FnO Contract Details

Expiry:
Symbol:

SBIN analysis for the selected expiry [Dec-20] as on 04-Dec-20

SBIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 257.00 264.35 253.55 263.50 NA 2.81 % NA NA
31-Dec-20 258.60 264.95 254.45 264.30 87,813,000 2.54 % -5.76 % Short Covering
28-Jan-21 259.75 265.80 255.55 264.80 1,980,000 2.36 % 7.14 % Long Buildup
25-Feb-21 259.70 266.50 257.00 266.00 255,000 2.58 % 30.77 % Long Buildup
Cummulative NA NA NA NA 90,048,000 NA -5.43 % Short Covering
SBIN Options OI PCR:  1.11   (Expiry : 31-Dec-20 )   PUT OI: 42,009,000   CALL OI: 37,794,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
270.00 6639000 9.50% 9.05 25.69% Long Buildup
290.00 4935000 -3.80% 3.55 22.41% Short Covering
260.00 4455000 -22.33% 13.70 23.42% 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
270.00 6639000 9.50% 9.05 25.69% Long Buildup
280.00 3657000 9.33% 5.75 26.37% Long Buildup
265.00 1848000 15.36% 11.25 25.70% 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
260.00 4455000 -22.33% 13.70 23.42% Short Covering
250.00 3897000 -22.08% 19.80 23.36% Short Covering
255.00 918000 -33.04% 16.60 23.88% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
200.00 5592000 -1.27% 0.50 -23.08% Long Windup
240.00 4992000 4.13% 3.20 -35.35% Short Buildup
220.00 4476000 0.20% 1.15 -28.13% 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
260.00 2130000 63.59% 9.50 -28.30% Short Buildup
245.00 2538000 24.41% 4.25 -34.62% Short Buildup
250.00 3531000 10.52% 5.70 -31.74% 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
210.00 2349000 -10.10% 0.70 -26.32% Long Windup
190.00 1365000 -14.79% 0.30 -14.29% Long Windup
180.00 813000 -20.99% 0.25 -16.67% 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 %
04-Dec-20 263.50 264.30 87,813,000 90,048,000 2.54 % -5.76 % -5.43 % 0.5276 1.11 2.48 % Short Covering 20.78%433.90 0.8 0.3 %
03-Dec-20 256.30 257.75 93,180,000 95,223,000 3.81 % 7.07 % 7.20 % 0.5276 1.02 2.15 % Long Buildup 21.72%441.22 1.45 0.57 %
02-Dec-20 246.95 248.30 87,027,000 88,824,000 -0.46 % 2.05 % 2.13 % 0.5266 0.82 2.02 % Short Buildup 23.46%328.61 1.35 0.55 %
01-Dec-20 248.05 249.45 85,275,000 86,970,000 1.48 % 0.72 % 0.95 % 0.5278 0.86 1.95 % Long Buildup 25.96%238.30 1.4 0.56 %
27-Nov-20 244.25 245.80 84,669,000 86,154,000 -0.32 % -1.90 % -11.16 % 0.5288 0.83 1.72 % Long Windup 29.40%390.36 1.55 0.63 %
26-Nov-20 245.45 246.60 86,313,000 96,978,000 1.21 % 14.78 % 1.11 % 0.5300 0.81 - Long Buildup 23.22%366.21 1.15 0.47 %
25-Nov-20 243.00 243.65 75,198,000 95,916,000 -0.43 % 32.04 % -2.97 % 0.5312 0.82 - Long Windup 13.62%247.51 0.65 0.27 %
24-Nov-20 243.85 244.70 56,949,000 98,847,000 2.09 % 90.67 % -0.37 % 0.5325 0.90 - Short Covering 22.20%257.85 0.85 0.35 %
23-Nov-20 238.70 239.70 29,868,000 99,219,000 -1.54 % 94.57 % -1.29 % 0.5331 0.83 - Long Windup 13.32%182.92 1 0.42 %
20-Nov-20 242.75 243.45 15,351,000 100,515,000 0.95 % 31.92 % -5.05 % 0.5339 0.90 - Short Covering 9.10%186.44 0.7 0.29 %
19-Nov-20 239.75 241.15 11,637,000 105,858,000 -4.66 % 42.09 % -6.15 % 0.5350 0.94 - Long Windup 17.76%350.45 1.4 0.58 %
18-Nov-20 252.00 252.95 8,190,000 112,791,000 5.00 % 29.45 % -5.33 % 0.5321 1.07 - Short Covering 25.35%667.67 0.95 0.38 %
17-Nov-20 240.20 240.90 6,327,000 119,139,000 4.65 % 26.06 % -1.32 % 0.5294 1.06 - Short Covering 41.93%810.79 0.7 0.29 %
14-Nov-20 229.65 230.20 5,019,000 120,735,000 -0.35 % 0.42 % -0.72 % 0.5273 1.01 - Long Windup 30.26%53.87 0.55 0.24 %
13-Nov-20 229.45 231.00 4,998,000 121,611,000 1.12 % 9.89 % 1.47 % 0.5286 1.00 - Long Buildup 17.03%276.14 1.55 0.68 %
12-Nov-20 226.80 228.45 4,548,000 119,847,000 -2.89 % 2.99 % -0.80 % 0.5297 0.97 - Long Windup 23.39%312.24 1.65 0.73 %
11-Nov-20 234.20 235.25 4,416,000 120,810,000 0.81 % 7.52 % -3.36 % 0.5292 1.03 - Short Covering 24.17%606.21 1.05 0.45 %
10-Nov-20 231.70 233.35 4,107,000 125,016,000 5.49 % 19.98 % 4.45 % 0.5304 1.09 - Long Buildup 31.86%998.68 1.65 0.71 %
09-Nov-20 219.50 221.20 3,423,000 119,685,000 0.59 % 4.78 % 0.55 % 0.5266 1.03 - Long Buildup 25.57%338.75 1.7 0.77 %
06-Nov-20 219.20 219.90 3,267,000 119,031,000 0.02 % 11.12 % 0.14 % 0.5279 1.07 - Long Buildup 24.56%393.81 0.7 0.32 %
05-Nov-20 218.65 219.85 2,940,000 118,866,000 5.37 % 9.50 % 2.78 % 0.5292 1.03 - Long Buildup 30.55%921.98 1.2 0.55 %
04-Nov-20 207.00 208.65 2,685,000 115,650,000 1.29 % 7.83 % 2.65 % 0.5254 0.78 - Long Buildup 19.49%474.34 1.65 0.8 %
03-Nov-20 204.75 206.00 2,490,000 112,662,000 4.36 % 5.60 % -0.83 % 0.5265 0.82 - Short Covering 29.80%426.44 1.25 0.61 %
02-Nov-20 196.05 197.40 2,358,000 113,604,000 3.62 % -5.87 % 0.00 % 0.5245 0.80 - 26.60%274.34 1.35 0.69 %
30-Oct-20 189.25 190.50 2,505,000 113,607,000 0.16 % 16.46 % -3.24 % 0.5237 0.91 - Short Covering 13.61%106.91 1.25 0.66 %
29-Oct-20 188.70 190.20 2,151,000 117,408,000 -0.83 % 27.35 % 1.23 % 0.5250 0.91 - Short Buildup 20.85%176.34 1.5 0.79 %
28-Oct-20 190.45 191.80 1,689,000 115,986,000 -2.32 % 38.67 % -2.06 % 0.5261 0.92 - Long Windup 28.95%256.13 1.35 0.71 %
27-Oct-20 194.65 196.35 1,218,000 118,428,000 -0.91 % 27.27 % 2.98 % 0.5266 0.87 - Short Buildup 18.73%137.80 1.7 0.87 %
26-Oct-20 196.70 198.15 957,000 115,005,000 -3.18 % 41.78 % 1.38 % 0.5277 0.85 - Short Buildup 20.83%186.32 1.45 0.74 %
23-Oct-20 202.80 204.65 675,000 113,436,000 -0.34 % 17.19 % 0.61 % 0.5275 0.70 - Short Buildup 16.54%109.69 1.85 0.91 %
22-Oct-20 203.30 205.35 576,000 112,743,000 -0.15 % 6.08 % 0.88 % 0.5288 0.63 - Short Buildup 14.04%96.25 2.05 1.01 %
21-Oct-20 203.75 205.65 543,000 111,762,000 0.42 % 22.30 % -1.68 % 0.5301 0.60 - Short Covering 20.03%222.47 1.9 0.93 %
20-Oct-20 203.05 204.80 444,000 113,670,000 -0.61 % -4.52 % -1.74 % 0.5314 0.54 - Long Windup 14.30%114.13 1.75 0.86 %
19-Oct-20 204.00 206.05 465,000 115,686,000 4.04 % -2.52 % 11.18 % 0.5327 0.60 - Long Buildup 30.06%369.26 2.05 1 %
16-Oct-20 195.95 198.05 477,000 104,049,000 1.77 % 4.61 % 0.50 % 0.5312 0.70 - Long Buildup 10.59%76.56 2.1 1.07 %
15-Oct-20 192.85 194.60 456,000 103,530,000 -3.71 % 20.63 % -3.36 % 0.5321 0.62 - Long Windup 18.15%172.16 1.75 0.91 %
14-Oct-20 200.05 202.10 378,000 107,133,000 2.25 % 10.53 % 0.98 % 0.5312 0.58 - Long Buildup 15.30%124.12 2.05 1.02 %
13-Oct-20 195.70 197.65 342,000 106,095,000 -1.40 % 4.59 % 0.63 % 0.5317 0.67 - Short Buildup 11.10%75.90 1.95 1 %
12-Oct-20 198.70 200.45 327,000 105,435,000 -0.15 % 0.93 % -2.86 % 0.5326 0.45 - Long Windup 13.79%189.38 1.75 0.88 %
09-Oct-20 198.30 200.75 324,000 108,537,000 3.56 % 27.06 % 3.80 % 0.5339 0.43 - Long Buildup 24.44%314.55 2.45 1.24 %
08-Oct-20 191.50 193.85 255,000 104,562,000 0.39 % -6.59 % -0.96 % 0.5332 0.46 - Short Covering 19.90%165.23 2.35 1.23 %
07-Oct-20 190.70 193.10 273,000 105,576,000 -0.49 % 15.19 % -0.45 % 0.5345 0.50 - Long Windup 10.97%72.34 2.4 1.26 %
06-Oct-20 191.60 194.05 237,000 106,053,000 1.57 % 21.54 % -0.94 % 0.5358 0.46 - Short Covering 10.92%65.09 2.45 1.28 %
05-Oct-20 188.75 191.05 195,000 107,064,000 -0.86 % 44.44 % -0.18 % 0.5367 0.50 - Long Windup 10.65%83.81 2.3 1.22 %
01-Oct-20 190.30 192.70 135,000 107,262,000 2.91 % -13.46 % -2.43 % 0.5380 0.33 - Short Covering 18.04%149.61 2.4 1.26 %
30-Sep-20 185.40 187.25 156,000 109,938,000 0.13 % 20.93 % -0.61 % 0.5382 0.38 - Short Covering 14.40%100.51 1.85 1 %
29-Sep-20 185.05 187.00 129,000 110,610,000 -1.50 % 65.38 % -0.03 % 0.5395 0.25 - Long Windup 10.61%70.04 1.95 1.05 %
28-Sep-20 187.25 189.85 78,000 110,640,000 3.21 % 8.33 % -2.25 % 0.5406 - - Short Covering 15.76%123.70 2.6 1.39 %
25-Sep-20 182.20 183.95 72,000 113,190,000 0.00 % 0.00 % -7.00 % 0.5407 - - 15.40%130.65 1.75 0.96 %
 
 
Average Delivery Volume
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
433.90 Crore Rs. 401.24 Crore Rs. 366.48 Crore Rs. 337.99 Crore Rs. 377.09 Crore Rs. 419.23 Crore Rs. More details >>
Average Delivery Percentage
On 04-Dec-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
20.78 % 21.83 % 23.67 % 21.95 % 21.99 % 23.89 % More details >>
 
 
SBIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 07-Dec-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
247.01 250.73 257.51 261.23 268.01 271.73 278.51
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
259.05 261.68 262.55 263.43 261.23 265.18 266.05 266.93 269.55
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
250.73 254.74 257.22 261.23 265.24 267.72 271.73
DeMark Pivot
Support 1 Pivot Point Resistance 1
259.38 262.16 269.88
 
 
SBIN Result / Events
Date Description Status
04-Nov-20Financial ResultsCompleted
31-Jul-20Financial ResultsCompleted
11-Jun-20Fund RaisingCompleted
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