FII F&O Analysis ahead of March F&O expiry

By | March 27, 2013 5:01 pm


Wishing Readers Very Happy , Colorful HOLI !

Volatile March Expiry is coming to an end, It raised Hope of Nifty conquering 6000 at one point of time and now we are facing danger of breaking important support of 200 DMA. Feb Expiry happened at 5693 yesterday we closed at 5641 so over 20 days of trading net to net we have moved just 40 points but sentiments have turned from excessive optimism to extreme pessimism, that the beauty of trading. Lets discuss how to trade Nifty on Expiry day. My latest Article in renowned Futures Mazine Between extremes: Trading with channels

  • FIIs sold 13485 Contracts of Index Future (NSE Nifty Futures and Bank Nifty Futures combined),worth 385 cores with net Open Interest increasing by 66791 contracts.FII have rollovered their positions to next series, that’s the reason we are seeing big Jump in net OI from past 2 days. Risk Management Rule for Traders
  • NS closed at 5642 after  making high of 5655 and low of 5612 Nifty opened gaped down and quickly recovered to fill the gap. As per  Weekly Analysis we discussed trend deciding level as 5620,and positional traders who trade on Weekly Levels were able to get an entry.Patience is a Virtue and for traders is a must have quality.Nifty has touched its 200 DMA and was able to close over it. Tomorrow we have Monthly closing also as Friday again being an Holiday, Nifty needs to close above 5642 to keep the bullish bias. Nifty has also formed an NR7 day so prepare yourself for big volatile move tommrow.
  • Nifty Future March Open Interest Volume is at 1.21 cores with liquidation of  10.3 lakh in Open Interest with fall  in Cost of Carry of Nifty Future  to showing traders are closed long  positions . Expiry-1 day NF  OI in Feb series is at 92 Lakhs NF which was the case in Jan series, can we see another leg down in market?
  • Total Future & Option trading volume at 1.95 lakh Cores with total contract traded 2.17 lakh , PCR (Put to Call Ratio) at 0.80  and VIX at 15.80.
  • 5700 Nifty CE  is having highest OI at 69.7 Lakh with liquidation of  7 Lakhs so 5700 will remain key resistance tommrow, 5800 CE  liquidated 14 akhs having OI of  68.4 lakhs so smart money exiting the call options . 5700 as clear zone of resistance for any further rise.
  •  5600 Put Option is having highest  Open Interest of  80.3 lakhs with addition of  5.8 lakhs in OI ,5500 PE added 5.4 lakhs and net OI at 64 lakhs so 5600 should give a strong support to Nifty. So expiry can be in the range of 5600-5700 range.
  • FIIs bought in Equity in tune of 538 cores,and DII sold 124 cores in cash segment FII has bought 8863 cores in cash segment in March series and DII sold 7390 cores in march series. LIC has shown net profit of 24 K cores in this quarter all thanks to FII who have absorbed all the selling from LIC,INR closed at 54.2 Live INR Chart for market hours and currency traders
  • Nifty Futures Trend Deciding level is 5649 (For Intraday Traders). Expiry Range for NF comes at 5688-5594. Traders do remember their will be wild moves in last 45 minutes of trading so avoid extra leverage  positions.

Buy above 5661 Tgt 5672, 5688,5700(Nifty Spot Levels)

Sell below 5631 Tgt 5617,5600 and 5580(Nifty Spot Levels)

Traders who use Pivot and Camarilla can use the following 2 sites for Hourly values and EOD values

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4 thoughts on “FII F&O Analysis ahead of March F&O expiry

  1. Saumya

    Just want a reconfirmation?
    Yesterday was an NR7 day??
    IMO it was not an NR7 day but an NR4 day

  2. Suraj

    Please write an article on this ROLLOVER statistics…
    Where to get all these rollover statistics and how to interpret them ?

    It would be of great help for newbies like me….


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