Participant wise OI change on a daily basis
Equity / Stocks - Participant wise OI change on a daily basis in MARKETS - Attaching the data for the day. FII - Index future: Added long and short. Net short (based on quantity) Stock ...
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Participant wise OI change on a daily basis

  1. 26-Oct-2016 (Wednesday)

    Attaching the data for the day.

    FII -
    Index future: Added long and short. Net short (based on quantity)
    Stock future: Added long and short. Net short (based on quantity)
    Index call: Closed long and added short. Net short
    Index put: Added long and closed short. Net short

    FII short in F&O. Even massive selling in cash market. Pro desk has shorted calls massively, most likely 8650 and 8700 strikes. All participants has closed their short positions on puts. But none added put longs in good quantity. Retail has gone long on calls massively that are shorted by pro desk.

    NIFTY PCR - 0.8522 vs 1.0243 (-16.8% massive change on the day before expiry. Near expiry PCR can't be taken as base for trend reversals)

    VIX - 14.4525 vs 14.4825

    Cash Market: FII net sold shares worth 1450cr while DII bought shares worth 989cr. FII are selling in cash in this month mostly while DII is buying.

    NIFTY Option chain Analysis:

    Max OI: 8800CE & 8500PE.

    Max OI got added to 8700/8650 call strikes. While on put side, it is 8550. Looks like nifty is set to expire with negative bias between 8500-8600.

    Net positions:
    Index Future: FII are long (97k)
    Stock Future: FII/DII are mega short (6.16) and the same is absorbed by retail
    Index call: FII are long by 25k
    Index Put: FII have more put longs (2.83L)

    Attached Files

  2. 27-Oct-2016 (Thursday)

    Attaching the data for the day. Very volatile expiry which enabled both bears and bulls make money, more than once today. FII still in selling mode in cash market. Will they become buyers post US elections?
    Attached Files

  3. 28-Oct-2016 (Friday)

    Attaching the data for the day.

    FII -
    Index future: Closed long and added short. Net short
    Stock future: Added long and short. Net long (based on quantity)
    Index call: Added long and short. Net long (based on quantity)
    Index put: Added long and short. Net short (based on quantity)

    FII net long in futures is reducing gradually. They hold more put longs as well. Continuing to sell in cash market. Complete bearish.

    NIFTY PCR - 1.0227 vs 0.9762

    VIX - 14.6525 vs 14.0850

    Cash Market: FII net sold shares worth 777cr while DII bought shares worth 1124cr. FII continue to sell.

    NIFTY Option chain Analysis:

    Max OI: 9000CE & 8500PE. (Same as last three expiry - Will this expiry break out of this range?)

    Max OI got added to 8900/9000 call strikes. While on put side, it is 8500/8600.

    Net positions:
    Index Future: FII are long (1.03L)
    Stock Future: FII/DII are mega short (6.48L) and the same is absorbed by retail
    Index call: FII are long by 12k
    Index Put: FII have more put longs (2.27L)
    Attached Files

  4. 30-Oct-2016 (Sunday)

    Attaching the data for the day. As expected, a boring and low volume trading. VIX is shooting up and above 15 now.
    Attached Files

  5. 03-Nov-2016 (Thursday)

    Attaching the data for past three days.

    FII -
    Index future: Closed long and added short. Net short
    Stock future: Added long and short. Net short (based on quantity)
    Index call: Added long and short. Net short (based on quantity)
    Index put: Added long and short. Net short (based on quantity)

    FII net long in futures is very low. They hold more put longs as well. Continuing to sell in cash market. Complete bearish.

    NIFTY PCR - 0.9089 vs 0.9441 (Another 150 point maximum downside possible from current levels if we go with PCR reversals)

    VIX - 16.465 vs 16.7975

    Cash Market: FII net sold shares worth 706cr while DII bought shares worth 534cr. FII continue to sell.

    NIFTY Option chain Analysis:

    Max OI: 9000CE & 8400PE. (8500PE OI dropped as 8500 is breached on downside in spot)

    Max OI got added to 8400 till 9000 call strikes barring 8900. While on put side, it is 8400/8300/8200.

    Net positions:
    Index Future: FII are long (75k) - Very low
    Stock Future: FII/DII are mega short (6.45L) and the same is absorbed by retail
    Index call: FII are short by 9k
    Index Put: FII have more put longs (2.61L)

    Complete bearish position by FII ahead of US elections. Markets are factoring in Trump victory.
    Attached Files

  6. 04-Nov-2016 (Friday)

    Attaching the data for the day.

    FII -
    Index future: Closed long and added short. Net short
    Stock future: Closed long and added short. Net short
    Index call: Closed long and added short. Net short
    Index put: Added long and short. Net short (based on quantity)

    FII continuing to be bearish.

    NIFTY PCR - 0.8957 vs 0.9089 (Though there is a fall of about 50 points, PCR didn't fall much - indicates that bulls r trying to arrest the fall - 8200PE has max OI added)

    VIX - 16.8475 vs 16.465

    Cash Market: FII net sold shares worth 343cr while DII bought shares worth 1089cr. FII continue to sell.

    NIFTY Option chain Analysis:

    Max OI: 9000CE & 8200PE. (now the range is 800 points)

    Max OI got added to 8500 call strike. While on put side, it is 8200.

    Net positions:
    Index Future: FII are long (60k) - Very low
    Stock Future: FII/DII are mega short (6.57L) and the same is absorbed by retail
    Index call: FII are short by 39k
    Index Put: FII have more put longs (2.89L)
    Attached Files

  7. 07-Nov-2016 (Monday)

    Attaching the data for the day.

    FII -
    Index future: Closed long and short. Net short (based on quantity)
    Stock future: Added long and closed short. Net long
    Index call: Closed long and added short. Net short
    Index put: Added long and short. Net long (based on quantity)

    Everyone closed their index future long and short positions ahead of US elections. FII are slightly bullish on today's data.

    NIFTY PCR - 0.9054 vs 0.8957 (not much in PCR though index up 60+ points)

    VIX - 16.5075 vs 16.8475

    Cash Market: FII net bought shares worth 311cr while DII bought shares worth 779cr. FII were net buyers in cash market after many days.

    NIFTY Option chain Analysis:

    Max OI: 9000CE & 8200PE. (now the range is 800 points)

    Max OI got added to 8800/8900 call strike. While on put side, it is 8500/8300 strikes.

    Net positions:
    Index Future: FII are long (56k) - Very low
    Stock Future: FII/DII are mega short (6.43L) and the same is absorbed by retail
    Index call: FII are short by 43k
    Index Put: FII have more put longs (2.87L)
    Attached Files

  8. 8-Nov-2016 (Tuesday)

    Attaching the data for the day.

    FII -
    Index future: Closed long and added short. Net short
    Stock future: Added long and closed short. Net long
    Index call: Added long and short. Net short (based on quantity)
    Index put: Added long and short. Net long (based on quantity)

    FII are net bullish on today's data.

    NIFTY PCR - 0.9601 vs 0.9054 (6% up)

    VIX - 16.77 vs 16.5075

    Cash Market: FII net bought shares worth 86cr while DII bought shares worth 294cr.

    NIFTY Option chain Analysis:

    Max OI: 9000CE & 8200PE. (now the range is 800 points)

    Max OI got added to various strikes due to all taking positions ahead on US elections. Adding oil to fire, NDA govt banned 500/1000 rs notes effective midnight which is a very bold move.

    Net positions:
    Index Future: FII are long (51k) - Very low
    Stock Future: FII/DII are mega short (6.38L) and the same is absorbed by retail
    Index call: FII are short by 46k
    Index Put: FII have more put longs (2.78L)
    Attached Files

  9. Exclamation 9-Nov-2016 (Wednesday)

    Attaching the data for the day.

    FII -
    Index future: Added long and closed short. Net long
    Stock future: Added long and closed short. Net long
    Index call: Added long and short. Net short (based on quantity)
    Index put: Added long and short. Net short (based on quantity)

    Though FII took long positions in futures, they have gone bearish in options. Nifty opened almost 5% down and from then on, gained strength throught the session. Dip was bought. This is very much evident from the today's intraday chart of nifty future.

    NIFTY PCR - 1.0002 vs 0.9601 (4% up)

    VIX - 16.62 vs 16.77 (it went up more than 20% during the start of session and closed negative towards the end. Options sellers in morning made good money with drop in IV.

    Cash Market: FII net sold shares worth massive 2,095cr while DII bought shares worth 1,116cr.

    NIFTY Option chain Analysis:

    Max OI: 9000CE & 8200PE. (now the range is 800 points)

    Max OI got added to 8000PE and 8300CE.

    Net positions:
    Index Future: FII are long (63k) - Very low
    Stock Future: FII/DII are mega short (6.19L) and the same is absorbed by retail
    Index call: FII are short by 49k
    Index Put: FII have more put longs (2.89L)
    Attached Files

  10. 10-Nov-2016 (Thursday)







    Attaching the data for the day.

    FII -
    Index future: Added long and closed short. Net long
    Stock future: Added long and closed short. Net long
    Index call: Added long and short. Net long (based on quantity)
    Index put: Added long and short. Net long (based on quantity)

    FII for the first time went long in F&O after many days. Asian market sentiment supported up move but there was later sell off at the end.

    NIFTY PCR - 1.0085 vs 1.0002

    VIX - 15.4575 vs 16.62 (-6.99%)

    Cash Market: FII net sold shares worth massive 733cr while DII bought shares worth 639cr. FII continue to sell in cash market.

    NIFTY Option chain Analysis:

    Max OI: 9000CE & 8200PE. (now the range is 800 points)

    Max OI got added to 8700CE/8800CE and 8500PE/8600PE. Now US markets are down and so SGX. Will know in morning.

    Net positions:
    Index Future: FII are long (65k) - Very low
    Stock Future: FII/DII are mega short (6.12L) and the same is absorbed by retail
    Index call: FII are short by 23k
    Index Put: FII have more put longs (2.74L)
    Attached Files

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