FnO Contract Details

Expiry:
Symbol:

SBIN analysis for the selected expiry [Oct-19] as on 18-Oct-19

SBIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 264.40 271.35 263.20 269.65 NA 1.58 % NA NA
31-Oct-19 264.85 271.40 263.55 269.60 102,513,000 1.53 % -3.94 % Short Covering
28-Nov-19 265.50 272.40 265.00 270.80 5,508,000 1.52 % 4.79 % Long Buildup
26-Dec-19 266.90 273.30 266.55 272.10 366,000 1.59 % -6.15 % Short Covering
Cummulative NA NA NA NA 108,387,000 NA -3.54 % Short Covering
SBIN Options OI PCR:  0.59   (Expiry : 31-Oct-19 )   PUT OI: 33,003,000   CALL OI: 56,217,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
300.00 10173000 -9.11% 2.15 38.71% Short Covering
290.00 5355000 -15.92% 3.35 36.73% Short Covering
280.00 5262000 -12.87% 5.60 31.76% Short Covering
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
325.00 897000 4.18% 0.75 50.00% Long Buildup
350.00 2811000 0.32% 0.35 16.67% Long Buildup
370.00 93000 3.33% 0.20 33.33% 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
300.00 10173000 -9.11% 2.15 38.71% Short Covering
290.00 5355000 -15.92% 3.35 36.73% Short Covering
270.00 4782000 -17.45% 9.35 27.21% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
250.00 4026000 6.76% 2.60 -22.39% Short Buildup
240.00 3696000 4.94% 1.25 -21.88% Short Buildup
230.00 3630000 -4.04% 0.55 -21.43% 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
260.00 3084000 21.08% 5.15 -21.37% Short Buildup
270.00 2043000 22.70% 9.60 -17.60% Short Buildup
265.00 1194000 31.79% 7.10 -19.77% 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
220.00 2367000 -12.82% 0.25 -28.57% Long Windup
210.00 792000 -26.87% 0.15 0.00% Long Windup
255.00 1452000 -16.12% 3.65 -22.34% 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 %
18-Oct-19 269.65 269.60 102,513,000 108,387,000 1.53 % -3.94 % -3.54 % 0.0000 0.59 5.42 % Short Covering 27.77%248.60 -0.05 -0.02 %
17-Oct-19 265.45 265.55 106,713,000 112,359,000 3.37 % -5.60 % -5.17 % 0.5850 0.52 5.02 % Short Covering 26.98%265.40 0.1 0.04 %
16-Oct-19 256.05 256.90 113,049,000 118,485,000 -0.93 % 1.08 % 1.46 % 0.5777 0.45 4.59 % Short Buildup 18.60%147.16 0.85 0.33 %
15-Oct-19 258.45 259.30 111,840,000 116,781,000 1.39 % -0.72 % -0.36 % 0.5942 0.47 4.23 % Short Covering 12.89%78.08 0.85 0.33 %
14-Oct-19 255.45 255.75 112,650,000 117,198,000 0.08 % -1.76 % -1.64 % 0.6103 0.46 3.88 % Short Covering 15.71%113.45 0.3 0.12 %
11-Oct-19 254.55 255.55 114,663,000 119,157,000 0.37 % 2.29 % 2.76 % 0.6292 0.47 3.77 % Long Buildup 11.10%122.26 1 0.39 %
10-Oct-19 254.15 254.60 112,098,000 115,956,000 -2.73 % -1.39 % -1.18 % 0.6489 0.46 3.33 % Long Windup 19.64%187.55 0.45 0.18 %
09-Oct-19 260.95 261.75 113,676,000 117,342,000 4.76 % -4.85 % -4.63 % 0.6571 0.50 3.12 % Short Covering 23.73%373.54 0.8 0.31 %
07-Oct-19 249.10 249.85 119,472,000 123,042,000 -0.38 % -3.93 % -3.65 % 0.6395 0.43 2.90 % Long Windup 19.08%186.11 0.75 0.3 %
04-Oct-19 249.95 250.80 124,359,000 127,707,000 -1.95 % 2.23 % 2.24 % 0.6594 0.42 2.62 % Short Buildup 22.39%335.98 0.85 0.34 %
03-Oct-19 254.15 255.80 121,644,000 124,905,000 -0.54 % 3.42 % 3.49 % 0.6749 0.44 2.61 % Short Buildup 27.66%395.19 1.65 0.65 %
01-Oct-19 255.95 257.20 117,621,000 120,687,000 -5.74 % 1.02 % 1.72 % 0.6954 0.44 2.54 % Short Buildup 23.09%468.98 1.25 0.49 %
30-Sep-19 270.80 272.85 116,439,000 118,647,000 -3.69 % 7.74 % 8.06 % 0.6636 0.48 1.86 % Short Buildup 29.77%331.28 2.05 0.76 %
27-Sep-19 281.20 283.30 108,078,000 109,797,000 -0.25 % 2.70 % -4.44 % 0.6599 0.56 1.57 % Long Windup 15.77%167.90 2.1 0.75 %
26-Sep-19 281.85 284.00 105,234,000 114,900,000 0.51 % 30.49 % 5.75 % 0.6805 0.58 - Long Buildup 24.36%542.54 2.15 0.76 %
25-Sep-19 280.25 282.55 80,643,000 108,654,000 -7.18 % 62.87 % 10.83 % 0.7013 0.47 - Short Buildup 40.88%836.97 2.3 0.82 %
24-Sep-19 302.60 304.40 49,515,000 98,034,000 -2.96 % 124.99 % 2.00 % 0.6214 0.75 - Short Buildup 25.36%307.69 1.8 0.59 %
23-Sep-19 313.75 313.70 22,008,000 96,108,000 3.62 % 62.91 % -2.02 % 0.6166 1.00 - Short Covering 28.75%488.74 -0.05 -0.02 %
20-Sep-19 301.70 302.75 13,509,000 98,094,000 9.89 % 43.64 % -5.56 % 0.6073 0.82 - Short Covering 28.23%719.59 1.05 0.35 %
19-Sep-19 274.05 275.50 9,405,000 103,866,000 -2.15 % 36.54 % -1.28 % 0.4216 0.65 - Long Windup 23.14%148.33 1.45 0.53 %
18-Sep-19 280.40 281.55 6,888,000 105,216,000 2.25 % 16.37 % -0.54 % 0.4197 0.60 - Short Covering 17.39%124.27 1.15 0.41 %
17-Sep-19 273.95 275.35 5,919,000 105,792,000 -3.82 % 28.62 % 2.11 % 0.4181 0.57 - Short Buildup 20.01%118.06 1.4 0.51 %
16-Sep-19 284.70 286.30 4,602,000 103,608,000 -2.27 % 25.43 % 0.32 % 0.3891 0.58 - Short Buildup 26.05%135.46 1.6 0.56 %
13-Sep-19 291.70 292.95 3,669,000 103,275,000 1.72 % 40.25 % 0.76 % 0.3838 0.47 - Long Buildup 30.15%240.11 1.25 0.43 %
12-Sep-19 287.05 288.00 2,616,000 102,498,000 0.49 % 5.70 % -0.91 % 0.3882 0.47 - Short Covering 30.30%191.05 0.95 0.33 %
11-Sep-19 285.25 286.60 2,475,000 103,440,000 2.60 % 17.19 % -4.09 % 0.3993 0.44 - Short Covering 35.64%213.47 1.35 0.47 %
09-Sep-19 278.00 279.35 2,112,000 107,856,000 1.21 % 2.03 % -1.56 % 0.3926 0.19 - Short Covering 24.90%128.87 1.35 0.49 %
06-Sep-19 273.95 276.00 2,070,000 109,563,000 0.35 % 3.92 % 0.86 % 0.3987 0.18 - Long Buildup 22.40%102.30 2.05 0.75 %
05-Sep-19 273.30 275.05 1,992,000 108,630,000 -0.67 % 9.75 % -0.75 % 0.4111 0.18 - Long Windup 26.76%183.45 1.75 0.64 %
04-Sep-19 275.10 276.90 1,815,000 109,449,000 2.75 % -1.47 % -1.43 % 0.4228 0.18 - Short Covering 14.41%108.23 1.8 0.65 %
03-Sep-19 268.40 269.50 1,842,000 111,033,000 -2.00 % 11.43 % 1.26 % 0.4195 0.15 - Short Buildup 30.63%174.62 1.1 0.41 %
30-Aug-19 273.85 275.00 1,653,000 109,650,000 -0.70 % 33.41 % -11.39 % 0.4217 0.16 - Long Windup 29.57%370.13 1.15 0.42 %
29-Aug-19 274.50 276.95 1,239,000 123,747,000 -3.42 % 61.33 % 7.95 % 0.4348 0.08 - Short Buildup 25.85%192.16 2.45 0.89 %
28-Aug-19 284.90 286.75 768,000 114,636,000 -0.42 % 14.29 % 0.54 % 0.4110 0.09 - Short Buildup 26.72%144.51 1.85 0.65 %
27-Aug-19 285.70 287.95 672,000 114,015,000 2.09 % -0.44 % -0.34 % 0.4237 0.06 - Short Covering 40.51%522.68 2.25 0.79 %
26-Aug-19 280.20 282.05 675,000 114,399,000 3.01 % 10.29 % -2.45 % 0.4268 0.06 - Short Covering 27.57%494.86 1.85 0.66 %
23-Aug-19 271.10 273.80 612,000 117,273,000 1.31 % 30.77 % 2.14 % 0.4125 0.05 - Long Buildup 36.55%348.95 2.7 1 %
22-Aug-19 268.55 270.25 468,000 114,816,000 -3.62 % 13.87 % 3.16 % 0.4208 0.06 - Short Buildup 38.22%284.58 1.7 0.63 %
21-Aug-19 277.40 280.40 411,000 111,297,000 -2.25 % 13.22 % 3.42 % 0.4048 0.06 - Short Buildup 29.89%234.01 3 1.08 %
20-Aug-19 283.70 286.85 363,000 107,616,000 -0.90 % 11.01 % 2.76 % 0.4032 0.06 - Short Buildup 30.76%202.51 3.15 1.11 %
19-Aug-19 286.85 289.45 327,000 104,721,000 -1.56 % 7.92 % 1.46 % 0.4124 0.06 - Short Buildup 30.41%172.97 2.6 0.91 %
16-Aug-19 290.90 294.05 303,000 103,215,000 0.70 % 2.02 % 1.07 % 0.4200 0.06 - Long Buildup 22.10%128.86 3.15 1.08 %
14-Aug-19 289.75 292.00 297,000 102,123,000 1.72 % 4.21 % -1.59 % 0.4327 0.07 - Short Covering 30.73%164.91 2.25 0.78 %
13-Aug-19 283.35 287.05 285,000 103,776,000 -2.58 % 17.28 % 3.69 % 0.4331 0.08 - Short Buildup 40.98%281.37 3.7 1.31 %
09-Aug-19 291.35 294.65 243,000 100,086,000 -1.31 % 5.19 % -0.76 % 0.4260 0.07 - Long Windup 25.22%171.79 3.3 1.13 %
08-Aug-19 294.35 298.55 231,000 100,857,000 1.43 % 11.59 % 1.91 % 0.4366 0.07 - Long Buildup 34.42%333.58 4.2 1.43 %
07-Aug-19 289.90 294.35 207,000 98,970,000 -3.81 % 30.19 % 3.45 % 0.4443 0.07 - Short Buildup 30.27%270.46 4.45 1.54 %
06-Aug-19 301.40 306.00 159,000 95,667,000 0.21 % 6.00 % 0.04 % 0.4181 0.11 - Long Buildup 28.97%265.81 4.6 1.53 %
05-Aug-19 300.25 305.35 150,000 95,625,000 -2.52 % 21.95 % 6.57 % 0.4308 0.10 - Short Buildup 30.28%443.79 5.1 1.7 %
02-Aug-19 308.45 313.25 123,000 89,730,000 -2.69 % 51.85 % 8.31 % 0.4249 0.10 - Short Buildup 22.11%439.72 4.8 1.56 %
01-Aug-19 317.15 321.90 81,000 82,842,000 -4.44 % 68.75 % 13.08 % 0.4171 - - Short Buildup 44.03%570.47 4.75 1.5 %
31-Jul-19 332.20 336.85 48,000 73,257,000 1.31 % 77.78 % 2.26 % 0.3675 - - Long Buildup 38.13%288.03 4.65 1.4 %
30-Jul-19 327.55 332.50 27,000 71,637,000 -4.50 % 12.50 % 2.20 % 0.3729 - - Short Buildup 36.26%290.26 4.95 1.51 %
29-Jul-19 343.80 348.15 24,000 70,098,000 0.33 % 100.00 % 0.86 % 0.3054 - - Long Buildup 30.19%177.10 4.35 1.27 %
26-Jul-19 342.60 347.00 12,000 69,498,000 0.00 % 0.00 % -7.69 % 0.3146 - - 30.18%166.89 4.4 1.28 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
248.60 Crore Rs. 220.39 Crore Rs. 170.54 Crore Rs. 192.00 Crore Rs. 250.27 Crore Rs. 313.79 Crore Rs. More details >>
Average Delivery Percentage
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
27.77 % 24.68 % 21.21 % 20.04 % 22.10 % 24.35 % More details >>
 
 
SBIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 22-Oct-19
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
257.11 260.33 264.96 268.18 272.81 276.03 280.66
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
265.68 267.64 268.29 268.95 268.18 270.25 270.91 271.56 273.53
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
260.33 263.33 265.18 268.18 271.18 273.03 276.03
DeMark Pivot
Support 1 Pivot Point Resistance 1
266.58 268.99 274.43
 
 
SBIN Result / Events
Date Description Status
25-Oct-19Financial ResultsUpcoming
02-Aug-19Financial ResultsCompleted
29-May-19Other business mattersCompleted
10-May-19Financial ResultsCompleted
01-Feb-19Financial ResultsCompleted