Nifty Open Interest Analysis

[Option.Trader]

DATE: 25.3.2013

Markets were waiting for a reason to go down... SP's withdrawal just broke all dams loose.. interestingly though 5700 still looks to hold... on the call side 18% OI were added... cant really comment on FII data as a lot of rollovers happen

 

[coolharsh20]

Can you please verify once again the FII derivative interpretation. N it is clearly evident that market will fall tomorrow. 5590. lets c...... be cautious.

 

[spkreddy]

DATE: 25.3.2013

Markets were waiting for a reason to go down... SP's withdrawal just broke all dams loose.. interestingly though 5700 still looks to hold... on the call side 18% OI were added... cant really comment on FII data as a lot of rollovers happen

Dear OT good analysis..i have couple of questions on this..there is some diff in NSE website OI and yours...generally what time will you take OI data from NSE website...

2) is there any diff in Long Liquidation and Un Winding...

3) i observerd your previous charts PUT = OI UP Price Down = Unwinding
OI down & Price UP = unwinding ..for cals Price Up and OI down = Unwinding ..is this correct ?

waiting for your reply...

 

[Option.Trader]

2) is there any diff in Long Liquidation and Un Winding...

3) i observerd your previous charts PUT = OI UP Price Down = Unwinding
OI down & Price UP = unwinding ..for cals Price Up and OI down = Unwinding ..is this correct ?


waiting for your reply...

You are right on 3. Long liquidation is just buyers running out of steam whereas unwinding is sellers running for cover.
Former refers to exhaustion and latter trend reversal

 

[spkreddy]

You are right on 3. Long liquidation is just buyers running out of steam whereas unwinding is sellers running for cover.
Former refers to exhaustion and latter trend reversal

thnx for your reply...what time you will track OI data ? i observed there is diff in your OI and NSE website OI.? can you clarify..

is it possible for you to share your excel sheet ?

where we can find FII data ?

 

[prabhsingh]

thnx for your reply...what time you will track OI data ? i observed there is diff in your OI and NSE website OI.? can you clarify..

is it possible for you to share your excel sheet ?

where we can find FII data ?

You can find out FII activity from below link.
http://nseguide.com/marketstats/Fiichart.php

 

[Option.Trader]

Date: 26.3.2013

This is where OI will help.. on the last day of expiry, 5600PE still holding good without undue signs of unwinding... i think even if there is pressure in the morning of expiry, you will be able to see Nifty holding 5600.. lets see if this theory holds good

 

[spkreddy]

You can find out FII activity from below link.
http://nseguide.com/marketstats/Fiichart.php

thnx for sharing link but i am unable to find out the information like how many lots buy and sold ..OI updates..where i can get all these info

OT ji waiting for your reply....

 

[nune_siva]

why dont u provide the link for the excel sheet?

 

[R M]

thnx for sharing link but i am unable to find out the information like how many lots buy and sold ..OI updates..where i can get all these info

OT ji waiting for your reply....

FII derivative buy/sell and OI information is released by NSE every evening at http://nseindia.com/content/fo/fii_stats_DD-MMM-YYYY.xls

Just replace DD-MMM-YYYY with the date for which you need the FII derivative data, e.g. 28-Mar-2013 for today's data.

Options OI in Bhavcopy or taken from this link - http://www.nseindia.com/products/content/derivatives/equities/historical_fo.htm - updated after close of market, is reliable. The intraday Options OI in option chain is not very accurate.

regards.
rm