Open Interest Analysis FY 2023

Daily FII's Open Interest Analysis - Index Futures and Options FY 2023

Daily FII Open Interest position analysis based on particpant wise daily data published by NSE. Analysis will help identify expected direction of the market and trend reversal.

March 1, 2023

Analysis: Futures shorts have decreased, Long Puts have decreased and Long calls have increased indicates pause in bearish sentiment. Put Call Parity Futures short of FII’s, if unwound, then it may move the market higher.

Likely Market Direction on 2nd March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Standalone Position
– Short Futures Position has decreased by 6,163 contracts to 1.26 lakh contracts. FII’s % of total short futures decreased to 92% from 100%.
Put Call Parity Position
– Short Futures Position has decreased by 6,411 contracts to 4.13 lakh contracts. FII’s % of total short futures is constant at 94%.
Combined
– Short Futures Position has increased by 12,574 contracts to 5.39 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 6,411 contracts to 4.13 lakh contracts. FII’s % of total long put is constant at 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 28,691 contracts to 2.21 lakh contracts. FII’s % of total long call increased to 100% from 64%.

March 2, 2023

Analysis: Futures shorts have increased and Long Puts decrease is lower than Long calls have decrease indicates bearish sentiment. Put Call Parity Futures short of FII’s, if unwound, then it may move the market higher.

Likely Market Direction on 3rd March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 5,636 contracts to 1.31 lakh contracts. FII’s % of total short futures decreased to 88% from 92%.
Put Call Parity Position
– Short Futures Position has decreased by 234 contracts to 4.13 lakh contracts. FII’s % of total short futures is constant at 94%.
Combined
– Short Futures Position has increased by 5,402 contracts to 5.44 lakh contracts. FII’s % of total short futures decreased to 98% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 234 contracts to 4.13 lakh contracts. FII’s % of total long put is constant at 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 68,497 contracts to 1.52 lakh contracts. FII’s % of total long call is constant at 100%.

March 3, 2023

Analysis: Futures shorts have decreased, Long Puts decreased and Long calls have increase indicates pause in bearish sentiment. Put Call Parity Futures of FII’s have turned long , if unwound, then it may move the market lower.

Likely Market Direction on 6th March 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures have turned long

Standalone Position
– Short Futures Position has decreased by 42,277 contracts to 0.89 lakh contracts. FII’s % of total short futures decreased to 78% from 88%.
Put Call Parity Position
– Long Futures Position has increased by 6,33,048 contracts to 2.20 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 6,75,325 contracts to 1.31 lakh contracts. FII’s % of total long futures increased to 79% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,21,499 contracts to 2.91 lakh contracts. FII’s % of total long put decreased to 92% from 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 67,766 contracts to 2.20 lakh contracts. FII’s % of total long call is constant at 100%.

March 6, 2023

Analysis: Futures shorts have decreased indicates pause in bearish sentiment. Long Puts have increased and Long calls have decrease indicates bearish sentiment. Put Call Parity Futures of FII’s are long , if unwound, then it may move the market lower.

Likely Market Direction on 8th March 2023 – Gap Down and or Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures long have decreased

Standalone Position
– Short Futures Position has decreased by 16,501 contracts to 0.72 lakh contracts. FII’s % of total short futures increased to 81% from 78%.
Put Call Parity Position
– Long Futures Position has decreased by 27,088 contracts to 1.93 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 10,587 contracts to 1.21 lakh contracts. FII’s % of total long futures increased to 83% from 79%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 30,373 contracts to 3.22 lakh contracts. FII’s % of total long put increased to 93% from 92%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 27,088 contracts to 1.93 lakh contracts. FII’s % of total long call is constant at 100%.

March 8, 2023

Analysis: Futures shorts has increased indicates bearish sentiment. Long Puts increase is lower than Long calls increase indicates bullish sentiment. Put Call Parity Futures of FII’s are long , if unwound, then it may move the market lower. Prop Desk and FII combined PE position is short indicates market is most likely to move up or is likely to have limited downside considering expiry.

Likely Market Direction on 9th March 2023 – Gap Up and or Green Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased and Put Call Parity Futures long have increased

Standalone Position
– Short Futures Position has increased by 6,202 contracts to 0.79 lakh contracts. FII’s % of total short futures increased to 90% from 81%.
Put Call Parity Position
– Long Futures Position has increased by 37,288 contracts to 2.30 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 31,086 contracts to 1.52 lakh contracts. FII’s % of total long futures increased to 86% from 83%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 18,794 contracts to 3.41 lakh contracts. FII’s % of total long put decreased to 90% from 93%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 37,288 contracts to 2.30 lakh contracts. FII’s % of total long call is constant at 100%.

March 9, 2023

Analysis: Futures shorts has increased, Long Puts increased and Long calls decreased indicates bearish sentiment. Put Call Parity Futures of FII’s have turned short, if unwound, then it may move the market higher.

Likely Market Direction on 10th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 24,404 contracts to 1.03 lakh contracts. FII’s % of total short futures increased to 91% from 90%.
Put Call Parity Position
– Short Futures Position has increased by 6,05,851 contracts to 3.76 lakh contracts. FII’s % of total short futures increased to 94% from Nil%.
Combined
– Short Futures Position has increased by 6,30,255 contracts to 4.79 lakh contracts. FII’s % of total short futures increased to 100% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 34,935 contracts to 3.76 lakh contracts. FII’s % of total long put increased to 94% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 1,17,704 contracts to 1.13 lakh contracts. FII’s % of total long call is decreased to 90% from 100%.

March 10, 2023

Analysis: Futures shorts has increased, Long Puts increased and Long calls decreased indicates bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 13th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 17,819 contracts to 1.21 lakh contracts. FII’s % of total short futures decreased to 90% from 91%.
Put Call Parity Position
– Short Futures Position has increased by 35,372 contracts to 4.11 lakh contracts. FII’s % of total short futures is constant at 94%.
Combined
– Short Futures Position has increased by 53,191 contracts to 5.32 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 35,372 contracts to 4.11 lakh contracts. FII’s % of total long put is constant at 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 8,351 contracts to 1.04 lakh contracts. FII’s % of total long call is decreased to 41% from 90%.

March 13, 2023

Analysis: Futures shorts has increased indicates bearish sentiment. Long Puts increase is lower than Long calls increased indicates pause in bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 14th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 7,519 contracts to 1.28 lakh contracts. FII’s % of total short futures decreased to 83% from 90%.
Put Call Parity Position
– Short Futures Position has increased by 29,161 contracts to 4.40 lakh contracts. FII’s % of total short futures is constant at 94%.
Combined
– Short Futures Position has increased by 36,680 contracts to 5.68 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 29,161 contracts to 4.40 lakh contracts. FII’s % of total long put is constant at 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 60,189 contracts to 1.64 lakh contracts. FII’s % of total long call is decreased to 32% from 41%.

March 14, 2023

Analysis: Futures shorts has increased, Long Puts increase is higher than Long calls increase indicates bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 15th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 16,220 contracts to 1.45 lakh contracts. FII’s % of total short futures decreased to 77% from 83%.
Put Call Parity Position
– Short Futures Position has increased by 78,994 contracts to 5.19 lakh contracts. FII’s % of total short futures increased to 95% from 94%.
Combined
– Short Futures Position has increased by 95,214 contracts to 6.64 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 78,994 contracts to 5.19 lakh contracts. FII’s % of total long put increased to 95% from 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 42,639 contracts to 2.07 lakh contracts. FII’s % of total long call is increased to 44% from 32%.

March 15, 2023

Analysis: Futures shorts has decreased marginally although the overall sentiment remains bearish. Long Puts decrease is more or less in line with Long calls decrease. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 16th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Standalone Position
– Short Futures Position has decreased by 854 contracts to 1.44 lakh contracts. FII’s % of total short futures increased to 78% from 77%.
Put Call Parity Position
– Short Futures Position has decreased by 67,184 contracts to 4.52 lakh contracts. FII’s % of total short futures decreased to 94% from 95%.
Combined
– Short Futures Position has decreased by 68,038 contracts to 5.96 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 67,184 contracts to 4.52 lakh contracts. FII’s % of total long put decreased to 94% from 95%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 59,400 contracts to 1.48 lakh contracts. FII’s % of total long call is decreased to 28% from 44%.

March 16, 2023

Analysis: Futures shorts has increased and Long Puts increase is more than Long calls increase indicates bearishness. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 17th March 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 19,762 contracts to 1.64 lakh contracts. FII’s % of total short futures increased to 82% from 78%.
Put Call Parity Position
– Short Futures Position has increased by 85,856 contracts to 5.38 lakh contracts. FII’s % of total short futures increased to 95% from 94%.
Combined
– Short Futures Position has increased by 1,05,618 contracts to 7.01 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 85,856 contracts to 5.38 lakh contracts. FII’s % of total long put increased to 95% from 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 59,706 contracts to 2.07 lakh contracts. FII’s % of total long call is increased to 100% from 28%.

March 17, 2023

Analysis: Futures shorts has increased indicates bearish sentiment. However Long Puts have decreased and Long calls have increased indicates bullishness. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 20th March 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased and Put Call Parity Futures shorts have decreased

Standalone Position
– Short Futures Position has increased by 8,145 contracts to 1.72 lakh contracts. FII’s % of total short futures increased to 88% from 82%.
Put Call Parity Position
– Short Futures Position has decreased by 93,295 contracts to 4.44 lakh contracts. FII’s % of total short futures decreased to 94% from 95%.
Combined
– Short Futures Position has decreased by 85,150 contracts to 6.16 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 93,295 contracts to 4.44 lakh contracts. FII’s % of total long put decreased to 94% from 95%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 41,865 contracts to 2.49 lakh contracts. FII’s % of total long call is constant at 100%.

March 20, 2023

Analysis: Futures shorts has increased, Long Puts have increased and Long calls have decreased indicates bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 21st March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 22,947 contracts to 1.95 lakh contracts. FII’s % of total short futures increased to 93% from 88%.
Put Call Parity Position
– Short Futures Position has increased by 93,295 contracts to 4.59 lakh contracts. FII’s % of total short futures is constant at 94%.
Combined
– Short Futures Position has increased by 37,621 contracts to 6.54 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 14,674 contracts to 4.59 lakh contracts. FII’s % of total long put is constant at 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 98,083 contracts to 1.51 lakh contracts. FII’s % of total long call decreased to 70% from 100%.

March 21, 2023

Analysis: Futures shorts has increased marginally indicates bearish sentiment. Long Puts have decreased and Long calls have increased indicates bullish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 22nd March 2023 – Gap Down and Green Candle or Gap up and Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 874 contracts to 1.96 lakh contracts. FII’s % of total short futures decreased to 89% from 93%.
Put Call Parity Position
– Short Futures Position has decreased by 64,336 contracts to 3.95 lakh contracts. FII’s % of total short futures decreased to 93% from 94%.
Combined
– Short Futures Position has decreased by 63,462 contracts to 5.90 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 64,336 contracts to 3.95 lakh contracts. FII’s % of total long put decreased to 93% from 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 74,518 contracts to 2.26 lakh contracts. FII’s % of total long call increased to 100% from 70%.

March 22, 2023

Analysis: Futures shorts has increased marginally indicates bearish sentiment. Long Puts decrease is lower than Long calls decrease, however % long positions of FII is more or less constant hence there is no change in sentiment based on options data. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 23rd March 2023 – Gap Down and Green Candle or Gap up and Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 878 contracts to 1.96 lakh contracts. FII’s % of total short futures increased to 91% from 89%.
Put Call Parity Position
– Short Futures Position has decreased by 46,631 contracts to 3.48 lakh contracts. FII’s % of total short futures decreased to 92% from 93%.
Combined
– Short Futures Position has decreased by 45,753 contracts to 5.45 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 46,631 contracts to 3.48 lakh contracts. FII’s % of total long put decreased to 92% from 93%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 91,246 contracts to 1.34 lakh contracts. FII’s % of total long call is constant at 100%.

March 23, 2023

Analysis: Futures shorts has decreased and Long Puts increase is higher than Long calls increase indicates bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 24th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Standalone Position
– Short Futures Position has decreased by 11,184 contracts to 1.85 lakh contracts. FII’s % of total short futures decreased to 85% from 91%.
Put Call Parity Position
– Short Futures Position has increased by 73,056 contracts to 4.21 lakh contracts. FII’s % of total short futures increased to 93% from 92%.
Combined
– Short Futures Position has increased by 61,872 contracts to 6.06 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 73,056 contracts to 4.21 lakh contracts. FII’s % of total long put increased to 93% from 92%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 42,590 contracts to 1.77 lakh contracts. FII’s % of total long call decreased to 83% from 100%.

March 24, 2023

Analysis: Futures shorts has decreased marginally. However, Long Puts have increased and Long calls have decreased indicates bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 27th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Standalone Position
– Short Futures Position has decreased by 2,015 contracts to 1.83 lakh contracts. FII’s % of total short futures increased to 87% from 85%.
Put Call Parity Position
– Short Futures Position has increased by 38,283 contracts to 4.60 lakh contracts. FII’s % of total short futures is constant at 93%.
Combined
– Short Futures Position has increased by 36,268 contracts to 6.43 lakh contracts. FII’s % of total short futures is decreased to 98% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 38,283 contracts to 4.60 lakh contracts. FII’s % of total long put is constant at 93%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 7,558 contracts to 1.69 lakh contracts. FII’s % of total long call decreased to 68% from 83%.

March 27, 2023

Analysis: Futures shorts have decreased, Long Puts increase is lower than Long calls increase indicates bullish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 28th March 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Standalone Position
– Short Futures Position has decreased by 36,899 contracts to 1.46 lakh contracts. FII’s % of total short futures decreased to 86% from 87%.
Put Call Parity Position
– Short Futures Position has increased by 29,994 contracts to 4.90 lakh contracts. FII’s % of total short futures increased to 94% from 93%.
Combined
– Short Futures Position has decreased by 6,905 contracts to 6.36 lakh contracts. FII’s % of total short futures is increased to 100% from 98%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 29,994 contracts to 4.90 lakh contracts. FII’s % of total long put increased to 94% from 93%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 1,32,410 contracts to 3.02 lakh contracts. FII’s % of total long call increased to 100% from 68%.

March 28, 2023

Analysis: Futures shorts have increased indicates bearishness. However Long Puts decrease is higher than than Long calls decrease indicates bullish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 29th March 2023 – Gap Down and Green Candle or if Significant Gap Up then Red Candle or If small gap up then Green Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 10,122 contracts to 1.56 lakh contracts. FII’s % of total short futures increased to 89% from 86%.
Put Call Parity Position
– Short Futures Position has decreased by 38,840 contracts to 4.51 lakh contracts. FII’s % of total short futures decreased to 93% from 94%.
Combined
– Short Futures Position has decreased by 28,718 contracts to 6.07 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 38,840 contracts to 4.51 lakh contracts. FII’s % of total long put decreased to 93% from 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 12,606 contracts to 2.89 lakh contracts. FII’s % of total long call is constant at 100%.

March 29, 2023

Analysis: Futures shorts have decreased indicates pause in bearishness. Long Puts decrease and Long calls decrease may be due to month end expiry. Put Call Parity Futures position of FII’s has turned long, if unwound, then it may move the market lower.

Likely Market Direction on 31st March 2023 – Gap Down and Green Candle or if Significant Gap Up then Red Candle or If small gap up then Green Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures have turned long

Standalone Position
– Short Futures Position has decreased by 17,683 contracts to 1.39 lakh contracts. FII’s % of total short futures increased to 90% from 89%.
Put Call Parity Position
– Long Futures Position has increased by 6,35,357 contracts to 1.85 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 6,53,040 contracts to 0.46 lakh contracts. FII’s % of total long futures increased to 39% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,00,787 contracts to 3.50 lakh contracts. FII’s % of total long put decreased to 92% from 93%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 1,04,567 contracts to 1.85 lakh contracts. FII’s % of total long call is constant at 100%.

March 31, 2023

Analysis: Futures shorts have decreased indicates pause in bearishness. Long Puts decrease is higher than Long calls decrease indicates bullishness. Put Call Parity Futures position of FII’s is long, if unwound, then it may move the market lower.

Likely Market Direction on 3rd April 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures long have decreased

Standalone Position
– Short Futures Position has decreased by 3,639 contracts to 1.35 lakh contracts. FII’s % of total short futures increased to 99% from 90%.
Put Call Parity Position
– Long Futures Position has decreased by 70,217 contracts to 1.14 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Short Futures Position has increased by 66,578 contracts to 0.21 lakh contracts. FII’s % of total short futures increased to 23% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 99,581 contracts to 2.50 lakh contracts. FII’s % of total long put decreased to 90% from 92%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 70,217 contracts to 1.14 lakh contracts. FII’s % of total long call is constant at 100%.

February 1, 2023

Analysis: Futures shorts have decreased marginally however they are heavily short indicating bearishness. Long Puts decrease is lower than Long call decrease indicates bullishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 2nd February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has decreased by 7,826 contracts to 0.86 lakh contracts. FII’s % of total short futures increased to 81% from 74%.
Put Call Parity Position
– Short Futures Position has decreased by 48,121 contracts to 3.28 lakh contracts. FII’s % of total short futures decreased to 92% from 93%.
Combined
– Short Futures Position has decreased by 55,947 contracts to 4.14 lakh contracts. FII’s % of total short futures is constant at 99%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 48,121 contracts to 3.28 lakh contracts. FII’s % of total long put decreased to 92% from 93%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 96,805 contracts to 1.29 lakh contracts. FII’s % of total long call decreased to 36% from 85%.

February 2, 2023

Analysis: Futures shorts have increased, Long Puts increase is greater than Long call increase indicating bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 3rd February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 26,895 contracts to 1.13 lakh contracts. FII’s % of total short futures increased to 86% from 81%.
Put Call Parity Position
– Short Futures Position has increased by 28,292 contracts to 3.57 lakh contracts. FII’s % of total short futures decreased to 84% from 92%.
Combined
– Short Futures Position has increased by 55,187 contracts to 4.69 lakh contracts. FII’s % of total short futures decreased to 89% from 99%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 28,292 contracts to 3.57 lakh contracts. FII’s % of total long put decreased to 84% from 92%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 17,906 contracts to 1.47 lakh contracts. FII’s % of total long call increased to 99% from 36%.

February 3, 2023

Analysis: Futures shorts have decreased, Long Puts decrease is greater than Long call decrease indicating pause in bearishness. Put Call Parity Futures have turned long, if unwound, then it may move the market lower.

Likely Market Direction on 6th February 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures have turned long

Standalone Position
– Short Futures Position has decreased by 24,930 contracts to 0.88 lakh contracts. FII’s % of total short futures is constant at 86%.
Put Call Parity Position
– Long Futures Position has increased by 4,82,191 contracts to 1.26 lakh contracts. FII’s % of total long futures increased to 99% from Nil%.
Combined
– Long Futures Position has increased by 5,07,121 contracts to 0.38 lakh contracts. FII’s % of total long futures increased to 56% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,39,931 contracts to 2.17 lakh contracts. FII’s % of total long put increased to 89% from 84%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 21,694 contracts to 1.26 lakh contracts. FII’s % of total long call is constant at 99%.

February 6, 2023

Analysis: Futures shorts have increased, Long Puts increased and Long call decreased indicating bearishness. Put Call Parity Futures have turned short, if unwound, then it may move the market higher.

Likely Market Direction on 7th February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 23,623 contracts to 1.11 lakh contracts. FII’s % of total short futures increased to 92% from 86%.
Put Call Parity Position
– Short Futures Position has increased by 4,13,360 contracts to 2.88 lakh contracts. FII’s % of total short futures increased to 92% from Nil%.
Combined
– Short Futures Position has increased by 4,36,983 contracts to 3.99 lakh contracts. FII’s % of total short futures increased to 100% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 71,100 contracts to 2.88 lakh contracts. FII’s % of total long put increased to 92% from 89%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 56,680 contracts to 0.69 lakh contracts. FII’s % of total long call decreased to 35% from 99%.

February 7, 2023

Analysis: Futures shorts are more less constant. Long Puts increase is lower than Long call increase indicating pause in bearishness. Put Call Parity Futures are short, if unwound, then it may move the market higher.

Likely Market Direction on 8th February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has decreased by 712 contracts to 1.11 lakh contracts. FII’s % of total short futures increased to 94% from 92%.
Put Call Parity Position
– Short Futures Position has increased by 20,001 contracts to 3.08 lakh contracts. FII’s % of total short futures is constant at 92%.
Combined
– Short Futures Position has increased by 19,289 contracts to 4.18 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 20,001 contracts to 3.08 lakh contracts. FII’s % of total long put is constant at to 92%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 1,11,066 contracts to 1.80 lakh contracts. FII’s % of total long call increased to 99% from 35%.

February 8, 2023

Analysis: Futures shorts have decreased indicating pause in bearishness. Long Puts and Long call both have decreased indicating uncertainty. Put Call Parity Futures have turned long, if unwound, then it may move the market lower.

Likely Market Direction on 9th February 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures have turned long

Standalone Position
– Short Futures Position has decreased by 13,996 contracts to 0.97 lakh contracts. FII’s % of total short futures decreased to 93% from 94%.
Put Call Parity Position
– Long Futures Position has increased by 4,43,008 contracts to 1.35 lakh contracts. FII’s % of total long futures increased to 83% from Nil%.
Combined
– Long Futures Position has increased by 4,57,004 contracts to 0.39 lakh contracts. FII’s % of total long futures increased to 23% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 33,377 contracts to 2.74 lakh contracts. FII’s % of total long put decreased to 91% from 92%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 44,739 contracts to 1.35 lakh contracts. FII’s % of total long call decreased to 83% from 99%.

February 9, 2023

Analysis: Futures shorts have decreased indicating pause in bearishness. Long Puts and Long call both have increased indicating uncertainty. Put Call Parity Futures long, if unwound, then it may move the market lower.

Likely Market Direction on 10th February 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures long have increased

Standalone Position
– Short Futures Position has decreased by 1,630 contracts to 0.95 lakh contracts. FII’s % of total short futures increased to 96% from 93%.
Put Call Parity Position
– Long Futures Position has increased by 22,316 contracts to 1.58 lakh contracts. FII’s % of total long futures increased to 99% from 83%.
Combined
– Long Futures Position has increased by 23,946 contracts to 0.63 lakh contracts. FII’s % of total long futures increased to 73% from 23%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 9,746 contracts to 2.84 lakh contracts. FII’s % of total long put decreased to 88% from 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 22,316 contracts to 1.58 lakh contracts. FII’s % of total long call increased to 99% from 83%.

February 10, 2023

Analysis: Futures shorts have increased indicating bearishness. Long Puts have increased and Long calls decreased indicating bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 13th February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased and Put Call Parity Futures have turned short

Standalone Position
– Short Futures Position has increased by 10,486 contracts to 1.06 lakh contracts. FII’s % of total short futures decreased to 95% from 96%.
Put Call Parity Position
– Short Futures Position has increased by 4,68,341 contracts to 3.11 lakh contracts. FII’s % of total short futures increased to 82% from Nil%.
Combined
– Short Futures Position has increased by 4,78,827 contracts to 4.16 lakh contracts. FII’s % of total short futures increased to 89% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 26,648 contracts to 3.11 lakh contracts. FII’s % of total long put decreased to 82% from 88%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 51,441 contracts to 1.06 lakh contracts. FII’s % of total long call is constant at 99%.

February 13, 2023

Analysis: Futures shorts have decreased marginally however Long Puts increase is greater than Long calls increased indicating bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 14th February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures short have increased

Standalone Position
– Short Futures Position has decreased by 1,043 contracts to 1.04 lakh contracts. FII’s % of total short futures increased to 100% from 95%.
Put Call Parity Position
– Short Futures Position has increased by 68,962 contracts to 3.80 lakh contracts. FII’s % of total short futures is constant at 82%.
Combined
– Short Futures Position has increased by 67,919 contracts to 4.84 lakh contracts. FII’s % of total short futures increased to 90% from 89%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 68,962 contracts to 3.80 lakh contracts. FII’s % of total long put is constant at 82%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 44,395 contracts to 1.51 lakh contracts. FII’s % of total long call decreased to 56% from 99%.

February 14, 2023

Analysis: Futures shorts have decreased, Long Puts have decreased and Long calls have increased indicating bullishness. Put Call Parity Futures have turned long, if unwound, then it may move the market lower.

Likely Market Direction on 15th February 2023 – Gap Up and or Green Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures have turned long

Standalone Position
– Short Futures Position has decreased by 40,822 contracts to 0.64 lakh contracts. FII’s % of total short futures decreased to 96% from 100%.
Put Call Parity Position
– Long Futures Position has increased by 5,57,255 contracts to 1.78 lakh contracts. FII’s % of total long futures increased to 93% from Nil%.
Combined
– Long Futures Position has increased by 5,98,077 contracts to 1.14 lakh contracts. FII’s % of total long futures increased to 83% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,43,087 contracts to 2.37 lakh contracts. FII’s % of total long put increased to 90% from 82%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 26,998 contracts to 1.78 lakh contracts. FII’s % of total long call increased to 93% from 56%.

February 15, 2023

Analysis: Futures shorts have increased, Long Puts have increased and Long calls have decreased indicating pause in bearishness. Put Call Parity Futures long, if unwound, then it may move the market lower.

Likely Market Direction on 16th February 2023 – Gap Down and or Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased and Put Call Parity Futures long have decreased

Standalone Position
– Short Futures Position has increased by 2,582 contracts to 0.66 lakh contracts. FII’s % of total short futures decreased to 95% from 96%.
Put Call Parity Position
– Long Futures Position has decreased by 3,119 contracts to 1.74 lakh contracts. FII’s % of total long futures increased to 99% from 93%.
Combined
– Long Futures Position has decreased by 5,701 contracts to 1.08 lakh contracts. FII’s % of total long futures increased to 89% from 83%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 18,095 contracts to 2.55 lakh contracts. FII’s % of total long put increased to 91% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has Decreased by 3,119 contracts to 1.74 lakh contracts. FII’s % of total long call increased to 99% from 93%.

February 16, 2023

Analysis: Futures shorts have increased, Long Put increase is greater than Long call increase indicating bearishness. Put Call Parity Futures have turned short, if unwound, then it may move the market higher.

Likely Market Direction on 17th February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased and Put Call Parity Futures have turned short

Standalone Position
– Short Futures Position has increased by 3,067 contracts to 0.69 lakh contracts. FII’s % of total short futures decreased to 89% from 95%.
Put Call Parity Position
– Short Futures Position has increased by 5,52,787 contracts to 3.78 lakh contracts. FII’s % of total short futures increased to 93% from Nil%.
Combined
– Short Futures Position has increased by 5,55,854 contracts to 4.48 lakh contracts. FII’s % of total short futures increased to 97% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 1,23,643 contracts to 3.78 lakh contracts. FII’s % of total long put increased to 93% from 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 24,304 contracts to 1.99 lakh contracts. FII’s % of total long call is constant at 99%.

February 17, 2023

Analysis: Futures shorts have increased, Long Put have increased and Long call have decreased indicating bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 20th February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 11,340 contracts to 0.81 lakh contracts. FII’s % of total short futures increased to 99% from 89%.
Put Call Parity Position
– Short Futures Position has increased by 66,791 contracts to 4.45 lakh contracts. FII’s % of total short futures decreased to 90% from 93%.
Combined
– Short Futures Position has increased by 78,131 contracts to 5.26 lakh contracts. FII’s % of total short futures decreased to 94% from 97%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 66,791 contracts to 4.45 lakh contracts. FII’s % of total long put decreased to 90% from 93%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 73,032 contracts to 1.26 lakh contracts. FII’s % of total long call decreased to 45% from 99%.

February 20, 2023

Analysis: Futures shorts have increased indicates bearishness. Long Put increase and Long call increase is more or less equal. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 21st February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price. Since Prop Desk futures has turned long, there is strong possibility Put Call Parity Short futures of FII may get unwound and market may move higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 7,893 contracts to 0.89 lakh contracts. FII’s % of total short futures increased to 100% from 99%.
Put Call Parity Position
– Short Futures Position has increased by 24,026 contracts to 4.69 lakh contracts. FII’s % of total short futures increased to 93% from 90%.
Combined
– Short Futures Position has increased by 31,919 contracts to 5.58 lakh contracts. FII’s % of total short futures increased to 97% from 94%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 24,026 contracts to 4.69 lakh contracts. FII’s % of total long put increased to 93% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 27,949 contracts to 1.54 lakh contracts. FII’s % of total long call decreased to 31% from 45%.

February 21, 2023

Analysis: Futures shorts have decreased, Long Put decreased and Long call increased indicates pause in bearishness sentiment. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 22nd February 2023 – Gap Up and or Green Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price. Since Prop Desk futures has turned long, there is strong possibility Put Call Parity Short futures of FII may get unwound and market may move higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Standalone Position
– Short Futures Position has decreased by 10,307 contracts to 0.78 lakh contracts. FII’s % of total short futures is constant at 100%.
Put Call Parity Position
– Short Futures Position has decreased by 40,004 contracts to 4.29 lakh contracts. FII’s % of total short futures increased to 94% from 93%.
Combined
– Short Futures Position has decreased by 50,311 contracts to 5.07 lakh contracts. FII’s % of total short futures decreased to 96% from 97%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 40,004 contracts to 4.29 lakh contracts. FII’s % of total long put increased to 94% from 93%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 8,379 contracts to 1.62 lakh contracts. FII’s % of total long call increased to 51% from 31%.

February 22, 2023

Analysis: Futures shorts have increased, Long Puts have increased and Long calls have decreased indicating bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 23rd February 2023 – Gap Up and or Green Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Since Prop Desk futures long position is constant around 12,000 contracts from yesterday, there is now a stronger probability that Put Call Parity Short futures or short futures position of FII may get unwound and market may move higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 30,254 contracts to 1.09 lakh contracts. FII’s % of total short futures is constant at 100%.
Put Call Parity Position
– Short Futures Position has increased by 79,286 contracts to 5.08 lakh contracts. FII’s % of total short futures increased to 95% from 94%.
Combined
– Short Futures Position has increased by 1,09,540 contracts to 6.17 lakh contracts. FII’s % of total short futures increased to 98% from 96%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 79,286 contracts to 5.08 lakh contracts. FII’s % of total long put increased to 95% from 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 7,385 contracts to 1.69 lakh contracts. FII’s % of total long call decreased to 30% from 51%.

February 23, 2023

Analysis: Futures shorts have decreased although their % of short future in the market is constant at 100% indicates FII’s are still bearish. Long Puts decrease and Long calls decrease may be due to month end expiry. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 24th February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Standalone Position
– Short Futures Position has decreased by 3,653 contracts to 1.05 lakh contracts. FII’s % of total short futures is constant at 100%.
Put Call Parity Position
– Short Futures Position has decreased by 1,00,165 contracts to 4.08 lakh contracts. FII’s % of total short futures is constant at 95%.
Combined
– Short Futures Position has decreased by 1,03,818 contracts to 5.13 lakh contracts. FII’s % of total short futures increased to 99% from 99%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,00,165 contracts to 4.08 lakh contracts. FII’s % of total long put is constant at 95%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 47,268 contracts to 1.22 lakh contracts. FII’s % of total long call increased to 71% from 30%.

February 24, 2023

Analysis: Futures shorts have increased marginally although their % of short future in the market is constant at 100% indicates FII’s are still bearish. Long Puts decrease and Long calls decrease are more or less at same level. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 27th February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 2,910 contracts to 1.08 lakh contracts. FII’s % of total short futures is constant at 100%.
Put Call Parity Position
– Short Futures Position has decreased by 17,799 contracts to 3.91 lakh contracts. FII’s % of total short futures decreased to 89% from 95%.
Combined
– Short Futures Position has decreased by 14,889 contracts to 4.98 lakh contracts. FII’s % of total short futures decreased to 95% from 99%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 17,799 contracts to 3.91 lakh contracts. FII’s % of total long put decreased to 89% from 95%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 15,834 contracts to 1.06 lakh contracts. FII’s % of total long call decreased to 38% from 71%.

February 27, 2023

Analysis: Futures shorts have increased indicates FII’s are still bearish. Long Puts increase is significantly lower than Long calls increase indicates bullishness. Put Call Parity Futures short of FII’s, if unwound, then it may move the market higher.

Likely Market Direction on 28th February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 8,472 contracts to 1.16 lakh contracts. FII’s % of total short futures decreased to 98% from 100%.
Put Call Parity Position
– Short Futures Position has increased by 12,087 contracts to 4.03 lakh contracts. FII’s % of total short futures increased to 94% from 89%.
Combined
– Short Futures Position has increased by 20,559 contracts to 5.19 lakh contracts. FII’s % of total short futures increased to 100% from 95%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 12,087 contracts to 4.03 lakh contracts. FII’s % of total long put increased to 94% from 89%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 83,439 contracts to 1.90 lakh contracts. FII’s % of total long call increased to 90% from 38%.

February 28, 2023

Analysis: Futures shorts have increased indicates FII’s are still bearish. Long Puts increase is higher than Long calls increase indicates bearishness. Put Call Parity Futures short of FII’s, if unwound, then it may move the market higher.

Likely Market Direction on 1st March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 15,534 contracts to 1.32 lakh contracts. FII’s % of total short futures increased to 100% from 98%.
Put Call Parity Position
– Short Futures Position has increased by 16,995 contracts to 4.20 lakh contracts. FII’s % of total short futures is constant at 94%.
Combined
– Short Futures Position has increased by 32,529 contracts to 5.51 lakh contracts. FII’s % of total short futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 16,995 contracts to 4.20 lakh contracts. FII’s % of total long put is constant at 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 2,407 contracts to 1.92 lakh contracts. FII’s % of total long call decreased to 64% from 90%.

January 2, 2023

Analysis: Futures have turned short indicating bearishness, However Long puts have decreased and Long calls have increased slightly indicating bullish trend. Put Call Parity Futures are short, if unwound, then it may move the market higher.

Likely Market Direction on 3rd January 2023 – Gap down and or Red Candle. If Put Call Parity short futures get unwound it will move the market up from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing Short futures positions

Standalone Position
– Short Futures Position has increased by 7,630 contracts to 0.07 lakh contracts. FII’s % of total short futures increased to 9% from 0%.
Put Call Parity Position
– Short Futures Position has decreased by 11,211 contracts to 1.53 lakh contracts. FII’s % of total short futures is constant at 79%.
Combined
– Short Futures Position has decreased by 3,581 contracts to 1.60 lakh contracts. FII’s % of total short futures increased to 64% from 59%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 11,211 contracts to 1.53 lakh contracts. FII’s % of total long puts is constant at 79%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 162 contracts to 0.53 lakh contracts. FII’s % of total long call increased to 78% from 48%.

January 3, 2023

Analysis: Futures short have increased indicating bearishness, However Long calls increase is greater that Long put increase indicating bullish trend. Put Call Parity Futures have turned long, if unwound, then it may move the market lower.

Likely Market Direction on 4th January 2023 – Gap down and or Red Candle. If Put Call Parity long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing Short futures positions and Put Call Parity Futures position has turned short

Standalone Position
– Short Futures Position has increased by 7,407 contracts to 0.14 lakh contracts. FII’s % of total short futures increased to 17% from 9%.
Put Call Parity Position
– Long Futures Position has increased by 2,94,290 contracts to 1.41 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 2,86,883 contracts to 1.27 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 1,817 contracts to 1.55 lakh contracts. FII’s % of total long puts is constant at 79%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 87,909 contracts to 1.41 lakh contracts. FII’s % of total long call increased to 100% from 78%.

January 4, 2023

Analysis: Futures short have increased, Long calls have decreased and Long puts have increased indicating bearishness. Put Call Parity Futures have turned short, if unwound, then it may move the market higher.

Likely Market Direction on 5th January 2023 – Gap down and or Red Candle. If Put Call Parity short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing Short futures positions

Standalone Position
– Short Futures Position has increased by 27,503 contracts to 0.42 lakh contracts. FII’s % of total short futures increased to 47% from 17%.
Put Call Parity Position
– Short Futures Position has increased by 3,79,843 contracts to 2.39 lakh contracts. FII’s % of total short futures increased to 86% from Nil%.
Combined
– Short Futures Position has increased by 4,07,346 contracts to 2.81 lakh contracts. FII’s % of total short futures increased to 77% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 83,736 contracts to 2.39 lakh contracts. FII’s % of total long puts increased to 86% from 79%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 88,167 contracts to 0.53 lakh contracts. FII’s % of total long call decreased to 13% from 100%.

January 5, 2023

Analysis: Futures short have decreased, Long calls have increased and Long puts have decreased indicating pause in bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 6th January 2023 – Gap down and or Red Candle. If Put Call Parity short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing Short futures positions

Standalone Position
– Short Futures Position has decreased by 16,533 contracts to 0.25 lakh contracts. FII’s % of total short futures decreased to 33% from 47%.
Put Call Parity Position
– Short Futures Position has decreased by 48,163 contracts to 1.91 lakh contracts. FII’s % of total short futures decreased to 66% from 86%.
Combined
– Short Futures Position has decreased by 64,696 contracts to 2.16 lakh contracts. FII’s % of total short futures decreased to 59% from 77%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 48,163 contracts to 1.91 lakh contracts. FII’s % of total long puts decreased to 66% from 86%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 66,936 contracts to 1.20 lakh contracts. FII’s % of total long call increased to 100% from 13%.

January 6, 2023

Analysis: Futures short have increased, Long puts increase is greater than Long calls increase indicating bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 9th January 2023 – Gap down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing Short futures positions

Standalone Position
– Short Futures Position has increased by 797 contracts to 0.26 lakh contracts. FII’s % of total short futures decreased to 30% from 33%.
Put Call Parity Position
– Short Futures Position has increased by 1,10,124 contracts to 3.01 lakh contracts. FII’s % of total short futures increased to 75% from 66%.
Combined
– Short Futures Position has increased by 1,10,921 contracts to 3.27 lakh contracts. FII’s % of total short futures increased to 67% from 59%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 1,10,124 contracts to 3.01 lakh contracts. FII’s % of total long puts decreased to 75% from 66%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 17,229 contracts to 1.37 lakh contracts. FII’s % of total long call is constant at 100%.

January 9, 2023

Analysis: Futures short have decreased, Long puts decreased and Long calls have increased indicating pause in bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 10th January 2023 – Gap up and Red Candle or Gap down and Green Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing Short futures positions

Standalone Position
– Short Futures Position has decreased by 23,417 contracts to 0.02 lakh contracts. FII’s % of total short futures decreased to 4% from 30%.
Put Call Parity Position
– Short Futures Position has decreased by 20,909 contracts to 2.80 lakh contracts. FII’s % of total short futures increased to 90% from 75%.
Combined
– Short Futures Position has decreased by 44,326 contracts to 2.82 lakh contracts. FII’s % of total short futures increased to 81% from 67%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 20,909 contracts to 2.80 lakh contracts. FII’s % of total long puts increased to 90% from 75%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 25,279 contracts to 1.62 lakh contracts. FII’s % of total long call is constant at 100%.

January 10, 2023

Analysis: Futures short have increased, Long puts increased and Long calls have decreased indicating bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 11th January 2023 – Gap down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing Short futures positions

Standalone Position
– Short Futures Position has increased by 26,384 contracts to 0.29 lakh contracts. FII’s % of total short futures increased to 34% from 4%.
Put Call Parity Position
– Short Futures Position has increased by 57,783 contracts to 3.38 lakh contracts. FII’s % of total short futures increased to 91% from 90%.
Combined
– Short Futures Position has increased by 84,167 contracts to 3.67 lakh contracts. FII’s % of total short futures decreased to 80% from 81%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 57,783 contracts to 3.38 lakh contracts. FII’s % of total long puts increased to 91% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 39,244 contracts to 1.23 lakh contracts. FII’s % of total long call decreased to 42% from 100%.

January 11, 2023

Analysis: Futures short have increased indicates bearishness. There is decrease in Long puts and Long calls have increased indicating pause in bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 12th January 2023 – Gap down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing Short futures positions

Standalone Position
– Short Futures Position has increased by 1,883 contracts to 0.31 lakh contracts. FII’s % of total short futures is constant at 34%.
Put Call Parity Position
– Short Futures Position has decreased by 18,674 contracts to 3.19 lakh contracts. FII’s % of total short futures increased to 92% from 91%.
Combined
– Short Futures Position has decreased by 16,791 contracts to 3.50 lakh contracts. FII’s % of total short futures increased to 85% from 80%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 18,674 contracts to 3.19 lakh contracts. FII’s % of total long puts increased to 92% from 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has increased by 11,183 contracts to 1.34 lakh contracts. FII’s % of total long call increased to 52% from 42%.

January 12, 2023

Analysis: Futures short have increased indicates bearishness. There is decrease in Long puts and Long calls have increased indicating pause in bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 13th January 2023 – Gap down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing Short futures positions

Standalone Position
– Short Futures Position has increased by 5,747 contracts to 0.36 lakh contracts. FII’s % of total short futures increased to 39% from 34%.
Put Call Parity Position
– Short Futures Position has decreased by 61,136 contracts to 2.58 lakh contracts. FII’s % of total short futures decreased to 81% from 92%.
Combined
– Short Futures Position has decreased by 55,389 contracts to 2.94 lakh contracts. FII’s % of total short futures decreased to 72% from 85%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 61,136 contracts to 2.58 lakh contracts. FII’s % of total long puts decreased to 81% from 92%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 4,022 contracts to 1.38 lakh contracts. FII’s % of total long call increased to 100% from 52%.

January 13, 2023

Analysis: Futures short have decreased, Long puts decreased and Long calls have increased indicating pause in bearishness. Put Call Parity Futures have turned long, if unwound, then it may move the market lower.

Likely Market Direction on 16th January 2023 – Gap down and Green Candle or Gap up and Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing Short futures positions and Put Call Parity Futures has turned long

Standalone Position
– Short Futures Position has decreased by 16,397 contracts to 0.20 lakh contracts. FII’s % of total short futures decreased to 24% from 39%.
Put Call Parity Position
– Long Futures Position has increased by 4,22,893 contracts to 1.65 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 4,39,290 contracts to 1.45 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 22,582 contracts to 2.35 lakh contracts. FII’s % of total long puts increased to 89% from 81%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 26,787 contracts to 1.65 lakh contracts. FII’s % of total long call is constant at 100%.

January 16, 2023

Analysis: Futures short have increased, Long puts increased and Long calls have decreased indicating bearishness. Put Call Parity Futures have turned short, if unwound, then it may move the market higher.

Likely Market Direction on 17th January 2023 – Gap down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing Short futures positions

Standalone Position
– Short Futures Position has increased by 12,628 contracts to 0.33 lakh contracts. FII’s % of total short futures increased to 38% from 24%.
Put Call Parity Position
– Short Futures Position has increased by 4,67,847 contracts to 3.03 lakh contracts. FII’s % of total short futures increased to 91% from Nil%.
Combined
– Short Futures Position has increased by 4,80,475 contracts to 3.36 lakh contracts. FII’s % of total short futures increased to 85% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 67,536 contracts to 3.03 lakh contracts. FII’s % of total long puts increased to 91% from 89%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 1,02,576 contracts to 0.62 lakh contracts. FII’s % of total long call decreased to 20% from 100%.

January 17, 2023

Analysis: Futures short have decreased, Long puts decreased and Long calls have increased indicating pause in bearishness. Put Call Parity Futures have turned long, if unwound, then it may move the market lower.

Likely Market Direction on 18th January 2023 – Gap down and Green Candle or Gap Up and Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing Short futures positions and Put Call Parity Futures have turned Long

Standalone Position
– Short Futures Position has decreased by 16,151 contracts to 0.17 lakh contracts. FII’s % of total short futures decreased to 22% from 38%.
Put Call Parity Position
– Long Futures Position has increased by 4,28,565 contracts to 1.26 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 4,44,716 contracts to 1.09 lakh contracts. FII’s % of total long futures increased to 99% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 36,031 contracts to 2.67 lakh contracts. FII’s % of total long puts decreased to 90% from 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 63,294 contracts to 1.26 lakh contracts. FII’s % of total long call increased to 100% from 20%.

January 18, 2023

Analysis: Futures have turned long, Long puts decreased and Long calls have increased indicating bullishness. Put Call Parity Futures long, if unwound, then it may move the market lower.

Likely Market Direction on 19th January 2023 – Gap up and or Green Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing Long futures positions

Standalone Position
– Long Futures Position has increased by 19,958 contracts to 0.03 lakh contracts. FII’s % of total long futures increased to 5% from Nil%.
Put Call Parity Position
– Long Futures Position has increased by 46,925 contracts to 1.73 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 66,883 contracts to 1.76 lakh contracts. FII’s % of total long futures increased to 100% from 99%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,10,239 contracts to 1.57 lakh contracts. FII’s % of total long puts decreased to 47% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 46,925 contracts to 1.73 lakh contracts. FII’s % of total long call is constant at 100%.

January 19, 2023

Analysis: Futures have turned short, Long puts increased and Long calls have decreased indicating bearishness. Put Call Parity Futures long, if unwound, then it may move the market lower.

Likely Market Direction on 20th January 2023 – Gap up and Red Candle or Gap Down and Green Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures positions has turned short and Put Call Parity Futures is long

Standalone Position
– Short Futures Position has increased by 4,550 contracts to 0.01 lakh contracts. FII’s % of total short futures increased to 2% from Nil%.
Put Call Parity Position
– Long Futures Position has decreased by 89,660 contracts to 0.83 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has decreased by 94,210 contracts to 0.82 lakh contracts. FII’s % of total long futures decreased to 82% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 80,689 contracts to 2.37 lakh contracts. FII’s % of total long puts increased to 88% from 47%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 89,660 contracts to 0.83 lakh contracts. FII’s % of total long call is constant at 100%.

January 20, 2023

Analysis: Futures have turned long indicating bullish ness. Long puts increase and Long call increase are more or less equal indicating indecision in market. Put Call Parity Futures have turned short, if unwound, then it may move the market higher.

Likely Market Direction on 23rd January 2023 – Gap up and Red Candle or Gap Down and Green Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Futures positions has turned long and Put Call Parity Futures has turned short

Standalone Position
– Long Futures Position has increased by 9,749 contracts to 0.09 lakh contracts. FII’s % of total long futures increased to 12% from Nil%.
Put Call Parity Position
– Short Futures Position has increased by 3,91,430 contracts to 3.08 lakh contracts. FII’s % of total short futures increased to 91% from Nil%.
Combined
– Short Futures Position has increased by 3,81,681 contracts to 3.00 lakh contracts. FII’s % of total short futures increased to 78% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 71,181 contracts to 3.08 lakh contracts. FII’s % of total long put increased to 91% from 88%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 62,498 contracts to 1.45 lakh contracts. FII’s % of total long call is constant at 100%.

January 23, 2023

Analysis: Futures long have increased and Long call increase is significantly greater than Long put increase indicating bullishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 24th January 2023 – Gap up and or Green Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Futures long increased and Put Call Parity Futures short increased

Standalone Position
– Long Futures Position has increased by 9,136 contracts to 0.18 lakh contracts. FII’s % of total long futures increased to 23% from 12%.
Put Call Parity Position
– Short Futures Position has increased by 3,134 contracts to 3.12 lakh contracts. FII’s % of total short futures is constant at 91%.
Combined
– Short Futures Position has decreased by 6,002 contracts to 2.94 lakh contracts. FII’s % of total short futures increased to 80% from 78%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 3,134 contracts to 3.12 lakh contracts. FII’s % of total long put is constant at 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 65,440 contracts to 2.11 lakh contracts. FII’s % of total long call is constant at 100%.

January 24, 2023

Analysis: Futures long have increased indicates bullishness. However Long put increase is significantly greater than Long call increase indicating bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 25th January 2023 – Gap up and Red Candle or Gap Down and Green Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Futures long increased and Put Call Parity Futures short increased

Standalone Position
– Long Futures Position has increased by 5,748 contracts to 0.24 lakh contracts. FII’s % of total long futures increased to 31% from 23%.
Put Call Parity Position
– Short Futures Position has increased by 67,837 contracts to 3.79 lakh contracts. FII’s % of total short futures increased to 92% from 91%.
Combined
– Short Futures Position has increased by 62,089 contracts to 3.56 lakh contracts. FII’s % of total short futures increased to 83% from 80%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 67,837 contracts to 3.79 lakh contracts. FII’s % of total long put increased to 92% from 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 26,428 contracts to 2.37 lakh contracts. FII’s % of total long call is constant at 100%.

January 25, 2023

Analysis: Futures have turned short indicates bearishness. Significant Decrease in Long put and Long call may be due to month end expiry. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 27th January 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures have turned short and Put Call Parity Futures short decreased

Standalone Position
– Short Futures Position has increased by 47,570 contracts to 0.24 lakh contracts. FII’s % of total short futures increased to 33% from Nil%.
Put Call Parity Position
– Short Futures Position has decreased by 58,838 contracts to 3.21 lakh contracts. FII’s % of total short futures decreased to 86% from 92%.
Combined
– Short Futures Position has decreased by 11,268 contracts to 3.45 lakh contracts. FII’s % of total short futures decreased to 78% from 83%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 58,838 contracts to 3.21 lakh contracts. FII’s % of total long put decreased to 86% from 92%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 86,704 contracts to 1.51 lakh contracts. FII’s % of total long call decrease to 97% from 100%.

January 27, 2023

Analysis: Futures shorts and Long Puts have increased and Long calls have decreased indicates bearishness. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 30th January 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 34,559 contracts to 0.59 lakh contracts. FII’s % of total short futures increased to 61% from 33%.
Put Call Parity Position
– Short Futures Position has increased by 56,757 contracts to 3.77 lakh contracts. FII’s % of total short futures increased to 89% from 86%.
Combined
– Short Futures Position has increased by 91,316 contracts to 4.36 lakh contracts. FII’s % of total short futures increased to 83% from 78%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 56,757 contracts to 3.77 lakh contracts. FII’s % of total long put increased to 89% from 86%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 655 contracts to 1.50 lakh contracts. FII’s % of total long call decreased to 52% from 97%.

January 30, 2023

Analysis: Futures shorts have increased indicating bearishness. Long Puts have increased as well as Long calls have also increased indicates uncertainty. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 31st January 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 17,015 contracts to 0.76 lakh contracts. FII’s % of total short futures increased to 73% from 61%.
Put Call Parity Position
– Short Futures Position has increased by 22,304 contracts to 4.00 lakh contracts. FII’s % of total short futures increased to 93% from 89%.
Combined
– Short Futures Position has decreased by 39,319 contracts to 4.75 lakh contracts. FII’s % of total short futures increased to 95% from 89%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 22,304 contracts to 4.00 lakh contracts. FII’s % of total long put increased to 93% from 89%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 51,963 contracts to 2.02 lakh contracts. FII’s % of total long call increased to 63% from 52%.

January 31, 2023

Analysis: Futures shorts have increased indicating bearishness. Long Puts have decreased and Long calls have increased indicates bullishness. Bullishness in Options market indicates short covering was used to build short position in futures market. Put Call Parity Futures short, if unwound, then it may move the market higher.

Likely Market Direction on 1st February 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Standalone Position
– Short Futures Position has increased by 17,993 contracts to 0.94 lakh contracts. FII’s % of total short futures increased to 74% from 73%.
Put Call Parity Position
– Short Futures Position has decreased by 23,271 contracts to 3.76 lakh contracts. FII’s % of total short futures is constant at 93%.
Combined
– Short Futures Position has decreased by 5,278 contracts to 4.70 lakh contracts. FII’s % of total short futures increased to 99% from 95%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 23,271 contracts to 3.76 lakh contracts. FII’s % of total long put is constant at 93%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 24,290 contracts to 2.26 lakh contracts. FII’s % of total long call increased to 85% from 63%.

December 1, 2022

Analysis: Long futures have decreased, Long calls have decreased and Long Puts have increased indicates weakness in bullish trend. Put Call Parity Futures longs if unwound then it may move the market lower.

Likely Market Direction on 2nd December 2022 – Gap up and Red Candle or Gap Down and Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions

Standalone Position
– Long Futures Position has decreased by 5,722 contracts to 0.97 lakh contracts. FII’s % of total long futures is constant at 100%.
Put Call Parity Position
– Long Futures Position has decreased by 72,890 contracts to 1.98 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has decreased by 78,612 contracts to 2.95 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 54,391 contracts to 1.64 lakh contracts. FII’s % of total long puts increased to 79% from 36%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 72,890 contracts to 1.98 lakh contracts. FII’s % of total long call is constant at 100%.

December 2, 2022

Analysis: Long futures have decreased, Long calls have decreased and Long Puts have increased indicates weakness in bullish trend. Put Call Parity Futures have turned short, if unwound then it may move the market higher.

Likely Market Direction on 5th December 2022 – Gap up and Red Candle or Gap Down and Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures has turned short

Standalone Position
– Long Futures Position has decreased by 41,038 contracts to 0.56 lakh contracts. FII’s % of total long futures decreased to 83% from 100%.
Put Call Parity Position
– Short Futures Position has increased by 4,16,737 contracts to 2.19 lakh contracts. FII’s % of total short futures increased to 83% from Nil%.
Combined
– Short Futures Position has increased by 4,57,775 contracts to 1.63 lakh contracts. FII’s % of total short futures increased to 61% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 55,407 contracts to 2.19 lakh contracts. FII’s % of total long puts increased to 83% from 79%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 72,765 contracts to 1.25 lakh contracts. FII’s % of total long call decreased to 92% from 100%.

December 5, 2022

Analysis: Long futures have increased, Long calls have increased and Long Puts have decreased indicates resumption of bullish trend. Put Call Parity Futures are short, if unwound then it may move the market higher.

Likely Market Direction on 6th December 2022 – Gap up and Red Candle or Gap Down and Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions and Put Call Parity Futures short have decreased

Standalone Position
– Long Futures Position has increased by 1,336 contracts to 0.57 lakh contracts. FII’s % of total long futures decreased to 77% from 83%.
Put Call Parity Position
– Short Futures Position has decreased by 10,335 contracts to 2.09 lakh contracts. FII’s % of total short futures decreased to 82% from 83%.
Combined
– Short Futures Position has decreased by 11,671 contracts to 1.51 lakh contracts. FII’s % of total short futures decreased to 60% from 61%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 10,335 contracts to 2.09 lakh contracts. FII’s % of total long puts decreased to 82% from 83%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 42,851 contracts to 1.68 lakh contracts. FII’s % of total long call increased to 100% from 92%.

December 6, 2022

Analysis: Long futures have decreased, Long calls have decreased and Long Puts have increased indicates pressureon bullish trend. Put Call Parity Futures are short, if unwound then it may move the market higher.

Likely Market Direction on 7th December 2022 – Gap up and Red Candle or Gap Down and Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures short have increased

Standalone Position
– Long Futures Position has decreased by 15,461 contracts to 0.42 lakh contracts. FII’s % of total long futures decreased to 70% from 77%.
Put Call Parity Position
– Short Futures Position has increased by 47,781 contracts to 2.56 lakh contracts. FII’s % of total short futures increased to 85% from 82%.
Combined
– Short Futures Position has increased by 63,242 contracts to 2.15 lakh contracts. FII’s % of total short futures increased to 69% from 60%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 47,781 contracts to 2.56 lakh contracts. FII’s % of total long puts increased to 85% from 82%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 18,871 contracts to 1.49 lakh contracts. FII’s % of total long call is constant at 100%.

December 7, 2022

Analysis: Long futures have decreased, Long calls have decreased and Long Puts have increased indicates pressure on bullish trend. Put Call Parity Futures are short, if unwound then it may move the market higher.

Likely Market Direction on 8th December 2022 – Gap up and Red Candle or Gap Down and Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures short have increased

Standalone Position
– Long Futures Position has decreased by 12,533 contracts to 0.29 lakh contracts. FII’s % of total long futures decreased to 57% from 70%.
Put Call Parity Position
– Short Futures Position has increased by 9,165 contracts to 2.66 lakh contracts. FII’s % of total short futures is constant at 85%.
Combined
– Short Futures Position has increased by 21,698 contracts to 2.36 lakh contracts. FII’s % of total short futures increased to 72% from 69%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 9,165 contracts to 2.66 lakh contracts. FII’s % of total long puts is constant at 85%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 22,659 contracts to 1.26 lakh contracts. FII’s % of total long call decreased to 47% from 100%.

December 8, 2022

Analysis: Long futures have increased, Long calls have increased and Long Puts have decreased indicates resumption of bullish trend. Put Call Parity Futures have turned long, if unwound then it may move the market lower.

Likely Market Direction on 9th December 2022 – Gap up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions and Put Call Parity Futures have turned long

Standalone Position
– Long Futures Position has increased by 7,171 contracts to 0.36 lakh contracts. FII’s % of total long futures decreased to 55% from 57%.
Put Call Parity Position
– Long Futures Position has increased by 4,65,075 contracts to 1.99 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 4,72,246 contracts to 2.36 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 74,931 contracts to 1.91 lakh contracts. FII’s % of total long puts decreased to 80% from 85%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 73,171 contracts to 1.99 lakh contracts. FII’s % of total long call increased to 100% from 47%.

December 9, 2022

Analysis: Long futures have decreased, Long calls have decreased and Long Puts have increased indicates pressure on bullish trend. Put Call Parity Futures have turned short, if unwound then it may move the market higher.

Likely Market Direction on 12th December 2022 – Gap up and Red candle or Gap down and Green candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures have turned short

Standalone Position
– Long Futures Position has decreased by 9,881 contracts to 0.27 lakh contracts. FII’s % of total long futures decreased to 45% from 55%.
Put Call Parity Position
– Short Futures Position has increased by 4,81,145 contracts to 2.82 lakh contracts. FII’s % of total short futures increased to 82% from Nil%.
Combined
– Short Futures Position has increased by 4,91,026 contracts to 2.55 lakh contracts. FII’s % of total short futures increased to 68% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 91,001 contracts to 2.82 lakh contracts. FII’s % of total long puts increased to 82% from 80%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 62,001 contracts to 1.37 lakh contracts. FII’s % of total long call decreased to 85% from 100%.

December 12, 2022

Analysis: Long futures have increased, Long calls have increased and Long Puts have decreased indicates bullish trend is likely to resume. Put Call Parity Futures shorts, if unwound then it may move the market higher.

Likely Market Direction on 13th December 2022 – Gap up and Red candle or Gap down and Green candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions and Put Call Parity Futures shorts have decreased

Standalone Position
– Long Futures Position has increased by 6,064 contracts to 0.33 lakh contracts. FII’s % of total long futures increased to 49% from 45%.
Put Call Parity Position
– Short Futures Position has decreased by 27,457 contracts to 2.54 lakh contracts. FII’s % of total short futures increased to 84% from 82%.
Combined
– Short Futures Position has decreased by 33,521 contracts to 2.22 lakh contracts. FII’s % of total short futures increased to 71% from 68%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 27,457 contracts to 2.54 lakh contracts. FII’s % of total long puts increased to 84% from 82%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 82,893 contracts to 2.20 lakh contracts. FII’s % of total long call increased to 100% from 85%.

December 13, 2022

Analysis: Long futures have increased, Long calls have increased and Long Puts have decreased indicates bullish trend is likely to resume. Put Call Parity Futures have turned long, if unwound then it may move the market lower.

Likely Market Direction on 14th December 2022 – Gap up and or Green candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions and Put Call Parity Futures have turned long

Standalone Position
– Long Futures Position has increased by 5,447 contracts to 0.38 lakh contracts. FII’s % of total long futures increased to 54% from 49%.
Put Call Parity Position
– Long Futures Position has increased by 4,98,952 contracts to 2.45 lakh contracts. FII’s % of total long futures increased to 83% from Nil%.
Combined
– Long Futures Position has increased by 5,04,399 contracts to 2.83 lakh contracts. FII’s % of total long futures increased to 94% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 48,504 contracts to 2.06 lakh contracts. FII’s % of total long puts decreased to 81% from 84%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 24,372 contracts to 2.45 lakh contracts. FII’s % of total long call decreased to 83% from 100%.

December 14, 2022

Analysis: Long futures have decreased, Long calls have decreased and Long Puts have increased indicates some pressure on bullish trend. Put Call Parity Futures long if unwound, then it may move the market lower.

Likely Market Direction on 15th December 2022 – Gap up and or Green candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions

Standalone Position
– Long Futures Position has decreased by 5,611 contracts to 0.32 lakh contracts. FII’s % of total long futures decreased to 52% from 54%.
Put Call Parity Position
– Long Futures Position has decreased by 66,390 contracts to 1.78 lakh contracts. FII’s % of total long futures increased to 100% from 83%.
Combined
– Long Futures Position has decreased by 72,001 contracts to 2.11 lakh contracts. FII’s % of total long futures increased to 100% from 94%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 24,898 contracts to 2.31 lakh contracts. FII’s % of total long puts increased to 83% from 81%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 66,390 contracts to 1.78 lakh contracts. FII’s % of total long call increased to 100% from 83%.

December 15, 2022

Analysis: Long futures have decreased, Long calls have decreased and Long Puts have increased indicates some pressure on bullish trend. Put Call Parity Futures short if unwound, then it may move the market higher.

Likely Market Direction on 16th December 2022 – Gap up and Red Candle and or Gap Down and Green candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures have turned short

Standalone Position
– Long Futures Position has decreased by 19,841 contracts to 0.13 lakh contracts. FII’s % of total long futures decreased to 23% from 52%.
Put Call Parity Position
– Short Futures Position has increased by 4,26,437 contracts to 2.48 lakh contracts. FII’s % of total short futures increased to 83% from Nil%.
Combined
– Short Futures Position has increased by 4,46,278 contracts to 2.36 lakh contracts. FII’s % of total short futures increased to 70% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 17,481 contracts to 2.48 lakh contracts. FII’s % of total long puts is constant at 83%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 59,133 contracts to 1.19 lakh contracts. FII’s % of total long call decreased to 69% from 100%.

December 16, 2022

Analysis: Long futures have increased, Long calls have increased and Long Puts have also increased indicates indecision in the market. Put Call Parity Futures short if unwound, then it may move the market higher.

Likely Market Direction on 19th December 2022 – Gap up and Red Candle and or Gap Down and Green candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions and Put Call Parity Futures shorts have also increased

Standalone Position
– Long Futures Position has increased by 4,538 contracts to 0.17 lakh contracts. FII’s % of total long futures increased to 27% from 23%.
Put Call Parity Position
– Short Futures Position has increased by 6,894 contracts to 2.55 lakh contracts. FII’s % of total short futures decreased to 80% from 83%.
Combined
– Short Futures Position has increased by 2,356 contracts to 2.38 lakh contracts. FII’s % of total short futures decreased to 65% from 70%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 6,894 contracts to 2.55 lakh contracts. FII’s % of total long puts decreased to 80% from 83%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 12,884 contracts to 1.32 lakh contracts. FII’s % of total long call decreased to 57% from 69%.

December 19, 2022

Analysis: Long futures have increased, Long calls have increased and Long Puts have decreased indicates indecision in the market. Put Call Parity Futures short if unwound, then it may move the market higher.

Likely Market Direction on 20th December 2022 – Gap up and Red Candle and or Gap Down and Green candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions and Put Call Parity Futures shorts have decreased

Standalone Position
– Long Futures Position has increased by 11,483 contracts to 0.29 lakh contracts. FII’s % of total long futures increased to 41% from 27%.
Put Call Parity Position
– Short Futures Position has decreased by 24,198 contracts to 2.31 lakh contracts. FII’s % of total short futures increased to 83% from 80%.
Combined
– Short Futures Position has decreased by 35,681 contracts to 2.02 lakh contracts. FII’s % of total short futures increased to 70% from 65%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 24,198 contracts to 2.31 lakh contracts. FII’s % of total long puts increased to 83% from 80%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 67,621 contracts to 2.00 lakh contracts. FII’s % of total long call increased to 100% from 57%.

December 20, 2022

Analysis: Futures position has turned short, Long calls have decreased and Long Puts have increased indicates pressure on bullish trend. Put Call Parity Futures short if unwound, then it may move the market higher.

Likely Market Direction on 21st December 2022 – Gap down and or Red Candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 30,520 contracts to 0.02 lakh contracts. FII’s % of total short futures increased to 3% from Nil%.
Put Call Parity Position
– Short Futures Position has increased by 36,501 contracts to 2.67 lakh contracts. FII’s % of total short futures increased to 86% from 83%.
Combined
– Short Futures Position has increased by 67,021 contracts to 2.69 lakh contracts. FII’s % of total short futures increased to 76% from 70%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 36,501 contracts to 2.67 lakh contracts. FII’s % of total long puts increased to 86% from 83%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 34,698 contracts to 1.65 lakh contracts. FII’s % of total long call is constant at 100%.

December 21, 2022

Analysis: Futures short position has increased, Long calls have decreased and Long Puts have increased indicates bearish trend. Put Call Parity Futures short if unwound, then it may move the market higher.

Likely Market Direction on 22nd December 2022 – Gap down and or Red Candle unless Put Call Parity short futures get unwound it will move the market up from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 5,529 contracts to 0.07 lakh contracts. FII’s % of total short futures increased to 12% from 3%.
Put Call Parity Position
– Short Futures Position has increased by 47,656 contracts to 3.15 lakh contracts. FII’s % of total short futures increased to 88% from 86%.
Combined
– Short Futures Position has increased by 53,185 contracts to 3.22 lakh contracts. FII’s % of total short futures increased to 79% from 76%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 47,656 contracts to 3.15 lakh contracts. FII’s % of total long puts increased to 88% from 86%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 22,199 contracts to 1.43 lakh contracts. FII’s % of total long call decreased to 36% from 100%.

December 22, 2022

Analysis: Futures short position has increased however Long calls have increased and Long Puts have decreased gives conflicting signals. Put Call Parity Futures short if unwound, then it may move the market higher.

Likely Market Direction on 23rd December 2022 – Gap down and or Red Candle unless Put Call Parity short futures get unwound it will move the market up from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions and Put Call Parity Futures shorts have deecreased

Standalone Position
– Short Futures Position has increased by 6,263 contracts to 0.14 lakh contracts. FII’s % of total short futures increased to 16% from 12%.
Put Call Parity Position
– Short Futures Position has decreased by 42,921 contracts to 2.72 lakh contracts. FII’s % of total short futures decreased to 86% from 88%.
Combined
– Short Futures Position has decreased by 36,658 contracts to 2.86 lakh contracts. FII’s % of total short futures decreased to 77% from 79%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 42,921 contracts to 2.72 lakh contracts. FII’s % of total long puts decreased to 86% from 88%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 44,971 contracts to 1.88 lakh contracts. FII’s % of total long call increased to 100% from 36%.

December 23, 2022

Analysis: Futures short position has increased and Long puts increase is higher than Long calls increase indicating bearishness. Put Call Parity Futures short if unwound, then it may move the market higher.

Likely Market Direction on 26th December 2022 – Gap down and or Red Candle unless Put Call Parity short futures get unwound it will move the market up from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 6,582 contracts to 0.20 lakh contracts. FII’s % of total short futures increased to 24% from 16%.
Put Call Parity Position
– Short Futures Position has increased by 49,708 contracts to 3.22 lakh contracts. FII’s % of total short futures increased to 89% from 86%.
Combined
– Short Futures Position has increased by 56,290 contracts to 3.42 lakh contracts. FII’s % of total short futures increased to 84% from 77%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 49,708 contracts to 3.22 lakh contracts. FII’s % of total long puts increased to 89% from 86%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 12,467 contracts to 2.00 lakh contracts. FII’s % of total long call decreased to 83% from 100%.

December 26, 2022

Analysis: Futures short position has decreased and Long puts decrease is higher than Long calls decrease indicating pause in bearishness. Put Call Parity Futures have turned long if unwound, then it may move the market lower.

Likely Market Direction on 27th December 2022 – Gap down and Green Candle or Gap up and Red Candle. If Put Call Parity long futures get unwound it will move the market down from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and Put Call Parity Futures have turned long

Standalone Position
– Short Futures Position has decreased by 9,947 contracts to 0.10 lakh contracts. FII’s % of total short futures decreased to 12% from 24%.
Put Call Parity Position
– Long Futures Position has increased by 5,10,682 contracts to 1.89 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 5,20,629 contracts to 1.79 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,01,415 contracts to 2.20 lakh contracts. FII’s % of total long puts decreased to 84% from 89%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 11,308 contracts to 1.89 lakh contracts. FII’s % of total long call increased to 100% from 83%.

December 27, 2022

Analysis: Futures short position has decreased and Long puts decrease is higher than Long calls indicating uncertainty. Put Call Parity Futures long if unwound, then it may move the market lower.

Likely Market Direction on 28th December 2022 – Gap up and or Green Candle. If Put Call Parity long futures get unwound it will move the market down from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and Put Call Parity Futures are long

Standalone Position
– Short Futures Position has decreased by 1,457 contracts to 0.09 lakh contracts. FII’s % of total short futures decreased to 10% from 12%.
Put Call Parity Position
– Long Futures Position has decreased by 11,644 contracts to 1.77 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has decreased by 10,187 contracts to 1.68 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 25,711 contracts to 1.95 lakh contracts. FII’s % of total long puts decreased to 76% from 84%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 11,644 contracts to 1.77 lakh contracts. FII’s % of total long call is constant at 100%.

December 28, 2022

Analysis: Futures short position has decreased and Long puts have decreased and Long calls have increased indicating bullishness. Put Call Parity Futures long if unwound, then it may move the market lower.

Likely Market Direction on 29th December 2022 – Gap up and or Green Candle. If Put Call Parity long futures get unwound it will move the market down from open price.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and Put Call Parity Futures long have increased

Standalone Position
– Short Futures Position has decreased by 3,425 contracts to 0.05 lakh contracts. FII’s % of total short futures decreased to 7% from 10%.
Put Call Parity Position
– Long Futures Position has increased by 1,231 contracts to 1.79 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 4,656 contracts to 1.73 lakh contracts. FII’s % of total long futures decreased to 90% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 6,419 contracts to 1.88 lakh contracts. FII’s % of total long puts decreased to 74% from 76%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 1,231 contracts to 1.79 lakh contracts. FII’s % of total long call is constant at 100%.

December 29, 2022

Analysis: Futures have turned long and decrease in Long puts is greater than decrease in Long calls indicating bullishness. Put Call Parity Futures long if unwound, then it may move the market lower.

Likely Market Direction on 30th December 2022 – Gap up and or Green Candle. If Put Call Parity long futures get unwound it will move the market down from open price.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 20,015 contracts to 0.15 lakh contracts. FII’s % of total long futures increased to 21% from Nil%.
Put Call Parity Position
– Long Futures Position has decreased by 76,535 contracts to 1.02 lakh contracts. FII’s % of total long futures decreased to 89% from 100%.
Combined
– Long Futures Position has decreased by 56,520 contracts to 1.17 lakh contracts. FII’s % of total long futures increased to 100% from 90%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,12,907 contracts to 0.75 lakh contracts. FII’s % of total long puts decreased to 68% from 74%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 76,535 contracts to 1.02 lakh contracts. FII’s % of total long call decreased to 89% from 100%.

December 30, 2022

Analysis: Futures longs have decreased, Long puts have increased and Long calls have decreased indicating pause in bullish trend. Put Call Parity Futures have turned short, if unwound, then it may move the market higher.

Likely Market Direction on 2nd January 2023 – Gap down and or Red Candle. If Put Call Parity short futures get unwound it will move the market up from open price.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures have turned short

Standalone Position
– Long Futures Position has decreased by 13,619 contracts to 0.01 lakh contracts. FII’s % of total long futures decreased to 1% from 21%.
Put Call Parity Position
– Short Futures Position has increased by 2,66,550 contracts to 1.65 lakh contracts. FII’s % of total short futures increased to 79% from Nil%.
Combined
– Short Futures Position has increased by 2,80,169 contracts to 1.64 lakh contracts. FII’s % of total short futures increased to 59% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 89,268 contracts to 1.65 lakh contracts. FII’s % of total long puts increased to 79% from 68%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 49,120 contracts to 0.53 lakh contracts. FII’s % of total long call decreased to 48% from 89%.

November 1, 2022

Analysis: Long futures have increased, long call increase is greater than long put increase indicates bullish trend will continue. Put Call Parity Long Futures position if unwound may move the market lower.

Likely Market Direction on 2nd November 2022 – Gap Up and or Green Candle

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 11,377 contracts to 0.45 lakh contracts. FII’s % of total long futures increased to 52% from 37%.
Put Call Parity Position
– Long Futures Position has increased by 77,591 contracts to 2.44 lakh contracts. FII’s % of total long futures is increased to 100% from 69%.
Combined
– Long Futures Position has increased by 88,968 contracts to 2.89 lakh contracts. FII’s % of total long futures increased to 100% from 80%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 50,676 contracts to 2.44 lakh contracts. FII’s % of total long puts increased to 89% from 88%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 77,591 contracts to 2.44 lakh contracts. FII’s % of total long call increased to 100% from 69%.

November 2, 2022

Analysis: Long futures have decreased, long call decreased and long put increased indicates bullish trend is under pressure. Put Call Parity Long Futures position is short if unwound may move the market higher.

Likely Market Direction on 3rd November 2022 – Gap Up and Red Candle or Gap Down and Green Candle

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures Position has turned short

Standalone Position
– Long Futures Position has decreased by 7,049 contracts to 0.38 lakh contracts. FII’s % of total long futures decreased to 46% from 52%.
Put Call Parity Position
– Short Futures Position has increased by 5,25,777 contracts to 2.82 lakh contracts. FII’s % of total short futures is increased to 91% from Nil%.
Combined
– Short Futures Position has increased by 5,32,826 contracts to 2.44 lakh contracts. FII’s % of total short futures increased to 71% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 37,728 contracts to 2.82 lakh contracts. FII’s % of total long puts increased to 91% from 89%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 12,370 contracts to 2.31 lakh contracts. FII’s % of total long call is constant at 100%.

November 3, 2022

Analysis: Long futures have decreased, indicates bearishness but Put call Parity futures have turned long and hence data is sending mixed signals. Unwinding of Put Call Parity Futures long may move the market lower. Long call decrease and long put decrease may be due to expiry.

Likely Market Direction on 4th November 2022 – Gap Up and or Green Candle

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures Position has turned long

Standalone Position
– Long Futures Position has decreased by 11,358 contracts to 0.27 lakh contracts. FII’s % of total long futures decreased to 34% from 46%.
Put Call Parity Position
– Long Futures Position has increased by 4,64,416 contracts to 1.82 lakh contracts. FII’s % of total long futures is increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 4,53,058 contracts to 2.09 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 65,726 contracts to 2.16 lakh contracts. FII’s % of total long puts decreased to 86% from 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 48,991 contracts to 1.82 lakh contracts. FII’s % of total long call is constant at 100%.

November 4, 2022

Analysis: Long futures have decreased, indicates bearishness but Put call Parity futures long has increased and hence data is sending mixed signals. Unwinding of Put Call Parity Futures long may move the market lower. Long call Increase is greater than long put increase which is again bullish.

Likely Market Direction on 7th November 2022 – Gap Up and or Green Candle

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures Position long has increased

Standalone Position
– Long Futures Position has decreased by 1,964 contracts to 0.25 lakh contracts. FII’s % of total long futures decreased to 28% from 34%.
Put Call Parity Position
– Long Futures Position has increased by 54,080 contracts to 2.37 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 52,116 contracts to 2.61 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 39,803 contracts to 2.56 lakh contracts. FII’s % of total long puts increased to 88% from 86%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 54,080 contracts to 2.37 lakh contracts. FII’s % of total long call is constant at 100%.

November 7, 2022

Analysis: Long futures have decreased. Unwinding of Put Call Parity Futures long may move the market lower.

Likely Market Direction on 9th November 2022 – Gap Up and Red Candle or Gap Down and Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions

Standalone Position
– Long Futures Position has decreased by 1,597 contracts to 0.23 lakh contracts. FII’s % of total long futures decreased to 27% from 28%.
Put Call Parity Position
– Long Futures Position has decreased by 3,348 contracts to 2.33 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has decreased by 4,945 contracts to 2.56 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 2,210 contracts to 2.54 lakh contracts. FII’s % of total long puts is constant at 88%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 3,348 contracts to 2.33 lakh contracts. FII’s % of total long call is constant at 100%.

November 9, 2022

Analysis: Long futures have increased however Put call parity futures position has turned short. There is massive increase in long puts and log calls have declined indicating bearishness. Unwinding of Put Call Parity Futures short may move the market higher.

Likely Market Direction on 10th November 2022 – Gap Up and Red Candle or Gap Down and Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions and Put Call Parity Futures Positions has turned short

Standalone Position
– Long Futures Position has increased by 4,212 contracts to 0.27 lakh contracts. FII’s % of total long futures increased to 31% from 27%.
Put Call Parity Position
– Short Futures Position has increased by 5,49,907 contracts to 3.17 lakh contracts. FII’s % of total short futures increased to 90% from Nil%.
Combined
– Short Futures Position has increased by 5,45,695 contracts to 2.89 lakh contracts. FII’s % of total short futures increased to 73% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 62,892 contracts to 3.17 lakh contracts. FII’s % of total long puts increased to 90% from 88%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 19,070 contracts to 2.14 lakh contracts. FII’s % of total long call is constant at 100%.

November 10, 2022

Analysis: Long futures have decreased however Put call parity futures position has turned long. Unwinding of Put Call Parity Futures long may move the market lower.

Likely Market Direction on 11th November 2022 – Gap Up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures Positions has turned Long

Standalone Position
– Long Futures Position has decreased by 15,486 contracts to 0.12 lakh contracts. FII’s % of total long futures decreased to 14% from 31%.
Put Call Parity Position
– Long Futures Position has increased by 5,14,560 contracts to 1.98 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 4,99,074 contracts to 2.10 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 66,717 contracts to 2.50 lakh contracts. FII’s % of total long puts is constant at 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 16,277 contracts to 1.98 lakh contracts. FII’s % of total long call is constant at 100%.

November 11, 2022

Analysis: Long futures have increased, Long calls have increased and Long puts have reduced indicating bullishness. Unwinding of Put Call Parity Futures long may move the market lower.

Likely Market Direction on 14th November 2022 – Gap Up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 30,900 contracts to 0.43 lakh contracts. FII’s % of total long futures increased to 41% from 14%.
Put Call Parity Position
– Long Futures Position has increased by 44,006 contracts to 2.42 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 74,906 contracts to 2.85 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 14,994 contracts to 2.35 lakh contracts. FII’s % of total long puts decreased to 88% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 44,006 contracts to 2.42 lakh contracts. FII’s % of total long call is constant at 100%.

November 14, 2022

Analysis: Long futures have decreased, Long calls have decreased and Long puts have increased indicating a possible pause in bullish trend. Unwinding of Put Call Parity Futures long may move the market lower.

Likely Market Direction on 15th November 2022 – Gap Up and Red candle or Gap Down and Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions

Standalone Position
– Long Futures Position has decreased by 6,928 contracts to 0.36 lakh contracts. FII’s % of total long futures decreased to 35% from 41%.
Put Call Parity Position
– Long Futures Position has decreased by 49,660 contracts to 1.92 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has decreased by 56,588 contracts to 2.28 lakh contracts. FII’s % of total long futures decreased to 92% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 29,639 contracts to 2.65 lakh contracts. FII’s % of total long puts increased to 90% from 88%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 49,660 contracts to 1.92 lakh contracts. FII’s % of total long call is constant at 100%.

November 15, 2022

Analysis: Long futures have increased, Long calls have decreased and Long puts have increased indicating bullishness. Unwinding of Put Call Parity Futures long may move the market lower.

Likely Market Direction on 16th November 2022 – Gap Up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 575 contracts to 0.36 lakh contracts. FII’s % of total long futures decreased to 34% from 35%.
Put Call Parity Position
– Long Futures Position has increased by 47,764 contracts to 2.40 lakh contracts. FII’s % of total long futures decreased to 93% from 100%.
Combined
– Long Futures Position has increased by 48,339 contracts to 2.76 lakh contracts. FII’s % of total long futures increased to 100% from 92%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 49,613 contracts to 2.15 lakh contracts. FII’s % of total long puts decreased to 86% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 47,764 contracts to 2.40 lakh contracts. FII’s % of total long call decreased to 93% from 100%.

November 16, 2022

Analysis: Long futures have increased, Long calls increase is greater than Long puts increase indicating bullishness. Unwinding of Put Call Parity Futures long may move the market lower.

Likely Market Direction on 17th November 2022 – Gap Up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 18,459 contracts to 0.55 lakh contracts. FII’s % of total long futures increased to 55% from 34%.
Put Call Parity Position
– Long Futures Position has increased by 42,163 contracts to 2.82 lakh contracts. FII’s % of total long futures increased to 100% from 93%.
Combined
– Long Futures Position has increased by 60,622 contracts to 3.37 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 6,990 contracts to 2.22 lakh contracts. FII’s % of total long puts decreased to 83% from 86%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 42,163 contracts to 2.82 lakh contracts. FII’s % of total long call increased to 100% from 93%.

November 17, 2022

Analysis: Long futures have decreased, Long calls decreased and long puts have increased overall trend is bullish however in case of unwinding of Put Call Parity Futures long may move the market lower.

Likely Market Direction on 18th November 2022 – Gap up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions

Standalone Position
– Long Futures Position has decreased by 3,988 contracts to 0.51 lakh contracts. FII’s % of total long futures decreased to 49% from 55%.
Put Call Parity Position
– Long Futures Position has decreased by 86,912 contracts to 1.95 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has decreased by 90,900 contracts to 2.46 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 27,320 contracts to 2.49 lakh contracts. FII’s % of total long puts increased to 87% from 83%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 86,912 contracts to 1.95 lakh contracts. FII’s % of total long call is constant at 100%.

November 18, 2022

Analysis: Long futures have increased however Put Call Parity Futures positions has turned short. Put Call Parity Futures shorts if covered then it may move the market higher.

Likely Market Direction on 21st November 2022 – Gap up and Red Candle or Gap Down and Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions however Put Call Parity Futures has turned Short

Standalone Position
– Long Futures Position has increased by 1,025 contracts to 0.52 lakh contracts. FII’s % of total long futures increased to 51% from 49%.
Put Call Parity Position
– Short Futures Position has increased by 4,76,270 contracts to 2.81 lakh contracts. FII’s % of total short futures increased to 89% from Nil%.
Combined
– Short Futures Position has increased by 4,75,245 contracts to 2.29 lakh contracts. FII’s % of total short futures increased to 68% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 31,724 contracts to 2.81 lakh contracts. FII’s % of total long puts increased to 89% from 87%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 27,950 contracts to 2.23 lakh contracts. FII’s % of total long call is constant at 100%.

November 21, 2022

Analysis: Long futures have decreased, Long puts have increased and Long calls have decreased indicating bearishness. Put Call Parity Futures shorts if covered then it may move the market higher.

Likely Market Direction on 22nd November 2022 – Gap up and Red Candle or Gap Down and Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions however Put Call Parity Futures is Short

Standalone Position
– Long Futures Position has decreased by 8,574 contracts to 0.43 lakh contracts. FII’s % of total long futures decreased to 43% from 51%.
Put Call Parity Position
– Short Futures Position has increased by 17,825 contracts to 2.99 lakh contracts. FII’s % of total short futures increased to 90% from 89%.
Combined
– Short Futures Position has increased by 26,399 contracts to 2.55 lakh contracts. FII’s % of total short futures increased to 71% from 68%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 17,825 contracts to 2.99 lakh contracts. FII’s % of total long puts increased to 90% from 89%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 27,411 contracts to 1.96 lakh contracts. FII’s % of total long call is constant at 100%.

November 22, 2022

Analysis: Long futures have increased, Long puts have decreased and Long calls have increased indicating bullishness. Put Call Parity Futures longs if unwound then it may move the market lower.

Likely Market Direction on 23rd November 2022 – Gap up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 16,102 contracts to 0.60 lakh contracts. FII’s % of total long futures increased to 53% from 43%.
Put Call Parity Position
– Long Futures Position has increased by 5,35,759 contracts to 2.37 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 5,51,861 contracts to 2.96 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 77,710 contracts to 2.21 lakh contracts. FII’s % of total long puts decreased to 87% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 41,125 contracts to 2.37 lakh contracts. FII’s % of total long call is constant at 100%.

November 23, 2022

Analysis: Long futures have increased and Put Call Parity Futures long position increase is indicating bullishness. Put Call Parity Futures longs if unwound then it may move the market lower.

Likely Market Direction on 24th November 2022 – Gap up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 2,835 contracts to 0.62 lakh contracts. FII’s % of total long futures increased to 57% from 53%.
Put Call Parity Position
– Long Futures Position has increased by 56,733 contracts to 2.94 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 59,568 contracts to 3.56 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 81,638 contracts to 3.03 lakh contracts. FII’s % of total long puts increased to 90% from 87%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 56,733 contracts to 2.94 lakh contracts. FII’s % of total long call is constant at 100%.

November 24, 2022

Analysis: Long futures have increased indicates bullishness and Put Call Parity Futures long decrease may be due to expiry. Put Call Parity Futures longs if unwound then it may move the market lower.

Likely Market Direction on 25th November 2022 – Gap up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions Put call Parity futures long decreased

Standalone Position
– Long Futures Position has increased by 25,613 contracts to 0.88 lakh contracts. FII’s % of total long futures increased to 94% from 57%.
Put Call Parity Position
– Long Futures Position has decreased by 1,04,253 contracts to 1.89 lakh contracts. FII’s % of total long futures decreased to 86% from 100%.
Combined
– Long Futures Position has decreased by 78,640 contracts to 2.77 lakh contracts. FII’s % of total long futures decreased to 98% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,96,357 contracts to 1.06 lakh contracts. FII’s % of total long puts decreased to 78% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 1,04,253 contracts to 1.89 lakh contracts. FII’s % of total long call decreased to 86% from 100%.

November 25, 2022

Analysis: Long futures have decreased, Long Put increase is greater than Long call increase indicates some pressure on upward trend. Put Call Parity Futures longs if unwound then it may move the market lower.

Likely Market Direction on 28th November 2022 – Gap up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long futures positions

Standalone Position
– Long Futures Position has decreased by 15,731 contracts to 0.72 lakh contracts. FII’s % of total long futures decreased to 89% from 94%.
Put Call Parity Position
– Long Futures Position has increased by 386 contracts to 1.90 lakh contracts. FII’s % of total long futures increased to 100% from 86%.
Combined
– Long Futures Position has decreased by 15,345 contracts to 2.62 lakh contracts. FII’s % of total long futures increased to 100% from 98%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 58,107 contracts to 1.65 lakh contracts. FII’s % of total long puts increased to 85% from 78%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 386 contracts to 1.90 lakh contracts. FII’s % of total long call increased to 100% from 86%.

November 28, 2022

Analysis: Long futures have increased, Long Put has decreased and Long call has increased indicates bullishness. Put Call Parity Futures longs if unwound then it may move the market lower.

Likely Market Direction on 29th November 2022 – Gap up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 15,100 contracts to 0.87 lakh contracts. FII’s % of total long futures increased to 100% from 89%.
Put Call Parity Position
– Long Futures Position has increased by 24,133 contracts to 2.14 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 39,233 contracts to 3.01 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 743 contracts to 1.64 lakh contracts. FII’s % of total long puts is constant at 85%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 24,133 contracts to 2.14 lakh contracts. FII’s % of total long call is constant at 100%.

November 29, 2022

Analysis: Long futures have increased indicates bullishness however Put Call Parity Long futures have decreased indicates unwinding by FII at 18700 level. Put Call Parity Futures longs if unwound then it may move the market lower.

Likely Market Direction on 30th November 2022 – Gap up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 3,591 contracts to 0.91 lakh contracts. FII’s % of total long futures is constant at 100%.
Put Call Parity Position
– Long Futures Position has decreased by 11,650 contracts to 2.02 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has decreased by 8,059 contracts to 2.93 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 28,399 contracts to 1.35 lakh contracts. FII’s % of total long puts decreased to 81% from 85%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 11,650 contracts to 2.02 lakh contracts. FII’s % of total long call is constant at 100%.

November 30, 2022

Analysis: Long futures have increased, Long calls have increased and Long Puts have decreased indicates bullishness. Put Call Parity Futures longs if unwound then it may move the market lower.

Likely Market Direction on 1st December 2022 – Gap up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 11,746 contracts to 1.03 lakh contracts. FII’s % of total long futures is constant at 100%.
Put Call Parity Position
– Long Futures Position has increased by 68,399 contracts to 2.71 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 80,145 contracts to 3.73 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 26,214 contracts to 1.09 lakh contracts. FII’s % of total long puts decreased to 36% from 81%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 68,399 contracts to 2.71 lakh contracts. FII’s % of total long call is constant at 100%.

November 30, 2022

Analysis: Long futures have increased, Long calls have increased and Long Puts have decreased indicates bullishness. Put Call Parity Futures longs if unwound then it may move the market lower.

Likely Market Direction on 1st December 2022 – Gap up and or Green Candle.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 11,746 contracts to 1.03 lakh contracts. FII’s % of total long futures is constant at 100%.
Put Call Parity Position
– Long Futures Position has increased by 68,399 contracts to 2.71 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 80,145 contracts to 3.73 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 26,214 contracts to 1.09 lakh contracts. FII’s % of total long puts decreased to 36% from 81%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 68,399 contracts to 2.71 lakh contracts. FII’s % of total long call is constant at 100%.

October 3, 2022

Analysis: Future Shorts has increased, Long call decreased and long put increased indicates bearish trend.

Likely Market Direction on 4th October 2022 – A Gap down opening and / or red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 13,040 contracts to 1.27 lakh contracts. FII’s % of total short futures increased to 89% from 80%.
Put Call Parity Position
– Short Futures Position has increased by 4,21,330 contracts to 3.13 lakh contracts. FII’s % of total short futures increased to 84% from Nil%.
Combined
– Short Futures Position has increased by 4,34,370 contracts to 4.40 lakh contracts. FII’s % of total short futures increased to 86% from 5%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 69,301 contracts to 3.13 lakh contracts. FII’s % of total long puts decreased to 84% from 88%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 43,560 contracts to 0.65 lakh contracts. FII’s % of total long calls decreased to 27% from 99%.

October 4, 2022

Analysis: Future Shorts has decreased, Long call increased and long put decreased indicates bearish trend has paused and may be early signs of reversal.

Likely Market Direction on 6th October 2022 – A Gap up opening and / or green candle

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions

Standalone Position
– Short Futures Position has decreased by 35,677 contracts to 0.92 lakh contracts. FII’s % of total short futures decreased to 69% from 89%.
Put Call Parity Position
– Long Futures Position has increased by 4,88,374 contracts to 1.75 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 5,24,051 contracts to 0.84 lakh contracts. FII’s % of total long futures increased to 95% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 37,029 contracts to 2.76 lakh contracts. FII’s % of total long puts increased to 89% from 84%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has Increased by 1,10,604 contracts to 1.75 lakh contracts. FII’s % of total long calls increased to 100% from 27%.

October 6, 2022

Analysis: Future Shorts has increased indicates bearishness. Long call decrease and long put decrease may be due to expiry.

Likely Market Direction on 7th October 2022 – A Gap down opening and / or red candle

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 2,028 contracts to 0.94 lakh contracts. FII’s % of total short futures decreased to 68% from 69%.
Put Call Parity Position
– Long Futures Position has decreased by 74,062 contracts to 1.01 lakh contracts. FII’s % of total long futures decreased to 99% from 100%.
Combined
– Long Futures Position has decreased by 76,090 contracts to 0.08 lakh contracts. FII’s % of total long futures decreased to 6% from 95%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 30,000 contracts to 2.46 lakh contracts. FII’s % of total long puts decreased to 88% from 89%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 74,062 contracts to 1.01 lakh contracts. FII’s % of total long calls decreased to 99% from 100%.

October 7, 2022

Analysis: Future Shorts has increased indicates bearishness.

Likely Market Direction on 10th October 2022 – A Gap down opening and / or red candle

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 810 contracts to 0.95 lakh contracts. FII’s % of total short futures decreased to 66% from 68%.
Put Call Parity Position
– Short Futures Position has increased by 3,49,789 contracts to 2.48 lakh contracts. FII’s % of total short futures increased to 71% from Nil%.
Combined
– Short Futures Position has increased by 3,50,599 contracts to 3.43 lakh contracts. FII’s % of total short futures increased to 69% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 2,506 contracts to 2.48 lakh contracts. FII’s % of total long puts decreased to 71% from 88%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 1,006 contracts to 1.02 lakh contracts. FII’s % of total long calls decreased to 42% from 99%.

October 10, 2022

Analysis: Future Shorts has increased, Long Put increase is greater than Long Call increase indicates bearishness. However Put Call Parity Futures has turned long. This could be unwound in order to push the market down.

Likely Market Direction on 11th October 2022 – A Gap down opening and / or red candle

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 15,440 contracts to 1.10 lakh contracts. FII’s % of total short futures is constant at 66%.
Put Call Parity Position
– Long Futures Position has increased by 3,81,693 contracts to 1.33 lakh contracts. FII’s % of total long futures increased to 99% from Nil%.
Combined
– Long Futures Position has increased by 3,66,253 contracts to 0.23 lakh contracts. FII’s % of total long futures increased to 15% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 72,137 contracts to 3.21 lakh contracts. FII’s % of total long puts increased to 90% from 71%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 30,898 contracts to 1.33 lakh contracts. FII’s % of total long calls increased to 99% from 42%.

October 11, 2022

Analysis: Future Shorts has increased, Long Put increase and Long Call decrease indicates bearishness. Massive Put Call Parity Short Futures may be used to push the market up in case of gap down which may even facilitate further buildup of short future position. This could be unwound in order to push the market up to some extent.

Likely Market Direction on 12th October 2022 – A Gap down opening and / or red candle

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 10,886 contracts to 1.21 lakh contracts. FII’s % of total short futures increased to 70% from 66%.
Put Call Parity Position
– Short Futures Position has increased by 4,69,537 contracts to 3.36 lakh contracts. FII’s % of total short futures increased to 80% from Nil%.
Combined
– Short Futures Position has increased by 4,80,423 contracts to 4.57 lakh contracts. FII’s % of total short futures increased to 79% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 15,707 contracts to 3.36 lakh contracts. FII’s % of total long puts decreased to 80% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 28,946 contracts to 1.04 lakh contracts. FII’s % of total long calls decreased to 36% from 99%.

October 12, 2022

Analysis: Future Shorts has decreased, Long Put decreased and Long Call increased indicates pause in bearishness. Although FII are short but Prop desk is long it will be a volatile day and market is likely to oscillate .

Likely Market Direction on 13th October 2022 – A Gap down opening and green candle or gap up opening and red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions

Standalone Position
– Short Futures Position has decreased by 12,626 contracts to 1.08 lakh contracts. FII’s % of total short futures decreased to 66% from 70%.
Put Call Parity Position
– Short Futures Position has decreased by 17,720 contracts to 3.18 lakh contracts. FII’s % of total short futures increased to 90% from 80%.
Combined
– Short Futures Position has decreased by 30,346 contracts to 4.27 lakh contracts. FII’s % of total short futures increased to 83% from 79%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 17,720 contracts to 3.18 lakh contracts. FII’s % of total long puts increased to 90% from 80%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 32,527 contracts to 1.37 lakh contracts. FII’s % of total long calls increased to 99% from 36%.

October 13, 2022

Analysis: Future Shorts has increased, Long Put increased and Long Call decreased indicates bearishness. Market is likely to continue moving down.

Likely Market Direction on 14th October 2022 – A Gap down opening and / or red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 6,442 contracts to 1.15 lakh contracts. FII’s % of total short futures increased to 69% from 66%.
Put Call Parity Position
– Short Futures Position has increased by 10,488 contracts to 3.29 lakh contracts. FII’s % of total short futures decreased to 86% from 90%.
Combined
– Short Futures Position has increased by 16,930 contracts to 4.44 lakh contracts. FII’s % of total short futures decreased to 82% from 83%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 10,488 contracts to 3.29 lakh contracts. FII’s % of total long puts decreased to 86% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 16,246 contracts to 1.21 lakh contracts. FII’s % of total long calls is constant at 99%.

October 14, 2022

Analysis: Future Shorts has decreased, Long Put decreased and Long Call increased indicates likely pause in bearish trend. Market is may move up susbtantially if Put Call Parity futures position is unwound or else it would continue moving down.

Likely Market Direction on 17th October 2022 – A Gap down opening and / or red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions

Standalone Position
– Short Futures Position has decreased by 23,150 contracts to 0.92 lakh contracts. FII’s % of total short futures decreased to 60% from 69%.
Put Call Parity Position
– Short Futures Position has decreased by 2,498 contracts to 3.26 lakh contracts. FII’s % of total short futures increased to 91% from 86%.
Combined
– Short Futures Position has decreased by 25,648 contracts to 4.18 lakh contracts. FII’s % of total short futures is constant at 82%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has decreased by 2,498 contracts to 3.26 lakh contracts. FII’s % of total long puts increased to 91% from 86%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 25,148 contracts to 1.46 lakh contracts. FII’s % of total long calls increased to 100% from 99%.

October 17, 2022

Analysis: Future Shorts has decreased, Long Put decreased and Long Call increased indicates likely trend reversal to bullish. Market is may move down if Put Call Parity futures position is unwound and short futures positions is not covered. Continues up move would indicate short covering in futures position. Down move will indicate unwinding of long put call parity futures positions.

Likely Market Direction on 18th October 2022 – A Gap down opening and green candle or Gap up Opening and red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and Put Call Parity futures long

Standalone Position
– Short Futures Position has decreased by 3,783 contracts to 0.88 lakh contracts. FII’s % of total short futures decreased to 59% from 60%.
Put Call Parity Position
– Long Futures Position has increased by 5,13,285 contracts to 1.87 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 5,17,068 contracts to 0.99 lakh contracts. FII’s % of total long futures increased to 90% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 25,086 contracts to 3.01 lakh contracts. FII’s % of total long puts decreased to 90% from 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 40,995 contracts to 1.87 lakh contracts. FII’s % of total long calls is constant at 100%.

October 18, 2022

Analysis: Future Shorts has decreased, Long Put decreased and Long Call increased indicates bullish trend continuation. Market may move down if Put Call Parity futures position is unwound and short futures positions is not covered. Continues up move would indicate short covering in futures position. Down move will indicate unwinding of long put call parity futures positions.

Likely Market Direction on 19th October 2022 – A Gap down opening and green candle or Gap up Opening and red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and Put Call Parity futures long

Standalone Position
– Short Futures Position has decreased by 27,783 contracts to 0.60 lakh contracts. FII’s % of total short futures decreased to 50% from 59%.
Put Call Parity Position
– Long Futures Position has increased by 19,290 contracts to 2.06 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 46,686 contracts to 1.46 lakh contracts. FII’s % of total long futures decreased to 79% from 90%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 25,567 contracts to 2.76 lakh contracts. FII’s % of total long puts decreased to 89% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 19,290 contracts to 2.06 lakh contracts. FII’s % of total long is constant at 100%.

October 19, 2022

Analysis: Future Shorts has increased, Long Put increased and Long Call decreased indicates bullish trend is under pressure. Put Call Parity long position if unwound by FII may move the market down. Prop desk are short put call parity futures which if unwound would take the market up. It is likely to be a volatile expiry.

Likely Market Direction on 20th October 2022 – A Gap down opening and green candle or Gap up Opening and red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and Put Call Parity futures long

Standalone Position
– Short Futures Position has increased by 2,353 contracts to 0.63 lakh contracts. FII’s % of total short futures increased to 52% from 50%.
Put Call Parity Position
– Long Futures Position has decreased by 14,951 contracts to 1.91 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has decreased by 17,304 contracts to 1.28 lakh contracts. FII’s % of total long futures decreased to 55% from 79%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 68,773 contracts to 3.45 lakh contracts. FII’s % of total long puts increased to 91% from 89%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 14,951 contracts to 1.91 lakh contracts. FII’s % of total long is constant at 100%.

October 20, 2022

Analysis: Future Shorts has increased, Long Put increased and Long Call decreased indicates bullish trend is under pressure. Put Call Parity long position if unwound by FII may move the market down. Prop desk are short put call parity futures which if unwound would take the market up. It is likely to be a volatile expiry.

Likely Market Direction on 21st October 2022 – A Gap down opening and green candle or Gap up Opening and red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions and Put Call Parity futures long

Standalone Position
– Short Futures Position has increased by 19,137 contracts to 0.82 lakh contracts. FII’s % of total short futures increased to 58% from 52%.
Put Call Parity Position
– Long Futures Position has decreased by 15,765 contracts to 1.75 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has decreased by 34,902 contracts to 0.93 lakh contracts. FII’s % of total long futures increased to 60% from 55%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 16,175 contracts to 3.61 lakh contracts. FII’s % of total long puts is constant at 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 15,765 contracts to 1.75 lakh contracts. FII’s % of total long call is constant at 100%.

October 21, 2022

Analysis: Future Shorts has decreased and Put call parity long futures positions has increased indicates bullish trend is likely to continue. towards the expiry short futures position is likely to be unwound which would take the market up. FII may use their long put call parity position to pull the market down. Prop desk is also short put call parity futures which if unwound would take the market up.

Likely Market Direction on 25th October 2022 – see Mahurat trading closing and decide on 24th October 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and Put Call Parity futures long

Standalone Position

– Short Futures Position has decreased by 5,043 contracts to 0.77 lakh contracts. FII’s % of total short futures decreased to 55% from 58%.

Put Call Parity Position

– Long Futures Position has increased by 56,750 contracts to 2.32 lakh contracts. FII’s % of total long futures is constant at 100%.

Combined

– Long Futures Position has increased by 61,793 contracts to 1.55 lakh contracts. FII’s % of total long futures increased to 100% from 60%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position

– Long Put Position has increased by 59,750 contracts to 4.21 lakh contracts. FII’s % of total long puts increased to 94% from 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position

– Long Call Position has increased by 56,750 contracts to 2.32 lakh contracts. FII’s % of total long call is constant at 100%.

October 25, 2022

Analysis: Future Shorts has decreased and Put call parity short futures positions has increased indicates bullish trend is likely to come under pressure. Towards the expiry short futures position are likely to be unwound which would take the market up.

Likely Market Direction on 27th October 2022 – Gap Down and or Red Candle

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and Put Call Parity futures have turned short

Standalone Position
– Short Futures Position has decreased by 19,252 contracts to 0.58 lakh contracts. FII’s % of total short futures decreased to 46% from 55%.
Put Call Parity Position
– Short Futures Position has increased by 5,84,862 contracts to 3.53 lakh contracts. FII’s % of total short futures is increased to 92% from Nil%.
Combined
– Short Futures Position has increased by 5,65,610 contracts to 4.10 lakh contracts. FII’s % of total short futures increased to 81% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 67,792 contracts to 3.53 lakh contracts. FII’s % of total long puts decreased to 92% from 94%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 26,887 contracts to 2.05 lakh contracts. FII’s % of total long call is constant at 100%.

October 27, 2022

Analysis: FII have turned long futures indicates bullish trend is likely to resume. Due to expiry there seems to be reduction in calls and puts.

Likely Market Direction on 28th October 2022 – Gap Up and or Green Candle

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 80,883 contracts to 0.23 lakh contracts. FII’s % of total long futures increased to 29% from Nil%.
Put Call Parity Position
– Long Futures Position has increased by 4,95,924 contracts to 1.43 lakh contracts. FII’s % of total long futures is increased to 89% from Nil%.
Combined
– Long Futures Position has increased by 5,76,807 contracts to 1.66 lakh contracts. FII’s % of total long futures increased to 98% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,66,495 contracts to 1.86 lakh contracts. FII’s % of total long puts decreased to 89% from 92%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 62,051 contracts to 1.43 lakh contracts. FII’s % of total long call decreased to 89% from 100%.

October 28, 2022

Analysis: Long futures have reduced and increase in puts is greater than increase in calls indicates bullish trend is likely to come under pressure. Put Call Parity Futures have turned short these when unwound will move the market up.

Likely Market Direction on 31st October 2022 – Gap Up and or Green Candle

Futures Positions – FII’s are Long Futures and Short Put Call Parity Futures
Trend vis-a-vis previous day: Decreasing long futures positions and Put Call Parity Futures has turned short

Standalone Position
– Long Futures Position has decreased by 5,891 contracts to 0.17 lakh contracts. FII’s % of total long futures decreased to 23% from 29%.
Put Call Parity Position
– Short Futures Position has increased by 3,58,405 contracts to 2.15 lakh contracts. FII’s % of total long futures is increased to 80% from Nil%.
Combined
– Short Futures Position has increased by 3,64,296 contracts to 1.98 lakh contracts. FII’s % of total long futures increased to 61% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 28,976 contracts to 2.15 lakh contracts. FII’s % of total long puts decreased to 80% from 89%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 7,493 contracts to 1.51 lakh contracts. FII’s % of total long call increased to 95% from 89%.

October 31, 2022

Analysis: Long futures have increased, long puts have reduced and long calls have increased indicates bullish trend will continue.

Likely Market Direction on 1st November 2022 – Gap Up and or Green Candle

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long futures positions

Standalone Position
– Long Futures Position has increased by 16,410 contracts to 0.34 lakh contracts. FII’s % of total long futures increased to 37% from 23%.
Put Call Parity Position
– Long Futures Position has increased by 3,81,447 contracts to 1.66 lakh contracts. FII’s % of total long futures is increased to 69% from Nil%.
Combined
– Long Futures Position has increased by 3,97,857 contracts to 2.00 lakh contracts. FII’s % of total long futures increased to 80% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 21,665 contracts to 1.94 lakh contracts. FII’s % of total long puts decreased to 88% from 80%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 15,549 contracts to 1.66 lakh contracts. FII’s % of total long call decreased to 69% from 95%.

September 1, 2022

Analysis: Future Shorts indicates bearishness. Long Put decrease and Long Calls decrease may be due to expiry. Short future position build up is indicating towards bearish trend reversal. Bullish trend may pause and it may be a red candle day on 2nd September 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in short positions

Standalone Position
– Short Futures Position has increased by 47,015 contracts to 0.61 lakh contracts. FII’s % of total short futures increased to 62% from 22%.
Put Call Parity Position
– Long Futures Position has decreased by 53,259 contracts to 0.99 lakh contracts. FII’s % of total long futures decreased to 99% from 100%.
Combined
– Long Futures Position has decreased by 1,00,274 contracts to 0.38 lakh contracts. FII’s % of total long futures decreased to 65% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 16,809 contracts to 1.83 lakh contracts. FII’s % of total long puts increased to 70% from 52%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 53,259 contracts to 0.99 lakh contracts. FII’s % of total long calls decreased to 99% from 100%.

September 2, 2022

Analysis: Future Shorts have increased and Long Put increase is greater than Long Calls increase indicates bearishness. Short future position build up is indicating towards bearish trend reversal. Bullish trend may pause and it may be a red candle day on 5th September 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in short positions

Standalone Position
– Short Futures Position has increased by 24,170 contracts to 0.85 lakh contracts. FII’s % of total short futures increased to 80% from 62%.
Put Call Parity Position
– Long Futures Position has increased by 12,600 contracts to 1.11 lakh contracts. FII’s % of total long futures is constant at 99%.
Combined
– Long Futures Position has decreased by 11,570 contracts to 0.26 lakh contracts. FII’s % of total long futures decreased to 30% from 65%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 20,209 contracts to 2.03 lakh contracts. FII’s % of total long puts increased to 72% from 70%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 12,600 contracts to 1.11 lakh contracts. FII’s % of total long calls is constant at 99%.

September 5, 2022

Analysis: Future Shorts have decreased, Long Puts decreased and Long Calls increased indicates pause in bearishness. Short future position is indicating trend is still likely to turn bearish although there may be pause. There may be small jump and then the trend may turn bearish. It may be a green candle day on 6th September 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decrease in short positions

Standalone Position
– Short Futures Position has decreased by 12,648 contracts to 0.72 lakh contracts. FII’s % of total short futures decreased to 70% from 80%.
Put Call Parity Position
– Long Futures Position has increased by 42,283 contracts to 1.53 lakh contracts. FII’s % of total long futures increased to 100% from 99%.
Combined
– Long Futures Position has increased by 54,931 contracts to 0.81 lakh contracts. FII’s % of total long futures increased to 90% from 30%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 19,178 contracts to 1.84 lakh contracts. FII’s % of total long puts decreased to 70% from 72%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 42,283 contracts to 1.53 lakh contracts. FII’s % of total long calls increased to 100% from 99%.

September 6, 2022

Analysis: Future Shorts have increased, Long Puts increased and Long Calls decreased indicates bearishness. Short future position is indicating trend is likely to turn bearish. It may be a red candle day on 7th September 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in short positions

Standalone Position
– Short Futures Position has increased by 11,084 contracts to 0.83 lakh contracts. FII’s % of total short futures increased to 77% from 70%.
Put Call Parity Position
– Short Futures Position has increased by 3,92,685 contracts to 2.39 lakh contracts. FII’s % of total short futures increased to 75% from Nil%.
Combined
– Short Futures Position has increased by 4,03,769 contracts to 3.22 lakh contracts. FII’s % of total short futures increased to 75% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 55,019 contracts to 2.39 lakh contracts. FII’s % of total long puts increased to 75% from 70%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 21,661 contracts to 1.32 lakh contracts. FII’s % of total long calls decreased to 65% from 100%.

September 7, 2022

Analysis: Future Shorts have increased, Long Puts increased and Long Calls decreased indicates bearishness. Short future position is indicating trend is likely to turn bearish. It may be a red candle day or a gap down day on 8th September 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in short positions

Standalone Position
– Short Futures Position has increased by 1,046 contracts to 0.84 lakh contracts. FII’s % of total short futures decreased to 76% from 77%.
Put Call Parity Position
– Short Futures Position has increased by 25,378 contracts to 2.65 lakh contracts. FII’s % of total short futures increased to 77% from 75%.
Combined
– Short Futures Position has increased by 26,424 contracts to 3.49 lakh contracts. FII’s % of total short futures increased to 77% from 75%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 25,378 contracts to 2.65 lakh contracts. FII’s % of total long puts increased to 77% from 75%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 5,649 contracts to 1.26 lakh contracts. FII’s % of total long calls decreased to 41% from 65%.

September 8, 2022

Analysis: Future Shorts have decreased. Long Puts decrease is greater than Long Calls decrease indicates bullishness although this could be due to expiry. Short future position is indicating trend is likely to turn bearish. It may be a red candle day or a gap down day on 9th September 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short positions

Standalone Position
– Short Futures Position has decreased by 9,156 contracts to 0.75 lakh contracts. FII’s % of total short futures decreased to 72% from 76%.
Put Call Parity Position
– Long Futures Position has increased by 3,61,150 contracts to 0.96 lakh contracts. FII’s % of total long futures increased to 81% from Nil%.
Combined
– Long Futures Position has increased by 3,70,306 contracts to 0.21 lakh contracts. FII’s % of total long futures increased to 55% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,05,884 contracts to 1.59 lakh contracts. FII’s % of total long puts decreased to 67% from 77%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 29,603 contracts to 0.96 lakh contracts. FII’s % of total long calls increased to 81% from 41%.

September 9, 2022

Analysis: Future Shorts have marginally increased and Long Puts increase is greater than Long Calls increase indicates bearishness. Put Call Parity Futures position is Long indicates there may be some more upmove left in the market before it turn bearish. It may be a red candle day or a gap down day on 12th September 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions however PCP Futures long has increased

Standalone Position
– Short Futures Position has increased by 943 contracts to 0.76 lakh contracts. FII’s % of total short futures increased to 74% from 72%.
Put Call Parity Position
– Long Futures Position has increased by 23,694 contracts to 1.20 lakh contracts. FII’s % of total long futures increased to 99% from 81%.
Combined
– Long Futures Position has increased by 22,751 contracts to 0.44 lakh contracts. FII’s % of total long futures decreased to 48% from 55%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 68,734 contracts to 2.28 lakh contracts. FII’s % of total long puts increased to 74% from 67%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 23,694 contracts to 1.20 lakh contracts. FII’s % of total long calls increased to 99% from 81%.

September 12, 2022

Analysis: Future Shorts has decreased, Long Puts decreased andLong Calls increase indicates bullishness. Put Call Parity Futures position is Long indicates there may be some more upmove left in the market. It may be a green candle day or a gap up day on 13th September 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and PCP Futures long has increased

Standalone Position
– Short Futures Position has decreased by 9,920 contracts to 0.66 lakh contracts. FII’s % of total short futures decreased to 65% from 74%.
Put Call Parity Position
– Long Futures Position has increased by 30,108 contracts to 1.50 lakh contracts. FII’s % of total long futures increased to 100% from 99%.
Combined
– Long Futures Position has increased by 40,028 contracts to 0.84 lakh contracts. FII’s % of total long futures increased to 84% from 48%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 9,985 contracts to 2.18 lakh contracts. FII’s % of total long puts decreased to 73% from 74%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 30,108 contracts to 1.50 lakh contracts. FII’s % of total long calls increased to 100% from 99%.

September 13, 2022

Analysis: Future Shorts has decreased, Long Puts decreased and Long Calls increase indicates bullishness. Put Call Parity Futures position is Long indicates there may be some more upmove left in the market. It may be a green candle day or a gap up day on 14th September 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and PCP Futures long has increased

Standalone Position
– Short Futures Position has decreased by 31,389 contracts to 0.35 lakh contracts. FII’s % of total short futures decreased to 41% from 65%.
Put Call Parity Position
– Long Futures Position has increased by 32,740 contracts to 1.83 lakh contracts. FII’s % of total long futures is constant at 100%.
Combined
– Long Futures Position has increased by 64,129 contracts to 1.48 lakh contracts. FII’s % of total long futures increased to 100% from 84%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 43,769 contracts to 1.74 lakh contracts. FII’s % of total long puts decreased to 69% from 73%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 32,740 contracts to 1.83 lakh contracts. FII’s % of total long calls is constant at 100%.

September 14, 2022

Analysis: Future Shorts has increased, Long Puts increased and Long Calls decreased indicates bearishness. Put Call Parity Futures position is Long indicates there may be some more upmove left in the market. It may be a red candle day or a gap down day on 15th September 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions and PCP Futures long has increased

Standalone Position
– Short Futures Position has increased by 22,348 contracts to 0.57 lakh contracts. FII’s % of total short futures increased to 62% from 41%.
Put Call Parity Position
– Long Futures Position has decreased by 43,144 contracts to 1.4 lakh contracts. FII’s % of total long futures decreased to 92% from 100%.
Combined
– Long Futures Position has decreased by 65,492 contracts to 0.83 lakh contracts. FII’s % of total long futures decreased to 47% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 56,633 contracts to 2.30 lakh contracts. FII’s % of total long puts increased to 75% from 69%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 43,144 contracts to 1.40 lakh contracts. FII’s % of total long calls decreased to 92% from 100%.

September 15, 2022

Analysis: Future Shorts has increased and Put Call Parity Futures Long position has reduced indicates there may be a bearish trend reversal. Long Puts decrease and Long Calls decrease may be due to expiry.

Likely Market Direction on 16th September 2022 – A red candle day or Gap down opening.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions and PCP Futures long has decreased

Standalone Position

– Short Futures Position has increased by 10,418 contracts to 0.67 lakh contracts. FII’s % of total short futures increased to 66% from 62%.

Put Call Parity Position

– Long Futures Position has decreased by 42,629 contracts to 0.97 lakh contracts. FII’s % of total long futures increased to 99% from 92%.

Combined

– Long Futures Position has decreased by 53,047 contracts to 0.30 lakh contracts. FII’s % of total long futures decreased to 31% from 47%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position

– Long Put Position has decreased by 18,918 contracts to 2.11 lakh contracts. FII’s % of total long puts decreased to 71% from 75%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position

– Long Call Position has decreased by 42,629 contracts to 0.97 lakh contracts. FII’s % of total long calls increased to 99% from 92%.

September 16, 2022

Analysis: Future Shorts has increased and Put Call Parity Futures have turned short which indicates trend has turned bearish. Long Puts increase is greater than Long Calls increase.

Likely Market Direction on 19th September 2022 – A red candle day or Gap down opening.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions and PCP Futures long has decreased

Standalone Position
– Short Futures Position has decreased by 9,091 contracts to 0.58 lakh contracts. FII’s % of total short futures increased to 75% from 66%.
Put Call Parity Position
– Short Futures Position has increased by 3,59,999 contracts to 2.63 lakh contracts. FII’s % of total short futures increased to 71% from Nil%.
Combined
– Short Futures Position has increased by 3,50,908 contracts to 3.21 lakh contracts. FII’s % of total short futures increased to 72% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 51,269 contracts to 2.63 lakh contracts. FII’s % of total long puts is constant at 71%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 22,208 contracts to 1.19 lakh contracts. FII’s % of total long calls decreased to 54% from 99%.

September 19, 2022

Analysis: Future Shorts has decreased, Long Puts decrease is greater than Long Calls decrease indicates some pause in downward movement.

Likely Market Direction on 20th September 2022 – A Gap down opening and a green candle or Gap up opening and red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions

Standalone Position
– Short Futures Position has decreased by 12,941 contracts to 0.45 lakh contracts. FII’s % of total short futures decreased to 71% from 75%.
Put Call Parity Position
– Short Futures Position has decreased by 35,460 contracts to 2.27 lakh contracts. FII’s % of total short futures increased to 72% from 71%.
Combined
– Short Futures Position has decreased by 48,401 contracts to 2.73 lakh contracts. FII’s % of total short futures is constant at 72%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 35,460 contracts to 2.27 lakh contracts. FII’s % of total long puts increased to 72% from 71%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 4,628 contracts to 1.15 lakh contracts. FII’s % of total long calls increased to 69% from 54%.

September 20, 2022

Analysis: Future Shorts has decreased, Put Call Parity Futures have turned long, Long Puts decreased and Long Calls increased indicates bullish movement.

Likely Market Direction on 21st September 2022 – A Gap up opening and/or green candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions

Standalone Position
– Short Futures Position has decreased by 20,362 contracts to 0.25 lakh contracts. FII’s % of total short futures decreased to 47% from 71%.
Put Call Parity Position
– Long Futures Position has increased by 3,65,426 contracts to 1.38 lakh contracts. FII’s % of total long futures increased to 99% from Nil%.
Combined
– Long Futures Position has increased by 3,85,788 contracts to 1.13 lakh contracts. FII’s % of total long futures increased to 76% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 672 contracts to 2.27 lakh contracts. FII’s % of total long puts is constant at 72%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 23,307 contracts to 1.38 lakh contracts. FII’s % of total long calls increased to 99% from 69%.

September 21, 2022

Analysis: Future Shorts has increased, Put Call Parity Futures have turned short, Long Puts increased and Long Calls decreased indicates bearish movement.

Likely Market Direction on 22nd September 2022 – A Gap down opening and/or green candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 12,046 contracts to 0.37 lakh contracts. FII’s % of total short futures increased to 58% from 47%.
Put Call Parity Position
– Short Futures Position has increased by 4,16,208 contracts to 2.78 lakh contracts. FII’s % of total short futures increased to 77% from Nil%.
Combined
– Short Futures Position has increased by 4,28,254 contracts to 3.15 lakh contracts. FII’s % of total short futures increased to 74% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 51,454 contracts to 2.78 lakh contracts. FII’s % of total long puts increased to 77% from 72%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 22,840 contracts to 1.15 lakh contracts. FII’s % of total long calls decreased to 65% from 99%.

September 22, 2022

Analysis: Future Shorts has increased indicates bearishness. Long Puts increased and Long Calls decreased may be due to expiry. Market’s upward trend may pause.

Likely Market Direction on 23rd September 2022 – A Gap down opening and/or red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 26,571 contracts to 0.64 lakh contracts. FII’s % of total short futures increased to 63% from 58%.
Put Call Parity Position
– Short Futures Position has decreased by 12,920 contracts to 2.65 lakh contracts. FII’s % of total short futures is constant at 77%.
Combined
– Short Futures Position has increased by 13,651 contracts to 3.29 lakh contracts. FII’s % of total short futures is constant at 74%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 12,920 contracts to 2.65 lakh contracts. FII’s % of total long puts is constant at 77%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 32,868 contracts to 0.82 lakh contracts. FII’s % of total long calls increased to 74% from 65%.

September 23, 2022

Analysis: Future Shorts has increased and Long Puts increased is greater than Long Calls increased indicates bearishness. Market’s may continue moving down.

Likely Market Direction on 26th September 2022 – A Gap down opening and/or red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 36,318 contracts to 1.00 lakh contracts. FII’s % of total short futures increased to 83% from 63%.
Put Call Parity Position
– Short Futures Position has increased by 54,605 contracts to 3.20 lakh contracts. FII’s % of total short futures decreased to 68% from 77%.
Combined
– Short Futures Position has increased by 90,923 contracts to 4.20 lakh contracts. FII’s % of total short futures decreased to 72% from 74%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 54,605 contracts to 3.20 lakh contracts. FII’s % of total long puts decreased to 68% from 77%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 18,623 contracts to 1.01 lakh contracts. FII’s % of total long calls decreased to 35% from 74%.

September 26, 2022

Analysis: Future Shorts has decreased indicates some pause in downward move is posssible tomorrow. Put Call Parity Futures short has increased and Long Puts increase is greater than Long Calls increase indicates bearishness. Although the market is bearish but there are early signs of unwinding as FIIs have reduced future shorts and Prop desk has increased longs. Market may continue moving down however there may be a pause.

Likely Market Direction on 27th September 2022 – A Gap up opening and/or green candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has decreased by 10,383 contracts to 0.90 lakh contracts. FII’s % of total short futures decreased to 81% from 83%.
Put Call Parity Position
– Short Futures Position has increased by 68,045 contracts to 3.88 lakh contracts. FII’s % of total short futures increased to 90% from 68%.
Combined
– Short Futures Position has increased by 57,662 contracts to 4.77 lakh contracts. FII’s % of total short futures increased to 89% from 72%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 68,045 contracts to 3.88 lakh contracts. FII’s % of total long puts increased to 90% from 68%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 33,706 contracts to 1.35 lakh contracts. FII’s % of total long calls decreased to 32% from 35%.

September 27, 2022

Analysis: Future Shorts has increased indicates and Put Call Parity Futures short has increased indicates bearishness. Market may continue moving down however in case of unwinding by FII there may be a up move.

Likely Market Direction on 28th September 2022 – A Gap down opening and/or red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 11,006 contracts to 1.01 lakh contracts. FII’s % of total short futures increased to 85% from 81%.
Put Call Parity Position
– Short Futures Position has increased by 27,424 contracts to 4.15 lakh contracts. FII’s % of total short futures increased to 91% from 90%.
Combined
– Short Futures Position has increased by 38,430 contracts to 5.16 lakh contracts. FII’s % of total short futures increased to 91% from 89%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 27,424 contracts to 4.15 lakh contracts. FII’s % of total long puts increased to 91% from 90%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 36,979 contracts to 1.72 lakh contracts. FII’s % of total long calls increased to 40% from 32%.

September 28, 2022

Analysis: Future Shorts has decreased slightly Long call increase is greater than long put increase. Market may continue moving down however in case of short covering by FII there may be a up move.

Likely Market Direction on 29th September 2022 – A Gap down opening and/or green candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has decreased by 1,127 contracts to 0.99 lakh contracts. FII’s % of total short futures increased to 88% from 85%.
Put Call Parity Position
– Short Futures Position has increased by 47,070 contracts to 4.62 lakh contracts. FII’s % of total short futures increased to 93% from 91%.
Combined
– Short Futures Position has increased by 45,943 contracts to 5.62 lakh contracts. FII’s % of total short futures increased to 92% from 91%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 47,070 contracts to 4.62 lakh contracts. FII’s % of total long puts increased to 93% from 91%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 61,035 contracts to 2.33 lakh contracts. FII’s % of total long calls increased to 49% from 40%.

September 29, 2022

Analysis: Future Shorts has increased indicates bearishness. Long call decrease and long put decrease may be due to expiry. Market may continue moving down however in case of short covering by FII there may be a some up move.

Likely Market Direction on 30th September 2022 – A Gap down opening and/or red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increasing short futures positions

Standalone Position
– Short Futures Position has increased by 22,480 contracts to 1.22 lakh contracts. FII’s % of total short futures decreased to 87% from 88%.
Put Call Parity Position
– Short Futures Position has decreased by 1,91,164 contracts to 2.71 lakh contracts. FII’s % of total short futures decreased to 82% from 93%.
Combined
– Short Futures Position has decreased by 1,68,684 contracts to 3.93 lakh contracts. FII’s % of total short futures increased to 85% from 92%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 1,91,164 contracts to 2.71 lakh contracts. FII’s % of total long puts decreased to 82% from 93%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 1,55,387 contracts to 0.77 lakh contracts. FII’s % of total long calls increased to 77% from 49%.

September 30, 2022

Analysis: Future Shorts has decreased, Long call increased and long put decreased indicates some pause in bearish trend.

Likely Market Direction on 3rd October 2022 – A Gap down opening and green candle or Gap up opening and red candle.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Decreasing short futures positions

Standalone Position
– Short Futures Position has decreased by 7,533 contracts to 1.14 lakh contracts. FII’s % of total short futures decreased to 80% from 87%.
Put Call Parity Position
– Long Futures Position has increased by 3,79,557 contracts to 1.08 lakh contracts. FII’s % of total long futures increased to 99% from Nil%.
Combined
– Short Futures Position has decreased by 3,87,090 contracts to 0.06 lakh contracts. FII’s % of total short futures increased to 5% from 85%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 27,528 contracts to 2.44 lakh contracts. FII’s % of total long puts increased to 88% from 82%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 31,041 contracts to 1.08 lakh contracts. FII’s % of total long calls increased to 99% from 77%.

August 01, 2022

Analysis: Future longs are increasing, long Puts are decreasing and long Calls are increasing indicating FII are bullish. Long trades trend is also increasing which indicates trend of Index will remain postive.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long positions

Standalone Position

– Long Futures Position has increased by 24,298 contracts to 0.51 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Call Parity Position

– Long Futures Position has increased by 12,379 contracts to 1.22 lakh contracts. FII’s % of total long futures is constant at 99%.

Combined

– Long Futures Position has increased by 36,677 contracts to 1.74 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position

– Long Put Position has decreased by 17,912 contracts to 0.55 lakh contracts. FII’s % of total long puts decreased to 16% from 51%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position

– Long Call Position has increased by 12,379 contracts to 1.22 lakh contracts. FII’s % of total long calls is constant at 99%.

August 02, 2022

Analysis: Future longs have decreased, long Puts have increased. Bullish trend is under pressure and trend is likely to reverse or uptrend may pause tomorrow.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: decreasing long positions

Standalone Position
– Long Futures Position has decreased by 31,478 contracts to 0.20 lakh contracts. FII’s % of total long futures decreased to 75% from 100%.
Put Call Parity Position
– Long Futures Position has increased by 10,303 contracts to 1.32 lakh contracts. FII’s % of total long futures is constant at 99%.
Combined
– Long Futures Position has decreased by 21,175 contracts to 1.52 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 60,626 contracts to 1.16 lakh contracts. FII’s % of total long puts increased to 38% from 16%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 10,303 contracts to 1.32 lakh contracts. FII’s % of total long calls is constant at 99%.

August 03, 2022

Analysis: Future longs have decreased. Long Calls decrease is higher than long Put decrease. Bullish trend is under pressure and trend is likely to reverse or uptrend may pause.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: decreasing long positions

Standalone Position
– Long Futures Position has decreased by 6,002 contracts to 0.14 lakh contracts. FII’s % of total long futures increased to 84% from 75%.
Put Call Parity Position
– Long Futures Position has decreased by 31,942 contracts to 1.01 lakh contracts. FII’s % of total long futures decreased to 79% from 99%.
Combined
– Long Futures Position has decreased by 37,944 contracts to 1.15 lakh contracts. FII’s % of total long futures decreased to 80% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: decreasing long positions

Standalone Position
– Long Put Position has decreased by 12,290 contracts to 1.04 lakh contracts. FII’s % of total long puts decreased to 28% from 38%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 31,942 contracts to 1.01 lakh contracts. FII’s % of total long calls decreased to 79% from 99%.

August 04, 2022

Analysis: Future longs have decreased. Long Calls decrease is higher than long Put decrease. Bullish trend is under pressure and trend is likely to reverse or uptrend may pause.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: decreasing long positions

Standalone Position
– Long Futures Position has decreased by 9,277 contracts to 0.05 lakh contracts. FII’s % of total long futures decreased to 36% from 84%.
Put Call Parity Position
– Long Futures Position has decreased by 24,065 contracts to 0.76 lakh contracts. FII’s % of total long futures increased to 99% from 79%.
Combined
– Long Futures Position has decreased by 33,342 contracts to 0.81 lakh contracts. FII’s % of total long futures increased to 100% from 80%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 16,204 contracts to 0.87 lakh contracts. FII’s % of total long puts increased to 52% from 28%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 24,065 contracts to 0.76 lakh contracts. FII’s % of total long calls increased to 99% from 79%.

August 05, 2022

Analysis: Future longs have increased, Long Put decrease is greater than Long Call decrease. Bullish trend is likely to continue and it may be a green candle day.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: decreasing long positions

Standalone Position
– Long Futures Position has increased by 10,334 contracts to 0.15 lakh contracts. FII’s % of total long futures increased to 90% from 36%.
Put Call Parity Position
– Long Futures Position has decreased by 5,276 contracts to 0.71 lakh contracts. FII’s % of total long futures decreased to 72% from 99%.
Combined
– Long Futures Position has increased by 5,058 contracts to 0.86 lakh contracts. FII’s % of total long futures decreased to 75% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 19,631 contracts to 0.68 lakh contracts. FII’s % of total long puts decreased to 42% from 52%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 5,276 contracts to 0.71 lakh contracts. FII’s % of total long calls decreased to 72% from 99%.

August 08, 2022

Analysis: Future longs have increased, Long Call increase is greater than Long Put increase. Bullish trend is likely to continue and it may be a green candle day on 10th August 2022.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Futures Position has increased by 1,686 contracts to 0.17 lakh contracts. FII’s % of total long futures decreased to 47% from 90%.
Put Call Parity Position
– Long Futures Position has increased by 57,606 contracts to 1.29 lakh contracts. FII’s % of total long futures increased to 99% from 72%.
Combined
– Long Futures Position has increased by 59,292 contracts to 1.46 lakh contracts. FII’s % of total long futures increased to 100% from 75%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has increased by 5,853 contracts to 0.74 lakh contracts. FII’s % of total long puts decreased to 31% from 42%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has increased by 57,606 contracts to 1.29 lakh contracts. FII’s % of total long calls increased to 99% from 72%.

August 10, 2022

Analysis: Future longs have decreased, Long Call decreased and Long Put decreased. Bullish trend is likely to come under pressure. It may be a red candle day or a spinning top on 11th August 2022.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Futures Position has decreased by 9,822 contracts to 0.07 lakh contracts. FII’s % of total long futures decreased to 18% from 47%.
Put Call Parity Position
– Long Futures Position has decreased by 34,761 contracts to 0.94 lakh contracts. FII’s % of total long futures decreased to 52% from 99%.
Combined
– Long Futures Position has decreased by 44,583 contracts to 1.01 lakh contracts. FII’s % of total long futures decreased to 46% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 45,529 contracts to 1.19 lakh contracts. FII’s % of total long puts increased to 46% from 31%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 34,761 contracts to 0.94 lakh contracts. FII’s % of total long calls decreased to 52% from 99%.

August 11, 2022

Analysis: Future longs have increased, Long Call increased and Long Put decreased. Bullish trend is likely to continue. It may be a green candle day on 12th August 2022.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Futures Position has increased by 9,641 contracts to 0.17 lakh contracts. FII’s % of total long futures increased to 36% from 18%.
Put Call Parity Position
– Long Futures Position has increased by 9,948 contracts to 1.04 lakh contracts. FII’s % of total long futures increased to 99% from 52%.
Combined
– Long Futures Position has increased by 19,589 contracts to 1.21 lakh contracts. FII’s % of total long futures increased to 100% from 46%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 48,411 contracts to 0.71 lakh contracts. FII’s % of total long puts decreased to 40% from 46%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 9,948 contracts to 1.04 lakh contracts. FII’s % of total long calls increased to 99% from 52%.

August 12, 2022

Analysis: Future longs have increased and Long Call increase is significantly higher than Long Put Increase. Bullish trend is likely to continue. It may be a green candle day on 16th August 2022.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Futures Position has increased by 10,131 contracts to 0.27 lakh contracts. FII’s % of total long futures increased to 53% from 36%.
Put Call Parity Position
– Long Futures Position has increased by 37,015 contracts to 1.41 lakh contracts. FII’s % of total long futures is constant at 99%.
Combined
– Long Futures Position has increased by 47,146 contracts to 1.68 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 5,243 contracts to 0.76 lakh contracts. FII’s % of total long puts decreased to 39% from 40%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 37,015 contracts to 1.41 lakh contracts. FII’s % of total long calls is constant at 99%.

August 16, 2022

Analysis: Future longs have increased. Long Call decreased and Long Put Increased. Trend is Bullish however there may be pause tomorrow or a small correction on 17th August 2022.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Futures Position has increased by 2,557 contracts to 0.29 lakh contracts. FII’s % of total long futures increased to 59% from 53%.
Put Call Parity Position
– Long Futures Position has decreased by 5,930 contracts to 1.35 lakh contracts. FII’s % of total long futures decreased to 95% from 99%.
Combined
– Long Futures Position has decreased by 3,373 contracts to 1.64 lakh contracts. FII’s % of total long futures decreased to 86% from 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 4,768 contracts to 0.81 lakh contracts. FII’s % of total long puts decreased to 37% from 39%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 5,930 contracts to 1.35 lakh contracts. FII’s % of total long calls decreased to 95% from 99%.

August 17, 2022

Analysis: Future longs are at same level however FII % of total longs futures increased indicates other participants have unwound their shorts. Long Put Increase is greater than Long Call increase. Trend is Bullish however there may be a pause tomorrow or a small correction on 18th August 2022.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: No Change in long positions

Standalone Position
– Long Futures Position has decreased by 88 contracts to 0.29 lakh contracts. FII’s % of total long futures increased to 62% from 59%.
Put Call Parity Position
– Long Futures Position has increased by 19,345 contracts to 1.54 lakh contracts. FII’s % of total long futures increased to 100% from 95%.
Combined
– Long Futures Position has increased by 19,257 contracts to 1.84 lakh contracts. FII’s % of total long futures increased to 100% from 86%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 42,826 contracts to 1.24 lakh contracts. FII’s % of total long puts decreased to 36% from 37%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has increased by 19,345 contracts to 1.54 lakh contracts. FII’s % of total long calls increased to 100% from 95%.

August 18, 2022

Analysis: Future longs are decreasing, Long Call decrease is greater than Long Put decrease. Trend is Bullish however this may be an early sign of reversal or there may be a pause tomorrow or a small correction on 19th August 2022.

Futures Positions – FII’s are Long Futures
Trend vis-a-vis previous day: Decrease in long positions

Standalone Position
– Long Futures Position has decreased by 18,204 contracts to 0.11 lakh contracts. FII’s % of total long futures decreased to 27% from 62%.
Put Call Parity Position
– Long Futures Position has decreased by 31,177 contracts to 1.23 lakh contracts. FII’s % of total long futures decreased to 99% from 100%.
Combined
– Long Futures Position has decreased by 49,381 contracts to 1.34 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: decreasing long positions

Standalone Position
– Long Put Position has decreased by 3,504 contracts to 1.20 lakh contracts. FII’s % of total long puts increased to 51% from 36%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 31,177 contracts to 1.23 lakh contracts. FII’s % of total long calls decreased to 99% from 100%.

August 19, 2022

Analysis: No Analysis Daughter’s Birthday!!

August 22, 2022

Analysis: Future Shorts are increasing, Long Put increase is greater than Long Call increase. Bullish trend is reversing and downward movement is likely to continue on 23th August 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in short positions

Standalone Position
– Short Futures Position has decreased by 5,424 contracts to 0.01 lakh contracts. FII’s % of total short futures decreased to 1% from 15%.
Put Call Parity Position
– Short Futures Position has increased by 27,309 contracts to 1.91 lakh contracts. FII’s % of total short futures increased to 63% from 59%.
Combined
– Short Futures Position has increased by 21,885 contracts to 1.92 lakh contracts. FII’s % of total short futures increased to 60% from 55%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 27,309 contracts to 1.91 lakh contracts. FII’s % of total long puts increased to 63% from 59%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has Increased by 4,525 contracts to 0.61 lakh contracts. FII’s % of total long calls decreased to 16% from 22%.

August 23, 2022

Analysis: Future Shorts are increasing, Long Put increase is greater than Long Call increase. Bullish Trend is reversing and downward movement is likely on 24th August 2022.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in short positions

Standalone Position
– Short Futures Position has increased by 1,395 contracts to 0.02 lakh contracts. FII’s % of total short futures increased to 3% from 1%.
Put Call Parity Position
– Short Futures Position has increased by 42,799 contracts to 2.34 lakh contracts. FII’s % of total short futures increased to 73% from 63%.
Combined
– Short Futures Position has increased by 44,194 contracts to 2.36 lakh contracts. FII’s % of total short futures increased to 70% from 60%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 42,799 contracts to 2.34 lakh contracts. FII’s % of total long puts increased to 73% from 63%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 26,132 contracts to 0.87 lakh contracts. FII’s % of total long calls increased to 32% from 16%.

August 24, 2022

Analysis: Future Shorts are increasing indicates possibility of reversal of bullish trend. Put call parity futures have turned long, Long Put decreased and Long Call increased indicates bullishness, however this position may be due to week end and month end expiry. Bullish Trend is under pressure data is inconclusive.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in short positions

Standalone Position
– Short Futures Position has increased by 14,540 contracts to 0.17 lakh contracts. FII’s % of total short futures increased to 31% from 3%.
Put Call Parity Position
– Long Futures Position has increased by 3,53,254 contracts to 1.19 lakh contracts. FII’s % of total long futures increased to 38% from Nil%.
Combined
– Long Futures Position has increased by 3,38,714 contracts to 1.02 lakh contracts. FII’s % of total long futures increased to 30% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 5,598 contracts to 2.29 lakh contracts. FII’s % of total long puts is constant at 73%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 31,979 contracts to 1.19 lakh contracts. FII’s % of total long calls increased to 38% from 32%.

August 25, 2022

Analysis: Future Shorts are increasing indicates possibility of reversal of bullish trend. Long Put decreased and Long Call also decreased this may be due to week end and month end expiry. Bullish Trend is showing early signs of reversal 26th August 2022 may be a red candle day.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in short positions

Standalone Position
– Short Futures Position has increased by 14,285 contracts to 0.31 lakh contracts. FII’s % of total short futures increased to 46% from 31%.
Put Call Parity Position
– Short Futures Position has increased by 2,61,713 contracts to 1.43 lakh contracts. FII’s % of total short futures increased to 65% from Nil%.
Combined
– Short Futures Position has increased by 2,75,998 contracts to 1.74 lakh contracts. FII’s % of total short futures increased to 63% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 85,943 contracts to 1.43 lakh contracts. FII’s % of total long puts decreased to 65% from 73%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 17,853 contracts to 1.01 lakh contracts. FII’s % of total long calls increased to 99% from 38%.

August 26, 2022

Analysis: Although Future Shorts have decreased but put call parity shorts have increased indicates possibility of reversal of bullish trend. Long Put increase and Long Call increased are more or less at same level. Bullish Trend is showing early signs of reversal 29th August 2022 may be a red candle day.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in combined short positions

Standalone Position
– Short Futures Position has decreased by 10,956contracts to 0.20 lakh contracts. FII’s % of total short futures decreased to 32% from 46%.
Put Call Parity Position
– Short Futures Position has increased by 20,676 contracts to 1.63 lakh contracts. FII’s % of total short futures increased to 68% from 65%.
Combined
– Short Futures Position has increased by 9,720 contracts to 1.83 lakh contracts. FII’s % of total short futures is constant at 63%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 20,676 contracts to 1.63 lakh contracts. FII’s % of total long puts increased to 68% from 65%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 20,110 contracts to 1.21 lakh contracts. FII’s % of total long calls is constant at 99%.

August 29, 2022

Analysis: Future Shorts have increased increased indicates reversal of bullish trend. Long Put have decreased and Long Calls have also decreased. Put call parity future unwinding was probably used in order to build shorts futures position. Bullish Trend seems to have reversed and 30th August 2022 may be a red candle day or a gap down open day.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in short positions

Standalone Position
– Short Futures Position has increased by 13,004 contracts to 0.33 lakh contracts. FII’s % of total short futures increased to 49% from 32%.
Put Call Parity Position
– Short Futures Position has decreased by 17,248 contracts to 1.46 lakh contracts. FII’s % of total short futures decreased to 65% from 68%.
Combined
– Short Futures Position has decreased by 4,244 contracts to 1.79 lakh contracts. FII’s % of total short futures increased to 64% from 63%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 17,248 contracts to 1.46 lakh contracts. FII’s % of total long puts decreased to 65% from 68%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Call Position has decreased by 10,401 contracts to 1.11 lakh contracts. FII’s % of total long calls decreased to 45% from 99%.

August 30, 2022

Analysis: Future Shorts have decreased indicates bearish trend has paused. Long Put increase and Long Calls increase is more or less in line. Long positions in put call paity future may expire to some extent on Thursday. Data is conflicting and inconclusive for 1st September 2022 price movement.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Increase in short positions

Standalone Position
– Short Futures Position has decreased by 19,400 contracts to 0.13 lakh contracts. FII’s % of total short futures decreased to 22% from 49%.
Put Call Parity Position
– Long Futures Position has increased by 2,97,894 contracts to 1.52 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.
Combined
– Long Futures Position has increased by 3,17,294 contracts to 1.38 lakh contracts. FII’s % of total long futures increased to 100% from Nil%.

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 53,926 contracts to 2.00 lakh contracts. FII’s % of total long puts decreased to 52% from 65%.

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 40,897 contracts to 1.52 lakh contracts. FII’s % of total long calls increased to 100% from 45%.

July 08, 2022

Analysis: Future Shorts are decreasing, Puts are decreasing and Calls are increasing indicating FII are turning bullish. Long trades trend is also increasing which indicates trend of Index will remain postive.

Futures Positions – Overall FII’s are Long
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Short Futures Position has decreased by 8,987 contracts to 0.63 lakh contracts. FII’s % of total short futures decreased to 59% from 70%.
Put Call Parity Position
– Long Futures Position has increased by 16,588 contracts to 0.77 lakh contracts. FII’s % of total long futures has increased to 80% from 70%.
Combined
– Long Futures Position has increased by 25,575 contracts to 0.15 lakh contracts. FII’s % of total long futures has increased to 58% from Nil%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 28,108 contracts to 1.25 lakh contracts. FII’s % of total long puts decreased to 79% from 82%.
Put Call Parity Position
– Long Put Position has decreased by 11,520 contracts to 2.02 lakh contracts. FII’s % of total long puts is constant at 86%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 16,588 contracts to 0.77 lakh contracts. FII’s % of total long calls increased to 80% from 64%.
Put Call Parity Position
– Long Call Position has decreased by Nil contracts to Nil lakh contracts. FII’s % of total long calls is constant at Nil%.

July 11, 2022

Analysis: Combined Future longs are decreasing, Standalone Future Shorts have increased, greater Puts increase as compared to Calls increase indicates FII have turned bearish today. Long trades trend has slightly decreased which indicates pause in positive trend of Index.

Futures Positions – Overall FII’s are Long
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Short Futures Position has decreased by 6,624 contracts to 0.69 lakh contracts. FII’s % of total short futures decreased to 55% from 59%.
Put Call Parity Position
– Long Futures Position has increased by 5,340 contracts to 0.83 lakh contracts. FII’s % of total long futures has increased to 99% from 80%.
Combined
– Long Futures Position has decreased by 1,284 contracts to 0.13 lakh contracts. FII’s % of total long futures has decreased to 22% from 58%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 28,674 contracts to 1.53 lakh contracts. FII’s % of total long puts increased to 82% from 79%.
Put Call Parity Position
– Long Put Position has increased by 34,014 contracts to 2.36 lakh contracts. FII’s % of total long puts increased to 88% from 86%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has increased by 5,340 contracts to 0.83 lakh contracts. FII’s % of total long calls increased to 99% from 80%.
Put Call Parity Position
– Long Call Position has decreased by Nil contracts to Nil lakh contracts. FII’s % of total long calls is constant at Nil%.

July 12, 2022

Analysis: Combined Future longs have unwound, Standalone Future Shorts have increased significantly. Substantial Puts increase and reduction in Calls indicates FII have turned signifcantly bearish today. Trend seems to have reversed to bearish and indicates negative trend of Index.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Unwinding of long positions as well as Significant increase in short positions

Standalone Position
– Short Futures Position has increased by 33,831 contracts to 1.03 lakh contracts. FII’s % of total short futures increased to 75% from 55%.
Put Call Parity Position
– Short Futures Position has increased by 2,72,148 contracts to 1.90 lakh contracts. FII’s % of total long futures has increased to 85% from Nil%.
Combined
– Short Futures Position has increased by 3,05,979 contracts to 2.93 lakh contracts. FII’s % of total long futures has increased to 85% from Nil%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 36,129 contracts to 1.90 lakh contracts. FII’s % of total long puts increased to 85% from 82%.
Put Call Parity Position
– Long Put Position has decreased by 2,36,019 contracts to Nil lakh contracts. FII’s % of total long puts decreased to Nil% from 88%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Call Position has decreased by 50,925 contracts to 0.32 lakh contracts. FII’s % of total long calls decreased to 16% from 99%.
Put Call Parity Position
– Long Call Position has increased by 2,21,223 contracts to 2,21,223 lakh contracts. FII’s % of total long calls has increased to 87% from Nil%.

July 13, 2022

Analysis: Combined Future Shorts have increased although Standalone Future Shorts have decreased. Substantial Puts increase and short Calls indicates FII are signifcantly bearish. Trend is bearish and indicates negative movement of Index will continue tomorrow.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Short position has increased

Standalone Position
– Short Futures Position has decreased by 6,893 contracts to 0.96 lakh contracts. FII’s % of total short futures increased to 81% from 75%.
Put Call Parity Position
– Short Futures Position has increased by 9,120 contracts to 1.99 lakh contracts. FII’s % of total short futures is constant at 85%.
Combined
– Short Futures Position has increased by 2,227 contracts to 2.95 lakh contracts. FII’s % of total short futures has increased to 88% from 85%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 9,120 contracts to 1.99 lakh contracts. FII’s % of total long puts is constant at 85%.
Put Call Parity Position
– Long Put Position has decreased by Nil contracts to Nil lakh contracts. FII’s % of total long puts decreased to Nil% from Nil%.

Call Positions – FII’s are Short calls
Trend vis-a-vis previous day: Long call unwinding and short build up in positions

Standalone Position
– Short Call Position has Increased by 58,278 contracts to 0.27 lakh contracts. FII’s % of total short calls increased to 8% from Nil%.
Put Call Parity Position
– Long Call Position has increased by 49,158 contracts to 1.72 lakh contracts. FII’s % of total long calls has decreased to 43% from 87%.

July 14, 2022

Analysis: Standalone Future Shorts have increased. Long Puts have got unwound and long Calls have increased indicates there might be pause in downward movement although FII continue to reamin bearish considering their increasing short futures position. Trend is bearish and indicates pause in negative movement of Index tomorrow.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Short position has decreased

Standalone Position
– Short Futures Position has increased by 7,168 contracts to 1.03 lakh contracts. FII’s % of total short futures decreased to 75% from 81%.
Put Call Parity Position
– Long Futures Position has increased by 2,34,614 contracts to 0.36 lakh contracts. FII’s % of total long futures increased to 84% from Nil%.
Combined
– Short Futures Position has decreased by 2,27,446 contracts to 0.68 lakh contracts. FII’s % of total short futures has decreased to 47% from 88%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 16,367 contracts to 1.82 lakh contracts. FII’s % of total long puts decreased to 81% from 85%.
Put Call Parity Position
– Long Put Position has increased by 2,18,247 contracts to 2.18 lakh contracts. FII’s % of total long puts increased to 83% from Nil%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call unwinding and short build up in positions

Standalone Position
– Long Call Position has increased by 62,549 contracts to 0.36 lakh contracts. FII’s % of total long calls increased to 84% from Nil%.
Put Call Parity Position
– Long Call Position has increased by Nil contracts to Nil lakh contracts. FII’s % of total long calls has decreased to Nil% from 43%.

July 15, 2022

Analysis: Standalone Future Shorts have increased and Long Puts have increased indcates they are still bearish. Combined short Futures positions has decreased and long Calls have increased indicates there might be further small upward bounce although FII continue to remain bearish considering their increasing short futures position and long put positions. Although the immediate Trend is bearish and however there may be positive movement of Index tomorrow.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Short position has increased

Standalone Position
– Short Futures Position has increased by 5,009 contracts to 1.08 lakh contracts. FII’s % of total short futures is constant at 75%.
Put Call Parity Position
– Long Futures Position has increased by 11,148 contracts to 0.47 lakh contracts. FII’s % of total long futures decreased to 74% from 84%.
Combined
– Short Futures Position has decreased by 6,139 contracts to 0.61 lakh contracts. FII’s % of total short futures has increased to 76% from 47%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 32,362 contracts to 2.15 lakh contracts. FII’s % of total long puts increased to 83% from 81%.
Put Call Parity Position
– Long Put Position has increased by 43,510 contracts to 2.62 lakh contracts. FII’s % of total long puts increased to 85% from 83%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call build up in positions

Standalone Position
– Long Call Position has increased by 11,148 contracts to 0.47 lakh contracts. FII’s % of total long calls decreased to 74% from 84%.
Put Call Parity Position
– Long Call Position has increased by Nil contracts to Nil lakh contracts. FII’s % of total long calls has decreased to Nil% from 43%.

July 18, 2022

Analysis: Standalone Future Shorts have decreased and Long Puts have decreased indicates bearish trend may reverse. Combined Futures positions has turned long and long Calls have increased indicates that upward movement will continue. The immediate Trend may reverse to bullish and positive movement of Index tomorrow may continue.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Short position has decreased

Standalone Position
– Short Futures Position has decreased by 16,923 contracts to 0.92 lakh contracts. FII’s % of total short futures decreased to 74% from 75%.
Put Call Parity Position
– Long Futures Position has increased by 63,808 contracts to 1.11 lakh contracts. FII’s % of total long futures increased to 99% from 74%.
Combined
– Long Futures Position has increased by 80,731 contracts to 0.19 lakh contracts. FII’s % of total long futures has increased to 41% from Nil%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 46,494 contracts to 1.68 lakh contracts. FII’s % of total long puts decreased to 79% from 83%.
Put Call Parity Position
– Long Put Position has increased by 17,314 contracts to 2.79 lakh contracts. FII’s % of total long puts increased to 86% from 85%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call build up in positions

Standalone Position
– Long Call Position has increased by 63,808 contracts to 1.11 lakh contracts. FII’s % of total long calls increased to 99% from 74%.
Put Call Parity Position
– Long Call Position has increased by Nil contracts to Nil lakh contracts. FII’s % of total long calls has decreased to Nil% from 43%.

July 19, 2022

Analysis: Standalone Future Shorts have decreased and Long Puts have decreased indicates bearish trend has reversed. Combined Futures long positions and long Calls have increased, indicates that upward movement will continue. The immediate Trend has reversed to bullish and positive movement of Index tomorrow may continue.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Short position has decreased

Standalone Position
– Short Futures Position has decreased by 3,431 contracts to 0.88 lakh contracts. FII’s % of total short futures decreased to 69% from 74%.
Put Call Parity Position
– Long Futures Position has increased by 11,306 contracts to 1.22 lakh contracts. FII’s % of total long futures is constant at 99%.
Combined
– Long Futures Position has increased by 14,737 contracts to 0.34 lakh contracts. FII’s % of total long futures has increased to 45% from 41%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 5,319 contracts to 1.63 lakh contracts. FII’s % of total long puts decreased to 53% from 79%.
Put Call Parity Position
– Long Put Position has increased by 5,987 contracts to 2.85 lakh contracts. FII’s % of total long puts decreased to 83% from 86%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call build up in positions

Standalone Position
– Long Call Position has increased by 11,306 contracts to 1.22 lakh contracts. FII’s % of total long calls is constant at 99%.
Put Call Parity Position
– Long Call Position has increased by Nil contracts to Nil lakh contracts. FII’s % of total long calls has decreased to Nil% from Nil%.

July 20, 2022

Analysis: Standalone Future Shorts have decreased and Long Puts have also decreased indicates FII’s are turning Bullish. Combined Futures long positions has decreased and long Calls have also decreased, indicates that there may be a pause in upward move or some downward movement tomorrow. The immediate trend has reversed to bullish and however there may be some pause in positive movement of Index tomorrow.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Short position has decreased however combined long positions has decreased

Standalone Position
– Short Futures Position has decreased by 33,200 contracts to 0.55 lakh contracts. FII’s % of total short futures decreased to 66% from 69%.
Put Call Parity Position
– Long Futures Position has decreased by 39,481 contracts to 0.83 lakh contracts. FII’s % of total long futures decreased to 42% from 99%.
Combined
– Long Futures Position has decreased by 6,281 contracts to 0.28 lakh contracts. FII’s % of total long futures has decreased to 12% from 45%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 12,277 contracts to 1.51 lakh contracts. FII’s % of total long puts decreased to 40% from 53%.
Put Call Parity Position
– Long Put Position has decreased by 51,758 contracts to 2.33 lakh contracts. FII’s % of total long puts decreased to 40% from 83%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call position has decreased

Standalone Position
– Long Call Position has decreased by 39,481 contracts to 0.83 lakh contracts. FII’s % of total long calls decreased to 42% from 99%.
Put Call Parity Position
– Long Call Position has increased by Nil contracts to Nil lakh contracts. FII’s % of total long calls has decreased to Nil% from Nil%.

July 21, 2022

Analysis: Standalone Future Shorts have decreased, Long Puts have decreased, Combined Futures long positions has increased and long Calls have also increased, indicates FII are bullish and further positive movement tomorrow. The immediate trend is bullish and positive movement of Index tomorrow will continue.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Short position has decreased

Standalone Position
– Short Futures Position has decreased by 28,651 contracts to 0.26 lakh contracts. FII’s % of total short futures decreased to 40% from 66%.
Put Call Parity Position
– Long Futures Position has increased by 18,944 contracts to 1.02 lakh contracts. FII’s % of total long futures increased to 99% from 42%.
Combined
– Long Futures Position has increased by 47,595 contracts to 0.75 lakh contracts. FII’s % of total long futures has increased to 100% from 12%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 29,137 contracts to 1.21 lakh contracts. FII’s % of total long puts increased to 68% from 40%.
Put Call Parity Position
– Long Put Position has decreased by 10,193 contracts to 2.23 lakh contracts. FII’s % of total long puts increased to 79% from 40%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call position has increased

Standalone Position
– Long Call Position has increased by 18,944 contracts to 1.02 lakh contracts. FII’s % of total long calls decreased to 99% from 42%.
Put Call Parity Position
– Long Call Position has increased by Nil contracts to Nil lakh contracts. FII’s % of total long calls has decreased to Nil% from Nil%.

July 22, 2022

Analysis: Standalone Future Shorts have decreased, Long Puts have decreased, Combined Futures long positions has increased and long Calls have also increased, indicates FII are bullish and further positive movement tomorrow. The immediate trend is bullish and positive movement of Index tomorrow will continue.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Short position has decreased

Standalone Position
– Short Futures Position has decreased by 13,949 contracts to 0.12 lakh contracts. FII’s % of total short futures decreased to 22% from 40%.
Put Call Parity Position
– Long Futures Position has increased by 22,635 contracts to 1.24 lakh contracts. FII’s % of total long futures is constant at 99%.
Combined
– Long Futures Position has increased by 36,584 contracts to 1.12 lakh contracts. FII’s % of total long futures is constant at 100%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position
– Long Put Position has decreased by 8,983 contracts to 1.12 lakh contracts. FII’s % of total long puts decreased to 57% from 68%.
Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)
– Long Put Position has increased by 13,652 contracts to 2.37 lakh contracts. FII’s % of total long puts increased to 81% from 79%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call position has increased

Standalone Position
– Long Call Position has increased by 22,635 contracts to 1.24 lakh contracts. FII’s % of total long calls is constant at 99%.
Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)
– Long Call Position has increased by Nil contracts to Nil lakh contracts. FII’s % of total long calls has decreased to Nil% from Nil%.

July 25, 2022

Analysis: Standalone Future Shorts have increased, Long Puts have increased, Combined Futures long positions has decreased and long Calls have also decreased, indicates FII may turn bearish and negative movement tomorrow may continue. The immediate trend is bullish but there may be some negative movement of Index tomorrow.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Short position has increased

Standalone Position
– Short Futures Position has increased by 11,533 contracts to 0.24 lakh contracts. FII’s % of total short futures increased to 37% from 22%.
Put Call Parity Position
– Long Futures Position has decreased by 39,077 contracts to 0.85 lakh contracts. FII’s % of total long futures decreased to 77% from 99%.
Combined
– Long Futures Position has decreased by 50,610 contracts to 0.61 lakh contracts. FII’s % of total long futures decreased to 41% from 100%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position
– Long Put Position has increased by 53,335 contracts to 1.66 lakh contracts. FII’s % of total long puts increased to 67% from 57%.
Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)
– Long Put Position has increased by 14,258 contracts to 2.51 lakh contracts. FII’s % of total long puts decreased to 75% from 81%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call position has decreased

Standalone Position
– Long Call Position has decreased by 39,077 contracts to 0.85 lakh contracts. FII’s % of total long calls decreased to 77% from 99%.
Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)
– Long Call Position has increased by Nil contracts to Nil lakh contracts. FII’s % of total long calls has decreased to Nil% from Nil%.

July 26, 2022

Analysis: Standalone Future Shorts have increased, Long Puts have increased, Combined Futures have turned short and long Calls have also decreased, indicates FII have turned bearish and negative movement tomorrow may continue. The immediate trend is bearish and negative movement of Index tomorrow is possible.

Futures Positions – Overall FII’s are Short
Trend vis-a-vis previous day: Short position has increased significantly

Standalone Position

– Short Futures Position has increased by 10,369 contracts to 0.34 lakh contracts. FII’s % of total short futures increased to 63% from 37%.

Put Call Parity Position

– Short Futures Position has increased by 2,74,565 contracts to 1.89 lakh contracts. FII’s % of total short futures increased to 71% from Nil%.

Combined

– Short Futures Position has increased by 2,84,934 contracts to 2.24 lakh contracts. FII’s % of total short futures increased to 75% from Nil%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Increasing long positions

Standalone Position

– Long Put Position has increased by 23,548 contracts to 1.89 lakh contracts. FII’s % of total long puts increased to 71% from 67%.

Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)

– Long Put Position has decreased by 2,51,017 contracts to Nil lakh contracts. FII’s % of total long puts decreased to Nil% from 75%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call position has decreased

Standalone Position

– Long Call Position has decreased by 1,864 contracts to 0.83 lakh contracts. FII’s % of total long calls decreased to 39% from 77%.

Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)

– Long Call Position has increased by 2,72,701 contracts to 2.73 lakh contracts. FII’s % of total long calls has increased to 78% from Nil%.

July 27, 2022

Analysis: Standalone Future Shorts have decreased, Long Puts have decreased, Combined Futures have turned Long and Long Calls have also decreased, indicates FII have turned bullish and there may be some positive movement tomorrow.

Futures Positions – FII’s are Short futures
Trend vis-a-vis previous day: Short position has decreased significantly

Standalone Position

– Short Futures Position has decreased by 19,344 contracts to 0.15 lakh contracts. FII’s % of total short futures decreased to 35% from 63%.

Put Call Parity Position

– Long Futures Position has increased by 3,28,350 contracts to 1.39 lakh contracts. FII’s % of total long futures increased to 99% from Nil%.

Combined

– Long Futures Position has increased by 3,47,694 contracts to 1.24 lakh contracts. FII’s % of total long futures increased to 99% from Nil%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: Decreasing long positions

Standalone Position

– Long Put Position has decreased by 30,497 contracts to 1.59 lakh contracts. FII’s % of total long puts decreased to 53% from 71%.

Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)

– Long Put Position has increased by 2,97,853 contracts to 2.98 lakh contracts. FII’s % of total long puts increased to 80% from Nil%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call position has increased

Standalone Position

– Long Call Position has increased by 55,649 contracts to 1.39 lakh contracts. FII’s % of total long calls increased to 99% from 39%.

Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)

– Long Call Position has decreased by 2,72,701 contracts to Nil lakh contracts. FII’s % of total long calls has decreased to 0% from 78%.

July 28, 2022

Analysis: Standalone Future have turned Long and Combined Futures remain Long. This indicates FII are bullish and positive movement tomorrow is likely to continue.

Futures Positions – FII’s have turned long futures
Trend vis-a-vis previous day: long position has increased

Standalone Position

– Long Futures Position has increased by 31,973 contracts to 0.17 lakh contracts. FII’s % of total long futures increased to 63% from Nil%.

Put Call Parity Position

– Long Futures Position has decreased by 39,661 contracts to 0.99 lakh contracts. FII’s % of total long futures was constant at 99%.

Combined

– Long Futures Position has decreased by 7,688 contracts to 1.16 lakh contracts. FII’s % of total long futures increased to 100% from 99%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: decreasing long positions

Standalone Position

– Long Put Position has decreased by 99,692 contracts to 0.59 lakh contracts. FII’s % of total long puts decreased to 52% from 53%.

Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)

– Long Put Position has decreased by 1,39,353 contracts to 1.59 lakh contracts. FII’s % of total long puts decreased to 76% from 80%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call position has decreased

Standalone Position

– Long Call Position has decreased by 39,661 contracts to 0.99 lakh contracts. FII’s % of total long calls is constant at 99%.

Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)

– Long Call Position has decreased by Nil contracts to Nil lakh contracts. FII’s % of total long calls has decreased to Nil% from Nil%.

July 29, 2022

Analysis: Standalone Future are Long and Combined Futures remain Long. Long Put addition and Long Call addition is more or less at same level. This indicates FII are bullish and positive movement tomorrow is likely to continue.

Futures Positions – FII’s are long futures
Trend vis-a-vis previous day: long position has increased

Standalone Position
– Long Futures Position has increased by 10,050 contracts to 0.27 lakh contracts. FII’s % of total long futures increased to 100% from 63%.
Put Call Parity Position
– Long Futures Position has INcreased by 10,481 contracts to 1.10 lakh contracts. FII’s % of total long futures was constant at 99%.
Combined
– Long Futures Position has increased by 20,531 contracts to 1.37 lakh contracts. FII’s % of total long futures was constant at 100%.

Put Positions – FII’s are Long puts
Trend vis-a-vis previous day: increasing long positions

Standalone Position
– Long Put Position has increased by 13,989 contracts to 0.73 lakh contracts. FII’s % of total long puts decreased to 51% from 52%.
Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)
– Long Put Position has increased by 24,470 contracts to 1.83 lakh contracts. FII’s % of total long puts decreased to 75% from 76%.

Call Positions – FII’s are Long calls
Trend vis-a-vis previous day: Long call position has increased

Standalone Position
– Long Call Position has increased by 10,481 contracts to 1.10 lakh contracts. FII’s % of total long calls is constant at 99%.
Put Call Parity Position (Net position – i.e. balance remaining after adjustment of Future – Put Call Parity Position)
– Long Call Position has decreased by Nil contracts to Nil lakh contracts. FII’s % of total long calls has decreased to Nil% from Nil%.

Daily FII's Open Interest Analysis - Index Futures and Options FY 2023

Analysis: Futures shorts have decreased, Long Puts have decreased and Long calls have increased indicates pause in bearish sentiment. Put Call Parity Futures short of FII’s, if unwound, then it may move the market higher.

Likely Market Direction on 2nd March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have decreased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Increasing long positions

Analysis: Futures shorts have increased and Long Puts decrease is lower than Long calls have decrease indicates bearish sentiment. Put Call Parity Futures short of FII’s, if unwound, then it may move the market higher.

Likely Market Direction on 3rd March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Decreasing long positions

Analysis: Futures shorts have decreased, Long Puts decreased and Long calls have increase indicates pause in bearish sentiment. Put Call Parity Futures of FII’s have turned long , if unwound, then it may move the market lower.

Likely Market Direction on 6th March 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures have turned long

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Increasing long positions

Analysis: Futures shorts have decreased indicates pause in bearish sentiment. Long Puts have increased and Long calls have decrease indicates bearish sentiment. Put Call Parity Futures of FII’s are long , if unwound, then it may move the market lower.

Likely Market Direction on 8th March 2023 – Gap Down and or Red Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures long have decreased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Decreasing long positions

Likely Market Direction on 9th March 2023 – Gap Up and or Green Candle. If Put Call Parity Long futures get unwound it will move the market lower from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased and Put Call Parity Futures long have increased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Increasing long positions

Analysis: Futures shorts has increased, Long Puts increased and Long calls decreased indicates bearish sentiment. Put Call Parity Futures of FII’s have turned short, if unwound, then it may move the market higher.

Likely Market Direction on 10th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Decreasing long positions

Analysis: Futures shorts has increased, Long Puts increased and Long calls decreased indicates bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 13th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Decreasing long positions

Analysis: Futures shorts has increased indicates bearish sentiment. Long Puts increase is lower than Long calls increased indicates pause in bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 14th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Increasing long positions

Analysis: Futures shorts has increased, Long Puts increase is higher than Long calls increase indicates bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 15th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Increasing long positions

Analysis: Futures shorts has decreased marginally although the overall sentiment remains bearish. Long Puts decrease is more or less in line with Long calls decrease. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 16th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have decreased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Decreasing long positions

Analysis: Futures shorts has increased and Long Puts increase is more than Long calls increase indicates bearishness. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 17th March 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Increasing long positions

Analysis: Futures shorts has increased indicates bearish sentiment. However Long Puts have decreased and Long calls have increased indicates bullishness. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 20th March 2023 – Gap Down and Green Candle or Gap Up and Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased and Put Call Parity Futures shorts have decreased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Increasing long positions

Analysis: Futures shorts has increased, Long Puts have increased and Long calls have decreased indicates bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 21st March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Decreasing long positions

Analysis: Futures shorts has increased marginally indicates bearish sentiment. Long Puts have decreased and Long calls have increased indicates bullish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 22nd March 2023 – Gap Down and Green Candle or Gap up and Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Increasing long positions

Likely Market Direction on 23rd March 2023 – Gap Down and Green Candle or Gap up and Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Decreasing long positions

Analysis: Futures shorts has decreased and Long Puts increase is higher than Long calls increase indicates bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Likely Market Direction on 24th March 2023 – Gap Down and or Red Candle. If Put Call Parity Short futures get unwound it will move the market higher from open price.

Futures Positions – FII’s are Short FuturesTrend vis-a-vis previous day: Futures short have decreased

Put Positions – FII’s are Long PutsTrend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long CallsTrend vis-a-vis previous day: Increasing long positions

Analysis: Futures shorts has decreased marginally. However, Long Puts have increased and Long calls have decreased indicates bearish sentiment. Put Call Parity Futures position of FII’s is short, if unwound, then it may move the market higher.

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures have turned long

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures long have decreased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased and Put Call Parity Futures long have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased and Put Call Parity Futures shorts have decreased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures have turned long

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures long have decreased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Increasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have decreased and Put Call Parity Futures have turned long

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Decreasing long positions

Call Positions – FII’s are Long Calls
Trend vis-a-vis previous day: Decreasing long positions

Futures Positions – FII’s are Short Futures
Trend vis-a-vis previous day: Futures short have increased

Put Positions – FII’s are Long Puts
Trend vis-a-vis previous day: Increasing long positions