Cues from the F&O market for Tuesday, October 26

Cues from the F&O market for Tuesday, October 26

by 5paisa Research Team Last Updated: Apr 04, 2022, 12:42 PM IST

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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