Participant wise OI change on a daily basis
Equity / Stocks - Participant wise OI change on a daily basis in MARKETS - I was out of station due to personal emergency and didn't post the daily data. Now I've gathered data from ...
+ Reply to Thread
Page 9 of 19 FirstFirst ... 7 8 9 10 11 ... LastLast

Participant wise OI change on a daily basis

  1. 13-Jun-2016 (Monday) - Update

    I was out of station due to personal emergency and didn't post the daily data. Now I've gathered data from 8-Jun (Wed) till 13-Jun (Mon) and attached.

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

    Nifty didn't cross 8300 in spot and went down in last three trading sessions. FII are net short based on daily OI change.

    Nifty PCR - 1.2278 vs 1.2527 (it went to 1.3017 on 8-Jun and market reversed from very next day)

    VIX - 16.5825 vs 15.97 (went up in last 4 days when market started to fall)

    NIFTY Option chain Analysis:

    Max OI: 8300CE & 8000PE.

    Max OI addition is on 8100CE/7800PE/8000PE. Range for this expiry is 8000-8300 for now.

    Net positions:
    Index Future: FII are mega long (2.12L)
    Stock Future: FII/DII are mega short (5.91L) and the same is absorbed by retail
    Index call: FII are net long by 76K
    Index Put: FII have more put longs (2.71L, may be buying puts cheap as market rises and using it as hedge for their megalong in rest)

    My trades:
    Holding shorts of 7900PE/7800PE/8500CE

    Attached Files

  2. 14-Jun-2016 (Tuesday) - Update

    Attaching the data for the day.

    FII -
    Index future: Closed 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 closed good quantity of their index long positions, index call options and put short positions. Added put longs and call shorts. They r going big in short positions. Will 8000 hold? If it holds, there will be a short covering rally. If not, 8000 will become a big hurdle to cross next time.

    Nifty PCR - 1.1792 vs 1.2278 (Fall of almost 4%)

    VIX - 17.19 vs 16.5825

    NIFTY Option chain Analysis:

    Max OI: 8300CE & 8000PE.

    Max OI addition is on 8300CE. 8000PE/8100PE OI got reduced. 8000 will become a fight for bears n bulls. Range for this expiry is 8000-8300 for now.

    Net positions:
    Index Future: FII are mega long (1.81L) - Closed 31k long positions today
    Stock Future: FII/DII are mega short (5.94L) and the same is absorbed by retail
    Index call: FII are net long by 44K - Reduced by 32k again
    Index Put: FII have more put longs (3.12L, huge increase indicating near term pressure)

    My trades:
    Booked 8500CE short and shorted 7800PE taking that 8000 will hold. Will see.
    Attached Files

  3. 15-Jun-2016 (Wednesday) - Update

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

    FII closed their long positions in this rally and added more puts cheaply. Pros have shorted more puts.

    Nifty PCR - 1.2776 vs 1.1792 (+8.34%)

    VIX - 17.055 vs 17.19

    NIFTY Option chain Analysis:

    Max OI: 8300CE & 8000PE.

    Max OI addition is on 8400CE/8500CE/8000PE/8200PE. 8000 base has more support now. upper range shifting back to 8400-8500 as OI on 8300CE got reduced. Fed meeting to decide the course for tomorrow.

    Net positions:
    Index Future: FII are mega long (1.7L) - Closed 11k long positions today
    Stock Future: FII/DII are mega short (5.97L) and the same is absorbed by retail
    Index call: FII are net long by 40K - Reduced by 4k
    Index Put: FII have more put longs (3.32L, further increase in puts)

    My trades:
    Holding shorts of 7800PE 2 lots and 1 lot short of 7900PE. Pretty safe given the OI at 8000PE.
    Attached Files

  4. 16-Jun-2016 (Thursday) - Update

    Attaching the data for the day.

    FII -
    Index future: Closed 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 closed their long positions for second day and taking short positions in index options.

    Nifty PCR - 1.1995 vs 1.2776 (-6.11%)

    VIX - 17.6975 vs 17.055

    NIFTY Option chain Analysis:

    Max OI: 8300CE & 8000PE.

    Max OI addition is on 8200CE/8300CE/8350CE/7500PE. Big players shifting positions on a daily basis. Many OI reduction in puts.

    Net positions:
    Index Future: FII are mega long (1.63L)
    Stock Future: FII/DII are mega short (5.97L) and the same is absorbed by retail
    Index call: FII are net long by 3K - Reduced by 37k
    Index Put: FII have more put longs (3.51L, further increase in puts)

    My trades:
    Holding shorts of 7800PE 2 lots and 1 lot short of 7900PE.
    Attached Files

  5. 17-Jun-2016 (Friday) - Update

    Attaching the data for the day.

    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 closed their long positions for third day and taking short positions in index options.

    Nifty PCR - 1.2171 vs 1.1995

    VIX - 17.35 vs 17.6975

    NIFTY Option chain Analysis:

    Max OI: 8300CE & 8000PE.

    Max OI addition is on 8300CE/7900PE/8000PE/8200PE. 8000-8300 range for this expiry.

    Net positions:
    Index Future: FII are long (1.55L)
    Stock Future: FII/DII are mega short (5.97L) and the same is absorbed by retail
    Index call: FII are short by 10k
    Index Put: FII have more put longs (3.56L, further increase in puts)

    My trades:
    Holding shorts of 7800PE 2 lots and 1 lot short of 7900PE
    Attached Files

  6. 20-Jun-2016 (Monday) - Update

    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: Closed long and added short. Net long

    FII closed their long positions for fourth day and taking short positions in index options. FII using this rally to book out their long positions in index futures. Will market correct in a day or two as PCR is peaking out and FII closing long positions? FII sold in cash market as well while DII bought more than what FII sold.

    Nifty PCR - 1.3092 vs 1.2171

    VIX - 17.5175 vs 17.35

    NIFTY Option chain Analysis:

    Max OI: 8300CE & 8000PE.

    Max OI addition is on 8400CE/8100PE/8200PE. Though max OI is at 8300CE & 8000PE, both saw OI unwinding and more additions to 8100PE and 8400CE. Shift of range to 8100-8400 for this expiry?

    Net positions:
    Index Future: FII are long (1.31L)
    Stock Future: FII/DII are mega short (5.9L) and the same is absorbed by retail
    Index call: FII are short by 12k
    Index Put: FII have more put longs (3.41L)

    My trades:
    Holding shorts of 7800PE 2 lots and 1 lot short of 7900PE, working out well for now. Will see how we expire.
    Attached Files

  7. 21-Jun-2016 (Tuesday) - Update

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

    FII closed their long index future longs again and added short. But going long from their put positions. Not much fall expected.

    Nifty PCR - 1.3049 vs 1.3092 (almost flat)

    VIX - 17.26 vs 17.5175

    NIFTY Option chain Analysis:

    Max OI: 8300CE & 8000PE.

    Max OI addition is on 8400CE/8500CE/8000PE/8100PE. Again OI reduced at 8300CE, but still holds max positions on call side.

    Net positions:
    Index Future: FII are long (1.21L)
    Stock Future: FII/DII are mega short (5.76L) and the same is absorbed by retail
    Index call: FII are short by 12k
    Index Put: FII have more put longs (3.24L)

    My trades:
    Holding shorts of 7800PE 2 lots and 1 lot short of 7900PE, working out well for now. Will see how we expire.
    Attached Files

  8. 22-Jun-2016 (Wednesday) - Update

    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 short (based on quantity)

    FII closed their long index future longs again. Shorted call but added put long and short. not taking heavy positions either side. Retail added 60k index call longs while pro desk did the opposite. Range bound again.

    Nifty PCR - 1.2684 vs 1.3049 (-2.8%)

    VIX - 18.185 vs 17.26 (+5%)

    NIFTY Option chain Analysis:

    Max OI: 8300CE & 8000PE.

    Max OI addition is on 8250CE/8000PE. Range bound market with boundaries at 8000-8300.

    Net positions:
    Index Future: FII are long (1.13L)
    Stock Future: FII/DII are mega short (5.6L) and the same is absorbed by retail
    Index call: FII are short by 21k
    Index Put: FII have more put longs (3.28L)

    My trades:
    Holding shorts of 7800PE 2 lots and 1 lot short of 7900PE, working out well for now. Will see how we expire.
    Attached Files

  9. 23-Jun-2016 (Thursday) - Update

    Attaching the data for last two days.

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

    BREXIT triggered massive sell-off in global markets. All were expecting UK to remain in EU. Unexpected result surprised everyone and all started to sell. But our markets came back strong and closed 2.2% down. Retail has booked out their put longs and added massive call longs which were sold by pro desk. Will see who emerge profitable.

    Nifty PCR - 1.2171 vs 1.3721 (-11.3%)

    VIX - 18.6275 vs 18.02

    NIFTY Option chain Analysis:

    Max OI: 8400CE & 8000PE.

    Max OI addition is on 8100CE/8000CE/7800PE/7900PE. Range is shifting down as put OI has closed nearly 5M among 8000/8100/8200 strikes. Many shorted puts anticipating UK to remain in EU and an upmove in market. Unexpected result made all to book out on loss.

    Net positions:
    Index Future: FII are long (88k)
    Stock Future: FII/DII are mega short (5.38L) and the same is absorbed by retail
    Index call: FII are short by 22k
    Index Put: FII have more put longs (3.87L)

    My trades:
    Holding shorts of 7800PE 2 lots and 1 lot short of 7900PE. At one point, prices went up so high, but due to recovery, these prices dropped to levels below my selling price. Will see what happens next week
    Attached Files

  10. 27-Jun-2016 (Monday) - Update







    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: Closed long and added short. Net long

    FII are taking neutral stand and going stock specific. Pro desk has shorted good amount of puts. Though our market ended flat, selling pressure in EU markets intensified and are down by 2%. Will this impact our market tomorrow?

    Nifty PCR - 1.179 vs 1.2171(-3.12%)

    VIX - 18.53 vs 18.6275

    NIFTY Option chain Analysis:

    Max OI: 8400CE & 8000PE.

    Max OI addition is on 8150CE/8200CE/8250CE/8300CE/8400CE/8000PE/8050PE/8100PE. Range is shifting up as put OI has closed at 7900/7800 strikes. Going to be range bound with good support at 8000.

    Net positions:
    Index Future: FII are long (83k)
    Stock Future: FII/DII are mega short (5.13L) and the same is absorbed by retail
    Index call: FII are short by 26k
    Index Put: FII have more put longs (3.85L)

    My trades:
    Holding shorts of 7800PE 2 lots and 1 lot short of 7900PE. More safe due to OI at 8000PE. Will book out on expiry
    Attached Files

+ Reply to Thread
Page 9 of 19 FirstFirst ... 7 8 9 10 11 ... LastLast

Visitors found this page by searching for:

daily participant wise open intrest nse

current bullish stocks

Tags for this Thread