FnO Contract Details

Expiry:
Symbol:

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

SBILIFE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 885.50 885.70 838.00 862.55 NA -1.79 % NA NA
28-Jan-21 883.65 887.50 840.00 861.60 4,758,750 -2.22 % -9.51 % Long Windup
25-Feb-21 889.10 889.50 843.00 864.15 1,554,000 -2.18 % 75.30 % Short Buildup
25-Mar-21 885.00 885.00 850.00 875.00 38,250 -1.13 % 30.77 % Short Buildup
Cummulative NA NA NA NA 6,351,000 NA 2.85 % Short Buildup
SBILIFE Options OI PCR:  0.42   (Expiry : 28-Jan-21 )   PUT OI: 1,147,500   CALL OI: 2,757,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
900.00 553500 46.72% 4.45 -65.50% Short Buildup
940.00 488250 -4.69% 2.05 -55.91% Long Windup
1000.00 318750 -14.49% 0.80 -30.43% 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
900.00 553500 46.72% 4.45 -65.50% Short Buildup
880.00 135000 233.33% 7.90 -61.84% Short Buildup
890.00 55500 252.38% 5.55 -66.47% 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
920.00 237750 -19.95% 3.15 -55.00% Long Windup
1000.00 318750 -14.49% 0.80 -30.43% Long Windup
940.00 488250 -4.69% 2.05 -55.91% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
900.00 202500 1.12% 43.10 44.87% Long Buildup
860.00 177000 53.25% 14.65 46.50% Long Buildup
840.00 149250 107.29% 6.75 31.07% Long Buildup
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
840.00 149250 107.29% 6.75 31.07% Long Buildup
860.00 177000 53.25% 14.65 46.50% Long Buildup
800.00 118500 62.89% 2.05 17.14% 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
880.00 106500 -26.42% 24.40 36.69% Short Covering
920.00 85500 -22.97% 60.35 35.01% Short Covering
930.00 36000 -26.15% 65.25 19.29% Short Covering
 
 
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 %
22-Jan-21 862.55 861.60 4,758,750 6,351,000 -2.22 % -9.51 % 2.85 % 0.4390 0.42 25.07 % Short Buildup 35.01%103.33 -0.95 -0.11 %
21-Jan-21 878.30 881.15 5,259,000 6,174,750 -2.13 % -0.28 % 9.25 % 0.4394 0.38 14.83 % Short Buildup 55.97%94.07 2.85 0.32 %
20-Jan-21 896.75 900.35 5,274,000 5,652,000 -0.92 % 2.60 % 4.70 % 0.4396 0.41 6.69 % Short Buildup 52.85%54.37 3.6 0.4 %
19-Jan-21 904.40 908.75 5,140,500 5,398,500 1.38 % -1.68 % -0.17 % 0.4406 0.41 4.78 % Short Covering 26.45%33.97 4.35 0.48 %
18-Jan-21 892.90 896.40 5,228,250 5,407,500 -1.96 % -0.74 % -0.10 % 0.4414 0.42 3.31 % Long Windup 27.61%23.10 3.5 0.39 %
15-Jan-21 910.25 914.30 5,267,250 5,412,750 -1.64 % 0.46 % 1.02 % 0.4417 0.47 2.69 % Short Buildup 39.55%26.41 4.05 0.44 %
14-Jan-21 925.15 929.50 5,243,250 5,358,000 -0.14 % 0.45 % 0.62 % 0.4423 0.48 2.14 % Short Buildup 41.03%27.33 4.35 0.47 %
13-Jan-21 926.55 930.80 5,220,000 5,325,000 0.11 % -4.33 % -4.25 % 0.4434 0.49 1.97 % Short Covering 37.15%68.72 4.25 0.46 %
12-Jan-21 925.00 929.80 5,456,250 5,561,250 -0.82 % 1.79 % 2.25 % 0.4445 0.43 1.89 % Short Buildup 58.90%85.71 4.8 0.52 %
11-Jan-21 936.25 937.45 5,360,250 5,439,000 0.12 % 0.72 % 0.97 % 0.4453 0.45 1.45 % Long Buildup 31.31%62.93 1.2 0.13 %
08-Jan-21 935.50 936.35 5,322,000 5,386,500 2.00 % -7.44 % -7.21 % 0.4464 0.53 1.20 % Short Covering 32.62%135.38 0.85 0.09 %
07-Jan-21 914.15 918.00 5,749,500 5,805,000 0.33 % 0.27 % 0.29 % 0.4464 0.47 0.96 % Long Buildup 54.83%55.61 3.85 0.42 %
06-Jan-21 910.30 914.95 5,733,750 5,788,500 0.51 % -1.42 % -1.39 % 0.4475 0.48 0.95 % Short Covering 47.02%52.00 4.65 0.51 %
05-Jan-21 905.55 910.30 5,816,250 5,870,250 -0.42 % 3.93 % 4.04 % 0.4486 0.45 0.92 % Short Buildup 41.82%45.82 4.75 0.52 %
04-Jan-21 911.40 914.10 5,596,500 5,642,250 1.67 % -2.44 % -2.34 % 0.4496 0.48 0.81 % Short Covering 47.84%44.83 2.7 0.3 %
01-Jan-21 895.40 899.05 5,736,750 5,777,250 -0.86 % 0.10 % -7.25 % 0.4501 0.50 0.70 % Long Windup 31.73%22.68 3.65 0.41 %
31-Dec-20 904.25 906.85 5,730,750 6,228,750 -0.09 % 24.85 % -2.61 % 0.4510 0.38 - Long Windup 56.53%57.44 2.6 0.29 %
30-Dec-20 902.95 907.65 4,590,000 6,396,000 0.69 % 44.68 % 0.41 % 0.4522 0.35 - Long Buildup 37.08%65.95 4.7 0.52 %
29-Dec-20 899.30 901.40 3,172,500 6,369,750 -0.49 % 62.01 % -5.78 % 0.4533 0.37 - Long Windup 42.23%69.66 2.1 0.23 %
28-Dec-20 901.65 905.80 1,958,250 6,760,500 2.90 % 122.59 % 0.43 % 0.4544 0.31 - Long Buildup 41.09%155.17 4.15 0.46 %
24-Dec-20 873.90 880.30 879,750 6,731,250 2.28 % 72.25 % 5.89 % 0.4536 0.45 - Long Buildup 32.84%76.32 6.4 0.73 %
23-Dec-20 854.95 860.65 510,750 6,357,000 0.03 % 33.53 % 1.92 % 0.4537 0.74 - Long Buildup 54.74%71.87 5.7 0.67 %
22-Dec-20 853.95 860.35 382,500 6,237,000 1.85 % 10.63 % -4.67 % 0.4549 1.10 - Short Covering 65.55%126.68 6.4 0.75 %
21-Dec-20 840.85 844.70 345,750 6,542,250 -2.19 % 29.13 % -1.07 % 0.4555 2.08 - Long Windup 56.45%106.31 3.85 0.46 %
18-Dec-20 857.15 863.60 267,750 6,612,750 0.26 % 15.16 % 0.16 % 0.4559 2.55 - Long Buildup 69.45%87.50 6.45 0.75 %
17-Dec-20 856.35 861.35 232,500 6,602,250 -0.14 % 7.27 % 0.50 % 0.4571 4.14 - Short Buildup 67.46%95.33 5 0.58 %
16-Dec-20 857.50 862.55 216,750 6,569,250 0.21 % 22.46 % -1.34 % 0.4582 11.70 - Short Covering 67.06%93.06 5.05 0.59 %
15-Dec-20 856.20 860.70 177,000 6,658,500 0.46 % 2.16 % -6.40 % 0.4594 14.63 - Short Covering 53.18%93.11 4.5 0.53 %
14-Dec-20 850.20 856.80 173,250 7,113,750 -0.01 % 4.52 % -0.32 % 0.4604 19.33 - Long Windup 66.60%67.21 6.6 0.78 %
11-Dec-20 849.70 856.90 165,750 7,136,250 -0.88 % 26.29 % 3.77 % 0.4616 20.60 - Short Buildup 46.81%77.16 7.2 0.85 %
10-Dec-20 856.05 864.50 131,250 6,876,750 0.06 % 10.06 % -0.01 % 0.4626 13.67 - Short Covering 67.66%133.37 8.45 0.99 %
09-Dec-20 858.00 863.95 119,250 6,877,500 0.37 % 7.43 % 0.15 % 0.4638 15.50 - Long Buildup 50.21%78.13 5.95 0.69 %
08-Dec-20 853.80 860.75 111,000 6,867,000 0.43 % 2.78 % 2.43 % 0.4649 - - Long Buildup 61.96%130.84 6.95 0.81 %
07-Dec-20 851.75 857.10 108,000 6,704,250 -1.31 % 92.00 % 17.14 % 0.4660 - - Short Buildup 48.59%89.03 5.35 0.63 %
04-Dec-20 863.00 868.50 56,250 5,723,250 0.14 % -5.06 % -1.11 % 0.4669 - - Short Covering 48.56%69.32 5.5 0.64 %
03-Dec-20 858.15 867.25 59,250 5,787,750 -1.77 % 54.90 % 7.06 % 0.4680 - - Short Buildup 51.03%166.59 9.1 1.06 %
02-Dec-20 875.55 882.85 38,250 5,406,000 3.90 % 15.91 % 3.89 % 0.4684 - - Long Buildup 41.89%76.94 7.3 0.83 %
01-Dec-20 851.35 849.70 33,000 5,203,500 -0.46 % 12.82 % 0.12 % 0.4680 - - Short Buildup 48.74%42.64 -1.65 -0.19 %
27-Nov-20 846.05 853.65 29,250 5,197,500 -0.59 % 50.00 % -5.94 % 0.4691 - - Long Windup 63.11%123.36 7.6 0.9 %
26-Nov-20 851.50 858.70 19,500 5,526,000 0.34 % 23.81 % 1.63 % 0.4702 - - Long Buildup 52.02%79.38 7.2 0.85 %
25-Nov-20 849.05 855.80 15,750 5,437,500 1.45 % 0.00 % -0.14 % 0.4714 - - Short Covering 36.80%75.22 6.75 0.8 %
24-Nov-20 838.95 843.60 15,750 5,445,000 0.64 % 5.00 % 0.36 % 0.4723 - - Long Buildup 51.85%38.05 4.65 0.55 %
23-Nov-20 831.60 838.25 15,000 5,425,500 -1.54 % -16.67 % 3.76 % 0.4733 - - Short Buildup 67.64%93.88 6.65 0.8 %
20-Nov-20 845.45 851.35 18,000 5,229,000 -1.58 % 0.00 % 1.01 % 0.4740 - - Short Buildup 37.59%30.89 5.9 0.7 %
19-Nov-20 846.75 865.00 18,000 5,176,500 0.58 % 14.29 % -1.02 % 0.4751 - - Short Covering 44.07%54.70 18.25 2.16 %
18-Nov-20 857.95 860.00 15,750 5,229,750 -1.40 % 0.00 % -0.27 % 0.4760 - - Long Windup 42.93%35.67 2.05 0.24 %
17-Nov-20 863.15 872.20 15,750 5,244,000 4.71 % 16.67 % 1.60 % 0.4771 - - Long Buildup 42.25%78.04 9.05 1.05 %
14-Nov-20 840.45 833.00 13,500 5,161,500 0.00 % 0.00 % -0.23 % 0.4770 - - 49.78%7.85 -7.45 -0.89 %
13-Nov-20 831.85 833.00 13,500 5,173,500 -1.07 % 12.50 % 2.94 % 0.4780 - - Short Buildup 44.10%30.24 1.15 0.14 %
12-Nov-20 837.75 842.00 12,000 5,025,750 -0.36 % 14.29 % 0.28 % 0.4791 - - Short Buildup 19.44%16.35 4.25 0.51 %
11-Nov-20 839.55 845.00 10,500 5,011,500 2.21 % 100.00 % -1.14 % 0.4803 - - Short Covering 41.90%64.13 5.45 0.65 %
10-Nov-20 829.40 826.70 5,250 5,069,250 2.02 % 0.00 % -2.93 % 0.4812 - - Short Covering 51.52%63.70 -2.7 -0.33 %
09-Nov-20 808.15 810.30 5,250 5,222,250 -0.45 % 75.00 % -3.13 % 0.4811 - - Long Windup 54.73%55.53 2.15 0.27 %
06-Nov-20 801.25 813.95 3,000 5,391,000 0.94 % 33.33 % -0.54 % 0.4822 - - Short Covering 66.79%92.20 12.7 1.59 %
05-Nov-20 805.00 806.35 2,250 5,420,250 1.33 % -40.00 % -3.79 % 0.4833 - - Short Covering 54.45%60.21 1.35 0.17 %
04-Nov-20 791.00 795.75 3,750 5,634,000 0.07 % 150.00 % -1.73 % 0.4840 - - Short Covering 51.38%37.54 4.75 0.6 %
03-Nov-20 788.90 795.20 1,500 5,733,000 0.00 % 0.00 % -5.20 % 0.4852 - - 49.23%59.93 6.3 0.8 %
 
 
Average Delivery Volume
On 22-Jan-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
103.33 Crore Rs. 83.92 Crore Rs. 61.77 Crore Rs. 53.91 Crore Rs. 63.30 Crore Rs. 64.80 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 >>
35.01 % 44.35 % 39.70 % 39.36 % 39.80 % 40.04 % More details >>
 
 
SBILIFE 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
791.06 815.53 838.56 863.03 886.06 910.53 933.56
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
837.85 849.73 853.68 857.64 863.03 865.56 869.52 873.48 885.35
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
815.53 833.68 844.89 863.03 881.18 892.39 910.53
DeMark Pivot
Support 1 Pivot Point Resistance 1
827.05 857.28 874.55
 
 
SBILIFE Result / Events
Date Description Status
21-Jul-20Financial ResultsCompleted