FnO Contract Details

Expiry:
Symbol:

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

YESBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 35.30 36.50 34.65 35.45 NA 0.42 % NA NA
27-Feb-20 33.15 35.45 32.20 34.45 270,916,800 4.87 % -3.34 % Short Covering
26-Mar-20 29.20 32.20 29.20 31.30 73,955,200 5.21 % 10.19 % Long Buildup
30-Apr-20 28.30 30.30 27.55 29.50 7,348,000 5.36 % -0.36 % Short Covering
Cummulative NA NA NA NA 352,220,000 NA -0.72 % Short Covering
YESBANK Options OI PCR:  0.92   (Expiry : 27-Feb-20 )   PUT OI: 48,928,000   CALL OI: 53,160,800 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
40.00 8527200 -17.88% 0.75 36.36% Short Covering
100.00 7568000 -11.89% 0.10 0.00% Short Covering
50.00 6644000 -7.48% 0.15 -40.00% 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
60.00 3423200 2.10% 0.10 -33.33% Short Buildup
80.00 3124000 1.72% 0.10 -33.33% Short Buildup
None
CALL - Top 3 Strikes with Maximum Decrease in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
40.00 8527200 -17.88% 0.75 36.36% Short Covering
35.00 4611200 -22.14% 1.80 20.00% Short Covering
100.00 7568000 -11.89% 0.10 0.00% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
15.00 13446400 -3.23% 0.05 -50.00% Long Windup
25.00 7603200 6.40% 0.15 -50.00% Short Buildup
20.00 7532800 -2.39% 0.10 -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
25.00 7603200 6.40% 0.15 -50.00% Short Buildup
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
40.00 3405600 -13.03% 6.45 -19.38% Long Windup
30.00 5121600 -8.20% 0.65 -43.48% Long Windup
15.00 13446400 -3.23% 0.05 -50.00% 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 %
20-Feb-20 35.45 34.45 270,916,800 352,220,000 4.87 % -3.34 % -0.72 % 1.1604 0.92 23.08 % Short Covering 11.62%49.20 -1 -2.82 %
19-Feb-20 35.30 32.85 280,288,800 354,780,800 4.62 % -2.91 % -0.83 % 1.1747 0.85 21.00 % Short Covering 9.26%41.75 -2.45 -6.94 %
18-Feb-20 35.05 31.40 288,675,200 357,746,400 -12.66 % 21.85 % 30.68 % 1.1918 0.82 19.31 % Short Buildup 21.06%169.09 -3.65 -10.41 %
17-Feb-20 37.15 35.95 236,904,800 273,750,400 -4.64 % -1.08 % -0.70 % 1.0414 - 13.46 % Long Windup 13.13%56.63 -1.2 -3.23 %
14-Feb-20 38.90 37.70 239,500,800 275,668,800 6.65 % -3.35 % -2.58 % 1.0493 0.87 13.12 % Short Covering 13.16%96.18 -1.2 -3.08 %
13-Feb-20 37.20 35.35 247,790,400 282,964,000 9.61 % -3.57 % -3.47 % 1.0807 0.85 12.43 % Short Covering 11.94%74.76 -1.85 -4.97 %
12-Feb-20 35.20 32.25 256,968,800 293,145,600 -6.39 % -0.13 % 0.11 % 1.0229 0.87 12.34 % Short Buildup 16.74%59.75 -2.95 -8.38 %
11-Feb-20 36.85 34.45 257,294,400 292,820,000 -1.57 % -0.39 % -0.45 % 1.0058 0.82 12.13 % Long Windup 11.20%39.96 -2.4 -6.51 %
10-Feb-20 37.55 35.00 258,306,400 294,140,000 -0.99 % -0.39 % -0.35 % 1.0346 0.81 12.18 % Long Windup 12.79%68.34 -2.55 -6.79 %
07-Feb-20 38.70 35.35 259,318,400 295,178,400 4.59 % -0.88 % -0.89 % 1.0660 0.79 12.15 % Short Covering 10.11%49.75 -3.35 -8.66 %
06-Feb-20 38.55 33.80 261,632,800 297,836,000 3.21 % -2.83 % -3.06 % 1.0116 0.78 12.16 % Short Covering 10.08%52.54 -4.75 -12.32 %
05-Feb-20 37.60 32.75 269,244,800 307,252,000 6.85 % 5.14 % 6.91 % 1.0322 0.74 12.37 % Long Buildup 7.87%83.20 -4.85 -12.9 %
04-Feb-20 34.95 30.65 256,088,800 287,399,200 0.49 % 1.40 % 1.88 % 1.0155 0.92 10.89 % Long Buildup 13.68%66.07 -4.3 -12.3 %
03-Feb-20 36.00 30.50 252,560,000 282,092,800 -7.85 % 6.54 % 8.33 % 1.0471 0.93 10.47 % Short Buildup 13.77%73.39 -5.5 -15.28 %
01-Feb-20 37.90 33.10 237,063,200 260,409,600 -7.02 % -0.09 % 0.83 % 1.0052 0.94 8.97 % Short Buildup 11.77%45.34 -4.8 -12.66 %
31-Jan-20 39.25 35.60 237,274,400 258,253,600 1.86 % 0.89 % -2.96 % 0.9754 0.90 8.12 % Short Covering 9.55%44.11 -3.65 -9.3 %
30-Jan-20 39.05 34.95 235,188,800 266,120,800 -6.92 % 7.35 % -0.50 % 0.9807 0.91 - Long Windup 13.47%79.22 -4.1 -10.5 %
29-Jan-20 41.20 37.55 219,093,600 267,449,600 -0.13 % 41.28 % 10.07 % 0.9747 1.00 - Short Buildup 13.92%81.12 -3.65 -8.86 %
28-Jan-20 41.65 37.60 155,073,600 242,985,600 -4.45 % 40.09 % 0.27 % 1.0045 0.95 - Short Buildup 14.17%62.67 -4.05 -9.72 %
27-Jan-20 42.40 39.35 110,695,200 242,334,400 -4.14 % 38.90 % -11.00 % 1.0324 0.87 - Long Windup 9.80%55.81 -3.05 -7.19 %
24-Jan-20 42.80 41.05 79,692,800 272,272,000 5.94 % 14.91 % -5.87 % 1.0639 0.95 - Short Covering 12.04%149.37 -1.75 -4.09 %
23-Jan-20 40.95 38.75 69,352,800 289,238,400 7.49 % 21.40 % -3.36 % 1.0764 0.74 - Short Covering 15.97%116.89 -2.2 -5.37 %
22-Jan-20 38.45 36.05 57,129,600 299,296,800 3.44 % 12.20 % -0.64 % 1.0638 0.62 - Short Covering 15.81%37.94 -2.4 -6.24 %
21-Jan-20 38.35 34.85 50,916,800 301,232,800 0.00 % 7.07 % -0.28 % 1.0930 0.63 - 15.43%39.78 -3.5 -9.13 %
20-Jan-20 38.65 34.85 47,555,200 302,086,400 -1.41 % 1.58 % -1.18 % 1.1274 0.64 - Long Windup 13.64%47.29 -3.8 -9.83 %
17-Jan-20 39.25 35.35 46,816,000 305,685,600 1.14 % 3.68 % -2.28 % 1.1622 0.63 - Short Covering 11.58%57.11 -3.9 -9.94 %
16-Jan-20 39.95 34.95 45,152,800 312,804,800 -0.14 % 0.45 % -0.80 % 1.1656 0.62 - Long Windup 12.97%65.46 -5 -12.52 %
15-Jan-20 39.75 35.00 44,950,400 315,330,400 4.48 % 68.92 % 22.06 % 1.2022 0.61 - Long Buildup 8.07%128.56 -4.75 -11.95 %
14-Jan-20 38.55 33.50 26,611,200 258,350,400 -6.94 % 9.37 % -1.50 % 1.2138 0.56 - Long Windup 16.60%201.58 -5.05 -13.1 %
13-Jan-20 42.10 36.00 24,332,000 262,275,200 -7.22 % 1.54 % 0.68 % 1.2109 0.58 - Short Buildup 16.81%137.77 -6.1 -14.49 %
10-Jan-20 44.75 38.80 23,962,400 260,497,600 -9.03 % 3.97 % -0.69 % 1.1983 0.57 - Long Windup 12.70%172.24 -5.95 -13.3 %
09-Jan-20 47.30 42.65 23,047,200 262,319,200 2.03 % 2.18 % 0.87 % 0.9751 0.57 - Long Buildup 14.35%103.18 -4.65 -9.83 %
08-Jan-20 46.05 41.80 22,554,400 260,048,800 1.21 % -1.08 % -0.86 % 1.0019 0.56 - Short Covering 12.36%79.75 -4.25 -9.23 %
07-Jan-20 45.05 41.30 22,800,800 262,292,800 -1.67 % -0.88 % -0.28 % 1.0319 0.55 - Long Windup 11.56%57.88 -3.75 -8.32 %
06-Jan-20 45.15 42.00 23,003,200 263,032,000 -2.33 % 0.15 % -1.62 % 1.0629 0.55 - Long Windup 17.77%82.53 -3.15 -6.98 %
03-Jan-20 47.10 43.00 22,968,000 267,352,800 -0.23 % -0.65 % -0.86 % 1.0870 0.55 - Long Windup 13.82%61.71 -4.1 -8.7 %
02-Jan-20 47.35 43.10 23,117,600 269,658,400 4.48 % -2.63 % -2.79 % 1.0864 0.54 - Short Covering 11.55%66.87 -4.25 -8.98 %
01-Jan-20 46.65 41.25 23,742,400 277,393,600 -1.08 % 11.86 % 1.74 % 1.1077 0.54 - Short Buildup 8.96%42.77 -5.4 -11.58 %
31-Dec-19 46.95 41.70 21,225,600 272,641,600 -1.88 % 15.57 % 4.23 % 1.1414 0.45 - Short Buildup 10.62%70.49 -5.25 -11.18 %
30-Dec-19 47.35 42.50 18,365,600 261,580,000 -1.73 % 10.07 % 3.72 % 1.1757 0.37 - Short Buildup 9.44%68.18 -4.85 -10.24 %
27-Dec-19 48.00 43.25 16,684,800 252,199,200 -4.53 % 12.72 % 1.37 % 1.2109 0.36 - Short Buildup 12.73%94.66 -4.75 -9.9 %
26-Dec-19 48.65 45.30 14,801,600 248,800,200 -2.27 % 25.43 % 1.18 % 1.3068 0.37 - Short Buildup 18.77%197.63 -3.35 -6.89 %
24-Dec-19 51.20 46.35 11,800,800 245,909,400 5.82 % 85.22 % 11.25 % 1.3224 0.17 - Long Buildup 13.51%167.90 -4.85 -9.47 %
23-Dec-19 49.65 43.80 6,371,200 221,047,200 -7.30 % 13.13 % -1.71 % 1.3549 0.17 - Long Windup 12.47%171.42 -5.85 -11.78 %
20-Dec-19 51.40 47.25 5,632,000 224,886,200 2.61 % 0.00 % -5.68 % 1.3914 0.17 - Short Covering 14.57%269.36 -4.15 -8.07 %
19-Dec-19 49.90 46.05 5,632,000 238,438,200 9.38 % 1.75 % -5.42 % 1.4309 0.17 - Short Covering 12.06%185.39 -3.85 -7.72 %
18-Dec-19 46.75 42.10 5,535,200 252,102,400 -3.66 % 1.78 % -0.33 % 1.4107 0.17 - Long Windup 14.48%88.18 -4.65 -9.95 %
17-Dec-19 47.60 43.70 5,438,400 252,945,000 2.70 % -0.16 % -1.40 % 1.4495 0.17 - Short Covering 15.06%93.75 -3.9 -8.19 %
16-Dec-19 46.80 42.55 5,447,200 256,539,800 3.65 % 0.16 % -0.53 % 1.4855 0.17 - Short Covering 9.04%72.89 -4.25 -9.08 %
13-Dec-19 46.65 41.05 5,438,400 257,903,800 10.05 % -4.63 % -5.43 % 1.5320 0.17 - Short Covering 14.17%133.13 -5.6 -12 %
12-Dec-19 45.35 37.30 5,702,400 272,725,200 -1.19 % -0.15 % -2.46 % 1.5781 0.17 - Long Windup 9.42%170.11 -8.05 -17.75 %
11-Dec-19 42.80 37.75 5,711,200 279,602,400 -17.31 % 159.60 % 27.08 % 1.6217 0.17 - Short Buildup 12.97%366.86 -5.05 -11.8 %
10-Dec-19 50.55 45.65 2,200,000 220,013,200 -12.46 % 0.81 % -3.61 % 1.4095 0.33 - Long Windup 14.94%260.89 -4.9 -9.69 %
09-Dec-19 56.25 52.15 2,182,400 228,258,800 -1.97 % 0.81 % -0.14 % 1.3350 0.33 - Long Windup 8.18%144.93 -4.1 -7.29 %
06-Dec-19 56.00 53.20 2,164,800 228,577,800 -9.45 % 0.00 % -2.93 % 1.3734 0.33 - Long Windup 28.72%454.27 -2.8 -5 %
05-Dec-19 62.10 58.75 2,164,800 235,479,200 -3.45 % 0.00 % -0.57 % 1.2417 0.33 - Long Windup 8.49%118.58 -3.35 -5.39 %
04-Dec-19 63.00 60.85 2,164,800 236,841,000 9.84 % -4.65 % -9.65 % 1.2708 0.33 - Short Covering 9.85%211.40 -2.15 -3.41 %
03-Dec-19 59.50 55.40 2,270,400 262,125,600 -10.21 % 64.33 % 5.26 % 1.2321 0.33 - Short Buildup 17.22%304.45 -4.1 -6.89 %
02-Dec-19 64.05 61.70 1,381,600 249,020,200 -7.91 % 96.25 % 7.92 % 1.1608 - - Short Buildup 19.89%460.77 -2.35 -3.67 %
29-Nov-19 68.30 67.00 704,000 230,738,200 0.00 % 0.00 % 18.24 % 1.1461 - - 18.95%554.46 -1.3 -1.9 %
 
 
Average Delivery Volume
On 20-Feb-20 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
49.20 Crore Rs. 86.68 Crore Rs. 82.57 Crore Rs. 73.42 Crore Rs. 69.79 Crore Rs. 71.34 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 >>
11.62 % 15.53 % 14.60 % 14.11 % 12.56 % 12.47 % More details >>
 
 
YESBANK 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
29.36 30.78 32.61 34.03 35.86 37.28 39.11
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
32.83 33.64 33.91 34.18 34.03 34.72 34.99 35.26 36.08
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
30.78 32.02 32.79 34.03 35.27 36.04 37.28
DeMark Pivot
Support 1 Pivot Point Resistance 1
33.33 34.39 36.58
 
 
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