FnO Contract Details

Expiry:
Symbol:

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

SBILIFE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 897.20 909.90 888.50 906.25 NA -0.87 % NA NA
29-Apr-21 900.65 911.65 891.45 908.50 4,562,250 -0.71 % -0.77 % Long Windup
27-May-21 909.15 914.50 896.00 911.35 93,000 -0.77 % 1.64 % Short Buildup
24-Jun-21 0.00 0.00 0.00 915.30 8,250 0.00 % 0.00 %
Cummulative NA NA NA NA 4,663,500 NA -0.72 % Long Windup
SBILIFE Options OI PCR:  1.12   (Expiry : 29-Apr-21 )   PUT OI: 2,340,000   CALL OI: 2,085,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
900.00 483750 8.77% 18.45 -22.80% Short Buildup
1000.00 434250 -5.39% 0.90 -40.00% Long Windup
920.00 286500 -8.39% 9.20 -29.77% 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 483750 8.77% 18.45 -22.80% Short Buildup
910.00 126000 9.09% 13.10 -27.02% Short Buildup
950.00 175500 2.18% 3.50 -30.69% 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
930.00 145500 -15.65% 6.40 -32.28% Long Windup
920.00 286500 -8.39% 9.20 -29.77% Long Windup
1000.00 434250 -5.39% 0.90 -40.00% 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 1012500 -1.03% 9.95 11.80% Short Covering
800.00 269250 -0.83% 0.40 -27.27% Long Windup
880.00 180000 1.27% 4.95 12.50% 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
890.00 103500 94.37% 7.00 13.82% Long Buildup
870.00 123750 63.37% 3.55 4.41% Long Buildup
850.00 102750 11.38% 2.30 17.95% 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
900.00 1012500 -1.03% 9.95 11.80% Short Covering
800.00 269250 -0.83% 0.40 -27.27% Long Windup
860.00 46500 -3.13% 2.85 42.50% 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 %
19-Apr-21 906.25 908.50 4,562,250 4,663,500 -0.71 % -0.77 % -0.72 % 0.4196 1.12 2.17 % Long Windup 59.93%85.83 2.25 0.25 %
16-Apr-21 914.20 915.00 4,597,500 4,697,250 0.55 % -4.14 % -3.97 % 0.4205 1.04 2.12 % Short Covering 40.04%47.97 0.8 0.09 %
15-Apr-21 908.70 909.95 4,796,250 4,891,500 1.16 % 4.43 % 4.62 % 0.4215 1.05 1.95 % Long Buildup 50.72%67.50 1.25 0.14 %
13-Apr-21 897.80 899.55 4,593,000 4,675,500 2.86 % -0.79 % -0.78 % 0.4222 1.05 1.76 % Short Covering 52.47%55.34 1.75 0.19 %
12-Apr-21 872.45 874.50 4,629,750 4,712,250 -4.46 % -3.02 % -2.97 % 0.4214 1.06 1.75 % Long Windup 51.62%66.89 2.05 0.23 %
09-Apr-21 910.10 915.35 4,773,750 4,856,250 0.14 % 0.90 % 1.06 % 0.4186 1.14 1.70 % Long Buildup 49.90%61.08 5.25 0.58 %
08-Apr-21 908.50 914.10 4,731,000 4,805,250 -0.81 % 0.05 % -0.08 % 0.4197 1.15 1.55 % Long Windup 46.65%56.91 5.6 0.62 %
07-Apr-21 918.50 921.60 4,728,750 4,809,000 2.32 % -6.81 % -6.71 % 0.4204 1.16 1.67 % Short Covering 47.45%124.65 3.1 0.34 %
06-Apr-21 897.55 900.70 5,074,500 5,154,750 2.67 % -3.66 % -3.62 % 0.4203 1.17 1.56 % Short Covering 41.85%50.78 3.15 0.35 %
05-Apr-21 872.55 877.30 5,267,250 5,348,250 -1.24 % 0.88 % 1.12 % 0.4197 1.10 1.51 % Short Buildup 45.11%42.94 4.75 0.54 %
01-Apr-21 883.45 888.30 5,221,500 5,289,000 0.48 % -0.57 % -0.61 % 0.4205 1.18 1.28 % Short Covering 54.48%57.44 4.85 0.55 %
31-Mar-21 880.85 884.10 5,251,500 5,321,250 0.86 % -2.52 % 0.78 % 0.0000 1.19 1.31 % Long Buildup 50.74%86.22 3.25 0.37 %
30-Mar-21 872.15 876.55 5,214,750 5,280,000 -0.12 % 5.70 % 5.88 % 0.4224 1.17 1.24 % Short Buildup 48.61%54.14 4.4 0.5 %
26-Mar-21 873.95 877.60 4,933,500 4,986,750 0.86 % 1.54 % -18.53 % 0.4234 1.30 1.07 % Short Covering 51.45%53.73 3.65 0.42 %
25-Mar-21 864.10 870.10 4,858,500 6,120,750 -1.65 % 32.39 % -2.06 % 0.4242 1.40 - Long Windup 63.22%148.13 6 0.69 %
24-Mar-21 880.70 884.70 3,669,750 6,249,750 -2.13 % 36.18 % -0.31 % 0.4245 1.57 - Long Windup 49.89%83.52 4 0.45 %
23-Mar-21 898.90 904.00 2,694,750 6,269,250 -0.45 % 69.56 % -2.48 % 0.4247 2.21 - Long Windup 54.92%81.09 5.1 0.57 %
22-Mar-21 900.20 908.05 1,589,250 6,429,000 -0.49 % 72.28 % -3.88 % 0.4257 2.50 - Long Windup 61.73%92.28 7.85 0.87 %
19-Mar-21 906.70 912.50 922,500 6,688,500 1.49 % 10.51 % -6.65 % 0.4267 2.88 - Short Covering 48.35%124.91 5.8 0.64 %
18-Mar-21 890.45 899.10 834,750 7,164,750 0.12 % 55.66 % -8.91 % 0.4271 4.24 - Short Covering 57.28%135.57 8.65 0.97 %
17-Mar-21 888.95 898.00 536,250 7,865,250 -2.54 % 25.22 % -6.42 % 0.4281 4.72 - Long Windup 56.13%190.08 9.05 1.02 %
16-Mar-21 914.05 921.40 428,250 8,405,250 -0.43 % -0.17 % -3.18 % 0.4275 5.88 - Long Windup 40.43%52.55 7.35 0.8 %
15-Mar-21 920.00 925.40 429,000 8,681,250 0.58 % 29.71 % 1.04 % 0.4285 6.36 - Long Buildup 39.33%165.78 5.4 0.59 %
12-Mar-21 914.20 920.05 330,750 8,592,000 -3.13 % 236.64 % 64.72 % 0.4295 7.54 - Short Buildup 38.48%1,018.92 5.85 0.64 %
10-Mar-21 940.75 949.80 98,250 5,216,250 -2.90 % 5.65 % 2.99 % 0.4288 1.22 - Short Buildup 28.92%64.28 9.05 0.96 %
09-Mar-21 971.30 978.15 93,000 5,064,750 5.34 % 26.53 % -2.57 % 0.4277 0.69 - Short Covering 26.35%282.31 6.85 0.71 %
08-Mar-21 923.85 928.55 73,500 5,198,250 2.27 % -2.00 % -0.69 % 0.4234 1.42 - Short Covering 37.32%48.14 4.7 0.51 %
05-Mar-21 903.55 907.90 75,000 5,234,250 -1.72 % 2.04 % 0.40 % 0.4234 1.18 - Short Buildup 46.85%53.71 4.35 0.48 %
04-Mar-21 915.90 923.75 73,500 5,213,250 1.24 % 8.89 % 2.60 % 0.4241 1.27 - Long Buildup 48.98%140.89 7.85 0.86 %
03-Mar-21 906.45 912.40 67,500 5,081,250 2.74 % 1.12 % -2.78 % 0.4249 4.33 - Short Covering 51.32%98.96 5.95 0.66 %
02-Mar-21 879.15 888.10 66,750 5,226,750 0.59 % -1.11 % 2.52 % 0.4239 5.67 - Long Buildup 51.98%72.39 8.95 1.02 %
01-Mar-21 876.40 882.85 67,500 5,098,500 0.86 % 16.88 % 0.80 % 0.4250 5.33 - Long Buildup 51.56%119.69 6.45 0.74 %
26-Feb-21 866.90 875.35 57,750 5,058,000 -0.84 % 14.93 % -5.52 % 0.4258 6.50 - Long Windup 61.02%139.49 8.45 0.97 %
25-Feb-21 872.40 882.75 50,250 5,353,500 0.77 % 36.73 % 1.42 % 0.4268 6.50 - Long Buildup 66.05%108.63 10.35 1.19 %
24-Feb-21 871.55 876.00 36,750 5,278,500 0.02 % 4.26 % -0.93 % 0.4278 6.50 - Short Covering 46.23%27.54 4.45 0.51 %
23-Feb-21 869.70 875.85 35,250 5,328,000 2.22 % 2.17 % -5.14 % 0.4289 6.50 - Short Covering 43.27%55.73 6.15 0.71 %
22-Feb-21 849.05 856.80 34,500 5,616,750 -3.54 % 35.29 % 0.93 % 0.4288 4.50 - Short Buildup 42.70%65.65 7.75 0.91 %
19-Feb-21 881.50 888.25 25,500 5,565,000 -1.12 % 17.24 % -3.15 % 0.4268 1.00 - Long Windup 34.05%33.64 6.75 0.77 %
18-Feb-21 893.50 898.30 21,750 5,745,750 1.13 % -6.45 % -2.20 % 0.4275 1.00 - Short Covering 42.48%90.63 4.8 0.54 %
17-Feb-21 877.15 888.30 23,250 5,874,750 0.89 % 0.00 % 2.03 % 0.4278 1.00 - Long Buildup 46.82%61.48 11.15 1.27 %
16-Feb-21 872.00 880.45 23,250 5,757,750 -0.62 % 40.91 % 0.41 % 0.4288 1.00 - Short Buildup 43.05%61.37 8.45 0.97 %
15-Feb-21 877.25 885.95 16,500 5,734,500 -3.28 % 46.67 % 5.17 % 0.4298 - - Short Buildup 51.30%77.19 8.7 0.99 %
12-Feb-21 896.85 915.95 11,250 5,452,500 0.10 % 7.14 % 0.87 % 0.4299 - - Long Buildup 36.53%32.27 19.1 2.13 %
11-Feb-21 907.35 915.00 10,500 5,405,250 0.44 % 7.69 % -3.61 % 0.4307 - - Short Covering 39.39%78.09 7.65 0.84 %
10-Feb-21 911.35 911.00 9,750 5,607,750 1.12 % -13.33 % -3.99 % 0.4317 - - Short Covering 23.39%106.42 -0.35 -0.04 %
09-Feb-21 888.70 900.90 11,250 5,841,000 3.75 % -16.67 % -3.40 % 0.4315 - - Short Covering 33.56%128.58 12.2 1.37 %
08-Feb-21 859.10 868.30 13,500 6,046,500 -0.81 % 80.00 % 3.43 % 0.4301 - - Short Buildup 65.17%106.36 9.2 1.07 %
05-Feb-21 864.20 875.40 7,500 5,846,250 -0.01 % 25.00 % 1.40 % 0.4311 - - Short Buildup 50.69%77.37 11.2 1.3 %
04-Feb-21 863.90 875.45 6,000 5,765,250 -1.19 % 100.00 % 3.31 % 0.4322 - - Short Buildup 68.01%123.08 11.55 1.34 %
03-Feb-21 866.15 886.00 3,000 5,580,750 1.14 % 100.00 % 0.16 % 0.4333 - - Long Buildup 40.82%66.59 19.85 2.29 %
02-Feb-21 865.35 876.05 1,500 5,571,750 0.00 % 0.00 % 2.67 % 0.4344 - - 52.87%127.23 10.7 1.24 %
 
 
Average Delivery Volume
On 19-Apr-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
85.83 Crore Rs. 67.10 Crore Rs. 64.70 Crore Rs. 70.77 Crore Rs. 65.97 Crore Rs. 84.14 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 >>
59.93 % 50.85 % 51.28 % 49.77 % 49.26 % 52.34 % More details >>
 
 
SBILIFE 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
875.89 883.67 896.09 903.87 916.29 924.07 936.49
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
898.4 903.45 905.13 906.82 903.87 910.18 911.87 913.55 918.6
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
883.67 891.39 896.15 903.87 911.59 916.35 924.07
DeMark Pivot
Support 1 Pivot Point Resistance 1
899.98 905.81 920.18
 
 
SBILIFE Result / Events
Date Description Status
25-Mar-21DividendCompleted
21-Jul-20Financial ResultsCompleted