Trading Diaries

2nd April 2025 FPI + Prop Desk F&O Open Interest position analysis:

    1. Short Futures Position has decreased by 4,021 contracts to 0.95 lakh contracts. FII’s + Prop Desk % of total short futures is constant at 100%.

    2. Short Put Position has increased by 1,65,455 contracts to 0.50 lakh contracts. FII’s + Prop Desk % of total short puts increased to 68% from Nil%.

    3. Short Call Position has decreased by 13,296 contracts to 0.92 lakh contracts. FII’s + Prop Desk % of total short calls is constant at 100%.

  • Conclusion: Futures Shorts have decreased indicates bullishness. Short Puts have increased and Short Calls have decreased indicates bullishness.
  • 3rd April 2025 likely Market Direction: Gap Up and or Green Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Actual Market movement during the day:

  1. 10:04am (23231):
    • Nifty opened gap up near 23200 and is consolidating between 23150-23310.
    • Call Change – 3.1Cr Put Change – 3.6Cr
    • Total Call – 11.3Cr Total Put – 9.0Cr
  2. 2:42 pm (23309):
    • Nifty touched a low near 23150 and has bounced up indicating long build up and or short covering at this level.
    • Call Change – 3.3Cr Put Change – 5.5Cr
    • Total Call – 12.2Cr Total Put – 10.8Cr
  3. 3:30 pm (23332):
    • Nifty opened gap up touched a low near 23150 and bounced up. Nifty has given a closing above its open indicating long build up and or short covering during the day from the lows.
    • Call Change – 0.6Cr Put Change – 3.1Cr
    • Total Call – 9.7Cr Total Put – 7.7Cr

1st April 2025 FPI + Prop Desk F&O Open Interest position analysis:

    1. Short Futures Position has increased by 17,753 contracts to 0.99 lakh contracts. FII’s + Prop Desk % of total short futures is constant at 100%.

    2. Long Put Position has increased by 20,399 contracts to 1.15 lakh contracts. FII’s + Prop Desk % of total long puts increased to 64% from 59%.

    3. Short Call Position has increased by 1,69,193 contracts to 1.05 lakh contracts. FII’s + Prop Desk % of total short calls increased to 100% from Nil%.

  • Conclusion: Futures Shorts have increased indicates bearishness. Long Puts have increased and Short Calls have increased indicates bearishness.
  • 2nd April 2025 likely Market Direction: Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Actual Market movement during the day:

  1. 10:04am (23231):
    • Nifty opened gap up near 23200 and is consolidating between 23150-23310.
    • Call Change – 3.1Cr Put Change – 3.6Cr
    • Total Call – 11.3Cr Total Put – 9.0Cr
  2. 2:42 pm (23309):
    • Nifty touched a low near 23150 and has bounced up indicating long build up and or short covering at this level.
    • Call Change – 3.3Cr Put Change – 5.5Cr
    • Total Call – 12.2Cr Total Put – 10.8Cr
  3. 3:30 pm (23332):
    • Nifty opened gap up touched a low near 23150 and bounced up. Nifty has given a closing above its open indicating long build up and or short covering during the day from the lows.
    • Call Change – 0.6Cr Put Change – 3.1Cr
    • Total Call – 9.7Cr Total Put – 7.7Cr

28th March  2025 FPI + Prop Desk F&O Open Interest position analysis:

    1. Short Futures Position has increased by 13,940 contracts to 0.81 lakh contracts. FII’s + Prop Desk % of total short futures is constant at 100%.

    2. Long Put Position has decreased by 50,584 contracts to 0.95 lakh contracts. FII’s + Prop Desk % of total long puts decreased to 59% from 68%.

    3. Long Call Position has decreased by 1,03,100 contracts to 0.64 lakh contracts. FII’s + Prop Desk % of total long calls is constant at 100%.

  • Conclusion: Futures Shorts have increased indicates bearishness. Long Puts decrease is lower than Long Calls decrease indicates bearishness.
  • 1st April 2025 likely Market Direction: Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Actual Market movement during the day:

  1. 10:06 am (23496):
    • Nifty opened gap down near 23340 and has bounced up indicating long build up and or short covering at this level.
    • Call Change – 1.9Cr Put Change – 2.2Cr
    • Total Call – 7.2Cr Total Put – 6.3Cr
  2. 2:14 pm (23163):
    • Nifty touched a high near 23570 and came under selling pressure indicating long unwinding and or short build up at this level.
    • Call Change – 5.8Cr Put Change – 1.1Cr
    • Total Call – 8.3Cr Total Put – 6.3Cr
  3. 3:30 pm (23166):
    • Nifty opened gap down touched a high near 23570 and came under selling pressure. Nifty has given a closing below its open indicating long unwinding and or short build up during the day from the highs.
    • Call Change – 4.8Cr Put Change – 1.0Cr
    • Total Call – 7.4Cr Total Put – 6.2Cr
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