The NSE F&O data shows that FIIs open interest in index futures has declined by over 14 per cent from its peak; amid net purchases of contracts worth ₹7,737.41 crore in the last 8 trading sessions.
FIIs long-short ratio in index futures has barely moved from 0.09 to 0.11, implying presence of heavy short bets in the August F&O series.
FIIs are holding 10 short positions in index futures for every long trade; historically Nifty has witnessed a short-covering rally after the ratio dropped to such lows, shows F&O data.
Foreign investors net sold ₹14,452 crore, and ₹25,831 crore in stock & index futures, respectively in July; however, F&O rollovers hint at likely optimism going ahead.
FIIs have been net sellers in index futures for 11 straight days. Their open positions in Nifty futures jumped by 47% thus far in July series, implying significant short build-up; suggests F&O data.
Nifty Expiry Day: A breakout above the 25,300 level could result in swift short-covering and potentially drive the Nifty towards the 25,450 - 25,500 zone, said Dhupesh Dhameja of SAMCO Securities.
Foreign Institutional Investors long-short ratio in index futures now stands at the lowest point in two months; implying the presence of 5 sell-side bets for every long position, shows NSE F&O data.
Will the market witness a bull-trap or a short-covering rally on Nifty futures & options expiry day; here are the key levels to watch out for as per market experts.
Sahaj Agrawal of Kotak Securities recommends a Nifty Bull Call Spread in F&O for the upcoming May 29 expiry.
F&O market cues: FIIs hold nearly 2 short positions in index futures for every long trade; DIIs net sold over 34,000 contracts in the last 2 days, shows NSE data.
FIIs net sold stocks and futures worth ₹6,668.28 crore on Tuesday. Open positions declined by 15%, and long-short ratio in index futures dropped to 0.6 in last three trading days, shows NSE F&O data.
FIIs net bought over 30,000 contracts of Nifty futures in the last five days; thereby taking their long-short ratio to 0.94 - its highest point since October 4, 2024; shows the NSE derivatives data.
The NSE F&O data shows that domestic institutional investors offloaded over 36,000 contracts of index futures in the last 8 days, while the Nifty 50 index rose nearly 4 per cent.
Data from NSE shows that retail investors have turned net bearish in index futures for the first time in six months; while DIIs remain the most bullish among market participants.
From down 8%, to up over 3% - the NSE Nifty 50 index seems poised to end higher for the 11th time in the last 13 April months; also a relatively shorter F&O series in terms of trading sessions.
Historical data shows that the Nifty has ended higher in most of the April F&O series in the last 12 years; the average gain for the NSE benchmark has been over 3 per cent.
A breakout above 23,350 could fuel further upside towards the 23,700-23,800 range, said analyst at Kotak Securities
NSE derivatives data shows that FIIs are least bearish since December 13; DIIs most bullish in more than a year, while retail investors have turned cautious.
FIIs net bought 35,901 contracts of Nifty futures and 31,258 contracts of Bank Nifty in the last 4 days; DIIs bullish bets in index futures at highest in more than a year, shows NSE F&O data.
As per the data from the NSE F&O segment, foreign institutional investors now hold 3 short positions in index futures for every long trade as against 5 bearish bets held earlier.