Fund Flow Analysis – NSE Stock Derivatives

Institutional buying and selling in Equity Derivatives can helps the traders to identify the stock which attracted the FII in near term. The below combination of data table helps spot the institution action on stock wise.

Institution wise fund flow analysis - Stock Derivative Segment

Participant:

Date:

Participant Index Future Long Index Future Short Index Call Long Index Call Short Index Put Long Index Put Short Futures Long Futures Short Call Long Call Short Put Long Put Short Date
Client 6,861.00 -334.00 40522 20,474 40,559.00 36,234.00 7,734.00 10,663.00 18,438 13,134 2,606.00 1,554 2018-04-23
DII 440.00 3,338.00 0 0 0.00 0.00 399.00 -2,271.00 -30 0 0.00 0 2018-04-23
FII 3,382.00 1,475.00 -5605 5,948 13,889.00 2,094.00 -8.00 872.00 382 818 139.00 1,718 2018-04-23
Pro -1,897.00 4,308.00 -12088 -3,593 121.00 16,241.00 16,629.00 15,490.00 3,044 7,882 984.00 457 2018-04-23
Participant Index Future Long Index Future Short Index Call Long Index Call Short Index Put Long Index Put Short Futures Long Futures Short Call Long Call Short Put Long Put Short Date

Participant	Index Future Long	Index Future Short	Index Call Long	Index Call Short	Index Put Long	Index Put Short	Futures Long	Futures Short	Call Long	Call Short	Put Long	Put Short	Date
Client	6,861.00	-334.00	40522	20,474	40,559.00	36,234.00	7,734.00	10,663.00	18,438	13,134	2,606.00	1,554	2018-04-23
DII	440.00	3,338.00	0	0	0.00	0.00	399.00	-2,271.00	-30	0	0.00	0	2018-04-23
FII	3,382.00	1,475.00	-5605	5,948	13,889.00	2,094.00	-8.00	872.00	382	818	139.00	1,718	2018-04-23
Pro	-1,897.00	4,308.00	-12088	-3,593	121.00	16,241.00	16,629.00	15,490.00	3,044	7,882	984.00	457	2018-04-23
Participant	Index Future Long	Index Future Short	Index Call Long	Index Call Short	Index Put Long	Index Put Short	Futures Long	Futures Short	Call Long	Call Short	Put Long	Put Short	Date

Top Stock Derivatives - Open Interest Gainers / Losers

Date:

Open Interest Filter:

Date Open Interest Filter SYMBOL EXPIRY_DT STRIKE_PR OPTION_TYP HIGH LOW SETTLE_PR CONTRACTS Open Interest CHG OI
2018-04-23 Stock Futures with Increases in OI INFY 31/05/2018 0 XX 1,207.70 1,155.00 1,183.05 20,119 34,644.00 17,360.00
2018-04-23 Stock Futures with Increases in OI SUNPHARMA 31/05/2018 0 XX 519.00 509.20 517.65 8,790 20,081.90 9,488.00
2018-04-23 Stock Futures with Increases in OI DHFL 31/05/2018 0 XX 603.40 579.00 584.40 8,396 11,141.00 7,580.00
2018-04-23 Stock Futures with Increases in OI HDFC 31/05/2018 0 XX 1,853.70 1,840.85 1,842.95 8,489 12,857.00 7,519.00
2018-04-23 Stock Futures with Increases in OI JSWSTEEL 31/05/2018 0 XX 328.80 321.15 323.35 7,608 13,043.00 6,979.00
2018-04-23 Stock Futures with Decreases in OI INFY 26/04/2018 0 XX 1,207.35 1,152.30 1,181.55 42,429 57,914.40 -12,301.00
2018-04-23 Stock Futures with Decreases in OI SUNPHARMA 26/04/2018 0 XX 516.50 505.25 515.15 13,793 53,889.00 -10,416.00
2018-04-23 Stock Futures with Decreases in OI DHFL 26/04/2018 0 XX 599.80 575.20 579.25 11,516 7,933.00 -8,279.00
2018-04-23 Stock Futures with Decreases in OI JSWSTEEL 26/04/2018 0 XX 327.40 319.80 321.65 10,932 9,424.00 -6,871.00
2018-04-23 Stock Futures with Decreases in OI HDFC 26/04/2018 0 XX 1,847.55 1,831.10 1,833.65 10,631 27,053.00 -6,608.00
2018-04-23 Stock Call with Increases in OI TCS 26/04/2018 3,600 CE 31.45 2.95 5.15 33,713 4,009.00 2,958.00
2018-04-23 Stock Call with Increases in OI TCS 26/04/2018 3,700 CE 14.00 1.70 2.70 12,182 2,247.00 1,950.00
2018-04-23 Stock Call with Increases in OI HDFCBANK 26/04/2018 2,000 CE 15.50 3.45 3.90 8,332 2,737.00 1,327.00
2018-04-23 Stock Call with Increases in OI TCS 26/04/2018 3,550 CE 48.25 3.00 8.10 26,758 1,918.00 1,118.00
2018-04-23 Stock Call with Increases in OI TCS 26/04/2018 3,800 CE 5.30 1.35 1.65 3,058 1,106.00 1,106.00
2018-04-23 Stock Call with Decreases in OI TCS 26/04/2018 3,400 CE 154.55 35.25 42.10 11,242 1,094.00 -1,242.00
2018-04-23 Stock Call with Decreases in OI LUPIN 26/04/2018 800 CE 20.85 6.35 14.70 2,271 909.00 -821.00
2018-04-23 Stock Call with Decreases in OI INFY 26/04/2018 1,180 CE 32.00 2.00 13.45 12,354 1,528.80 -456.00
2018-04-23 Stock Call with Decreases in OI M&M 26/04/2018 820 CE 15.25 2.30 9.45 2,212 504.00 -410.00
2018-04-23 Stock Call with Decreases in OI TCS 26/04/2018 3,450 CE 110.10 18.00 23.45 17,223 972.00 -407.00
2018-04-23 Stock Put with increases in OI TCS 26/04/2018 3,450 PE 70.30 14.10 58.75 12,280 658.00 589.00
2018-04-23 Stock Put with increases in OI TCS 26/04/2018 3,500 PE 109.15 26.15 94.45 9,902 520.00 419.00
2018-04-23 Stock Put with increases in OI INFY 26/04/2018 1,140 PE 5.60 1.55 2.40 5,962 2,104.80 418.00
2018-04-23 Stock Put with increases in OI TCS 26/04/2018 3,400 PE 37.95 7.50 29.60 25,828 1,352.00 416.00
2018-04-23 Stock Put with increases in OI M&M 26/04/2018 800 PE 5.80 0.70 1.15 621 552.00 390.00
2018-04-23 Stock Put with Decreases in OI TCS 26/04/2018 3,050 PE 1.45 0.55 1.05 1,625 608.00 -915.00
2018-04-23 Stock Put with Decreases in OI TCS 26/04/2018 3,250 PE 4.70 1.60 3.25 3,810 1,084.00 -488.00
2018-04-23 Stock Put with Decreases in OI TCS 26/04/2018 3,300 PE 8.85 3.00 6.20 9,704 2,639.00 -443.00
2018-04-23 Stock Put with Decreases in OI TCS 26/04/2018 3,350 PE 16.50 4.40 13.55 11,531 1,208.00 -409.00
2018-04-23 Stock Put with Decreases in OI LUPIN 26/04/2018 800 PE 8.95 2.55 3.10 1,372 694.50 -392.00
Date Open Interest Filter SYMBOL EXPIRY_DT STRIKE_PR OPTION_TYP HIGH LOW SETTLE_PR CONTRACTS Open Interest CHG OI

Date	Open Interest Filter	SYMBOL	EXPIRY_DT	STRIKE_PR	OPTION_TYP	HIGH	LOW	SETTLE_PR	CONTRACTS	Open Interest	CHG OI
2018-04-23	Stock Futures with Increases in OI	INFY	31/05/2018	0	XX	1,207.70	1,155.00	1,183.05	20,119	34,644.00	17,360.00
2018-04-23	Stock Futures with Increases in OI	SUNPHARMA	31/05/2018	0	XX	519.00	509.20	517.65	8,790	20,081.90	9,488.00
2018-04-23	Stock Futures with Increases in OI	DHFL	31/05/2018	0	XX	603.40	579.00	584.40	8,396	11,141.00	7,580.00
2018-04-23	Stock Futures with Increases in OI	HDFC	31/05/2018	0	XX	1,853.70	1,840.85	1,842.95	8,489	12,857.00	7,519.00
2018-04-23	Stock Futures with Increases in OI	JSWSTEEL	31/05/2018	0	XX	328.80	321.15	323.35	7,608	13,043.00	6,979.00
2018-04-23	Stock Futures with Decreases in OI	INFY	26/04/2018	0	XX	1,207.35	1,152.30	1,181.55	42,429	57,914.40	-12,301.00
2018-04-23	Stock Futures with Decreases in OI	SUNPHARMA	26/04/2018	0	XX	516.50	505.25	515.15	13,793	53,889.00	-10,416.00
2018-04-23	Stock Futures with Decreases in OI	DHFL	26/04/2018	0	XX	599.80	575.20	579.25	11,516	7,933.00	-8,279.00
2018-04-23	Stock Futures with Decreases in OI	JSWSTEEL	26/04/2018	0	XX	327.40	319.80	321.65	10,932	9,424.00	-6,871.00
2018-04-23	Stock Futures with Decreases in OI	HDFC	26/04/2018	0	XX	1,847.55	1,831.10	1,833.65	10,631	27,053.00	-6,608.00
2018-04-23	Stock Call with Increases in OI	TCS	26/04/2018	3,600	CE	31.45	2.95	5.15	33,713	4,009.00	2,958.00
2018-04-23	Stock Call with Increases in OI	TCS	26/04/2018	3,700	CE	14.00	1.70	2.70	12,182	2,247.00	1,950.00
2018-04-23	Stock Call with Increases in OI	HDFCBANK	26/04/2018	2,000	CE	15.50	3.45	3.90	8,332	2,737.00	1,327.00
2018-04-23	Stock Call with Increases in OI	TCS	26/04/2018	3,550	CE	48.25	3.00	8.10	26,758	1,918.00	1,118.00
2018-04-23	Stock Call with Increases in OI	TCS	26/04/2018	3,800	CE	5.30	1.35	1.65	3,058	1,106.00	1,106.00
2018-04-23	Stock Call with Decreases in OI	TCS	26/04/2018	3,400	CE	154.55	35.25	42.10	11,242	1,094.00	-1,242.00
2018-04-23	Stock Call with Decreases in OI	LUPIN	26/04/2018	800	CE	20.85	6.35	14.70	2,271	909.00	-821.00
2018-04-23	Stock Call with Decreases in OI	INFY	26/04/2018	1,180	CE	32.00	2.00	13.45	12,354	1,528.80	-456.00
2018-04-23	Stock Call with Decreases in OI	M&M	26/04/2018	820	CE	15.25	2.30	9.45	2,212	504.00	-410.00
2018-04-23	Stock Call with Decreases in OI	TCS	26/04/2018	3,450	CE	110.10	18.00	23.45	17,223	972.00	-407.00
2018-04-23	Stock Put with increases in OI	TCS	26/04/2018	3,450	PE	70.30	14.10	58.75	12,280	658.00	589.00
2018-04-23	Stock Put with increases in OI	TCS	26/04/2018	3,500	PE	109.15	26.15	94.45	9,902	520.00	419.00
2018-04-23	Stock Put with increases in OI	INFY	26/04/2018	1,140	PE	5.60	1.55	2.40	5,962	2,104.80	418.00
2018-04-23	Stock Put with increases in OI	TCS	26/04/2018	3,400	PE	37.95	7.50	29.60	25,828	1,352.00	416.00
2018-04-23	Stock Put with increases in OI	M&M	26/04/2018	800	PE	5.80	0.70	1.15	621	552.00	390.00
2018-04-23	Stock Put with Decreases in OI	TCS	26/04/2018	3,050	PE	1.45	0.55	1.05	1,625	608.00	-915.00
2018-04-23	Stock Put with Decreases in OI	TCS	26/04/2018	3,250	PE	4.70	1.60	3.25	3,810	1,084.00	-488.00
2018-04-23	Stock Put with Decreases in OI	TCS	26/04/2018	3,300	PE	8.85	3.00	6.20	9,704	2,639.00	-443.00
2018-04-23	Stock Put with Decreases in OI	TCS	26/04/2018	3,350	PE	16.50	4.40	13.55	11,531	1,208.00	-409.00
2018-04-23	Stock Put with Decreases in OI	LUPIN	26/04/2018	800	PE	8.95	2.55	3.10	1,372	694.50	-392.00
Date	Open Interest Filter	SYMBOL	EXPIRY_DT	STRIKE_PR	OPTION_TYP	HIGH	LOW	SETTLE_PR	CONTRACTS	Open Interest	CHG OI

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How to use the above table?

The Combination of those two table can give an idea about FII's Activity in Equity Derivatives

Open Interest filters helps you the screen the segment wise changes OPEN INTEREST.
Fund Flow Analysis – Index Futures helps you to understand the changes FII’s and Clients’s position.

Interpretation

If FII increases long position on Future segment is positive sign for market, meanwhile to understand the particular contract, we can use the “Top Stock Derivatives – Open Interest Gainers / Losers” to spot the stock.

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