-100% Catageory Direction Weigtage

Sentiment Score
20 1 Technical A -1 30
2 Open Inter -1 20
Neutral
#N/A 1% #N/A 3 FII Data -1 20
M
rate od
e
4 Futures Da -1 10
e rat
od e 5 Global sen -1 20
M

Choose you view

me

Extr
Bullish 1
Extre

eme
Bearish -1
Neutral 0

How to Analyze the Market Sentiment?

Step 1: Technical Analysis

Just observe the following chart

Bullish if, INDEX is above 200 & 50 DMA

Bearish if, INDEX is below 200 & 50 DMA
Neutral if, INDEX is between 200 & 50 DM
In this example its "Neutral Setup"

Step 2: Open Interest Analysis

Bullish Setup:
Just observe the Historical OI data, its cal
setup because we are seeing more PUT w
compared to CALL writing.

Bearish Setup:
Just observe the Historical OI data, its cal
setup because we are seeing more CALL
compared to PUT writing.

Neutral Setup:
Just observe the Historical OI data, its cal
setup because we are seeing equal distrib
CALL & PUT writing.

Step 3: FII Data Analysis

 USE FII Data TOOL

https://docs.google.com/spreadsheets/d

If Bullish value = +1
If Bearish Value = -1

Step 4: Futures Data

Bullish Setup:
Just observe the Index Futures Activity, it
Bullish setup because FII bought +2428 C

Bearish Setup:
Just observe the Index Futures Activity, it
Bearish setup because FII sold -2982 Cr

Neutral Setup:
If you see value from -500 to +500 cr is co
Neutral setup

Step 5: Global Sentiment

How to read Global sentiment?

Bullish if, Majority of INDICES are positiv
Bearish if, Majority of INDICES are negati
Neutral if, equal distribution of global sen

Note: In the below example its indicating

Here is the link to check global sentiment
 0% -90% Extreme Bearish 10%
30% -70% Moderate Bearish 30%
-30 50% 0% Neutral 50%
-20 75% 30% Moderade Bullish 70%
-20 90% 70% Extreme Bullish 90%
-10
-20 Note:
-1 The above logic is based on series of backtested
Weekly Hedging trades we traded from past 3
years.
Note:

Enter the value on yellow market area

based on your analysis. Any values altered other than yellow market
data may mis-lead the sentiment

the Market Sentiment?

Setup
1 Hr chart
rve the following chart 50 DMA
200 DMA
INDEX is above 200 & 50 DMA Pivot STD
, INDEX is below 200 & 50 DMA
, INDEX is between 200 & 50 DMA
ample its "Neutral Setup"

erest Analysis

tup:
rve the Historical OI data, its called Bullish
Bullish
ause we are seeing more PUT writing
Setup
d to CALL writing.

etup:
rve the Historical OI data, its called Bearish
ause we are seeing more CALL writing Bearish
d to PUT writing. Setup

etup:
rve the Historical OI data, its called Neutral
ause we are seeing equal distribution of Neutral
UT writing. Setup
ocs.google.com/spreadsheets/d/1nOnszw3pynMO4XGFDOTZZmkMD_5QpzKbi1eArKs9A7M/edit?usp=sharing

tup:
rve the Index Futures Activity, its called
tup because FII bought +2428 Cr Bullish
Setup

etup:
rve the Index Futures Activity, its called
etup because FII sold -2982 Cr Bearish
Setup

etup:
value from -500 to +500 cr is considered as
etup Neutral
Setup

ead Global sentiment?

Majority of INDICES are positive
, Majority of INDICES are negative
, equal distribution of global sentiment

he below example its indicating Bullish sentiment

e link to check global sentiment: https://www.moneycontrol.com/markets/global-indices/
L
L
K
###
J
J
 VIX Calculator
Today is 12-Jan-24

And Nifty trading at 16988.40

with VIX of 16.01
upside Downside
So we can expect Volatility upto 4.62% In this month 17773.55 16203.25
2.22% In this week Which is 17365.57 16611.23
1.01% on this day 17159.40 16817.40
 Date 1/12/2024
Nifty (Closing) 16988.4 16988.4
16.01
BN (Closing) 39361.95 39361.95

India VIX 16.01

Days in year 365.00

Days to expiry 2.00
Square root 13.51
34800.5
Volatility range 1.19 %

Index High Low Point Range CE PE

Nifty Range 17189.73 16787.0682 402.66 17350.00 17050

BN Range 39828.43 38895.47 932.97 35300 34700

37600 35400
15923 35751.8

2%
3%

5%
7%

300.00

600

Swing low
2200
nifty 15th Low
14th High
Gap

Dist to Swing low

 Only when volatility is high
Bearish Mkt Bullish Market
Nifty BN Call side Put side
340 787 Buy 17328.168 16648.632
510 1181 Sell 17498.052 16478.748

849 1968
1189 2755

15566

15842.4
15823.05
19.35

257.05

Target 1 16099.45 -888.95

Target 2 16080.1
 Factor
India VIX 16.01 Monthly 3.5

Nifty 16988.4 Input Weekly 7.2

Banknifty 39361.95 Daily 15.9

Nifty Annual upside 19708

Nifty Annual downside 14269
Banknifty Annual upside 45664
Banknifty Annual downside 33060

Nifty Monthly upside 17774

Nifty Monthly downside 16203
Banknifty Monthly upside 41181
Banknifty Monthly downside 37543
Output
Nifty Weekly upside 17366
Nifty Weekly downside 16611
Banknifty Weekly upside 40236
Banknifty Weekly downside 38488

Nifty Daily upside 17160

Nifty Daily downside 16817
Banknifty Daily upside 39759
Banknifty Daily downside 38965
Volatility
4.6 India VIX 12.64 Input

2.2 Derived
values Nifty 2359

1.0 Banknifty 41308

Nifty Annual upside 2657.1776 Output

Nifty Annual downside 2060.8224
Banknifty Annual upside 46529.3312
Banknifty Annual downside 36086.6688

Nifty Monthly upside 2445.0764588

Nifty Monthly downside 22:09
Banknifty Monthly upside 42815.268487
Banknifty Monthly downside 39800.731513

Nifty Weekly upside 2400.3497933

Nifty Weekly downside 2317.6502067
Banknifty Weekly upside 42032.06836
Banknifty Weekly downside 40583.93164

Nifty Daily upside 2377.7834232

Nifty Daily downside 2340.2165768
Banknifty Daily upside 41636.912949
Banknifty Daily downside 40979.087051
 Factor Volatility
Monthly 3.4641016151 3.6488537013 Derived values

Weekly 7.2111025509 1.7528526201

Daily 15.874507866 0.7962451565

 VIX Calculator

Date 1/12/2024

Nifty Closing price 16988.4

India VIX 16.01
Upside Downside
4.62% In this month 17774 16203
Nifty Volatility 2.22% In this week 17366 16611 754
1.01% on this day 17159 16817 342

Banknifty closing price 39361.95

India VIX 16.01
Upside Downside
4.62% In this month 41181 39362
Banknifty Volatility 2.22% In this week 40236 38488 1748
1.01% on this day 39758 38966 792

33500 31700
 16988.4
16.01
39361.95
Category Long Position % Short Position % Market View
FII Future Index Data 23% 77% Bearish
FII Future Stocks Data 53% 47% Bullish

DII Future Index Data 58% 42% Bullish

DII Future Stocks Data 4% 96% Bearish

Result BEARISH
Participant2023""
Client TypeFuture Ind Future Ind Future Sto Future StocOption IndeOption IndOption IndeOption IndOption Stoc
Client 257968 174514 1421459 240732 5758885 2763215 5357766 3250679 1131721
DII 46554 34311 62578 1548151 1471 25943 0 0 600
FII 44758 153262 1191675 1059343 832795 991056 663404 482576 44522
Pro 45346 32539 355953 183439 1229489 914576 1801470 961536 358359
TOTAL 394626 394626 3031665 3031665 7822639 4694790 7822639 4694790 1535202
Option StoOption StocOption StoTotal Long Total Short Contracts
416453 770923 529564 11749701 10324177
0 62000 0 137146 1644462
49193 57044 29786 3153999 2445415
417476 645235 323772 3321199 3947990
883122 1535202 883122 18362044 18362044
 FII index Fut FII index Opt
Net Net
Gross Purch Gross Purch
Date Gross Sales Purchase / S Gross Sales Purchase / S
ase ase
ales ales
30-Dec-22 3,294.97 4,604.68 -1,309.71 843,790.88 838,457.74 5,333.14
29-Dec-22 4,749.51 4,763.90 -14.39 2,594,051.16 2,578,226.99 15,824.17
28-Dec-22 4,010.38 3,625.45 384.93 1,148,247.65 1,149,155.70 -908.05
27-Dec-22 5,334.86 5,291.63 43.23 1,376,412.08 1,380,270.54 -3,858.46
26-Dec-22 5,194.79 4,162.67 1,032.12 992,964.02 1,005,704.97 -12,740.95
23-Dec-22 5,662.09 6,212.94 -550.85 768,044.72 762,395.54 5,649.18
22-Dec-22 4,619.72 5,270.31 -650.59 3,037,315.59 3,027,117.39 10,198.20
21-Dec-22 5,141.45 5,726.93 -585.48 1,704,236.43 1,700,497.11 3,739.32
20-Dec-22 2,614.20 5,600.65 -2,986.45 1,294,147.83 1,291,814.43 2,333.40
19-Dec-22 3,198.30 2,042.49 1,155.81 895,821.49 892,237.83 3,583.66
16-Dec-22 5,504.23 4,990.45 513.78 1,184,737.61 1,182,902.79 1,834.82
15-Dec-22 2,644.80 4,579.43 -1,934.63 2,242,286.89 2,235,169.17 7,117.72
14-Dec-22 2,907.33 3,543.28 -635.95 801,524.28 805,766.61 -4,242.33
13-Dec-22 2,963.74 2,406.91 556.83 859,924.78 864,958.93 -5,034.15
12-Dec-22 2,824.78 2,167.15 657.63 1,013,798.59 1,008,987.70 4,810.89
9-Dec-22 2,687.94 3,667.51 -979.57 880,845.21 877,672.04 3,173.17
8-Dec-22 3,098.04 2,328.18 769.86 2,256,185.44 2,245,014.96 11,170.48
7-Dec-22 1,814.76 3,033.17 -1,218.41 1,044,803.95 1,045,840.53 -1,036.58
6-Dec-22 1,864.89 3,398.31 -1,533.42 783,512.91 781,576.10 1,936.81
5-Dec-22 2,697.64 2,457.98 239.66 828,806.35 826,540.08 2,266.27
2-Dec-22 2,235.23 6,153.06 -3,917.83 645,228.37 646,337.69 -1,109.32
1-Dec-22 2,816.52 3,342.61 -526.09 2,367,750.73 2,359,661.90 8,088.83
30-Nov-22 4,007.81 2,898.78 1,109.03 1,128,169.74 1,125,694.87 2,474.87
29-Nov-22 2,932.22 2,592.24 339.98 801,503.19 806,830.79 -5,327.60
28-Nov-22 3,726.47 2,312.27 1,414.20 748,507.57 745,969.64 2,537.93
25-Nov-22 2,492.74 4,150.22 -1,657.48 791,010.67 784,385.15 6,625.52
24-Nov-22 8,950.00 5,723.63 3,226.37 1,587,496.09 1,578,968.54 8,527.55
23-Nov-22 6,052.67 5,769.84 282.83 673,127.65 660,045.30 13,082.35
22-Nov-22 5,571.41 4,050.06 1,521.35 575,704.99 578,291.22 -2,586.23
21-Nov-22 2,663.46 3,424.51 -761.05 633,874.05 634,942.13 -1,068.08
18-Nov-22 2,713.89 2,628.89 85 651,705.49 645,660.32 6,045.17
17-Nov-22 2,494.65 2,902.77 -408.12 1,745,300.38 1,738,438.40 6,861.98
16-Nov-22 4,577.67 2,732.56 1,845.11 1,077,356.58 1,072,389.28 4,967.30
15-Nov-22 2,441.35 2,331.50 109.85 812,357.48 814,367.62 -2,010.14
14-Nov-22 2,305.88 3,002.33 -696.45 737,738.51 739,410.78 -1,672.27
11-Nov-22 6,580.53 3,598.77 2,981.76 862,087.67 859,083.37 3,004.30
10-Nov-22 2,318.04 3,837.76 -1,519.72 1,905,865.51 1,900,715.99 5,149.52
9-Nov-22 3,500.42 3,095.20 405.22 942,171.56 937,895.00 4,276.56
7-Nov-22 3,917.04 4,025.32 -108.28 752,660.78 754,318.46 -1,657.68
4-Nov-22 2,118.98 2,364.48 -245.5 612,466.36 603,014.27 9,452.09
3-Nov-22 3,995.26 5,003.09 -1,007.83 2,407,450.11 2,400,583.01 6,867.10
2-Nov-22 2,146.14 2,775.34 -629.2 878,635.60 876,434.26 2,201.34
1-Nov-22 4,211.46 3,262.81 948.65 866,520.62 855,563.14 10,957.48
Dec-22 77880.17 89369.69 -11489.52 29564436.96 29506306.74 58130.22
Nov-22 79718.09 72482.37 7235.72 21191710.6 21113001.54 78709.06
 Nifty PCR
FII Call FII Put FII Future FII Future DII Cash (Near
Date FII Cash VIX Nifty PCR
(K) (K) (Cr.) OI (Cr) (Cr) ATM
strikes)

30-Jul-21 -17.1 -4.8 -1884 12157 -3848 2957 12.8 0.8 0.77
29-Jul-21 20.9 -33.9 1054 12746 -866 2046 0.91
28-Jul-21 3.1 0.3 -356 12951 -2275 921 13.69 0.7 0.57
27-Jul-21 -12.7 53.5 -608 12999 -1459 730 13.23 0.7 0.63
26-Jul-21 -20.3 -21.3 74 11938 -2377 1551
23-Jul-21 19.3 -4.6 697 12251 -163 2188 11.76 1.00 1.08
22-Jul-21 18.6 -53.9 1152 11013 -248 943
20-Jul-21 18.7 50.8 -1785 11522 -2835 873
19-Jul-21 -56.1 26.2 -2069 10705 -2199 1048
16-Jul-21 -15.3 21.5 -1109 11865 -466 666
15-Jul-21 9.6 4.1 706 11750 -265 439
14-Jul-21 -0.5 2.3 278 11312 -1304 1366
13-Jul-21 16 -69.8 2573 10981 114 344
12-Jul-21 -12.8 -10 719 11363 -746 447
9-Jul-21 21.6 39.7 -450 11583 -1125 107
 BN PCR
(Near Nifty Nifty
BN PCR BN Close BN Open
ATM close Open
strikes)

0.7 15763.05 34584.35

0.71 15778.45 34691.5
0.6 0.78 15709.4 34532.9
0.7 1.2 15746.45 34797.45

0.90 0.84 15856.05 15856.8 35034.4 34748.35

 FII DII
Stocks Index Futures Stocks Index Futures
19th Feb 118.8 281.2 -1175
20th Feb -893.3 -919.9 749.5
21st Feb -1569 216.7 -159.7
22nd Feb 125.1 -194.9 1498.2
23rd Feb 2088.7
24th Feb
25th Feb

Date FII Call FII Put FII Future FII Future FII Cash DII Cash
9-Mar-21 26.4 K 9.4 K +₹1,735.3 Cr
₹14,393.6 Cr
+₹2,801.9 Cr
+₹1,250.2 Cr
8-Mar-21 3.4 K -0.8 K -₹858.4 Cr ₹15,570.5 Cr
-₹1,494.5 Cr
+₹483.6 Cr

5-Mar-21
-7.6 K
8.9 K
+₹67.7 Cr
₹15,614.6 Cr
-₹2,014.2 Cr
-₹1,191.2 Cr
4-Mar-21
-14.6 K
15.3 K
-₹2,265.2 Cr
₹14,875.0 Cr
-₹223.1 Cr
-₹788.2 Cr
3-Mar-21
16.2 K
3.3 K
+₹1,371.8 Cr
₹13,579.9 Cr
+₹2,088.7 Cr
+₹392.9 Cr
2-Mar-21
0.4 K
-15.7 K
-₹1,893.6 Cr
₹13,801.8 Cr
+₹2,052.9 Cr
-₹854.0 Cr
1-Mar-21
11.0 K
-15.3 K
+₹1,498.2 Cr
₹13,008.3 Cr
+₹125.1 Cr
-₹194.9 Cr
26-Feb-21
-2.6 K
32.5 K
-₹3,806.4 Cr
₹14,449.2 Cr
-₹8,295.2 Cr
+₹1,499.7 Cr
25-Feb-21
-71.3 K
-19.1 K
+₹382.0 Cr
₹13,316.8 Cr
+₹188.1 Cr
-₹746.6 Cr
24-Feb-21
7.6 K
-22.6 K
+₹443.2 Cr
₹15,511.6 Cr
+₹28,739.2 Cr
+₹230.4 Cr
 Stocks Index Futures
FII DII FII
22-Apr-21
32.6 K
-13.3 K
+₹438 Cr
₹11,161 Cr
-₹910 Cr
+₹850 Cr
20-Apr-21
-26.9 K
2.9 K
+₹307 Cr
₹12,846 Cr
-₹1,082 Cr
+₹1,323 Cr
19-Apr-21
-3.2 K
-1.1 K
-₹310 Cr
₹13,840 Cr
-₹1,634 Cr
+₹2,356 Cr
16-Apr-21
21.9 K
5.0 K
+₹55 Cr
₹14,869 Cr
+₹438 Cr
+₹658 Cr
15-Apr-21
-10.7 K
9.3 K
+₹1,309 Cr
₹12,848 Cr
+₹980 Cr
-₹527 Cr
13-Apr-21
24.2 K
-34.3 K
+₹1,995 Cr
₹12,333 Cr
-₹731 Cr
+₹244 Cr
12-Apr-21
4.2 K
11.0 K
-₹1,740 Cr
₹12,420 Cr
-₹1,746 Cr
+₹233 Cr
9-Apr-21
1.3 K
15.4 K
-₹639 Cr
₹11,651 Cr
-₹654 Cr
-₹271 Cr
8-Apr-21
-17.1 K
 9.3 K
+₹262 Cr
₹10,906 Cr
+₹111 Cr
+₹553 Cr
7-Apr-21
7.3 K
-14.9 K
+₹762 Cr
₹11,009 Cr
+₹227 Cr
+₹381 Cr
Index Futures
 Buy Sell
Reporting Date Derivative Products

No. of Contracts Amount in Crore No. of Contracts Amount in Crore

Index Futures 25950 2590.77 34319 3535.04

Index Options 9378194 882249.78 9390273 883234.59

11-Jun-21 Stock Futures 174648 14201.29 155525 12739.75

Stock Options 217209 17792.28 216830 17751.11

Interest Rate Futures 0 0 0 0

Buy Sell
Reporting Date Derivative Products

No. of Contracts Amount in Crore No. of Contracts Amount in Crore

Index Futures 24599 2565.58 26251 2687.28

Index Options 2171415 213238.33 2177976 213893.94

14-Jun-21 Stock Futures 155518 12892.54 154305 12708.59

Stock Options 254193 21062.37 255073 21134.84

Interest Rate Futures 0 0 0 0

Open Interest at the

end of the date

No. of Contracts Amount in Crore

118958 13340.05

670454 71993.45

1391237 111968.31

314792 24551.27

1500 29.33

Open Interest at the

end of the date

No. of Contracts Amount in Crore

114858 12902.35

866169 90562.05

1402034 113262.12

330600 25970.23

1500 29.35
kotakbank 2041 2022.3
2245.1

Strike 2245

Entry 9 8.9 9.9

Target 0.1 10.0