F&O Market Report for Monday 28th Sept 2020

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F&O Data Analysis for Monday, 28^th 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	11031.90	20935.90
Change (Rs.)	+195.70	+409.15
Change (%)	+1.81 %	+1.99 %
Change in OI	-2.85 %	-7.85 %
Prem./Discount	-18.35	-46.45
14 Day High	11637.00	22836.00
14 Day Low	10819.25	20431.00

 

 

 

 

 

 

 

 

 

Options Data	Nifty 50	Nifty Bank
Max Pain	11000	20900
Put Call Ratio (Weekly)	1.00	0.90
Put Call Ratio (Monthly)	1.28	0.66
Highest Call OI	11500	21000
Highest Put OI	10900	20500
Increase in Call OI	11500	21000
Increase in Put OI	10900	20500

 

 

 

 

 

 

 

 

 

 

 

Options Premium Comparison

Nifty 50

Range (Above/Below)	Call Premium	Put Premium	Highest Premium
100 Points	48.00	73.00	Put
150 Points	33.00	59.00	Put
200 Points	22.40	48.00	Put

 

Nifty Bank

Range (Above/Below)	Call Premium	Put Premium	Highest Premium
500 Points	122.00	187.00	Put
700 Points	79.00	135.90	Put
1000 Points	39.00	87.00	Put

 

FII Activity in F&O

*FIIs are 54% Long on Index futures and 57.59% Long on Stock Futures.

 

Overall F&O Cues :-

·       More Puts were added in both Nifty and Nifty Bank

·       12771 Contracts were added on 10900 PE

·       Highest Put OI also stands at 10900

·       Heavy Call unwinding was seen on 11000 and 10900 strikes

·       13467 and 12169 Contracts were added on 20000 and 20500 Puts in Nifty Bank

·       PCR is neutral for both Nifty and Nifty Bank

·       Premium comparison suggests more up-move for both Indexes

·       10900 and 20500 should act as support for near term in Nifty and Nifty Bank respectively

 

Looking at the data, Nifty should rise from current levels. Markets were very volatile last week due to global cues.

India VIX rose to around 23 levels. Global cues were positive on Friday. Metals saw a sharp decline last week.

In September series Nifty fell almost 4.50%, from high of 11794.25 to low of 10790.20, a fall of 1000 points from recent highs.

Nifty Bank fell around 11% from high of 25200 to low of 20400, a fall of 4800 points from highs.

 

AAJ  KA GYAN :-

 

Good trading is boring;

Bad trading is exciting and makes the hair on the back of your neck stand up.,

You can be a bored rich trader or a thrill seeking Gambler, its entirely your choice.

 

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