OPEN HIGH LOW CLOSE VOLUME % Change

4/9/2020 19553.15 19988.3 19166.9 19913.6 389986610 360.45 -24024.4

4/13/2020 19854.9 19887.05 19294 19488 288209448 -366.9 -425.6
4/15/2020 20096.35 20184.1 18776.75 19057.05 389800000 -1039.3 -430.95

CE PE
19000 19100
CE PE
OI TO PRE OI TO PRE
15 146840 457659 324 237920 3789224 394
16 70760 343 198640 0
76080 19 39280 0
23-04-20 EXPIRAY
CALL (19700) -
DATE OPEN HIGH LOW CLOSE OI T/O Intrepretation T/O MINR
4/17/2020 899 1439 580 1286 5320 6841520
4/20/2020 1289 1423 933 1020 3660 3733200
4/21/2020 555 657 255 295 44320 13074400
4/22/2020 185 374 111 277 66440 18403880 18.4
PUt(19800)
DATE OPEN HIGH LOW CLOSE OI T/O
4/17/2020 450.05 716.6 268.35 309.3 21720 6717996
4/20/2020 290.65 339.95 174.5 294.9 27300 8050770
4/21/2020 381.6 883 381.6 750.35 29580 22195353
4/22/2020 849 909 315.5 383 21820 8357060 8.36

30-04-20 EXPIRAY
21000 (CALL)
Date Open High Low Close Settle Price Contracts Turnover (in lacs) OI

29-Apr-20 94.3 480 53.15 304.3 304.3 1236891 5237342.8 346740

28-Apr-20 140.4 171 86.6 147 147 851664 3597779.09 447800
27-Apr-20 100.2 158 95 111.35 111.35 561394 2371753.68 511000
24-Apr-20 154.9 176.5 92.85 99.85 99.85 372065 1572177.85 374980
23-Apr-20 236.6 303 190 269.75 269.75 56627 240682.42 215240
PUT
Turnover (in
Date Open High Low Close Settle Price Contracts OI
lacs)
29-Apr-20 585.05 606.2 120.3 184.65 184.65 349135 1482757.27 205580
28-Apr-20 760 849.5 416.1 470.45 470.45 29626 128123.27 51300
27-Apr-20 1200 1299.75 910 1005.25 1005.25 3616 15930.27 22360
24-Apr-20 1499.4 1706.15 1321.3 1587.55 1587.55 2496 11244.96 19440
23-Apr-20 1536 1536 1010.9 1098.55 1098.55 2381 10553.52 20060
 OPEN HIGH LOW CLOSE VOLUME % Change
4/17/2020 20494 20866 19729 20681 5.75
4/20/2020 21104 21122 20444 20522 4.38 1%
4/21/2020 19812 19891 19237 19409 3.11 6%
4/22/2020 19306 19806 19051 19701 3.49 1.51

CALL (20500) -
DATE OPEN HIGH LOW CLOSE OI T/O T/O MINR
4/17/2020 432 895 470 748 79300
41261040 4/20/2020 808 895 470 524 116520
54020220 12759180 4/21/2020 206 239 85 100 293600
4/22/2020 64 87 48 48 355540 0.0
PULL(20600)
DATE OPEN HIGH LOW CLOSE OI T/O
4/17/2020 571 1100 255 573 4140
4/20/2020 430 695 387 635 11640
4/21/2020 1197 1516 938 1381 5500
4/22/2020 1527 1610 903 984 5060 0.00

Price OI
157.3 -101060 Shrt Covr Buyers 3902500 4647180 744680
35.65 -63200 Shrt Covr Buyers
11.5 136020 Lng Build BUYERS -744680
-169.9 159740 Short Build SELLERS

Price OI
-285.8 154280 Short cover 21500 CE
-534.8 28940 Short cover
-582.3 -2920 Short cover
-489 -620
 CALL 2ND QUAD
21200 NEED TO CHOOSE STRIKE PRICE
21300
21400
21500
21600
22000
 Rise in OI - Slide in Price
Prev. 29-Apr 28-Apr OI
Symbol Expiry Strike Price Type LTP % Change in LTP
Close OI OI Chng
BANKNIFTY 30-Apr-20 21,000.00 PE 236 470.45 -49.84 12,785 2,565 10,220
BANKNIFTY 30-Apr-20 20,500.00 PE 74.55 221.15 -66.29 21,527 12,390 9,137
BANKNIFTY 7-May-20 20,500.00 PE 280.4 502.5 -44.2 8,681 1,266 7,415
BANKNIFTY 30-Apr-20 20,300.00 PE 58 157.55 -63.19 11,265 5,352 5,913
BANKNIFTY 30-Apr-20 20,600.00 PE 92 260.35 -64.66 8,040 2,659 5,381
BANKNIFTY 30-Apr-20 20,800.00 PE 156.95 355.65 -55.87 5,891 699 5,192
BANKNIFTY 30-Apr-20 20,700.00 PE 120 299 -59.87 7,162 2,165 4,997

FOURT
FIRST SECOND THISRD H
4/29/2020
21,300.00 FIRST SECOND THIRD
21,400.00 21,300.00 CE 21,000.00 PE 20,000.00
21,200.00 21,400.00 CE 20,500.00 PE 21,000.00
21,500.00 21,200.00 CE 20,500.00 PE 20,500.00
22,000.00 21,500.00 CE 20,300.00 PE 20,300.00
21,600.00 22,000.00 CE 20,600.00 PE 20,700.00
21,600.00 CE 20,800.00 PE 19,500.00
20,700.00 PE 14,000.00
 Slide in OI - Rise In Price

Strike Prev. 29-Apr 28-Apr OI

Symbol Expiry
Price
Type LTP % Change in LTP
Close OI OI Chng
BANKNIFTY 30-Apr-20 - - 21,000.00 20,676.10 1.57 30,743 42,342 -11,599
BANKNIFTY 30-Apr-20 20,000.00 CE 1,017.00 765.45 32.86 3,216 7,666 -4,450
BANKNIFTY 30-Apr-20 21,000.00 CE 231 147 57.14 18,811 22,390 -3,579
BANKNIFTY 30-Apr-20 20,500.00 CE 570 390.8 45.85 6,347 9,623 -3,276
BANKNIFTY 30-Apr-20 20,300.00 CE 741.4 526.95 40.7 649 1,875 -1,226
BANKNIFTY 30-Apr-20 20,700.00 CE 417 279.55 49.17 1,856 2,809 -953
BANKNIFTY 30-Apr-20 19,500.00 CE 1,509.75 1,213.10 24.45 2,421 3,176 -755
BANKNIFTY 30-Apr-20 14,000.00 PE 1.85 1.2 54.17 3,203 3,856 -653

/2020
THIRD FOURTH
CE 19,000.00 PE
CE 19,500.00 PE
CE 18,500.00 PE
CE 18,000.00 PE
CE 19,200.00 PE
CE 17,000.00 PE
PE 23,000.00 CE
19,100.00 PE
17,500.00 PE
18,900.00 PE
 SLIDE IN OI /SLIDE IN PRICE

Strike Prev. 29-Apr 28-Apr OI

Symbol Expiry
Price
Type LTP % Change in LTP
Close OI OI Chng
BANKNIFTY 30-Apr-20 19,000.00 PE 6 18 -66.67 16,508 23,099 -6,591
BANKNIFTY 30-Apr-20 19,500.00 PE 10.25 38.3 -73.24 18,961 23,525 -4,564
BANKNIFTY 30-Apr-20 18,500.00 PE 4.2 9.2 -54.35 9,111 12,936 -3,825
BANKNIFTY 30-Apr-20 18,000.00 PE 3.85 6.1 -36.89 12,242 15,816 -3,574
BANKNIFTY 30-Apr-20 19,200.00 PE 9.5 23 -58.7 2,234 5,176 -2,942
BANKNIFTY 30-Apr-20 17,000.00 PE 2.9 3.7 -21.62 7,259 9,073 -1,814
BANKNIFTY 30-Apr-20 23,000.00 CE 2.25 3.5 -35.71 7,542 8,710 -1,168
BANKNIFTY 30-Apr-20 19,100.00 PE 5.4 20.45 -73.59 1,185 2,343 -1,158
BANKNIFTY 30-Apr-20 17,500.00 PE 1.65 4.25 -61.18 4,209 5,361 -1,152

BANKNIFTY 30-Apr-20 18,900.00 PE 4.85 15.3 -68.3 1,010 2,073 -1,063

 RISE IN OI - RISE PRICE

Prev. 29-Apr 28-Apr OI

Symbol Expiry Strike Price Type LTP Chg OI
Close OI OI Chng
BANKNIFTY 28-May-20 - - 20,990.05 20,645.35 1.67 39,507 27,940 11,567
BANKNIFTY 30-Apr-20 21,300.00 CE 119.25 66.2 80.14 12,757 3,247 9,510
BANKNIFTY 30-Apr-20 21,500.00 CE 63 37.55 67.78 23,936 15,464 8,472
BANKNIFTY 30-Apr-20 21,400.00 CE 89.8 50.3 78.53 10,106 3,060 7,046
BANKNIFTY 30-Apr-20 21,200.00 CE 151.75 88.75 70.99 11,321 4,678 6,643
BANKNIFTY 7-May-20 21,500.00 CE 240 200.65 19.61 7,638 1,405 6,233
BANKNIFTY 30-Apr-20 22,000.00 CE 13.75 10.25 34.15 24,697 19,754 4,943
BANKNIFTY 30-Apr-20 21,600.00 CE 42.9 27.85 54.04 6,614 1,984 4,630