F&O Market Report for Monday 5th Oct 2020

F&O Data Analysis for Monday, 5^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	11440.20	22292.00
Change (Rs.)	+183.35	+827.75
Change (%)	+1.63%	+3.86%
Change in OI	+3.14%	-13.25%
Prem./Discount	+23.25	+46.00
14 Day High	11614.55	22550.00
14 Day Low	10819.25	20431.00

 

 

 

 

 

 

 

 

 

Options Data	Nifty 50	Nifty Bank
Max Pain	11400	22000
Put Call Ratio (Weekly)	1.20	1.20
Put Call Ratio (Monthly)	1.34	0.81
Highest Call OI	11500	23500
Highest Put OI	11200	21500
Increase in Call OI	12000	23500
Increase in Put OI	11400	22000

 

 

 

 

 

 

 

 

 

 

 

Options Premium Comparison

Nifty Bank

Range (Above/Below)	Call Premium	Put Premium	Highest Premium
550 Points	134.60	132.75	Neutral
750 Points	90.00	92.00	Neutral
1050 Points	43.45	54.95	Put

 

FII Activity in F&O

*FIIs are 66.47% Long on Index futures and 59% Long on Stock Futures.

 

Overall F&O Cues :-

·       More Puts were added in both Nifty and Nifty Bank

·       16615 & 17217 Contracts were added in 11300 and 11400 Puts respectively

·       Highest OI for Nifty stands at 11500 CE and for Nifty Bank at 23500 CE

·       11500 for Nifty and 22500 for Nifty Bank will act as a major resistance for short term

·       Options premium indicates a rangebound move for this week

·       PCR and Max Pain is on bullish side

·       Heavy short-covering was seen on Nifty Bank as OI fell with rise in price

·       Premiums on Futures indicates more up-move from current levels

·       India VIX fell nearly 6% to close at 18.35 level

 

As new week has started, options data is yet to show market trend. However, ahead of US Elections, markets are very volatile and same shall be witnessed in current month and next month too. Biden accused the US President of constantly lying about everything.

FIIs are bullish as longs on both Index and Stocks rose around 12% as compared to last week positions.

Global Markets were bullish and so were ours. A rangebound move is expected for coming week. Nifty may trade between 11200 and 11600. News based move can be seen in Nifty Bank ahead of Interest on Interest case.

 

AAJ  KA GYAN :-

 

An eye for an eye only ends up making the whole world blind.

Let’s be kind to one another.

-       M.K. Gandhi

 

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