Buildup 34.30%36.48 1.7 0.21 %
30-Jun-20 806.45 806.65 5,727,750 5,736,750 2.45 % 7.41 % 7.46 % 0.5641 0.34 0.16 % Long Buildup 54.03%89.43 0.2 0.02 %
29-Jun-20 786.80 787.35 5,332,500 5,338,500 0.25 % 2.55 % 2.55 % 0.5645 0.34 0.11 % Long Buildup 55.31%26.00 0.55 0.07 %
26-Jun-20 784.35 785.35 5,199,750 5,205,750 -0.45 % 5.70 % 2.09 % 0.5659 0.58 0.12 % Short Buildup 58.27%45.07 1 0.13 %
25-Jun-20 786.25 788.90 4,919,250 5,099,250 0.58 % 29.86 % -1.05 % 0.5674 0.47 - Short Covering 40.26%23.27 2.65 0.34 %
24-Jun-20 780.75 784.35 3,788,250 5,153,250 -1.99 % 27.65 % -7.47 % 0.5687 0.46 - Long Windup 49.97%66.29 3.6 0.46 %
23-Jun-20 796.65 800.30 2,967,750 5,569,500 2.72 % 133.04 % 2.08 % 0.5695 0.49 - Long Buildup 39.88%47.87 3.65 0.46 %
22-Jun-20 777.95 779.10 1,273,500 5,456,250 -0.04 % 164.07 % 1.11 % 0.5700 0.50 - Short Buildup 43.29%39.21 1.15 0.15 %
19-Jun-20 775.85 779.45 482,250 5,396,250 0.76 % 170.17 % -1.73 % 0.5714 - - Short Covering 66.26%149.71 3.6 0.46 %
18-Jun-20 771.60 773.55 178,500 5,491,500 0.32 % 81.68 % 0.60 % 0.5728 0.75 - Long Buildup 37.82%27.77 1.95 0.25 %
17-Jun-20 772.05 771.05 98,250 5,458,500 1.05 % 1.55 % -4.96 % 0.5742 1.00 - Short Covering 41.33%61.79 -1 -0.13 %
16-Jun-20 764.10 763.05 96,750 5,743,500 2.26 % -3.73 % -0.82 % 0.5755 0.83 - Short Covering 40.17%57.83 -1.05 -0.14 %
15-Jun-20 745.30 746.15 100,500 5,790,750 -0.81 % 27.62 % -6.06 % 0.5760 0.20 - Long Windup 65.88%162.85 0.85 0.11 %
12-Jun-20 750.45 752.25 78,750 6,164,250 1.60 % 61.54 % 27.05 % 0.5773 0.25 - Long Buildup 36.44%120.23 1.8 0.24 %
11-Jun-20 740.90 740.40 48,750 4,851,750 -0.42 % 3.17 % -4.94 % 0.5785 0.50 - Long Windup 42.19%41.08 -0.5 -0.07 %
10-Jun-20 741.70 743.50 47,250 5,103,750 -1.86 % 8.62 % 7.40 % 0.5800 0.50 - Short Buildup 47.19%79.90 1.8 0.24 %
09-Jun-20 758.50 757.60 43,500 4,752,000 -4.97 % 11.54 % 6.52 % 0.5806 0.50 - Short Buildup 43.31%49.97 -0.9 -0.12 %
08-Jun-20 779.30 797.25 39,000 4,461,000 -0.62 % 8.33 % 1.94 % 0.5809 - - Short Buildup 57.85%61.84 17.95 2.3 %
05-Jun-20 796.70 802.20 36,000 4,376,250 0.29 % 2.13 % 2.64 % 0.5816 - - Long Buildup 45.13%43.14 5.5 0.69 %
04-Jun-20 794.80 799.90 35,250 4,263,750 -1.13 % 88.00 % 1.10 % 0.5831 - - Short Buildup 40.99%45.76 5.1 0.64 %
03-Jun-20 807.10 809.05 18,750 4,217,250 0.00 % 0.00 % 4.59 % 0.5842 - - 34.69%60.58 1.95 0.24 %
 
 
Average Delivery Volume
On 02-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
40.84 Crore Rs. 55.59 Crore Rs. 47.57 Crore Rs. 46.91 Crore Rs. 54.74 Crore Rs. 62.68 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 >>
46.65 % 46.39 % 49.21 % 47.27 % 48.16 % 47.86 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
SPOTInside Candle-
SPOTPiercing Line-
 
 
SBILIFE 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
790.66 798.33 807.66 815.33 824.66 832.33 841.66
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
808.5 812.75 814.17 815.58 815.33 818.42 819.83 821.25 825.5
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
798.33 804.82 808.84 815.33 821.82 825.84 832.33
DeMark Pivot
Support 1 Pivot Point Resistance 1
811.5 817.25 828.5