F&O Market Report for Monday 31 Aug 2020

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F&O Data Analysis for Monday, 31^st Aug 2020

This blog contains information and major data points regarding Futures and Options which may be helpful in taking positions or day trades in Markets.

Our major focus will be on Nifty 50 and Nifty Bank. It is recommended to use Desktop-Version of site for better view. And don�t forget to read �AAJ KA GYAN� at the end.

 

Futures and Options data of Index.

Index	Last Price	Chg(Rs.)	Chg(%)	Chg in OI(%)	Prem./Dis.	14-Day High	14-Day Low
Nifty 50	11682.10	+102.05	+0.89 %	+4.23 %	+34.50	11698.00	11171.00
Nifty Bank	24622.00	+1020.00	+4.23 %	+16.83 %	+98.20	24658.70	21413.80

 

Index	Max Pain	Put Call Ratio (Weekly)	Put Call Ratio (Monthly)	Highest OI Call Put	Increase in OI Call Put
Nifty 50	11600	1.35	1.41	12000 11500	12000 11600
Nifty Bank	24100	1.58	1.05	25000 23500	25500 24000

 

Option Premium Comparison

Nifty 50

Range (Above/Below)	Call Premium	Put Premium	Highest Premium
100 Points	Rs.45.00	Rs.47.50	Put
200 Points	Rs.16.50	Rs.29.75	Put
300 Points	Rs.4.85	Rs.18.80	Put

 

Nifty Bank

Range (Above/Below)	Call Premium	Put Premium	Highest Premium
800 Points	Rs.147.45	Rs.110.05	Call
1000 Points	Rs.98.00	Rs.84.00	Call
1200 Points	Rs.65.15	Rs.64.20	Call

 

FII Activity in F&O

Type	Today�s Activity Amount (In Cr.)	Overall No. of Contracts (OI)	Overall Amount (Cr.)
Stock Options	247.89	45,871	3217.60
Stock Futures	-807.24	12,22,456	88649.23
Index Options	1394.43	6,62,022	53511.24
Index Futures	350.69	1,36,543	11352.32

 

*FIIs are 77.21% Long on Index futures and 59.31% Long on Stock Futures.

 

Overall F&O Cues :-

�         More puts are added in Nifty as well as Nifty Bank

�         Break-out in Banking and Finance Sector led Nifty Bank to 24600 levels

�         Nifty still looks bullish while Nifty Bank may take a halt in range of 23500 to 25500

�         PCR for Nifty is Balanced while for Nifty Bank it makes Index slightly Overbought

�         11500 PE and 23500 PE holds highest OI on Nifty and Nifty Bank respectively

�         FIIs are Buyers in both Cash and F&O segment

�         Good time to sell puts in Nifty and Calls in Nifty Bank for this week

 

Market made a big move last week. Nifty Bank surged over 2000 points.

Delivery buying in some Banks led to a big rally.

US and Asia Markets closed in green. Europe closed in red.

Currently not holding any position. Closed previous Bearish Spread in a big loss. Looking to initiate Bull Call Spread in Nifty for coming week.

 

AAJ� KA GYAN :-

 

Losers make mistakes, then they make excuses.

Winners make mistakes, then they make changes.

(P.S. My Last Trade ^_^)

 

Hope it helps. Don�t forget to share yours thoughts on Twitter @ The_HKD