Participant wise OI change on a daily basis
Equity / Stocks - Participant wise OI change on a daily basis in MARKETS - Hello Traders, I'll start posting the change in open interest at participant level on a daily basis. This is prepared ...
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Participant wise OI change on a daily basis

  1. Participant wise OI change on a daily basis

    Hello Traders, I'll start posting the change in open interest at participant level on a daily basis. This is prepared by downloading the OI levels from NSE site and by comparing with previous day. This gives some insight into what to expect next day. I'll also add changes in NIFTY/VIX/PCR on a daily basis.

    Attached Files

  2. If one check the changes on 4-Feb-16 (thursday), FII went long in index futures (+9,731) and squared off index shorts (-6,992). So net positive for index futures. Same with DII. But clients went opposite. Markets 5-Feb-16 on a very strong note, closing at highs. On 5-Feb-16, FII went long in index futures (+4,033) and went short in index futures (+3,433). Though not like previous day, net is still position is long. If one checks the index option, FII were bought calls and squared off shorts on calls. But they went long in puts and shorted put as well. But the net position denotes they are long still. Will see how 8-Feb-16 trade pans out

  3. 08-Feb-2016 (Monday) - Update

    Attaching the data for today.

    FII - Closed longs on index future. Went short on index futures. But massive short covering on stock futures. Went long on index put and shorted index calls in good quantity. Also nifty put options OI reduced across strikes , denoting none trying to find a base. Clear sense of uncertainty.
    Attached Files

  4. 09-Feb-2016 (Tuesday) - Update

    Attaching the data for today.

    FII - Added longs on index futures and closed shorts on index futures. So net positive. But in options, they went long in put options in huge volumes.

    PCR - 0.9353 vs 0.9001

    VIX - 21.7275 vs 20.2575
    Attached Files

  5. 10-Feb-2016 (Wednesday) - Update

    Attaching the data for today.

    FII - Fresh index future shorts. Closed stock future longs and opened shorts on stock futures. Closed index call longs. Added put longs. Added index call shorts. Closed index put shorts=== MEGA SHORT on market

    Client - Went mega long. Will see tomorrow who wins.

    PCR - 0.8896 vs 0.9353

    VIX - 22.4650 vs 21.7275
    Attached Files

  6. 11-Feb-2016 (Thursday) - Update

    Couldn't post yesterday as I was held up at office.

    Attaching the data for yesterday.

    FII - Went long more than short in Index futures. But went more short than long on stock futures. In index options, there are net short. But not like 10-Feb.

    NIFTY PCR - 0.8086 vs 0.8896

    VIX - 25.9650 vs 22.4650
    Attached Files

  7. 12-Feb-2016 (Friday) - Update

    Attaching the data for yesterday.

    FII - Went long in index futures and squared off their shorts in index futures in little number. Net long. Index call - Closed long and shorted more. Index put - Went long and shorted 50% of longs taken. Net short. So FII went long in futures and hedged that by going short in options.

    Pro - Did opposite to FII. Net short on index future and long in index option

    NIFTY PCR - 0.7682 vs 0.8086

    VIX - 24.6725 vs 25.9650
    Attached Files

  8. 15-Feb-2016 (Monday) - Update

    Attaching the data for today.

    FII - Went long in index futures and squared off their shorts in index futures. Net long. Index call - Went long and shorted also. Index put - Went long and shorted also, but in less compared to calls. Net long. So FII went long in futures and in options.

    So one can expect support from FII tomorrow on long side.

    NIFTY PCR - 0.8274 vs 0.7682

    VIX - 22.375 vs 24.6725
    Attached Files

  9. 16-Feb-2016 (Tuesday) - Update

    Attaching the data for today.

    FII - Went long in index futures and squared off their shorts in index futures. Net long. Index call - Closed longs and went short. Index put - closed longs and shorted also. Net long. So FII went long in futures and in options.

    So one can expect support from FII tomorrow on long side. (Same comment as yesterday but we crashed 114 points today).

    NIFTY PCR - 0.7771 vs 0.8274

    VIX - 23.04 vs 22.375
    Attached Files

  10. 17-Feb-2016 (Wednesday) - Update







    Attaching the data for today.

    FII - Went long in index futures and shorted index futures as well, but double the quantity. Net short. Index call - Opened longs and opened short, but 50% of long quantity. Index put - closed longs and shorted also. Net long. So FII went long in index options and short on futures.

    Nifty PCR - 0.8117 vs 0.7771

    VIX - 21.8325 vs 23.8335
    Attached Files

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