Cues from the F&O market for Tuesday, October 26
5paisa Research Team
Last Updated: 13th December 2022 - 05:14 pm
The Nifty50 yesterday barely managed to close in green and was volatile for the entire day. At one point in time, it was trading below the 18000 mark, however, at the time of close, it was up by 10 points. Fresh put writing at 17500, as well as 18000, pushed the market down.
Highest put writing was seen at strike price 17,600 (11,361 contracts added on October 25), followed by 17,400 (11,235 lakh contracts added on October 25), while there was put unwinding at strike price 16,000 (8519 contracts shed), followed by 18,200 (8280 contracts shed).
The highest total put open interest of 81062 contracts stood at strike price 18,000, which will act as a crucial base for the market in the October series. This is followed by strike price 17500, which saw a total put option of 78,776 contracts, while strike price 17,000 had 74,779 contracts in open interest.
On the call options front, maximum open interest was at strike price 19000, which stood as a strong resistance. Total call open interest of 141743 contracts stood at a strike price of 19,000. Call writing was seen at strike prices of 18,900 and 18,600. Total open interest for the strike price of 18,900 and 18,600 stood at 70598 and 82820 respectively.
The Nifty 50 put call ratio (PCR) closed at 0.64. A PCR above 1 is considered bullish while a PCR below 1 is considered bearish.
Following table shows the participant wise action of key players on the index options front.
|
|
Index Put Options |
||||
|
Client Type |
Change of OI* |
% Change of OI* |
Oct 25 2021 |
Oct 22 2021 |
Oct 21 2021 |
|
Client |
68753 |
-19.34% |
-286667 |
-355420 |
-338375 |
|
Pro |
-63869 |
-221.97% |
-35095 |
28774 |
18590 |
|
DII |
-4745 |
-6.88% |
64190 |
68935 |
77118 |
|
FII |
-139 |
-0.05% |
257572 |
257711 |
242667 |
|
*Change from Previous Day |
|
|
|
|
|
|
|
Index Call Options |
||||
|
Client Type |
Change of OI* |
% Change of OI* |
Oct 22 2021 |
Oct 21 2021 |
Oct 20 2021 |
|
Client |
32985 |
48.66% |
100769 |
67784 |
-14875 |
|
Pro |
-45587 |
31.31% |
-191180 |
-145593 |
-90785 |
|
DII |
0 |
0.00% |
401 |
401 |
401 |
|
FII |
12602 |
16.28% |
90010 |
77408 |
105260 |
|
*Change from Previous Day |
|
|
|
|
|
|
|
Net Change in Open Interest |
||||
|
Client Type |
Change of OI* |
% Change of OI* |
Oct 22 2021 |
Oct 21 2021 |
Oct 20 2021 |
|
Client |
-35768 |
-8.45% |
387436 |
423204 |
323500 |
|
Pro |
18282 |
-10.48% |
-156085 |
-174367 |
-109375 |
|
DII |
4745 |
-6.92% |
-63789 |
-68534 |
-76717 |
|
FII |
12741 |
-7.07% |
-167562 |
-180303 |
-137407 |
|
*Change from Previous Day |
|
|
|
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