Nifty Positioning Desk

Nifty 50—

Market view—

FII long %—

Put-call ratio—

India VIX / IV—

In simple words

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What's happening?

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What does the model suggest?

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Why?

When is this view wrong?

Call gains when the market goes up. Put gains when the market goes down. FIIs are big foreign funds. Option sellers are big players who collect money betting price will not cross a level.

Market mood—

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Bias score, −100 bearish to +100 bullish

Agreeing—

Vol regime—

Model pick—

Framework chain

Each step confirms or kills the one before it. Click a step to open it.

Suggested trade

Open strategy

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Net premium—

Max profit—

Max loss—

Key levels

1

Price trend

Where is the market and what's the structure?

Spot against its moving averages

Inputs

Nifty spot

20 DMA

50 DMA

200 DMA

Swing structure

Moving averages give location; swing structure gives direction.

2

Open interest & FII positioning

Who is positioned, and are they adding or exiting?

Price ↑ OI ↑Long build-upFresh longs. Trend has real conviction.

Price ↓ OI ↑Short build-upFresh shorts. The fall is being backed.

Price ↑ OI ↓Short coveringShorts running. Can reverse once covering ends.

Price ↓ OI ↓Long unwindingLongs exiting. Often a healthier dip.

Inputs

Price (start)

Price (end)

Futures OI (start)

Futures OI (end)

OI never moves alone. Read it against price; the combination is the signal.

FII positioning

Index futures · from NSE's participant-wise OI report

FII long % of index-futures positions

Participant	Long	Short	Prev long	Prev short	Long %	Δ long % pts	Net contracts	Δ net

Every time the FII long-short ratio has dropped below 10%, short covering followed. The trigger is long % turning up, not just being low. Until it rises, FIIs are still short.

3

Option chain

Where exactly are writers defending strikes?

Open interest by strike

Bars: red = call writers (ceiling) · green = put writers (floor)

Highlighted in red: the change is bearish (call writers adding, or put writers leaving) Highlighted in green: the change is bullish (put writers adding, or call writers leaving) Significant = OI changed by 30% or more, and the change is at least 10% of the biggest OI in the chain. Outlined = 75% or more. IV under each strike = how far that strike's IV moved from what the index move alone predicts. Negative = selling pressure (writers), positive = buying pressure. This is what separates writing from buying. Faded bars are in the money. Changes there are reactions to losses or profits, so they count for less than changes in front of the price.

Significant changes

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Chain data

Strike	Call OI	Call Δ	Put OI	Put Δ

Source: NSE option chain. Contracts, nearest expiry.

4

Put-call ratio

Is sentiment stretched, and is that a signal or a trap?

PCR is a contrarian gauge at the extremes. Very high means everyone is already bullish (trap risk); very low means bears are crowded. In between, direction matters: a sliding PCR means bulls are giving up.

Inputs

PCR, last sessions (oldest → today)

Overheated above

Oversold below

PCR = put OI ÷ call OI (the standard convention; the slide had it inverted). Higher means more put writing, so bulls are stronger.

5

Implied volatility

Is premium cheap or expensive right now?

Rising volatility makes premiums expensive; falling volatility makes them cheap. IV at the low end of its range favours buying options, at the high end selling them. When IV keeps falling, bought premiums barely move; a sudden spike can hurt sold premiums.

Inputs

Nifty IV %

IV percentile %

1-year low

1-year high

IV trend

IV percentile = share of the last year's sessions when IV was below today's level.

6

Greeks & strategy

Which instrument expresses this view at the least risk?

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Payoff at expiry (₹, all lots)

Leg	Premium	Delta	Gamma	Theta /day	Vega /1%

Black-Scholes estimates using one flat IV for every strike, so skew is ignored. Check live premiums before you act.

Structure

Direction × volatility

Click a cell to model a different structure. Credit spreads sell at the strikes writers defend in step 3.

Days to expiry

Risk-free rate %

Lot size

Lots

Spread width (pts)

What the world is telling Indian markets

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Loading global data…

Flags: red = a change that is bad for Indian stocks, amber = a big change worth watching. An indicator is flagged when it moves more than 2.5× its normal daily amount, hits a new 1-year high or low, or turns bad for India; the US 10-year is also flagged on a 0.15-point move in a week. The Fed is flagged when it changes rates, when 6-month Treasury bills sit more than 0.15% above or below the Fed rate (traders expect a hike or a cut), when that gap shifts 0.10% in a week, and in the 7 days before a decision.

Headwind / tailwind is judged on the last month's move: crude ±5%, gold ±5%, dollar index ±2%, USD/INR ±1%, US 10-year ±0.20 pts, India 10-year ±0.15 pts, S&P 500 ±3%; US VIX above 25 is a headwind, below 15 a tailwind. The 1-year percentile shows where today's level sits in the past year (100 = highest). Source: CNBC market data, New York Fed.

In simple words

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Loading flows…

Daily net buying, ₹ crore

FII derivatives positions

Segment	Long	Short	Net	Δ net vs prev day	Long %	Δ long %

Contracts, from NSE's participant-wise OI report. Index calls long and index puts short are bullish bets; index puts long and index calls short are bearish.

Where FIIs are buying and selling, by sector

Loading sector data…

Net investment, ₹ crore

FII portfolio weight by sector

Sector	Weight	Δ weight, 6 mo	3-month flow

FII long % in index futures · 2 years

Below 10% has historically preceded short covering

Cash-market figures are NSE's provisional FII/FPI and DII numbers across NSE, BSE and MSEI, published each evening. A day is flagged as significant when FII net flow is ₹3,000 crore or more, or at least 1.5× the average of the previous 20 days. NSE only publishes the latest day, so the daily history builds up from the day this page started collecting.

Results filed · last 7 days

Filed	Company	Quarter	Revenue ₹ cr	YoY	Net profit ₹ cr	YoY	Margin	Read	Open

Figures come straight from each company's XBRL filing on NSE (consolidated where available), compared with the same quarter last year. Banks report interest earned as revenue. Strong = profit up 20%+ with revenue up; Weak = profit down 20%+ or a loss. Check for one-offs before acting. P&L opens the results statement as filed on NSE, PDF the company's own results document (when it posted one), Screener the quarterly P&L history on screener.in.

Overview

In simple words

What's happening?

What does the model suggest?

Why?

When is this view wrong?

Framework chain

Suggested trade

Key levels

Price trend

Inputs

Open interest & FII positioning

Inputs

FII positioning

Option chain

Open interest by strike

Significant changes

Chain data

Put-call ratio

Inputs

Implied volatility

Inputs

Greeks & strategy

Structure

What the world is telling Indian markets

What changed overnight

⚑ Changes to watch

In simple words

Daily net buying, ₹ crore

FII derivatives positions

Where FIIs are buying and selling, by sector

FII long % in index futures · 2 years

Results filed · last 7 days

Coming up · next 14 days

Next 45 days