F&O Market Report for Monday, 21st Sept 2020

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F&O Data Analysis for Monday, 21^st Sept 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.

 

Futures and Options data of Index.

Futures Data	Nifty 50	Nifty Bank
Last Price	11519.50	22124.00
Change (Rs.)	-2.90	-267.95
Change (%)	-0.03 %	-1.20 %
Change in OI	-14.99 %	-9.69 %
Prem./Discount	+14.55	+92.95
14 Day High	11626.90	23125.90
14 Day Low	11202.00	21808.10

 

 

 

 

 

 

 

 

 

Options Data	Nifty 50	Nifty Bank
Max Pain	11500	22400
Put Call Ratio (Monthly)	1.02	0.66
Highest Call OI	11600*	22500
Highest Put OI	11500	22000
Increase in Call OI	11800	22500
Increase in Put OI	11250	21000

 

 

 

 

 

 

 

 

 

*12000 CE is having highest OI due to hedging demand.

 

 

Options Premium Comparison

Nifty 50

Range (Above/Below)	Call Premium	Put Premium	Highest Premium
100 Points	53.40	53.00	Neutral
150 Points	35.50	42.35	Put
200 Points	22.65	34.25	Put

 

Nifty Bank

Range (Above/Below)	Call Premium	Put Premium	Highest Premium
500 Points	187.00	126.00	Call
700 Points	124.75	92.00	Call
1000 Points	70.05	53.10	Call

 

FII Activity in F&O

*FIIs are 55.26% Long on Index futures and 55.06% Long on Stock Futures.

 

Overall F&O Cues :-

·       More Calls were added in both Nifty and Nifty Bank

·       5361 Contracts were added on 11500 CE making a total of 43292 Contracts

·       45108 Contracts are standing on 11500 PE

·       Nifty should take support at 11450-11500 levels as per options data

·       Nifty futures made Intraday low of 11455 and closed above 11500 level

·       Nifty Bank looks weak by looking at Call options premium

·       21500 might act as a major support and 22500 as major resistance for short term in Nifty Bank

·       Heavy Put Unwinding on 22100 and above puts shows the weakness in Nifty Bank

·       India VIX is around 20

·       PCR for Nifty Bank may make it oversold around 21500-700 zone

·       PCR for Nifty is Neutral

 

Overall, Nifty doesn’t looks Bearish from here but Nifty Bank might show a down-move in coming days. Global Markets are Neutral.

A sharp dip was seen in last hour on Friday due to Indo-pak border issues. However, markets recovered from days low.

 

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