FII F&O Analysis ahead of April future options expiry

By | April 24, 2013 8:49 am

FII

May Lord Mahavir Bless you abundantly And fill your life with The virtue of truth Non violence & External compassion..

Volatile April Expiry is coming to an end, It raised Hope of Nifty going down as much as 5200 at one point of time and now we are trading well above 5800, Volatility at its best 🙂 . sentiments have turned from extreme pessimism to excessive optimism  , that the beauty of trading. Lets discuss how to trade Nifty on Expiry day.

  • FIIs bought 32150 Contracts of Index Future (NSE Nifty Futures and Bank Nifty Futures combined),worth 930 cores with net Open Interest increasing by 8594 contracts.FII have rollovered their long 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 5837 after  making high of 5844 and low of 5792, Nifty did gave a dip till 5792 but was quickly bought into.Nifty remained in a volatile session as discussed in yesterday analysis.  Nifty has formed a typical Inside Day Candlestick Pattern on Tuesday signalling a volatile move is round the corner on Expiry day.Next all important resistance zone comes in the range of  5861-5872
  • Nifty Future March Open Interest Volume is at 1.14 cores with liquidation of  28.2  lakh in Open Interest with fall  in Cost of Carry of Nifty Future  to showing traders are closing short position  positions . Expiry-1 day NF  OI in May series is at 89.6 Lakhs NF with Support of May NF coming at 5806 below which bulls will be in trouble.
  • Total Future & Option trading volume at 2.11 lakh Cores with total contract traded 2.77 lakh , PCR (Put to Call Ratio) at 1.23 excessive bullishness  and VIX at 15.07.
  • 5900 Nifty CE  is having highest OI at 80.4 lakhs with addition of  3.8 lakhs in OI , remains the wall of resistance for expiry day, 5800 CE  liquidated 8.8 lakhs having OI of  53.8 lakhs so call writers running for cover . 5900 as clear zone of resistance for any further rise.
  •  5600 Put Option is having highest  Open Interest of  86.8 lakhs with addition of  10.4 lakhs in OI ,5700 PE  remains the wall of support for expiry day.5800 PE added 5.1 lakhs and net OI at 61.6  lakhs so 5600 should give a strong support to Nifty. So expiry can be in the range of 5780-5880 range.
  • Nifty Futures Trend Deciding level is 5853 (For Intraday Traders). Expiry Range for NF comes at 5883-5791. Traders do remember their will be wild moves in last 45 minutes of trading so avoid extra leverage  positions.

Buy above 5856 Tgt 5872, 5890,5905(Nifty Spot Levels)

Sell below 5820 Tgt 5800,5783 and 5770(Nifty Spot Levels)

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

 http://camarillapivotpoints.blogspot.com/
http://niftystockpivot.blogspot.in/

We do discussion is Live market to update Nifty levels If you are interested you can LIKE the page to get Real Time Updates.

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2 thoughts on “FII F&O Analysis ahead of April future options expiry

  1. LondonVisitor

    Bramesh

    Thanks a ton for valuable analysis and tips. Your detailed articles on risk management and trader psychology are to be preserved and read again and again.

    One small point. How is Tuesday an inside day? It had higher high and higher low, even higher close. Isn’t an inside day formed of lower high (than previous day high), higher low and lower close (on up trend) or higher close (on down trend)?

    Reply
  2. s.charansingh

    Dear Bramesh jee…

    First time I came across your comments….very impressive in easy to understand language and very informative….hv followed u in g mail…

    Reply

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