FnO Contract Details

Expiry:
Symbol:

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

YESBANK Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 46.60 52.70 46.00 51.40 NA 8.44 % NA NA
31-Oct-19 46.85 52.70 46.05 51.55 148,473,600 8.41 % -10.51 % Short Covering
28-Nov-19 46.70 52.85 46.35 51.85 16,429,600 8.59 % 3.18 % Long Buildup
26-Dec-19 46.65 52.45 45.95 52.05 1,612,600 9.23 % 5.92 % Long Buildup
Cummulative NA NA NA NA 166,515,800 NA -9.19 % Short Covering
YESBANK Options OI PCR:  0.79   (Expiry : 31-Oct-19 )   PUT OI: 57,552,000   CALL OI: 73,282,000 
 
 
 
 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
60.00 12667600 12.84% 1.75 34.62% Long Buildup
50.00 11277200 -28.17% 4.55 31.88% Short Covering
70.00 8767000 1.35% 0.65 18.18% Long Buildup
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 12667600 12.84% 1.75 34.62% Long Buildup
55.00 8265400 16.89% 2.75 30.95% Long Buildup
65.00 4543000 13.40% 1.10 22.22% 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
45.00 5258000 -46.07% 8.05 45.05% Short Covering
50.00 11277200 -28.17% 4.55 31.88% Short Covering
40.00 4703600 -32.43% 12.35 38.76% Short Covering
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
40.00 10168400 2.76% 0.85 -39.29% Short Buildup
50.00 8694400 97.80% 3.10 -46.55% Short Buildup
30.00 8052000 -2.76% 0.35 -12.50% 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
50.00 8694400 97.80% 3.10 -46.55% Short Buildup
55.00 1817200 49.64% 6.10 -36.13% Short Buildup
40.00 10168400 2.76% 0.85 -39.29% 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
35.00 5548400 -13.92% 0.55 -21.43% Long Windup
45.00 7871600 -9.81% 1.55 -47.46% Long Windup
30.00 8052000 -2.76% 0.35 -12.50% 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 %
18-Oct-19 51.40 51.55 148,473,600 166,515,800 8.41 % -10.51 % -9.19 % 0.0000 0.79 10.84 % Short Covering 7.45%169.03 0.15 0.29 %
17-Oct-19 47.40 47.55 165,919,600 183,365,600 15.27 % -2.67 % -1.87 % 1.8428 0.67 9.51 % Short Covering 9.65%193.33 0.15 0.32 %
16-Oct-19 41.05 41.25 170,475,800 186,852,600 1.10 % 1.40 % 1.99 % 1.7694 0.59 8.76 % Long Buildup 6.20%48.08 0.2 0.49 %
15-Oct-19 40.60 40.80 168,119,600 183,211,600 1.37 % 0.15 % 1.21 % 1.8242 0.60 8.24 % Long Buildup 7.00%54.99 0.2 0.49 %
14-Oct-19 40.10 40.25 167,864,400 181,029,200 1.39 % -0.16 % -0.13 % 1.8805 0.58 7.27 % Short Covering 6.16%55.26 0.15 0.37 %
11-Oct-19 39.60 39.70 168,139,400 181,255,800 -3.41 % -0.36 % 0.03 % 1.9387 0.57 7.24 % Short Buildup 5.81%78.05 0.1 0.25 %
10-Oct-19 40.95 41.10 168,744,400 181,198,600 -5.52 % 0.44 % 0.68 % 1.9930 0.61 6.87 % Short Buildup 10.03%85.09 0.15 0.37 %
09-Oct-19 43.25 43.50 168,011,800 179,973,200 -4.92 % -7.97 % -6.78 % 2.0387 0.64 6.65 % Long Windup 8.05%119.54 0.25 0.58 %
07-Oct-19 45.65 45.75 182,567,000 193,054,400 8.28 % -4.47 % -4.07 % 2.0865 0.63 5.43 % Short Covering 11.15%180.86 0.1 0.22 %
04-Oct-19 42.15 42.25 191,100,800 201,238,400 -1.29 % -7.07 % -6.27 % 2.1173 0.63 5.04 % Long Windup 8.44%182.28 0.1 0.24 %
03-Oct-19 42.50 42.80 205,631,800 214,700,200 32.51 % 6.89 % 6.25 % 2.1835 0.62 4.22 % Long Buildup 12.66%314.43 0.3 0.71 %
01-Oct-19 32.00 32.30 192,376,800 202,076,600 -22.36 % 19.95 % 19.46 % 1.7877 0.54 4.80 % Short Buildup 17.86%462.27 0.3 0.94 %
30-Sep-19 41.40 41.60 160,380,000 169,162,400 -15.02 % 1.23 % 3.23 % 1.3748 0.65 5.19 % Short Buildup 15.42%227.74 0.2 0.48 %
27-Sep-19 48.75 48.95 158,430,800 163,862,600 -5.04 % 4.79 % -0.64 % 1.1807 0.76 3.31 % Long Windup 9.23%138.14 0.2 0.41 %
26-Sep-19 51.05 51.55 151,188,400 164,920,800 -4.18 % 27.51 % 9.13 % 1.1966 0.70 - Short Buildup 23.01%293.31 0.5 0.98 %
25-Sep-19 53.70 53.80 118,566,800 151,124,600 -4.61 % 42.02 % -4.71 % 1.2107 0.52 - Long Windup 13.17%107.82 0.1 0.19 %
24-Sep-19 56.05 56.40 83,483,400 158,602,400 1.08 % 61.63 % 1.00 % 1.2284 0.56 - Long Buildup 6.79%65.43 0.35 0.62 %
23-Sep-19 55.45 55.80 51,651,600 157,027,200 -0.36 % 82.04 % -2.37 % 1.2656 0.53 - Long Windup 9.86%120.98 0.35 0.63 %
20-Sep-19 55.50 56.00 28,373,400 160,846,400 2.94 % 16.14 % -1.63 % 1.3052 0.59 - Short Covering 8.89%196.47 0.5 0.9 %
19-Sep-19 54.10 54.40 24,431,000 163,512,800 -15.53 % 48.90 % 12.52 % 1.3469 0.57 - Short Buildup 21.86%379.99 0.3 0.55 %
18-Sep-19 64.10 64.40 16,407,600 145,316,600 -1.45 % 22.85 % 1.52 % 1.1093 0.55 - Short Buildup 6.23%74.67 0.3 0.47 %
17-Sep-19 65.10 65.35 13,356,200 143,134,200 -3.04 % 13.41 % -0.41 % 1.1418 0.54 - Long Windup 8.64%84.88 0.25 0.38 %
16-Sep-19 67.05 67.40 11,776,600 143,719,400 -1.89 % 5.46 % -0.84 % 1.1686 0.44 - Long Windup 8.04%69.09 0.35 0.52 %
13-Sep-19 68.55 68.70 11,167,200 144,931,600 0.51 % 25.96 % 5.59 % 1.1999 0.42 - Long Buildup 4.59%87.47 0.15 0.22 %
12-Sep-19 67.95 68.35 8,866,000 137,260,200 -5.14 % 12.13 % -2.44 % 1.2365 0.45 - Long Windup 8.04%121.15 0.4 0.59 %
11-Sep-19 71.60 72.05 7,906,800 140,687,800 13.38 % 15.19 % -2.14 % 1.2480 0.42 - Short Covering 7.98%190.27 0.45 0.63 %
09-Sep-19 63.10 63.55 6,864,000 143,759,000 4.52 % 4.77 % 1.52 % 1.1345 0.36 - Long Buildup 8.24%78.48 0.45 0.71 %
06-Sep-19 60.40 60.80 6,551,600 141,607,400 -2.49 % 7.66 % 0.50 % 1.1525 0.37 - Short Buildup 6.14%48.49 0.4 0.66 %
05-Sep-19 61.95 62.35 6,085,200 140,907,800 4.09 % 1.62 % 3.26 % 1.1825 0.34 - Long Buildup 10.55%116.33 0.4 0.65 %
04-Sep-19 59.45 59.90 5,988,400 136,455,000 1.78 % 0.11 % -1.83 % 1.2035 0.45 - Short Covering 4.87%41.59 0.45 0.76 %
03-Sep-19 58.75 58.85 5,981,800 138,998,200 -2.40 % 2.37 % 1.04 % 1.2391 0.47 - Short Buildup 10.31%118.96 0.1 0.17 %
30-Aug-19 59.95 60.30 5,843,200 137,572,600 4.15 % 4.03 % -21.78 % 1.2734 0.50 - Short Covering 10.00%135.78 0.35 0.58 %
29-Aug-19 57.40 57.90 5,616,600 175,868,000 -3.42 % 27.08 % 9.28 % 1.2931 0.45 - Short Buildup 13.42%145.38 0.5 0.87 %
28-Aug-19 59.50 59.95 4,419,800 160,930,000 -7.56 % 22.20 % -1.66 % 1.3213 0.39 - Long Windup 11.11%147.58 0.45 0.76 %
27-Aug-19 64.50 64.85 3,616,800 163,642,600 2.53 % 3.01 % -7.57 % 1.3039 0.41 - Short Covering 13.63%167.91 0.35 0.54 %
26-Aug-19 62.90 63.25 3,511,200 177,042,800 6.48 % 6.33 % -10.40 % 1.3398 0.42 - Short Covering 13.65%238.52 0.35 0.56 %
23-Aug-19 59.25 59.40 3,302,200 197,601,800 5.04 % 6.83 % 0.47 % 1.3481 0.43 - Long Buildup 8.12%148.89 0.15 0.25 %
22-Aug-19 56.30 56.55 3,091,000 196,669,000 -13.47 % 13.22 % 1.34 % 1.3715 0.44 - Short Buildup 15.79%279.83 0.25 0.44 %
21-Aug-19 65.40 65.35 2,730,200 194,077,400 -6.84 % 8.57 % -2.12 % 1.2282 0.12 - Long Windup 17.88%266.90 -0.05 -0.08 %
20-Aug-19 71.20 70.15 2,514,600 198,290,400 -7.82 % 36.23 % 7.76 % 1.2159 0.11 - Short Buildup 15.94%190.63 -1.05 -1.47 %
19-Aug-19 76.65 76.10 1,845,800 184,016,800 -4.34 % 15.09 % 4.21 % 1.1924 0.14 - Short Buildup 9.25%90.50 -0.55 -0.72 %
16-Aug-19 79.45 79.55 1,603,800 176,574,200 4.95 % 11.30 % 0.05 % 1.2133 0.06 - Long Buildup 10.29%117.34 0.1 0.13 %
14-Aug-19 76.55 75.80 1,441,000 176,479,600 4.99 % 9.90 % -1.48 % 1.2313 0.06 - Short Covering 8.82%116.84 -0.75 -0.98 %
13-Aug-19 73.60 72.20 1,311,200 179,139,400 -12.64 % 80.06 % 9.77 % 1.2488 - - Short Buildup 19.11%290.69 -1.4 -1.9 %
09-Aug-19 82.15 82.65 728,200 163,200,400 -8.62 % 43.91 % 16.87 % 1.1407 - - Short Buildup 22.17%340.65 0.5 0.61 %
08-Aug-19 89.20 90.45 506,000 139,642,800 3.08 % 3.60 % 4.58 % 1.0917 - - Long Buildup 7.19%78.44 1.25 1.4 %
07-Aug-19 86.85 87.75 488,400 133,531,200 1.27 % 14.43 % 0.99 % 1.1166 - - Long Buildup 8.95%133.31 0.9 1.04 %
06-Aug-19 85.35 86.65 426,800 132,224,400 5.67 % 1.04 % 1.62 % 1.1499 - - Long Buildup 10.09%116.06 1.3 1.52 %
05-Aug-19 81.10 82.00 422,400 130,110,200 -8.33 % 57.38 % 1.58 % 1.1546 - - Short Buildup 14.27%157.78 0.9 1.11 %
02-Aug-19 88.30 89.45 268,400 128,088,400 -0.56 % 0.83 % 0.17 % 1.1161 - - Short Buildup 6.47%60.83 1.15 1.3 %
01-Aug-19 88.40 89.95 266,200 127,875,000 -2.70 % 28.72 % 2.80 % 1.1511 - - Short Buildup 7.84%77.49 1.55 1.75 %
31-Jul-19 91.20 92.45 206,800 124,392,400 6.33 % 3.30 % 0.53 % 1.1788 - - Long Buildup 9.50%115.29 1.25 1.37 %
30-Jul-19 86.05 86.95 200,200 123,741,200 -9.94 % 85.71 % 2.77 % 1.1851 - - Short Buildup 15.09%157.10 0.9 1.05 %
29-Jul-19 94.75 96.55 107,800 120,403,800 -1.08 % 2.08 % -1.61 % 1.1303 - - Long Windup 8.08%105.87 1.8 1.9 %
26-Jul-19 96.05 97.60 105,600 122,377,200 0.00 % 0.00 % 2.73 % 1.1634 - - 14.16%253.02 1.55 1.61 %
 
 
Average Delivery Volume
On 18-Oct-19 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
169.03 Crore Rs. 136.82 Crore Rs. 104.14 Crore Rs. 100.42 Crore Rs. 166.99 Crore Rs. 168.94 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 >>
7.45 % 8.11 % 7.66 % 7.66 % 10.79 % 11.36 % More details >>
 
 
YESBANK 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
40.85 43.45 47.5 50.1 54.15 56.75 60.8
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
48.23 49.89 50.44 51 50.1 52.1 52.66 53.21 54.88
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
43.45 45.99 47.56 50.1 52.64 54.21 56.75
DeMark Pivot
Support 1 Pivot Point Resistance 1
48.8 50.75 55.45
 
 
YESBANK Result / Events
Date Description Status
01-Nov-19Financial ResultsUpcoming
17-Jul-19Financial ResultsCompleted
26-Apr-19Financial Results/Dividend/Fund RaisingCompleted
24-Jan-19Financial ResultsCompleted