Derivatives data – Brief commentary (15 Mar 21) • For Weekly e | TradePik by Replete Equities

Derivatives data – Brief commentary (15 Mar 21)
• For Weekly expiry (18 Mar), max OI addition was seen at 14800 call and 14800 put. Max OI is at 16000 call and 14500 put.
• For Monthly expiry (25 Mar), max OI addition was seen at 14900 call and 14500 put. Max OI is at 16000 call and 14000 put.
• Cumulative Nifty PCR stands at 0.93 (15 Mar) Vs 1.02 (12 Mar)

Overall FII derivatives data is negative for Monday (15 Mar 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 56.6% (15 Mar) Vs 58.6% (12 Mar)
• In Index options, there was net addition in call options - long side and put options - long side.