Open Interest

Currency derivative market: Open interest contracts fall around 47% despite RBI’s deadline extension

Experts say the RBI's extension of the deadline to meet the derivatives norms is only part of the story. The truth is that no one wants to take fresh positions at this time.

Market data suggests budget reaction will be subdued

The biggest resistance for the Nifty is at 18000 levels where 94 lakh call options are written. On the lower side, 17500 offers some support though only around 40 lakh puts are standing to protect that level. With the market at 17662, any adverse news in the budget can take this level away.

Options data predicted the market fall, here's how to pick the bottom

The current fall in the market was seen in the FII derivative data since mid- February when they started unwinding their long position

Open interest put call ratio a sentimental indicator to trade wise: Shubham Agarwal

When OIPCR goes far beyond more than one, the mood turns from Bullish to Extremely Bullish. Similarly, if OIPCR is closer to 0 than 1 the situation indicates extremely bearish mood.

RIL, RBL Bank among 7 stocks that saw long rollover in July series

Rollover in Nifty stood at 78.93 percent, which is higher than its quarterly average of 69.70 percent.

Is record low participation in derivative markets a red flag for the market?

Cash continues to be king

'Sell in May and go away' theory is going to apply in 2020: Shrikant Chouhan

Index rollovers were also on the lowest side (81%), which shows traders were not comfortable when the market was hitting the levels of 9900 on the day of expiry.

Algo trading is often blamed for market volatility, but reality is different: Kusal Kansara

As trade volumes grow rapidly coupled with the entry of tech-savvy Gen-Z traders, algo trading will grow many folds particularly in developing markets like India.

Low rollover seen ahead of Budget; Nifty rollovers at 66.30% for Feb series

Union Budget during the weekend might be a reason behind low rollover and fresh positions are likely to build post-event.

Do you think when to book out? Implied Volatility can be used to sense reversals

The volatility that we are talking about is a forward-looking figure because we are valuing an option to exercise or let go of a transaction on a future date.

28,000 on Nifty Bank likely to act as resistance; deploy ‘Modified Call Butterfly’ strategy

The weekly increment of OI in the index was over 4 percent. On the other hand, Bank Nifty futures had long additions of almost 9 percent and an equal amount of short unwinding

Early options data suggests traders do not expect market to go up until elections

Put options open interest is much higher than those on the call side suggesting a downward bias in the market.

Deploy 'Bull Call Spread' in Nifty to take advantage of bullish bias in market

The outcome of State election results might lead to uncertainty cropping up in the next 10 sessions which could result in the rise in open interest.

F&O Cues: Nifty 10600 Call adds 16.8 lakh shares in Open Interest

F&O Cues: Nifty 10600 Call added 16.8 lakh shares in Open Interest while Nifty 10500 Put shed 8.5 lakh shares in OI.

Trade setup for Friday: Top 15 things you should know before Opening Bell

Technically speaking short-term traders can retain positive bias as long as Nifty50 sustains above 10,498 levels on closing basis breach of which may again drag it down towards 10,276 levels, Mazhar Mohammad, Chief Strategist – Technical Research & Trading Advisory, Chartviewindia.in said.

Trade setup for Tuesday: Top 15 things you should know before Opening Bell

Maximum put OI of 60.7 lakh contracts was seen at strike price 10,500, which will act as a crucial base for February series.

Time for caution? 5 charts which show that Nifty Fut OI declines once the Budget is out

The Nifty Futures open| interest (OI) tends to build up prior to the Budget and declines once the event is out of the way. Given that the derivative indicators like the Basis, OI PCR and IV tend to mirror the movements in the Nifty rather than be impacted by the Budget event.