FnO Contract Details

SBILIFE analysis for the selected expiry [Aug-21] as on 30-Jul-21

SBILIFE Futures - Price movement
Expiry Open High Low Close Open Interest (OI) Close % Chg OI % Chg Price Action
SPOT 1,123.00 1,123.00 1,092.00 1,098.60 NA -2.68 % NA NA
26-Aug-21 1,127.35 1,127.35 1,097.00 1,103.85 4,379,250 -2.47 % 1.21 % Short Buildup
30-Sep-21 1,101.05 1,130.85 1,101.05 1,102.40 27,750 -2.94 % 2.78 % Short Buildup
28-Oct-21 1,116.00 1,116.00 1,107.50 1,107.50 3,000 0.00 % 0.00 %
Cummulative NA NA NA NA 4,410,000 NA -27.25 % Long Windup
SBILIFE Options OI PCR:  0.00   (Expiry : 26-Aug-21 )   PUT OI: 0   CALL OI: 0 
CALL - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1150.00 304500 10.63% 11.65 -36.51% Short Buildup
1130.00 258000 2.08% 17.45 -34.40% Short Buildup
1200.00 244500 38.14% 5.10 -42.05% 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
1200.00 244500 38.14% 5.10 -42.05% Short Buildup
1120.00 148500 48.87% 23.90 -24.01% Short Buildup
1300.00 91500 46.99% 2.05 -49.38% 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
1050.00 39000 -13.33% 60.05 -39.31% Long Windup
1180.00 29250 -15.22% 6.70 -39.37% Long Windup
1060.00 23250 -3.13% 51.10 -41.60% Long Windup
PUT - Top 3 Strikes with Maximum Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1000.00 138000 9.52% 3.55 16.39% Long Buildup
1100.00 133500 -31.54% 24.50 82.84% Short Covering
1050.00 110250 -30.00% 8.70 38.10% Short Covering
PUT - Top 3 Strikes with Maximum Increase in Open Interest
Strike     OI Chg in OI Close Price Chg in Close Price Price action
1000.00 138000 9.52% 3.55 16.39% Long Buildup
1070.00 11250 66.67% 12.20 115.93% Long Buildup
980.00 4500 200.00% 2.50 66.67% 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
1100.00 133500 -31.54% 24.50 82.84% Short Covering
1120.00 25500 -65.31% 35.85 77.48% Short Covering
1050.00 110250 -30.00% 8.70 38.10% Short Covering
SBILIFE 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 %
30-Jul-21 1,098.60 1,103.85 4,379,250 4,410,000 -2.47 % 1.21 % -27.25 % 0.3773 - 0.70 % Long Windup 40.82%55.53 5.25 0.48 %
29-Jul-21 1,128.85 1,131.75 4,326,750 6,061,500 -0.53 % 9.97 % -0.55 % 0.3765 - - Long Windup 37.87%66.51 2.9 0.26 %
28-Jul-21 1,133.40 1,137.80 3,934,500 6,095,250 2.64 % 29.98 % -4.31 % 0.3774 - - Short Covering 31.74%158.63 4.4 0.39 %
27-Jul-21 1,105.15 1,108.50 3,027,000 6,369,750 2.37 % 58.65 % 13.80 % 0.3768 - - Long Buildup 41.78%281.53 3.35 0.3 %
26-Jul-21 1,076.65 1,082.85 1,908,000 5,597,250 2.71 % 324.00 % 29.66 % 0.3760 - - Long Buildup 24.23%56.13 6.2 0.58 %
23-Jul-21 1,050.45 1,054.30 450,000 4,317,000 2.13 % 118.18 % 8.93 % 0.3755 - - Long Buildup 29.67%40.24 3.85 0.37 %
22-Jul-21 1,026.00 1,032.35 206,250 3,963,000 1.12 % 53.63 % -10.33 % 0.3751 - - Short Covering 34.64%32.54 6.35 0.62 %
20-Jul-21 1,014.75 1,020.90 134,250 4,419,750 -1.99 % 22.60 % -12.92 % 0.3757 - - Long Windup 57.01%40.21 6.15 0.61 %
19-Jul-21 1,037.85 1,041.60 109,500 5,075,250 -1.54 % 2.82 % -4.96 % 0.3755 - - Long Windup 57.34%38.30 3.75 0.36 %
16-Jul-21 1,050.25 1,057.85 106,500 5,340,000 0.02 % 10.94 % 0.95 % 0.3760 - - Long Buildup 60.65%44.53 7.6 0.72 %
15-Jul-21 1,052.95 1,057.60 96,000 5,289,750 -0.04 % 20.75 % -3.00 % 0.3770 - - Long Windup 56.58%47.48 4.65 0.44 %
14-Jul-21 1,052.40 1,058.05 79,500 5,453,250 0.02 % 17.78 % -3.98 % 0.3779 - - Short Covering 61.11%102.64 5.65 0.54 %
13-Jul-21 1,052.65 1,057.85 67,500 5,679,000 1.53 % 30.43 % 4.04 % 0.3789 - - Long Buildup 53.49%142.22 5.2 0.49 %
12-Jul-21 1,033.45 1,041.95 51,750 5,458,500 1.90 % 7.81 % 1.68 % 0.3790 - - Long Buildup 49.19%65.96 8.5 0.82 %
09-Jul-21 1,019.60 1,022.55 48,000 5,368,500 -0.56 % 1.59 % -2.59 % 0.3795 - - Long Windup 46.35%43.97 2.95 0.29 %
08-Jul-21 1,021.60 1,028.35 47,250 5,511,000 0.57 % 0.00 % 0.11 % 0.3805 - - Long Buildup 51.67%45.87 6.75 0.66 %
07-Jul-21 1,014.40 1,022.55 47,250 5,505,000 -0.64 % 0.00 % -0.96 % 0.3813 - - Long Windup 63.96%57.63 8.15 0.8 %
06-Jul-21 1,023.15 1,029.10 47,250 5,558,250 1.03 % 10.53 % 0.98 % 0.3821 - - Long Buildup 33.70%58.41 5.95 0.58 %
05-Jul-21 1,009.85 1,018.60 42,750 5,504,250 0.61 % -6.56 % -1.18 % 0.3826 - - Short Covering 38.53%16.81 8.75 0.87 %
02-Jul-21 1,007.20 1,012.40 45,750 5,570,250 -0.15 % 0.00 % -1.07 % 0.3836 - - Long Windup 46.67%27.31 5.2 0.52 %
01-Jul-21 1,006.90 1,013.95 45,750 5,630,250 -0.23 % -6.15 % -3.14 % 0.3845 - - Long Windup 55.46%46.59 7.05 0.7 %
30-Jun-21 1,008.15 1,016.30 48,750 5,812,500 0.95 % -2.99 % -1.26 % 0.3855 - - Short Covering 43.99%34.50 8.15 0.81 %
29-Jun-21 999.40 1,006.75 50,250 5,886,750 -0.64 % -1.47 % -7.38 % 0.3863 - - Long Windup 61.84%153.71 7.35 0.74 %
28-Jun-21 1,002.10 1,013.25 51,000 6,355,500 -0.38 % 25.93 % 2.00 % 0.3872 - - Short Buildup 46.08%51.13 11.15 1.11 %
25-Jun-21 1,007.15 1,017.10 40,500 6,231,000 0.47 % 20.00 % -10.95 % 0.3881 - - Short Covering 34.71%34.27 9.95 0.99 %
24-Jun-21 1,002.15 1,012.35 33,750 6,997,500 -0.46 % 2.27 % 5.87 % 0.3891 - - Short Buildup 37.65%35.19 10.2 1.02 %
23-Jun-21 1,000.55 1,017.00 33,000 6,609,750 0.39 % 2.33 % 4.56 % 0.3900 - - Long Buildup 38.86%70.08 16.45 1.64 %
22-Jun-21 1,007.00 1,013.05 32,250 6,321,750 2.26 % -8.51 % 4.76 % 0.3909 - - Long Buildup 49.40%113.88 6.05 0.6 %
21-Jun-21 981.55 990.65 35,250 6,034,500 -0.33 % 14.63 % 3.71 % 0.3904 - - Short Buildup 52.07%45.39 9.1 0.93 %
18-Jun-21 982.55 993.90 30,750 5,818,500 -0.16 % 20.59 % -3.52 % 0.3913 - - Long Windup 50.24%93.24 11.35 1.16 %
17-Jun-21 983.30 995.50 25,500 6,030,750 -0.88 % -8.11 % 0.89 % 0.3923 - - Short Buildup 54.13%46.29 12.2 1.24 %
16-Jun-21 991.80 1,004.30 27,750 5,977,500 -0.31 % 12.12 % 0.09 % 0.3931 - - Short Buildup 44.84%37.06 12.5 1.26 %
15-Jun-21 995.85 1,007.45 24,750 5,972,250 1.05 % 6.45 % -1.51 % 0.3941 - - Short Covering 38.81%43.97 11.6 1.16 %
14-Jun-21 986.15 996.95 23,250 6,063,750 -0.30 % 6.90 % 1.97 % 0.3948 - - Short Buildup 36.12%18.34 10.8 1.1 %
11-Jun-21 988.10 1,000.00 21,750 5,946,750 -0.96 % 31.82 % 1.02 % 0.3958 - - Short Buildup 41.05%33.39 11.9 1.2 %
10-Jun-21 997.55 1,009.70 16,500 5,886,750 -0.03 % 22.22 % 0.23 % 0.3966 - - Short Buildup 34.58%35.92 12.15 1.22 %
09-Jun-21 998.60 1,010.00 13,500 5,873,250 1.91 % -18.18 % -4.09 % 0.3976 - - Short Covering 41.70%158.64 11.4 1.14 %
08-Jun-21 979.85 991.05 16,500 6,123,750 -1.22 % 29.41 % -4.94 % 0.3978 - - Long Windup 59.87%191.36 11.2 1.14 %
07-Jun-21 988.50 1,003.25 12,750 6,441,750 -0.01 % 6.25 % 1.43 % 0.3986 - - Short Buildup 61.72%42.33 14.75 1.49 %
04-Jun-21 989.15 1,003.40 12,000 6,351,000 0.23 % 23.08 % 1.17 % 0.3996 - - Long Buildup 45.79%45.15 14.25 1.44 %
03-Jun-21 986.85 1,001.05 9,750 6,277,500 0.01 % 62.50 % 5.95 % 0.4006 - - Long Buildup 58.84%100.15 14.2 1.44 %
02-Jun-21 984.40 1,000.90 6,000 5,925,000 2.05 % 166.67 % 4.71 % 0.4016 - - Long Buildup 45.18%110.68 16.5 1.68 %
01-Jun-21 966.30 980.75 2,250 5,658,750 -0.41 % 200.00 % 1.18 % 0.4018 - - Short Buildup 54.95%75.43 14.45 1.5 %
31-May-21 975.65 984.75 750 5,592,750 0.00 % 0.00 % -0.29 % 0.4026 - - 46.18%35.40 9.1 0.93 %
Average Delivery Volume
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
55.53 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. 0.00 Crore Rs. More details >>
Average Delivery Percentage
On 30-Jul-21 3 Days Avg 5 Days Avg 8 Days Avg 13 Days Avg 21 Days Avg More details >>
40.82 % 0.00 % 0.00 % 0.00 % 0.00 % 0.00 % More details >>
SBILIFE Futures - Pivot Analysis. Intraday Support & Resistance for the trading day 02-Aug-21
Standard Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1061.1 1079.05 1091.45 1109.4 1121.8 1139.75 1152.15
Camarilla Pivot
Support 4 Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3 Resistance 4
1088.68 1096.26 1098.79 1101.32 1109.4 1106.38 1108.91 1111.44 1119.03
Fibonacci Pivot
Support 3 Support 2 Support 1 Pivot Point Resistance 1 Resistance 2 Resistance 3
1079.05 1090.64 1097.81 1109.4 1120.99 1128.16 1139.75
DeMark Pivot
Support 1 Pivot Point Resistance 1
1085.25 1106.3 1115.6
SBILIFE Result / Events
Date Description Status
26-Jul-21Financial ResultsCompleted
25-Mar-21DividendCompleted
21-Jul-20Financial ResultsCompleted