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: Closed long and added short. Net short Stock future: Closed ...
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Participant wise OI change on a daily basis

  1. 11-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 and pro desk are super bearish. Shorted calls massively which is taken by retail. Volumes are so massive. FII has added more put longs.

    NIFTY PCR - 0.792 vs 1.0085 (-21.47% PCR is too low. Nearing point of reversal. Given the bearish stand of FII and close below 8322 levels, will PCR boundaries get violated or will market reverse?)

    VIX - 17.365 vs 15.4575 (12.34%)

    Cash Market: FII net sold shares worth massive 1493cr while DII bought shares worth 64cr. 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 8400CE till 8800CE and 8000PE. SGX still going down. Monday is market holiday and will there be any recovery globally?

    Net positions:
    Index Future: FII are long (48k) - Very low
    Stock Future: FII/DII are mega short (6.38L) and the same is absorbed by retail
    Index call: FII are short by 1.06L
    Index Put: FII have more put longs (3.22L)

    Given the net positions, will market slide further to 8000 levels?

    Attached Files

  2. 15-Nov-2016 (Tuesday)

    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: Added long and short. Net short (based on quantity)
    Index put: Closed long and short. Net long (based on quantity)

    FII and pro desk are super bearish. Shorted calls massively which is taken by retail. Volumes are so massive. FII has added more shorts on index.

    NIFTY PCR - 0.6262 vs 0.792 (-20.93% another 20% fall in PCR. Extreme oversold. SGX and world markets indicate a bounce back of about 100 points with a gap up. But, give the massive bearish stand of FII, this is sell on rise market. We are headed to test 8000 eventually).

    VIX - 20.145 vs 17.365 (16% up making option premiums go up massively with only 7 more trading days left in this expiry)

    Cash Market: FII net sold shares worth massive 2353cr while DII sold shares worth 104cr. No support from big guys.

    NIFTY Option chain Analysis:

    Max OI: 8700CE & 8000PE. (now the range is 700 points)

    Max OI got added to 8200CE till 8700CE and 8000PE. Given the bearish positions, sell on every rise. Markets never move in a linear manner and so such pull backs like today is likely and to be used to exit long positions.

    Net positions:
    Index Future: FII are long (26k) - extremely low
    Stock Future: FII/DII are mega short (6.56L) and the same is absorbed by retail
    Index call: FII are short by 1.36L
    Index Put: FII have more put longs (3.19L)
    Attached Files

  3. 16-Nov-2016 (Wednesday)

    Attaching the data for the day.

    FII -
    Index future: Closed long and short. Net long (based on quantity)
    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)

    Sell on rise worked well for today. One good thing is that DII are adding longs to index futures in last two sessions. Given the massive buying in cash market by DII, market shouldn't fall big from these levels.

    NIFTY PCR - 0.6651 vs 0.6262 (slight increase. Will we go up tomorrow?)

    VIX - 19.5025 vs 20.145 (-3% but still high. Option writers can create short strangle for next series for 7300PE and 8700CE and can get 3% returns per month easily)

    Cash Market: FII net sold shares worth massive 1957cr while DII bought shares worth 2344cr.

    NIFTY Option chain Analysis:

    Max OI: 8700CE & 8000PE. (now the range is 700 points)

    Max OI got added to 8200CE and 8100PE/8000PE. OI got reduced across call strikes as people are booking profits as markets are falling with less intensity.

    Net positions:
    Index Future: FII are long (27k) - extremely low
    Stock Future: FII/DII are mega short (6.38L) and the same is absorbed by retail
    Index call: FII are short by 1.42L
    Index Put: FII have more put longs (3.24L)

    Given the net positions, don't expect meaningful reversal from here. Crossing 8200/8300 is itself difficult.
    Attached Files

  4. 17-Nov-2016 (Thursday)

    Attaching the data for the day.

    FII -
    Index future: Added long and short. Net long (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 closed short. Net short

    Sell on rise markets. FII continue to put pressure on our markets with massive selling in cash market. DII are supporting by buying almost for same amount. FII are fully bearish in F&O.

    NIFTY PCR - 0.623 vs 0.6651

    VIX - 18.71 vs 19.5025 (small fall)

    Cash Market: FII net sold shares worth massive 983cr while DII bought shares worth 1144cr.

    NIFTY Option chain Analysis:

    Max OI: 8500CE & 8000PE. (now the range is 500 points)

    Max OI got added to 8100CE and 7900PE. Call writers are very aggressive and now 8200 is tough to break on upside. With 5 more sessions left in this expiry, will we break 8000 levels?

    Net positions:
    Index Future: FII are long (31k) - extremely low
    Stock Future: FII/DII are mega short (6.35L) and the same is absorbed by retail
    Index call: FII are short by 1.55L
    Index Put: FII have more put longs (3.35L)

    Given the net positions, don't expect meaningful reversal from here. Crossing 8200/8300 is itself difficult.
    Attached Files

  5. 18-Nov-2016 (Friday)

    Attaching the data for the day.

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

    Sell on rise markets. FII continue to put pressure on our markets with massive selling in cash market. DII are supporting by buying almost for same amount. FII are fully bearish in F&O.

    NIFTY PCR - 0.6179 vs 0.623 (no point in tracking PCR for this expiry as FII are this bearish)

    VIX - 17.805 vs 18.71

    Cash Market: FII net sold shares worth massive 926cr while DII bought shares worth 1143cr.

    NIFTY Option chain Analysis:

    Max OI: 8500CE & 8000PE. (now the range is 500 points)

    Max OI got added to 8300CE/8200CE/8100CE and 7900PE. Call writers are very aggressive and now 8200 is tough to break on upside. With 4 more sessions left in this expiry, will we break 8000 levels?

    Net positions:
    Index Future: FII are long (21k) - extremely low
    Stock Future: FII/DII are mega short (6.18L) and the same is absorbed by retail
    Index call: FII are short by 1.64L
    Index Put: FII have more put longs (3.43L)

    Given the net positions, don't expect meaningful reversal from here. Crossing 8200/8300 is itself difficult.
    Attached Files

  6. 21-Nov-2016 (Monday)

    Attaching the data for the day.

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

    Sell on rise markets worked well for so many days and 8000 was broken. But for the first time after many days, FII were bullish in index futures. SGX now indicates levels around 8050.

    NIFTY PCR - 0.5419 vs 0.6179 (massive low -12.3%. This is similar to Jan-16 levels)

    VIX - 19.0975 vs 17.805 (Good for option writers)

    Cash Market: FII net sold shares worth massive 1310cr while DII bought shares worth 1211cr.

    NIFTY Option chain Analysis:

    Max OI: 8500CE & 8000PE.

    Max OI got added to 8100CE/8000CE/7900CE and nothing significant addition on put side.

    Net positions:
    Index Future: FII are long (39k) - extremely low
    Stock Future: FII/DII are mega short (6.06L) and the same is absorbed by retail
    Index call: FII are short by 1.75L
    Index Put: FII have more put longs (3.76L)
    Attached Files

  7. 22-Nov-2016 (Tuesday)

    Attaching the data for the day.

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

    FII are bullish in F&O and markets closed in green after many days of decline and index reclaimed 8000. Due to record closing of US indices overnight, asia ia trading higher and SGX indicates gap up opening. Will see if 8000 holds for this expiry.

    NIFTY PCR - 0.528 vs 0.5419

    VIX - 18.465 vs 19.0975

    Cash Market: FII net sold shares worth 692cr while DII bought shares worth 1075cr.

    NIFTY Option chain Analysis:

    Max OI: 8500CE & 8000PE.

    Max OI got added to 8150CE and 8000PE/7950PE.

    Net positions:
    Index Future: FII are long (45k) - extremely low
    Stock Future: FII/DII are mega short (5.84L) and the same is absorbed by retail
    Index call: FII are short by 1.75L
    Index Put: FII have more put longs (3.73L)
    Attached Files

  8. 23-Nov-2016 (Wednesday)

    Attaching the data for the day.

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

    FII are bullish in F&O for the second day, may be due to expiry week and they are taking positions for next series as they continue to sell heavily in cash market. Don't take aggressive longs in this market. Any pull back, may sustain only for today.

    NIFTY PCR - 0.518 vs 0.528

    VIX - 18.04 vs 18.465

    Cash Market: FII net sold shares worth 1023cr while DII bought shares worth 1254cr.

    NIFTY Option chain Analysis:

    Max OI: 8200CE & 8000PE.

    Max OI got added to 8050CE and 8000PE making the expiry to be in a tight range. But if 8000 is broken on the downside, there will be wild moves as that strike has max OI on put side. Be cautious on today's intraday trading.

    Net positions:
    Index Future: FII are long (45k) - extremely low
    Stock Future: FII/DII are mega short (5.59L) and the same is absorbed by retail (but FII are taking more longs but not reducing shorts, expect stock specific reactions)
    Index call: FII are short by 1.86L
    Index Put: FII have more put longs (3.69L)
    Attached Files

  9. 24-Nov-2016 (Thursday)

    Attaching the data for the day. Spike taking nifty above 8000 levels provided the much needed exit point for the big guys who have shorted 8000PE.

    FII still continue to sell in cash market and they are net short in index futures!!! Be on short side.
    Attached Files

  10. 25-Nov-2016 (Friday)







    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: Closed long and short. Net short (based on quantity)

    FII are bullish in F&O though they continue to sell cash market. But their intensity has reduced.

    NIFTY PCR - 1.0994 vs 1.0488 (up 4.8%)

    VIX - 17.6125 vs 17.16

    Cash Market: FII net sold shares worth 372cr while DII bought shares worth 997cr.

    NIFTY Option chain Analysis:

    Max OI: 8500CE & 8000PE.

    Max OI got added to 8100CE till 8700CE and 7400PE till 8100PE. 8000PE has max OI, 6M.

    Net positions:
    Index Future: FII are long (7k) - extremely low
    Stock Future: FII/DII are mega short (5.14L) and the same is absorbed by retail
    Index call: FII are short by 39k
    Index Put: FII have more put longs (2.69L)
    Attached Files

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