Participant wise OI change on a daily basis
Equity / Stocks - Participant wise OI change on a daily basis in MARKETS - Attaching the data for today. FII - Index Future: Went long and added shorts after 5 days, though half of ...
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Participant wise OI change on a daily basis

  1. 3-Mar-2016 (Thursday) - Update

    Attaching the data for today.

    FII - Index Future: Went long and added shorts after 5 days, though half of long positions. Index Call: Went long with more lots and closed shorts. Index Put: Went long and went short, more on short side.

    So FII are net long on index futures and on index options. Still more upside or flat day tomorrow.

    Nifty PCR - 1.1421 vs 1.0404 (PCR is above 1 for second day and increasing. Fall is limited)

    VIX - 18.04 vs 18.99 (5% drop - More stability to market)

    Attached Files

  2. 4-Mar-2016 (Friday) - Update

    Attaching the data for today.

    FII - Index Futures: Went long and short, little more on long side. Index Call: Went long little and added more short. Index Put: Went long and short, more on long side.

    So FII are slightly long in index futures and bearish on index option. Also today's open and high are almost same and close is below open. Consolidation day after very good rally this week.

    Monday market holiday due to mahashivarathiri. So global cues will dictate market on Tuesday. Rumors on rate cut doing circulation. So interesting week ahead.
    Attached Files

  3. 8-Mar-2016 (Tuesday) - Update

    Attaching data for the day.

    FII - Index Future: Added longs and added shorts, more on long side and little short. Index Call: closed little longs and added more shorts. Index Put: Closed long & short, more on short side.

    So FII are long in index futures and short in index options. Going by number of contracts, neutral. Another day of consolidation and not expecting big fall as of now.

    Nifty PCR - 1.1417 vs 1.1399 (PCR is above 1 for third day and increasing. Fall is limited)

    VIX - 18.465 vs 17.8825
    Attached Files

  4. 9-Mar-2016 (Wednesday) - Update

    Attaching the data for the day.

    FII - Index future: Added longs and shorts, slightly more on long. Index call: Added longs and covered shorts in small number. Index Put: Went long and went short, more on short.

    So FII is net long in index futures and index options. Expect upside to continue for now.

    Nifty PCR - 1.1643 vs 1.1417(PCR is above 1 for third day and increasing. Fall is limited)

    VIX - 17.505 vs 18.465 (5% drop)
    Attached Files

  5. 10-Mar-2016 (Thursday) - Update

    Attaching the data for the day.

    FII - Index Future: Closed long and short, more on long side. Index Call: Added long and short, more on short side. Index Put: Went long and short, more on long side.

    So FII is short in everything. Beginning of the fall from now on? Will see tomorrow. 7200/7400 on downside and 7500 on upside has more OI concentration. So expecting to trade in this range as of now.

    Nifty PCR - 1.1336 vs 1.1643 (PCR is above 1 for fourth day. Fall is limited)

    VIX - 17.895 vs 17.505 (Slight increase)
    Attached Files

  6. 11-Mar-2016 (Friday) - Update

    Attaching the data for the day.

    FII -
    Index Future: Went long (more in number) and closed shorts (less in number).
    Index call: Added longs and shorts, more on long side.
    Index put: Added longs and shorts, more on short side.

    So FII is net long in everything, reversal from yesterday's OI. So still upside left on index.

    Nifty PCR - 1.1164 vs 1.1336(PCR is above 1 for fifth day. Fall is limited)

    VIX - 17.0975 vs 17.895 (reduced by 4.5%)
    Attached Files

  7. 14-Mar-2016 (Monday) - Update

    Attaching data for the day.

    FII -
    Index future: Went long and closed shorts. Net long
    Index call: Went long and short, almost same quantity. Net neutral
    Index put: Went long and closed shorts. Net short

    Going by quantity, FII is long and they are hedging their longs on index futures by buying index put. Still upside left for index.

    Nifty PCR - 1.119 vs 1.1164 (PCR is above 1 and so fall is limited)

    VIX - 17.1025 vs 17.0975 (flat)
    Attached Files

  8. 15-Mar-2016 (Tuesday) - Update

    Attaching data for the day.

    FII -
    Index future: Went long and closed shorts. Net long
    Index call: Went long and short, almost same quantity. Net neutral
    Index put: Went long and closed shorts. Net short

    Going by quantity, FII is net short. All eyes on fed meeting outcome. Global markets down in line with India.

    Nifty PCR - 1.0989 vs 1.119(PCR is above 1 and so fall is limited. But dropping slightly)

    VIX - 17.5975 vs 17.1025
    Attached Files

  9. 16-Mar-2016 (Wednesday) - Update

    Attaching data for the day.

    FII -
    Index future: Added long and short. Net short
    Index call: Added long and short. Net short (Based on quantity)
    Index put: Added long and shorts. Net long (Based on quantity)

    Going by quantity, FII is net short. Though Nifty was trading in red zone for most of the day, last hour rally (led by EU due to rise in oil futures), helped it close at 0.5% positive.

    Nifty PCR - 1.1329 vs 1.0989 (PCR is above 1 and so fall is limited)

    VIX - 17.115 vs 17.5975
    Attached Files

  10. 17-Mar-2016 (Thursday) - Update







    Attaching data for the day.

    FII -
    Index future: Added long and closed short. Net long
    Stock future: Added long and closed short. Net long (FII turning net buyer after almost 2 weeks and so should see some rally tomorrow)
    Index call: Added long and short. Net long (Based on quantity)
    Index put: Added long and shorts. Net short (Based on quantity)

    Going by quantity, FII is net long. Though NIFTY opened with a gap, no further up move was seen. FII were net sellers yesterday and they turned net buyers. Late hour trade took index down. Expecting up move tomorrow. Will see how it pans out.

    Nifty PCR - 1.1481 vs 1.1329 (PCR is above 1 and so fall is limited)

    VIX - 16.84 vs 17.115

    NIFTY Option chain Analysis:
    Max OI: 7500CE and 7400PE.

    Since PCR is more than 1 and more OI addition in 7400PE, it will act as strong support and can expect expiry above it based on current data. Though MAX OI is at 7500CE, OI addition is small and NIFTY can move up to 7600 and 7650 where it will face resistance. Call writers are active there. Any news from RBI on rate cut or good outcome from parliament can move index higher. So this series is best suited to write Puts. Anything below 7400 strike is safe for now.
    Attached Files

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