Forum Replies Created
May 26, 2019 at 4:20 PM in reply to: REGARDING FII DATA OF INDEX OPTIONS AND INDEX FUTURES. #131321
I see difference between when I pull report participant wise open interest and report FPI Derivative Trades from NSDL website.
from participant wise open interest
Net OI Index Options (FII) = -112268
Net Contracts are Buy:51166102, Sell: 51100605 Net =
Can you please help with this difference
we need to record premium at each strike price and keep an eye over the movement i.e it is increasing or decreasing .
for e.g if an average premium at CALL( over all strikes) is 100 and average premium at PUT(over all strikes) is 102 then Nifty is more likely to fall as premium at PUT is increasing than call side.
Nitin Sir do you second above explanation ?