FnO Contract Details

Expiry:
Symbol:

SBIN analysis for the selected expiry [Jul-20] as on 03-Jul-20

SBIN Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 186.65 186.85 183.40 184.70 NA -0.40 % NA NA
30-Jul-20 187.00 187.40 183.50 184.95 101,643,000 -0.59 % -1.47 % Long Windup
27-Aug-20 187.00 187.20 183.95 185.25 2,508,000 -0.59 % 3.59 % Short Buildup
24-Sep-20 187.00 187.00 184.65 185.50 141,000 -0.83 % 14.63 % Short Buildup
Cummulative NA NA NA NA 104,292,000 NA -1.33 % Long Windup
SBIN Options OI PCR:  0.57   (Expiry : 30-Jul-20 )   PUT OI: 32,412,000   CALL OI: 57,231,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
200.00 11445000 3.81% 4.45 -10.10% Short Buildup
190.00 7899000 5.87% 7.45 -9.70% Short Buildup
250.00 5487000 4.57% 0.40 -20.00% Short Buildup
CALL - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
190.00 7899000 5.87% 7.45 -9.70% Short Buildup
200.00 11445000 3.81% 4.45 -10.10% Short Buildup
220.00 4761000 8.18% 1.50 -11.76% 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
170.00 798000 -24.22% 18.45 -5.87% Long Windup
290.00 1041000 -13.68% 0.15 -25.00% Long Windup
197.50 363000 -8.33% 5.05 -9.82% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
180.00 4143000 7.64% 6.95 0.72% Long Buildup
160.00 3858000 17.98% 1.65 -2.94% Short Buildup
170.00 3834000 1.59% 3.50 -1.41% 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
185.00 2049000 41.70% 9.40 1.08% Long Buildup
160.00 3858000 17.98% 1.65 -2.94% Short Buildup
180.00 4143000 7.64% 6.95 0.72% 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
177.50 420000 -9.68% 5.90 -0.84% Long Windup
100.00 507000 -5.06% 0.15 0.00% Long Windup
140.00 1320000 -1.57% 0.35 -22.22% 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 %
03-Jul-20 184.70 184.95 101,643,000 104,292,000 -0.59 % -1.47 % -1.33 % 0.5726 0.57 2.54 % Long Windup 16.58%116.55 0.25 0.14 %
02-Jul-20 185.45 186.05 103,158,000 105,702,000 0.38 % -1.13 % -1.09 % 0.5740 0.56 2.41 % Short Covering 15.24%147.32 0.6 0.32 %
01-Jul-20 184.80 185.35 104,334,000 106,863,000 4.25 % 1.04 % 1.08 % 0.5754 0.56 2.37 % Long Buildup 19.44%194.01 0.55 0.3 %
30-Jun-20 178.45 177.80 103,257,000 105,720,000 -0.75 % 0.73 % 1.12 % 0.5749 0.52 2.33 % Short Buildup 19.13%148.92 -0.65 -0.36 %
29-Jun-20 179.25 179.15 102,504,000 104,550,000 -2.77 % -1.34 % -0.97 % 0.5764 0.53 1.96 % Long Windup 23.92%218.52 -0.1 -0.06 %
26-Jun-20 184.60 184.25 103,899,000 105,579,000 -0.49 % 0.43 % -2.84 % 0.5764 0.54 1.59 % Long Windup 17.13%155.47 -0.35 -0.19 %
25-Jun-20 185.25 185.15 103,452,000 108,666,000 0.16 % 15.22 % -2.00 % 0.5779 0.64 - Short Covering 16.96%231.27 -0.1 -0.05 %
24-Jun-20 184.60 184.85 89,784,000 110,880,000 -4.45 % 20.30 % -6.31 % 0.5793 0.64 - Long Windup 21.77%300.06 0.25 0.14 %
23-Jun-20 192.45 193.45 74,634,000 118,353,000 2.76 % 53.84 % 1.56 % 0.5780 0.67 - Long Buildup 19.73%248.64 1 0.52 %
22-Jun-20 187.70 188.25 48,513,000 116,535,000 1.67 % 54.58 % 0.68 % 0.5785 0.69 - Long Buildup 20.82%312.76 0.55 0.29 %
19-Jun-20 184.50 185.15 31,383,000 115,746,000 2.75 % 88.42 % -7.70 % 0.5794 - - Short Covering 19.57%277.66 0.65 0.35 %
18-Jun-20 179.65 180.20 16,656,000 125,403,000 4.04 % 30.70 % -5.98 % 0.5798 0.59 - Short Covering 21.62%226.28 0.55 0.31 %
17-Jun-20 172.95 173.20 12,744,000 133,377,000 0.00 % 44.15 % 4.11 % 0.5789 0.59 - 14.78%188.78 0.25 0.14 %
16-Jun-20 172.90 173.20 8,841,000 128,106,000 -0.35 % 22.28 % 0.08 % 0.5804 0.58 - Short Buildup 14.84%163.98 0.3 0.17 %
15-Jun-20 173.70 173.80 7,230,000 128,004,000 -3.12 % 15.92 % 1.98 % 0.5818 0.58 - Short Buildup 18.66%206.23 0.1 0.06 %
12-Jun-20 179.15 179.40 6,237,000 125,523,000 1.21 % 11.12 % 4.13 % 0.5818 0.52 - Long Buildup 16.57%275.39 0.25 0.14 %
11-Jun-20 177.15 177.25 5,613,000 120,543,000 -6.24 % 30.11 % 3.90 % 0.5831 0.53 - Short Buildup 26.07%423.56 0.1 0.06 %
10-Jun-20 187.70 189.05 4,314,000 116,016,000 2.52 % 14.40 % -0.09 % 0.5793 0.53 - Short Covering 16.62%210.01 1.35 0.72 %
09-Jun-20 184.45 184.40 3,771,000 116,115,000 -1.57 % 6.89 % -3.84 % 0.5802 0.49 - Long Windup 18.89%336.77 -0.05 -0.03 %
08-Jun-20 186.80 187.35 3,528,000 120,753,000 -0.79 % 11.36 % -10.15 % 0.5814 0.50 - Long Windup 28.11%796.81 0.55 0.29 %
05-Jun-20 187.80 188.85 3,168,000 134,394,000 8.35 % 10.69 % 10.66 % 0.5828 0.60 - Long Buildup 18.85%712.59 1.05 0.56 %
04-Jun-20 174.05 174.30 2,862,000 121,449,000 -0.49 % 10.29 % -0.96 % 0.5752 0.62 - Long Windup 19.83%288.19 0.25 0.14 %
03-Jun-20 174.90 175.15 2,595,000 122,628,000 2.34 % 2.37 % -0.47 % 0.5766 - - Short Covering 22.78%450.82 0.25 0.14 %
02-Jun-20 170.25 171.15 2,535,000 123,204,000 0.41 % -0.71 % 1.19 % 0.5769 0.49 - Long Buildup 20.30%243.42 0.9 0.53 %
01-Jun-20 170.05 170.45 2,553,000 121,761,000 6.66 % 9.10 % -0.02 % 0.5783 0.43 - Short Covering 22.01%347.16 0.4 0.24 %
29-May-20 161.30 159.80 2,340,000 121,782,000 1.30 % 16.42 % 0.10 % 0.6210 0.43 - Long Buildup 25.01%235.43 -1.5 -0.93 %
28-May-20 158.20 157.75 2,010,000 121,665,000 -1.10 % 22.94 % -2.98 % 0.6456 0.47 - Long Windup 20.78%253.03 -0.45 -0.28 %
27-May-20 158.60 159.50 1,635,000 125,400,000 4.76 % 30.38 % 5.02 % 0.6657 0.45 - Long Buildup 26.69%373.39 0.9 0.57 %
26-May-20 151.40 152.25 1,254,000 119,406,000 0.53 % 13.90 % -2.85 % 0.6496 0.46 - Short Covering 33.04%241.52 0.85 0.56 %
22-May-20 150.85 151.45 1,101,000 122,907,000 -0.88 % 14.33 % 4.79 % 0.6688 0.40 - Short Buildup 24.40%- 0.6 0.4 %
21-May-20 151.95 152.80 963,000 117,288,000 -1.29 % 18.01 % 3.71 % 0.6880 0.52 - Short Buildup 34.63%321.75 0.85 0.56 %
20-May-20 153.40 154.80 816,000 113,091,000 0.78 % 11.02 % 2.98 % 0.7068 0.52 - Long Buildup 34.98%355.11 1.4 0.91 %
19-May-20 152.80 153.60 735,000 109,818,000 -1.66 % 10.36 % -0.21 % 0.7279 1.44 - Long Windup 25.29%276.42 0.8 0.52 %
18-May-20 155.30 156.20 666,000 110,049,000 -6.72 % 51.02 % 3.79 % 0.7463 2.38 - Short Buildup 36.65%440.26 0.9 0.58 %
15-May-20 166.40 167.45 441,000 106,029,000 -0.98 % 9.70 % 2.01 % 0.6929 4.00 - Short Buildup 19.63%115.95 1.05 0.63 %
14-May-20 167.95 169.10 402,000 103,938,000 -3.89 % 17.54 % -2.94 % 0.7125 7.00 - Long Windup 26.41%213.48 1.15 0.68 %
13-May-20 174.10 175.95 342,000 107,082,000 4.20 % -14.29 % 4.15 % 0.7097 5.00 - Long Buildup 27.86%396.42 1.85 1.06 %
12-May-20 166.90 168.85 399,000 102,816,000 1.23 % 12.71 % 4.93 % 0.7036 - - Long Buildup 30.15%356.07 1.95 1.17 %
11-May-20 165.45 166.80 354,000 97,986,000 -0.51 % 6.31 % -0.68 % 0.7236 - - Long Windup 20.84%188.21 1.35 0.82 %
08-May-20 166.65 167.65 333,000 98,655,000 -2.30 % 23.33 % 5.40 % 0.7459 - - Short Buildup 28.01%261.05 1 0.6 %
07-May-20 170.75 171.60 270,000 93,597,000 -0.69 % 5.88 % 0.76 % 0.7570 - - Short Buildup 21.76%159.58 0.85 0.5 %
06-May-20 171.10 172.80 255,000 92,889,000 0.76 % 25.00 % 0.76 % 0.7807 - - Long Buildup 17.62%220.56 1.7 0.99 %
05-May-20 170.40 171.50 204,000 92,184,000 -4.91 % 126.67 % -0.23 % 0.8042 - - Long Windup 35.67%553.35 1.1 0.65 %
04-May-20 178.85 180.35 90,000 92,400,000 0.00 % 0.00 % -6.74 % 0.7942 - - 42.42%440.96 1.5 0.84 %
 
 
Average Delivery Volume
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
116.55 Crore Rs. 152.63 Crore Rs. 165.06 Crore Rs. 189.02 Crore Rs. 212.79 Crore Rs. 280.55 Crore Rs. More details >>
Average Delivery Percentage
On 03-Jul-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
16.58 % 17.17 % 18.97 % 18.90 % 19.04 % 19.83 % More details >>
 
 
Spot / Future Candlestick Pattern Exclusive Pattern
FUTUREBearish Engulfing-
 
 
SBIN Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 06-Jul-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
179.26 181.38 183.16 185.28 187.06 189.18 190.96
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
183 183.98 184.3 184.63 185.28 185.28 185.6 185.93 186.9
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
181.38 182.87 183.79 185.28 186.77 187.69 189.18
DeMark Pivot
Support 1 Pivot Point Resistance 1
182.28 184.84 186.18
 
 
SBIN Result / Events
Date Description Status
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