FII INDEX DERIVATIVES ACTIVITY

OF 11th OCTOBER 2022

Index Futures Net SELL = 1015.44 Cr
Overall Change on 11th October '22
Participants Long Positions Short Positions Long Positions Short Positions
% Contracts % Contracts % Contracts % Contracts
FII 14.68% 25140 85.32% 146056 -18.00% -5520 3.81% 5366
Index Options Net SELL = Rs 1629.42 Cr
FII Index Option Long Positions
Long Call Option Short Put Option Overall Long Positions

OI OI Change OI Change% OI OI Change OI Change% OI OI% OI Change OI Change%

491484 65892 15.48% 270606 -12390 -4.38% 762090 43.4% 53502 7.55%
FII Index Option Short Positions
Long Put Option Short Call Option Overall Short Positions
OI OI Change OI Change% OI OI Change OI Change% OI OI% OI Change OI Change%
606821 3317 0.55% 387108 94838 32.45% 993929 56.6% 98155 10.96%
 FII STOCK DERIVATIVES ACTIVITY
OF 11th OCTOBER 2022
Stock Futures Net SELL = 1659.4
Overall Change on 11th October '22
Participants Long Positions Short Positions Long Positions Short Positions
% Contracts % Contracts % Contracts % Contracts
FII 48.42% 1032233 51.58% 1072561 0.19% 1933 2.70% 28976
Stock Options Net SELL = Rs 221.18 Cr
FII Stock Option Long Positions
Long Call Option Short Put Option Overall Long Positions
OI OI OI
OI OI OI
OI Change OI Change OI OI% Change
Change Change Change
% % %
24844 -1327 -5.07% 21236 1856 9.58% 46080 36.8% 3342 7.92%
FII Stock Option Short Positions
Long Put Option Short Call Option Overall Short Positions
OI OI OI
OI OI OI
OI Change OI Change OI OI% Change
Change Change Change
% % %
33952 4220 14.19% 45060 4495 11.08% 79012 63.2% 8715 12.40%
 NIFTY INDEX VITALS OF
11th OCTOBER 2022
Parameter - price 10-10-2022 11-10-2022 Change %Change Parameter -OI 10-10-2022 11-10-2022 Change %Change

spot value 17241 16983.55 -257.45 -1.49% Gross fut+CE+PE OI 257883550 304649325 46765775 18.13%
near fut price 17227.45 16978.2 -249.25 -1.45% Gross fut OI 14661050 15036800 375750 2.56%
next fut price 17271.35 17024.2 -247.15 -1.43% Gross CE OI 119302825 169815900 50513075 42.34%
far fut price 17328.25 17087.75 -240.5 -1.39% Gross PE OI 123919675 119796625 -4123050 -3.33%
ne a r ba sis -13.55 -5.35 8.2 0.05% Gross near fut OI 13082650 13414300 331650 2.54%
ne xt b a sis 30.35 40.65 10.3 33.94% Gross next fut OI 1348200 1332750 -15450 -1.15%
fa r b a sis 87.25 104.2 16.95 19.43% Gross far fut OI 230200 289750 59550 25.87%

Parameter - IV,PCR,
Parameter - Volume 10-10-2022 11-10-2022 Change %Change 10-10-2022 11-10-2022 Change %Change
VIX & FII DII Cash
Gross fut Volume 275547 229057 -46490 -16.87% CE IV 18 21 3 16.67%
Gross CE Volume 1439853350 1421340550 -18512800 -1.29% PE IV 20 22 2 10.00%
Gross PE Volume 1134941900 1239879350 104937450 9.25% PCR 1.05 0.72 -0.33 -31.43%
Gross near fut Volume 253682 211932 -41750 -16.46% India VIX 19.62 20.49 0.87 4.43%
Gross next fut Volume 16264 12295 -3969 -24.40% FII Sto c k Ca sh -2139 -4613 -2474 -115.66%
Gross far fut Volume 5601 4830 -771 -13.77% DII Sto c k Ca sh 2137 2431 294 13.76%
 BANKNIFTY INDEX VITALS OF
11th OCTOBER 2022
Pa ra m e te r -p ric e 10-10-2022 11-10-2022 C ha ng e %C ha ng e
Parameter - IV,PCR 10-10-2022 11-10-2022 Change %Change
spot value 39093.10 38712.45 -380.65 -0.97%
near fut price 39216.6 38810.15 -406.45 -1.04%
next fut price 39359.05 38964.65 -394.40 -1.00% CE IV 23 24 1.00 4.35%
far fut price 39513.25 39118.75 -394.50 -1.00%
ne a r b a sis 124 98 -25.80 -20.89% PE IV 26 26 0.00 0.00%
ne xt b a sis 142 155 12.05 8.46%
PCR 0.99 0.72 -0.27 -27.27%
fa r b a sis 420 406 -13.85 -3.30%

Parameter -OI 10-10-2022 11-10-2022 Change %Change Parameter - Volume 10-10-2022 11-10-2022 Change %Change

Gross fut OI 2202525 2138400 -64125.00 -2.91% Gross fut Volume 210727 186896 -23831.00 -11.31%
Gross CE OI 35706300 46195300 10489000.00 29.38% Gross CE Volume 863599225 838921150 -24678075.00 -2.86%
Gross PE OI 35518525 33618850 -1899675.00 -5.35% Gross PE Volume 721426850 760990350 39563500.00 5.48%
Gross near fut OI 1979225 1929750 -49475.00 -2.50% Gross near fut Volume 199686 176931 -22755.00 -11.40%
Gross next fut OI 178675 166275 -12400.00 -6.94% Gross next fut Volume 7572 6861 -711.00 -9.39%
Gross far fut OI 44625 42375 -2250.00 -5.04% Gross far fut Volume 3469 3104 -365.00 -10.52%
NIFTY OPTION CHAIN
BANKNIFTY OPTION CHAIN
 NIFTY F&O TRADE SETUP FOR
10th OCTOBER 2022
 Nifty Future falling 20 DEMA at 17340 and 10 DEMA at 17236 will act as new
resistance and opening below 100 DEMA at 17104 will ensure a pullback
towards 100 DEMA where fresh shorts will enter ; recovery on hourly basis
above 100 DEMA will be a pullback sign.

 Nifty Future gap down opening support at 200 DEMA at 16912 and 16980-
17028-17052 ; pullback possible upto 17208-220 since no participant including
FIIs are holding shorts in index futures and PE writers at 17200 will look to
cover. hourly RSI support at 48-51.

 For tomorrow gap down opening look for support for Nifty at PCR of 7 and
India VIX at 21-22.
 BANKNIFTY F&O TRADE SETUP
FOR 10th OCTOBER
 Bank Nifty Future falling 20 DEMA at 39352 , 10 DEMA at 39133 will act as
new resistance and opening above 60 DEMA at 38553 will ensure a pullback
towards 50 DEMA wt 38830 where fresh shorts will enter ;closing on hourly
basis above 50 DEMA will be a pullback sign.
 Bank nifty gap down opening support at 60 DEMA at 38554 and 38624-665 ;
pullback possible upto 38920-39045 since no participant including FIIs are
holding shorts in index futures and PE writers at 39000 will look to cover.
hourly RSI support at 41-42.

 For gap down opening of bank nifty tomorrow look for support at PCR of 0.55-
0.68