Derivatives data – Brief commentary (2 Feb 21) • For Weekly ex | TradePik by Replete Equities

Derivatives data – Brief commentary (2 Feb 21)
• For Weekly expiry (04 Feb), max OI addition was seen at 15500 call and 14500 put. Max OI is at 15000 call and 13500 put.
• For Monthly expiry (25 Feb), max OI addition was seen at 16000 call and 14000 put. Max OI is at 15000 call and 14000 put.
• Cumulative Nifty PCR stands at 1.39 (02 Feb) Vs 1.41 (01 Feb)

Overall FII derivatives data is mild negative for Tuesday (2 Feb 21)
• In Index futures, there was unwinding on the long side and addition on the short side resulting in net long exposure going down at 71.4% (2 Feb) Vs 74.6% (1 Feb).
• In Index options, there was net addition in call options - short side and put options - long side.