FnO Contract Details

Expiry:
Symbol:

SBIN analysis for the selected expiry [Feb-20] as on 20-Feb-20

SBIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 319.35 329.20 318.75 327.65 NA 2.28 % NA NA
27-Feb-20 320.10 329.00 319.40 327.90 114,639,000 2.09 % -5.97 % Short Covering
26-Mar-20 322.00 330.30 321.00 329.35 22,791,000 2.12 % 46.35 % Long Buildup
30-Apr-20 322.60 331.65 322.30 330.10 474,000 1.96 % -1.25 % Short Covering
Cummulative NA NA NA NA 137,904,000 NA -0.04 % Short Covering
SBIN Options OI PCR:  0.69   (Expiry : 27-Feb-20 )   PUT OI: 38,187,000   CALL OI: 55,107,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
330.00 10644000 -26.53% 4.35 24.29% Short Covering
340.00 9945000 -16.14% 1.65 3.12% Short Covering
350.00 7632000 -12.70% 0.70 -26.32% 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
375.00 348000 2.65% 0.10 -66.67% Short Buildup
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
330.00 10644000 -26.53% 4.35 24.29% Short Covering
320.00 3348000 -51.22% 9.90 37.50% Short Covering
325.00 3846000 -43.52% 6.65 31.68% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
300.00 5772000 -6.51% 0.40 -60.00% Long Windup
320.00 5058000 14.38% 2.30 -60.34% Short Buildup
310.00 4812000 10.32% 0.90 -61.70% 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
325.00 2604000 119.75% 3.80 -56.07% Short Buildup
320.00 5058000 14.38% 2.30 -60.34% Short Buildup
310.00 4812000 10.32% 0.90 -61.70% 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
315.00 2136000 -31.14% 1.35 -63.01% Long Windup
290.00 4518000 -11.98% 0.15 -70.00% Long Windup
300.00 5772000 -6.51% 0.40 -60.00% Long Windup
 
 
SBIN 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 %
20-Feb-20 327.65 327.90 114,639,000 137,904,000 2.09 % -5.97 % -0.04 % 0.3730 0.69 16.87 % Short Covering 23.11%304.00 0.25 0.08 %
19-Feb-20 320.35 321.20 121,911,000 137,964,000 0.97 % 0.68 % 4.20 % 0.3691 0.54 11.64 % Long Buildup 20.76%265.01 0.85 0.27 %
18-Feb-20 317.55 318.10 121,092,000 132,399,000 0.87 % -0.38 % 1.19 % 0.3783 0.51 8.54 % Long Buildup 12.42%152.18 0.55 0.17 %
17-Feb-20 314.20 315.35 121,560,000 130,836,000 -1.58 % -0.78 % 0.44 % 0.3868 - 7.09 % Short Buildup 17.66%205.04 1.15 0.37 %
14-Feb-20 319.40 320.40 122,517,000 130,269,000 -2.42 % 2.85 % 4.35 % 0.3910 0.55 5.95 % Short Buildup 15.28%235.34 1 0.31 %
13-Feb-20 327.45 328.35 119,121,000 124,836,000 2.15 % -3.21 % -2.31 % 0.3879 0.71 4.58 % Short Covering 28.93%592.13 0.9 0.27 %
12-Feb-20 320.20 321.45 123,066,000 127,785,000 -1.12 % 4.75 % 5.09 % 0.3867 0.60 3.69 % Short Buildup 22.06%274.99 1.25 0.39 %
11-Feb-20 324.35 325.10 117,489,000 121,599,000 1.69 % -0.54 % -0.26 % 0.3951 0.72 3.38 % Short Covering 25.11%245.83 0.75 0.23 %
10-Feb-20 318.50 319.70 118,131,000 121,911,000 -0.56 % 0.91 % 1.10 % 0.3994 0.64 3.10 % Short Buildup 13.84%109.38 1.2 0.38 %
07-Feb-20 320.55 321.50 117,069,000 120,588,000 -0.26 % 1.30 % 1.44 % 0.4111 0.72 2.92 % Short Buildup 16.40%195.17 0.95 0.3 %
06-Feb-20 321.95 322.35 115,572,000 118,881,000 3.20 % -2.62 % -2.42 % 0.4237 0.74 2.78 % Short Covering 23.37%434.58 0.4 0.12 %
05-Feb-20 311.00 312.35 118,683,000 121,827,000 1.81 % 0.24 % 0.83 % 0.4096 0.60 2.58 % Long Buildup 15.24%165.98 1.35 0.43 %
04-Feb-20 306.25 306.80 118,395,000 120,819,000 2.71 % 0.63 % 1.00 % 0.4136 0.54 2.01 % Long Buildup 17.72%277.60 0.55 0.18 %
03-Feb-20 298.10 298.70 117,654,000 119,622,000 -1.55 % 1.15 % 1.33 % 0.4065 0.51 1.65 % Short Buildup 19.71%329.38 0.6 0.2 %
01-Feb-20 302.60 303.40 116,316,000 118,053,000 -5.29 % -0.54 % -0.22 % 0.4125 0.56 1.47 % Long Windup 21.63%404.75 0.8 0.26 %
31-Jan-20 318.45 320.35 116,943,000 118,311,000 2.59 % 2.15 % -3.30 % 0.3349 0.79 1.16 % Short Covering 17.75%523.79 1.9 0.6 %
30-Jan-20 310.70 312.25 114,486,000 122,343,000 -1.84 % 35.48 % -1.40 % 0.3174 0.80 - Long Windup 28.76%319.97 1.55 0.5 %
29-Jan-20 316.45 318.10 84,507,000 124,077,000 0.49 % 36.84 % -3.12 % 0.3145 0.88 - Short Covering 15.61%118.12 1.65 0.52 %
28-Jan-20 315.10 316.55 61,755,000 128,079,000 -0.41 % 89.48 % 0.32 % 0.3237 0.89 - Short Buildup 13.67%114.12 1.45 0.46 %
27-Jan-20 316.20 317.85 32,592,000 127,668,000 -2.50 % 62.66 % 3.64 % 0.3333 0.92 - Short Buildup 18.53%136.61 1.65 0.52 %
24-Jan-20 324.05 326.00 20,037,000 123,186,000 0.14 % 60.24 % -1.51 % 0.3214 1.00 - Short Covering 16.12%118.58 1.95 0.6 %
23-Jan-20 323.20 325.55 12,504,000 125,076,000 2.21 % 19.12 % -0.99 % 0.3309 0.94 - Short Covering 21.92%235.86 2.35 0.73 %
22-Jan-20 316.15 318.50 10,497,000 126,324,000 0.71 % 14.87 % -0.30 % 0.3243 0.79 - Short Covering 25.30%199.92 2.35 0.74 %
21-Jan-20 313.70 316.25 9,138,000 126,699,000 -0.08 % 11.09 % 0.71 % 0.3327 0.79 - Short Buildup 26.18%251.20 2.55 0.81 %
20-Jan-20 314.00 316.50 8,226,000 125,805,000 -1.34 % 16.43 % 2.20 % 0.3431 0.71 - Short Buildup 30.90%297.70 2.5 0.8 %
17-Jan-20 318.00 320.80 7,065,000 123,102,000 -1.64 % 42.99 % 9.60 % 0.3482 0.76 - Short Buildup 37.01%687.26 2.8 0.88 %
16-Jan-20 323.30 326.15 4,941,000 112,323,000 -0.32 % 9.22 % 1.71 % 0.3532 0.84 - Short Buildup 26.76%230.58 2.85 0.88 %
15-Jan-20 324.25 327.20 4,524,000 110,436,000 -1.10 % 23.10 % 2.24 % 0.3640 0.83 - Short Buildup 39.88%421.85 2.95 0.91 %
14-Jan-20 328.00 330.85 3,675,000 108,021,000 -0.87 % 37.02 % 4.80 % 0.3714 0.82 - Short Buildup 30.37%261.92 2.85 0.87 %
13-Jan-20 330.75 333.75 2,682,000 103,074,000 -0.19 % 1.13 % 1.61 % 0.3811 0.77 - Short Buildup 18.56%144.99 3 0.91 %
10-Jan-20 332.25 334.40 2,652,000 101,442,000 0.60 % 1.96 % -3.44 % 0.3930 0.73 - Short Covering 14.70%206.96 2.15 0.65 %
09-Jan-20 330.20 332.40 2,601,000 105,060,000 3.23 % 4.58 % -6.01 % 0.4043 0.67 - Short Covering 25.36%337.85 2.2 0.67 %
08-Jan-20 319.80 322.00 2,487,000 111,780,000 0.14 % 9.51 % -1.34 % 0.3875 0.30 - Short Covering 13.38%190.51 2.2 0.69 %
07-Jan-20 318.40 321.55 2,271,000 113,295,000 0.11 % 13.49 % 5.11 % 0.3996 0.27 - Long Buildup 19.61%318.20 3.15 0.99 %
06-Jan-20 319.00 321.20 2,001,000 107,787,000 -4.50 % 8.99 % 0.10 % 0.4121 0.23 - Short Buildup 24.50%278.53 2.2 0.69 %
03-Jan-20 333.70 336.35 1,836,000 107,676,000 -1.91 % 6.25 % 0.34 % 0.3616 0.45 - Short Buildup 28.87%210.53 2.65 0.79 %
02-Jan-20 339.30 342.90 1,728,000 107,310,000 1.42 % 2.86 % 0.70 % 0.3646 0.41 - Long Buildup 20.86%143.86 3.6 1.06 %
01-Jan-20 334.45 338.10 1,680,000 106,566,000 0.15 % 4.67 % -0.93 % 0.3694 0.51 - Short Covering 10.65%61.90 3.65 1.09 %
31-Dec-19 333.75 337.60 1,605,000 107,571,000 -0.13 % 6.57 % -0.19 % 0.3809 0.48 - Long Windup 19.48%154.72 3.85 1.15 %
30-Dec-19 334.40 338.05 1,506,000 107,775,000 -0.92 % 30.73 % -0.48 % 0.3928 0.43 - Long Windup 14.23%108.36 3.65 1.09 %
27-Dec-19 337.25 341.20 1,152,000 108,294,000 2.42 % 37.14 % 1.05 % 0.4028 0.43 - Long Buildup 15.22%171.79 3.95 1.17 %
26-Dec-19 329.85 333.15 840,000 107,169,000 -0.73 % 27.27 % 0.21 % 0.4008 0.39 - Short Buildup 17.98%146.02 3.3 1 %
24-Dec-19 331.45 335.60 660,000 106,947,000 -0.31 % 12.24 % -1.91 % 0.4122 0.45 - Long Windup 14.67%105.73 4.15 1.25 %
23-Dec-19 332.40 336.65 588,000 109,026,000 -1.46 % 18.07 % 4.23 % 0.4247 0.26 - Short Buildup 26.83%268.87 4.25 1.28 %
20-Dec-19 337.85 341.65 498,000 104,598,000 2.89 % -2.92 % 2.73 % 0.4312 0.24 - Long Buildup 30.45%533.30 3.8 1.12 %
19-Dec-19 328.15 332.05 513,000 101,817,000 0.33 % 0.59 % -0.13 % 0.4177 0.26 - Short Covering 20.89%188.64 3.9 1.19 %
18-Dec-19 326.95 330.95 510,000 101,946,000 -1.40 % 8.28 % -0.42 % 0.4305 0.26 - Long Windup 18.45%159.53 4 1.22 %
17-Dec-19 332.90 335.65 471,000 102,372,000 0.12 % 5.37 % -0.24 % 0.4357 0.27 - Short Covering 24.66%219.49 2.75 0.83 %
16-Dec-19 331.85 335.25 447,000 102,615,000 -0.24 % 15.50 % -1.59 % 0.4491 0.27 - Long Windup 14.61%169.87 3.4 1.02 %
13-Dec-19 332.55 336.05 387,000 104,268,000 3.15 % -7.86 % -2.27 % 0.4631 0.29 - Short Covering 20.90%284.64 3.5 1.05 %
12-Dec-19 321.85 325.80 420,000 106,695,000 3.35 % -2.78 % -1.23 % 0.4502 0.31 - Short Covering 16.20%197.09 3.95 1.23 %
11-Dec-19 312.80 315.25 432,000 108,024,000 -0.66 % 12.50 % 6.39 % 0.4435 0.32 - Short Buildup 17.94%294.87 2.45 0.78 %
10-Dec-19 313.40 317.35 384,000 101,538,000 -0.98 % -5.19 % 1.12 % 0.4574 0.28 - Short Buildup 8.37%136.79 3.95 1.26 %
09-Dec-19 316.70 320.50 405,000 100,413,000 -0.93 % 21.62 % 1.80 % 0.4690 0.22 - Short Buildup 16.92%280.98 3.8 1.2 %
06-Dec-19 320.00 323.50 333,000 98,634,000 -4.78 % 38.75 % 5.25 % 0.4812 0.21 - Short Buildup 22.83%343.62 3.5 1.09 %
05-Dec-19 336.20 339.75 240,000 93,711,000 -1.82 % 40.35 % 1.81 % 0.4353 0.20 - Short Buildup 18.63%190.60 3.55 1.06 %
04-Dec-19 341.85 346.05 171,000 92,049,000 1.59 % 11.76 % 3.47 % 0.4417 0.28 - Long Buildup 20.77%190.23 4.2 1.23 %
03-Dec-19 336.25 340.65 153,000 88,959,000 -0.55 % 21.43 % -1.45 % 0.4485 0.29 - Long Windup 20.11%179.04 4.4 1.31 %
02-Dec-19 338.50 342.55 126,000 90,267,000 -1.07 % 23.53 % -1.27 % 0.4615 0.39 - Long Windup 30.46%212.93 4.05 1.2 %
29-Nov-19 341.85 346.25 102,000 91,425,000 0.00 % 0.00 % -5.07 % 0.4736 0.06 - 32.66%257.72 4.4 1.29 %
 
 
Average Delivery Volume
On 20-Feb-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
304.00 Crore Rs. 240.39 Crore Rs. 232.31 Crore Rs. 284.31 Crore Rs. 265.94 Crore Rs. 262.98 Crore Rs. More details >>
Average Delivery Percentage
On 20-Feb-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
23.11 % 18.84 % 17.79 % 21.02 % 19.94 % 19.73 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBullish Engulfing-
SPOTBullish Engulfing-
 
 
SBIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Feb-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
312.26 315.83 321.86 325.43 331.46 335.03 341.06
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
323.1 325.5 326.3 327.1 325.43 328.7 329.5 330.3 332.7
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
315.83 319.5 321.76 325.43 329.1 331.36 335.03
DeMark Pivot
Support 1 Pivot Point Resistance 1
323.65 326.33 333.25
 
 
SBIN Result / Events
Date Description Status
31-Jan-20Financial ResultsCompleted
25-Oct-19Financial ResultsCompleted
02-Aug-19Financial ResultsCompleted
29-May-19Other business mattersCompleted
10-May-19Financial ResultsCompleted
01-Feb-19Financial ResultsCompleted