F&O Market Report for Tuesday 27th Oct 2020

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F&O Data Analysis for Tuesday, 27^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	11779.75	24125.60
Change (Rs.)	-154.60	-411.40
Change (%)	-1.30%	-1.68%
Change in OI	-12.63%	-13.28%
Prem./Discount	+12.00	+50.15
14 Day High	12016.80	24880.65
14 Day Low	11663.20	22995.50

 

 

 

 

 

 

 

 

 

Options Data	Nifty 50	Nifty Bank
Max Pain	11750	24000
Put Call Ratio	0.85	0.66
Highest Call OI	12000	25000
Highest Put OI	11500	23000
Increase in Call OI	11900	24500
Increase in Put OI	11400	23000

 

 

 

 

 

 

 

 

 

 

Options Premium Comparison

Nifty 50

Range (Above/Below)	Call Premium	Put Premium	Highest Premium
25 Points	87.05	84.20	Call
125 Points	46.95	46.05	Neutral
225 Points	23.20	28.00	Put

 

FII Activity in F&O

*FIIs are 59.72% Long on Index futures and 57.08% Long on Stock Futures.

 

Overall F&O Cues :-

·       More Calls are added in Nifty as well as Nifty Bank

·       Heavy Put Unwinding was seen after today’s sharp fall in both the Indexes

·       11900 and 24500 stands as a big resistance for Nifty and Nifty Bank as per OI data

·       23500 and 11500 are next big supports for the Indexes

·       PCR is below 1 which indicates more calls are being sold, hence up-move is limited

·       Options Premium shows no clear signals

·       India VIX closed around 4.5% higher at 22.83

 

Nifty and Bank Nifty tumbled today due to weak local and global cues.

Surging COVID-19 cases in US and parts of Europe and Partial Lockdowns in France, Italy and Spain hurted the markets today.

Major dip was due to Amazon winning an order from Singapore International Arbitration Centre against Reliance which made it to fall sharply.

 

AAJ  KA GYAN :-

 

At 29, Charlie Munger divorced his wife and lost everything.

At 31, his son died of Leukemia, with no health insurance, he lost everything again.

He got one eye removed and that left him half-blind for life.

Despite all this, he has built and Empire.

If he can, you can too.

 

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