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Futures & Options Analysis of Steel Authority of India (SAIL)

Futures & Options of Steel Authority of India Ltd.

Near Expiry date28/05/2020 Lot Size 15700
Stock Close Price 27.3Trade Date 22/05/2020
Futures Summary
Closing Price27.30 Premium/Discount 0
Previous Close 28.15 Change % -3.02
Futures OI 32357.70 K Change % -5.33
Futures Contracts 1844.00 Change % -14.35
Call Summary
Max Traded Strike Price30.00 Contracts 281.00
Cumulative Call OI22262.60 K % Change 2.46
Put Summary
Max Traded Strike Price27.00 Contracts 84.00
Cumulative Put OI11523.80 K % Change -11.25

Put Call Ratio - 28/05/2020

Put Open Interest11523.80 K
Call Open Interest22262.60 K
PCR Open Interest0.518
PCR OI ReadingBullish
Put Contracts Traded307.00
Call Contracts Traded871.00
PCR Volume0.352
PCR Vol ReadingStrong Bullish
Put Call Ratio SAIL ...

Pivot Point support & Resistance of Future Price

Expiry date Current Price Future Price Pivot Point Support1 Support 2 Support 3 Resistance 1 Resistance 2 Resistance 3 Traded Lots
28-May-20 27.30 27.30 27.47 26.83 26.37 25.73 27.93 28.57 29.03 1844
25-Jun-20 27.30 26.75 26.85 26.20 25.65 25.00 27.40 28.05 28.60 826
30-Jul-20 27.30 26.55 26.73 26.12 25.68 25.07 27.17 27.78 28.22 17

Snapshot of Future Trades of Steel Authority of India Ltd.

Expiry date/
Lot Size
Premium/
Discount
Close/
Previous Close
Price Change/
In %
Open Interest/
Previous OI
OI Change/
OI Change %
Contracts/
Previous
Contract Change/
In %
Turn Over/
Previous day (in lacs)
28/05/2020 /
15700
0 27.30 /
28.15
-0.850 /
-3.02
32357.70 K /
34178.90 K
-1821200.00 /
-5.33
1844 /
2153
-309.0 /
-14.35
7956.27 /
9471.02
25/06/2020 /
15700
-0.550 26.75 /
27.60
-0.850 /
-3.08
18745.80 K /
13219.40 K
5526400.00 /
41.81
826 /
406
420.0 /
103.45
3483.20 /
1751.12
30/07/2020 /
19000
-0.750 26.55 /
27.50
-0.950 /
-3.45
608.00 K /
399.00 K
209000.00 /
52.38
17 /
2
15.0 /
750.00
86.66 /
10.52


Detailed Option Chain with Implied Vol And Greeks

Snapshot Call Option of Steel Authority of India Ltd.

Expiry date 28/05/2020 25/06/2020 30/07/2020
Lot Size 15700 15700 19000
Max Traded Strike Price/
Contracts
30.00 /
281
30.00 /
48
0 /
0
Previous Day Max Traded Strike Price/
Contracts
30.00 /
343
30.00 /
24
0 /
0
Total Call Contracts/
Previous
871 /
949
73 /
37
0 /
0
Contract Change/
In %
-78.00/
-8.22
36.00/
97.30
NA
Total Call Open Interest/
Previous
22262600 /
21728800
1460100 /
1020500
0 /
0
OI Change/
In %
533800.00/
2.46
439600.00/
43.08
NA
Turn Over/
Previous day
4190.00 /
4523.00
4190.00 /
4523.00
4190.00 /
4523.00

Snapshot Put Option of Steel Authority of India Ltd.

Expiry date 28/05/2020 25/06/2020 30/07/2020
Lot Size 15700 15700 19000
Max Traded Strike Price/
Contracts
27.00 /
84
24.00 /
16
0 /
0
Previous Day Max Traded Strike Price/
Contracts
27.00 /
203
24.00 /
6
0 /
0
Total Put Contracts/
Previous
307 /
612
42 /
11
0 /
0
Contract Change/
In %
-305.00/
-49.84
31.00/
281.82
NA
Total Put Open Interest/
Previous
11523800 /
12983900
926300 /
580900
0 /
0
OI Change/
In %
-1460100.00/
-11.25
345400.00/
59.46
NA
Turn Over/
Previous day
1280.00 /
2579.00
1280.00 /
2579.00
1280.00 /
2579.00

Call Option chain of Steel Authority of India Ltd. for Expiry Date 28/05/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
25.00 2.35 /2.35 /2.20 2.20 -0.900/ -29.03 % 94.20 K/ -15700.000 2/ -71.43 % 9.00
27.00 1.45 /1.45 /0.800 0.800 -0.850/ -51.52 % 1507.20 K/ 15700.00 35/ -31.37 % 154.00
28.00 0.900 /1.05 /0.450 0.500 -0.550/ -52.38 % 1962.50 K/ 266900.00 164/ -26.13 % 736.00
29.00 0.600 /0.700 /0.250 0.250 -0.500/ -66.67 % 1774.10 K/ -15700.000 134/ -11.26 % 618.00
30.00 0.400 /0.450 /0.150 0.200 -0.300/ -60.00 % 5542.10 K/ 15700.00 281/ -18.08 % 1335.00
31.00 0.250 /0.250 /0.100 0.100 -0.200/ -66.67 % 1617.10 K/ 78500.00 58/ 11.54 % 284.00
32.00 0.200 /0.200 /0.050 0.050 -0.150/ -75.00 % 2496.30 K/ -15700.000 90/ 32.35 % 453.00
33.00 0.100 /0.100 /0.050 0.050 -0.100/ -66.67 % 1318.80 K/ -109900.000 13/ 160.00 % 67.00
34.00 0.050 /0.050 /0.050 0.050 -0.100/ -66.67 % 690.80 K/ -31400.000 2/ -81.82 % 11.00
35.00 0.100 /0.100 /0.050 0.100 NA 2716.10 K/ 47100.00 67/ 123.33 % 369.00
36.00 0.050 /0.050 /0.050 0.050 NA 376.80 K/ -47100.000 4/NA 23.00
37.00 0.050 /0.050 /0.050 0.050 NA 219.80 K/ -15700.000 1/NA 6.00
38.00 0.050 /0.050 /0.050 0.050 NA 157.00 K/ -31400.000 2/ -75.00 % 12.00
40.00 0.050 /0.050 /0.050 0.050 NA 1789.80 K/ -62800.000 18/ 260.00 % 113.00

Put Option chain of Steel Authority of India Ltd. for Expiry Date 28/05/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
20.00 0.050 /0.050 /0.050 0.050 NA 1240.30 K/ -62800.000 5/ -58.33 % 16.00
22.00 0.050 /0.050 /0.050 0.050 NA 486.70 K/ 47100.00 6/ -14.29 % 21.00
23.00 0.050 /0.050 /0.050 0.050 NA 690.80 K/ -31400.000 14/ 100.00 % 51.00
24.00 0.050 /0.100 /0.050 0.050 -0.050/ -50.00 % 659.40 K/ -78500.000 18/ -50.00 % 68.00
25.00 0.100 /0.150 /0.050 0.100 -0.050/ -33.33 % 1836.90 K/ -172700.000 61/ -37.11 % 241.00
26.00 0.300 /0.450 /0.250 0.250 -0.050/ -16.67 % 2025.30 K/ -125600.000 75/ -25.74 % 310.00
27.00 0.650 /0.850 /0.500 0.600 NA 1899.70 K/ -392500.000 84/ -58.62 % 365.00
28.00 1.30 /1.45 /1.00 1.20 0.200/ 20.00 % 1413.00 K/ -109900.000 36/ -70.49 % 165.00
29.00 1.75 /2.05 /1.75 1.95 0.100/ 5.41 % 706.50 K/ 15700.00 3/ 50.00 % 15.00
30.00 3.00 /3.00 /2.95 2.95 0.500/ 20.41 % 502.40 K/ -31400.000 3/ -81.25 % 16.00
31.00 3.75 /3.75 /3.75 3.75 -0.0500/ -1.32 % 31.40 K/ -15700.000 1/NA 5.00
35.00 7.75 /7.75 /7.75 7.75 -0.250/ -3.12 % 31.40 K/ 0.000 1/NA 7.00


Call Option chain of Steel Authority of India Ltd. for Expiry Date 25/06/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
27.00 2.10 /2.25 /2.10 2.25 -0.850/ -27.42 % 31.40 K/ 0.000 2/ 100.00 % 9.00
28.00 2.50 /2.50 /1.75 1.80 -0.400/ -18.18 % 157.00 K/ 31400.00 8/ 300.00 % 38.00
29.00 1.55 /1.55 /1.55 1.55 NA 15.70 K/ 0.000 1/NA 5.00
30.00 1.50 /1.50 /1.05 1.10 -0.550/ -33.33 % 722.20 K/ 235500.00 48/ 100.00 % 235.00
32.00 0.900 /0.900 /0.750 0.750 -0.350/ -31.82 % 78.50 K/ 31400.00 2/ -33.33 % 10.00
33.00 0.550 /0.550 /0.550 0.550 -0.450/ -45.00 % 125.60 K/ -15700.000 1/ -66.67 % 5.00
35.00 0.400 /0.450 /0.350 0.400 -0.150/ -27.27 % 266.90 K/ 78500.00 9/ 125.00 % 50.00
37.00 0.250 /0.250 /0.250 0.250 -0.700/ -73.68 % 0/ -15700.000 1/NA 6.00
38.00 0.250 /0.250 /0.250 0.250 -0.100/ -28.57 % 62.80 K/ 0.000 1/ -50.00 % 6.00

Put Option chain of Steel Authority of India Ltd. for Expiry Date 25/06/2020

Strike Price Open /High /Low Close Change/ Change% Open Interest/OI Change Contracts/ Change Turnover (in Lac)
15.00 0.050 /0.050 /0.050 0.050 NA 15.70 K/ 0.000 1/NA 2.00
20.00 0.250 /0.300 /0.250 0.250 NA 109.90 K/ 31400.00 6/ 200.00 % 19.00
23.00 0.750 /0.750 /0.750 0.750 -0.250/ -25.00 % 78.50 K/ 31400.00 2/ 100.00 % 7.00
24.00 1.00 /1.25 /0.950 1.05 NA 266.90 K/ 172700.00 16/ 166.67 % 63.00
25.00 1.50 /1.65 /1.50 1.65 -0.100/ -5.71 % 282.60 K/ 62800.00 9/ 800.00 % 38.00
26.00 2.15 /2.15 /2.00 2.00 NA 78.50 K/ 0.000 5/NA 22.00
27.00 2.80 /2.80 /2.80 2.80 0.850/ 43.59 % 62.80 K/ 15700.00 1/NA 5.00
28.00 2.90 /2.90 /2.90 2.90 NA 15.70 K/ 0.000 1/NA 5.00
35.00 8.70 /8.70 /8.70 8.70 NA 15.70 K/ 0.000 1/NA 7.00
Call Option chain of Steel Authority of India Ltd. for Expiry Date 30/07/2020 was not traded on trading date 2020-05-22 00:00:00.0
Put Option chain of Steel Authority of India Ltd. for Expiry Date 30/07/2020 was not traded on trading date 2020-05-22 00:00:00.0

( Intraday Analysis is on Real Time Data (Updated every 5 Mins). All Other analysis is based on End of Trade day's Value. Expected time of update is between 5 to 5.30 PM exchange time Zone)


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