FnO Contract Details

Expiry:
Symbol:

YESBANK analysis for the selected expiry [Jan-20] as on 23-Jan-20

YESBANK Futures - Price Movement
YESBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 38.55 41.40 38.35 40.95 NA 6.50 % NA NA
30-Jan-20 38.35 41.30 37.95 40.80 207,495,200 6.81 % -9.68 % Short Covering
27-Feb-20 35.90 39.45 35.90 38.75 69,352,800 7.49 % 21.40 % Long Buildup
26-Mar-20 34.75 38.40 34.75 37.80 12,390,400 8.15 % -0.35 % Short Covering
Cummulative NA NA NA NA 289,238,400 NA -3.36 % Short Covering
YESBANK Options OI PCR:  0.69   (Expiry : 30-Jan-20 )   PUT OI: 45,443,200   CALL OI: 65,727,200 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
60.00 9706400 -4.42% 0.15 -25.00% Long Windup
50.00 9451200 -3.85% 0.45 28.57% Short Covering
100.00 7356800 -10.11% 0.05 -50.00% 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
None
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
90.00 2736800 -33.97% 0.10 100.00% Short Covering
40.00 7348000 -13.29% 2.60 57.58% Short Covering
100.00 7356800 -10.11% 0.05 -50.00% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
50.00 8245600 -5.26% 9.75 -19.42% Long Windup
20.00 7770400 -19.65% 0.10 0.00% Long Windup
30.00 6036800 -4.46% 0.15 -50.00% 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
None
None
None
PUT - CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
20.00 7770400 -19.65% 0.10 0.00%
35.00 4039200 -14.68% 0.45 -55.00% Long Windup
40.00 4989600 -12.23% 1.75 -45.31% Long Windup
 
 
YESBANK 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 %
23-Jan-20 40.95 40.80 207,495,200 289,238,400 6.81 % -9.68 % -3.36 % 1.0764 0.69 28.26 % Short Covering 15.97%116.89 -0.15 -0.37 %
22-Jan-20 38.45 38.20 229,732,800 299,296,800 2.00 % -3.41 % -0.64 % 1.0638 0.70 23.24 % Short Covering 15.81%37.94 -0.25 -0.65 %
21-Jan-20 38.35 37.45 237,846,400 301,232,800 0.00 % -1.83 % -0.28 % 1.0930 0.67 21.04 % 15.43%39.78 -0.9 -2.35 %
20-Jan-20 38.65 37.45 242,272,800 302,086,400 -0.79 % -1.97 % -1.18 % 1.1274 0.65 19.80 % Long Windup 13.64%47.29 -1.2 -3.1 %
17-Jan-20 39.25 37.75 247,148,000 305,685,600 1.34 % -3.43 % -2.28 % 1.1622 0.68 19.15 % Short Covering 11.58%57.11 -1.5 -3.82 %
16-Jan-20 39.95 37.25 255,921,600 312,804,800 0.27 % -1.02 % -0.80 % 1.1656 0.66 18.18 % Short Covering 12.97%65.46 -2.7 -6.76 %
15-Jan-20 39.75 37.15 258,561,600 315,330,400 5.39 % 15.02 % 22.06 % 1.2022 0.65 18.00 % Long Buildup 8.07%128.56 -2.6 -6.54 %
14-Jan-20 38.55 35.25 224,796,000 258,350,400 -6.37 % -2.82 % -1.50 % 1.2138 0.87 12.99 % Long Windup 16.60%201.58 -3.3 -8.56 %
13-Jan-20 42.10 37.65 231,308,000 262,275,200 -7.04 % 0.50 % 0.68 % 1.2109 0.85 11.81 % Short Buildup 16.81%137.77 -4.45 -10.57 %
10-Jan-20 44.75 40.50 230,146,400 260,497,600 -8.68 % -1.32 % -0.69 % 1.1983 0.85 11.65 % Long Windup 12.70%172.24 -4.25 -9.5 %
09-Jan-20 47.30 44.35 233,217,600 262,319,200 1.84 % 0.80 % 0.87 % 0.9751 0.85 11.09 % Long Buildup 14.35%103.18 -2.95 -6.24 %
08-Jan-20 46.05 43.55 231,360,800 260,048,800 1.16 % -0.85 % -0.86 % 1.0019 0.84 11.03 % Short Covering 12.36%79.75 -2.5 -5.43 %
07-Jan-20 45.05 43.05 233,349,600 262,292,800 -1.15 % -0.22 % -0.28 % 1.0319 0.88 11.03 % Long Windup 11.56%57.88 -2 -4.44 %
06-Jan-20 45.15 43.55 233,860,000 263,032,000 -2.90 % -1.79 % -1.62 % 1.0629 0.88 11.09 % Long Windup 17.77%82.53 -1.6 -3.54 %
03-Jan-20 47.10 44.85 238,128,000 267,352,800 -0.22 % -0.88 % -0.86 % 1.0870 0.87 10.93 % Long Windup 13.82%61.71 -2.25 -4.78 %
02-Jan-20 47.35 44.95 240,248,800 269,658,400 3.57 % -2.82 % -2.79 % 1.0864 0.84 10.91 % Short Covering 11.55%66.87 -2.4 -5.07 %
01-Jan-20 46.65 43.40 247,227,200 277,393,600 -1.03 % 0.59 % 1.74 % 1.1077 0.82 10.87 % Short Buildup 8.96%42.77 -3.25 -6.97 %
31-Dec-19 46.95 43.85 245,766,400 272,641,600 -1.24 % 2.60 % 4.23 % 1.1414 0.82 9.86 % Short Buildup 10.62%70.49 -3.1 -6.6 %
30-Dec-19 47.35 44.40 239,544,800 261,580,000 -1.33 % 2.55 % 3.72 % 1.1757 0.68 8.42 % Short Buildup 9.44%68.18 -2.95 -6.23 %
27-Dec-19 48.00 45.00 233,587,200 252,199,200 -3.12 % 2.93 % 1.37 % 1.2109 0.70 7.38 % Short Buildup 12.73%94.66 -3 -6.25 %
26-Dec-19 48.65 46.45 226,943,200 248,800,200 -2.42 % 13.13 % 1.18 % 1.3068 0.78 - Short Buildup 18.77%197.63 -2.2 -4.52 %
24-Dec-19 51.20 47.60 200,604,800 245,909,400 5.08 % 49.12 % 11.25 % 1.3224 0.84 - Long Buildup 13.51%167.90 -3.6 -7.03 %
23-Dec-19 49.65 45.30 134,525,600 221,047,200 -6.31 % 61.46 % -1.71 % 1.3549 0.81 - Long Windup 12.47%171.42 -4.35 -8.76 %
20-Dec-19 51.40 48.35 83,318,400 224,886,200 2.87 % 33.15 % -5.68 % 1.3914 0.71 - Short Covering 14.57%269.36 -3.05 -5.93 %
19-Dec-19 49.90 47.00 62,576,800 238,438,200 9.30 % 38.72 % -5.42 % 1.4309 0.68 - Short Covering 12.06%185.39 -2.9 -5.81 %
18-Dec-19 46.75 43.00 45,108,800 252,102,400 -3.59 % 7.06 % -0.33 % 1.4107 0.65 - Long Windup 14.48%88.18 -3.75 -8.02 %
17-Dec-19 47.60 44.60 42,134,400 252,945,000 3.24 % 21.96 % -1.40 % 1.4495 0.64 - Short Covering 15.06%93.75 -3 -6.3 %
16-Dec-19 46.80 43.20 34,548,800 256,539,800 0.00 % 2.45 % -0.53 % 1.4855 0.68 - 9.04%72.89 -3.6 -7.69 %
13-Dec-19 46.65 43.20 33,721,600 257,903,800 10.77 % -2.86 % -5.43 % 1.5320 0.67 - Short Covering 14.17%133.13 -3.45 -7.4 %
12-Dec-19 45.35 39.00 34,716,000 272,725,200 2.23 % -0.78 % -2.46 % 1.5781 0.66 - Short Covering 9.42%170.11 -6.35 -14 %
11-Dec-19 42.80 38.15 34,988,800 279,602,400 -18.22 % 90.51 % 27.08 % 1.6217 0.64 - Short Buildup 12.97%366.86 -4.65 -10.86 %
10-Dec-19 50.55 46.65 18,365,600 220,013,200 -11.06 % -0.48 % -3.61 % 1.4095 0.80 - Long Windup 14.94%260.89 -3.9 -7.72 %
09-Dec-19 56.25 52.45 18,453,600 228,258,800 -1.96 % -1.92 % -0.14 % 1.3350 0.81 - Long Windup 8.18%144.93 -3.8 -6.76 %
06-Dec-19 56.00 53.50 18,814,400 228,577,800 -9.25 % -1.79 % -2.93 % 1.3734 0.81 - Long Windup 28.72%454.27 -2.5 -4.46 %
05-Dec-19 62.10 58.95 19,157,600 235,479,200 -3.44 % -0.18 % -0.57 % 1.2417 0.80 - Long Windup 8.49%118.58 -3.15 -5.07 %
04-Dec-19 63.00 61.05 19,192,800 236,841,000 9.90 % -5.91 % -9.65 % 1.2708 0.78 - Short Covering 9.85%211.40 -1.95 -3.1 %
03-Dec-19 59.50 55.55 20,398,400 262,125,600 -10.33 % 31.70 % 5.26 % 1.2321 0.79 - Short Buildup 17.22%304.45 -3.95 -6.64 %
02-Dec-19 64.05 61.95 15,488,000 249,020,200 -7.40 % 72.21 % 7.92 % 1.1608 0.76 - Short Buildup 19.89%460.77 -2.1 -3.28 %
29-Nov-19 68.30 66.90 8,993,600 230,738,200 -5.11 % 189.52 % 18.24 % 1.1461 0.86 - Short Buildup 18.95%554.46 -1.4 -2.05 %
28-Nov-19 70.05 70.50 3,106,400 195,137,800 3.22 % -2.75 % -9.67 % 1.1769 0.89 - Short Covering 16.00%250.04 0.45 0.64 %
27-Nov-19 68.25 68.30 3,194,400 216,031,200 7.05 % -3.46 % -15.53 % 1.2066 0.84 - Short Covering 23.29%404.78 0.05 0.07 %
26-Nov-19 63.15 63.80 3,308,800 255,756,600 -0.47 % 14.29 % 5.59 % 1.1935 0.87 - Short Buildup 38.10%961.78 0.65 1.03 %
25-Nov-19 63.75 64.10 2,895,200 242,206,800 -1.54 % 12.67 % 22.65 % 1.2306 0.88 - Short Buildup 15.38%168.53 0.35 0.55 %
22-Nov-19 64.80 65.10 2,569,600 197,472,000 1.32 % 6.18 % -0.59 % 1.2671 0.78 - Short Covering 16.23%128.08 0.3 0.46 %
21-Nov-19 64.25 64.25 2,420,000 198,646,800 -3.17 % 7.42 % 6.09 % 1.3064 0.74 - Short Buildup 16.77%143.84 0 0 %
20-Nov-19 65.85 66.35 2,252,800 187,242,000 2.79 % 7.56 % -1.04 % 1.3396 0.76 - Short Covering 10.74%162.11 0.5 0.76 %
19-Nov-19 64.15 64.55 2,094,400 189,215,400 -2.05 % 13.33 % 1.78 % 1.3756 0.57 - Short Buildup 13.57%208.20 0.4 0.62 %
18-Nov-19 65.85 65.90 1,848,000 185,897,800 -4.84 % 15.38 % 2.02 % 1.4147 0.58 - Short Buildup 18.41%215.95 0.05 0.08 %
15-Nov-19 68.70 69.25 1,601,600 182,219,400 0.00 % 0.00 % 0.37 % 1.4447 0.56 - 14.78%131.52 0.55 0.8 %
13-Nov-19 68.20 68.10 1,460,800 182,813,400 0.00 % 0.00 % 1.91 % 1.5360 0.71 - 21.61%468.52 -0.1 -0.15 %
 
 
Average Delivery Volume
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
116.89 Crore Rs. 64.87 Crore Rs. 59.80 Crore Rs. 86.83 Crore Rs. 95.80 Crore Rs. 91.92 Crore Rs. More details >>
Average Delivery Percentage
On 23-Jan-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
15.97 % 15.82 % 14.43 % 12.93 % 13.23 % 13.24 % More details >>
 
 
YESBANK Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 24-Jan-20
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
35.39 36.67 38.74 40.02 42.09 43.37 45.44
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
39.13 39.96 40.24 40.52 40.02 41.08 41.36 41.64 42.48
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
36.67 37.95 38.74 40.02 41.3 42.09 43.37
DeMark Pivot
Support 1 Pivot Point Resistance 1
39.38 40.34 42.73
 
 
YESBANK Result / Events
Date Description Status
01-Nov-19Financial ResultsCompleted
17-Jul-19Financial ResultsCompleted
26-Apr-19Financial Results/Dividend/Fund RaisingCompleted
24-Jan-19Financial ResultsCompleted