F&O Market Report for Monday 12th Oct 2020

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F&O Data Analysis for Monday, 12^th Oct 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	11948.00	23951.75
Change (Rs.)	+116.20	+767.05
Change (%)	+0.98%	+3.31%
Change in OI	+3.37%	+7.88%
Prem./Discount	+33.80	+104.95
14 Day High	11949.95	23965.00
14 Day Low	11090.00	21050.00

 

 

 

 

 

 

 

 

 

Options Data	Nifty 50	Nifty Bank
Max Pain	11850	23500
Put Call Ratio (Weekly)	1.25	1.33
Put Call Ratio (Monthly)	1.51	1.17
Highest Call OI	11900	25000
Highest Put OI	11700	23000
Increase in Call OI	12500	25000
Increase in Put OI	11000	23500

 

 

 

 

 

 

 

 

 

 

 

Options Premium Comparison

Nifty 50

Range (Above/Below)	Call Premium	Put Premium	Highest Premium
150 Points	Rs.44.95	Rs.47.00	Put
250 Points	Rs.31.90	Rs.29.80	Call
350 Points	Rs.14.40	Rs.18.00	Put

 

Nifty Bank

Range (Above/Below)	Call Premium	Put Premium	Highest Premium
550 Points	Rs.204.00	Rs.177.60	Call
750 Points	Rs.146.20	Rs.135.55	Call
1050 Points	Rs.88.50	Rs.88.00	Neutral

 

FII Activity in F&O

*FIIs are 71.60% Long on Index futures and 58% Long on Stock Futures.

 

Overall F&O Cues :-

·       More Puts were added in Nifty as well as Nifty Bank

·       Rise in price along with rise in OI indicates a strong positive momentum

·       FIIs have increased their long positions in Index Futures

·       Volatility will be there in the Markets till US Elections

·       Option Premium Comparison gives no clear direction

·       Monthly PCR in Nifty is slightly in Over-bought trajectory

·       Indexes will mostly move based on Global Cues

·       Highest OI in Nifty stands at 12500 CE and in Nifty Bank at 23000 PE

 

In October series Nifty and Nifty Bank has already rallied 6% and 11% respectively breaching the previous month’s highs.

India VIX is at 20.38 level. Global markets were positive during last week.

12500 will be the next major resistance for Nifty and 25000 in case of Nifty Bank.

US Elections is a major event to watch out and moves in markets will be based on it.

Overall Markets are positive but Nifty must consolidate in the range of 11800-12200 for a while after a massive rally seen last week.

 

AAJ  KA GYAN :-

 

What comes easy won’t last.

What lasts won’t come easy.

 

Hope it helps. Don’t forget to share yours thoughts on Twitter @ The_HKD