Derivatives data – Brief commentary (16 Mar 21) • For Weekly e | TradePik by Replete Equities

Derivatives data – Brief commentary (16 Mar 21)
• For Weekly expiry (18 Mar), max OI addition was seen at 15700 call and 14900 put. Max OI is at 16000 call and 14500 put.
• For Monthly expiry (25 Mar), max OI addition was seen at 15000 call and 14800 put. Max OI is at 16000 call and 14500 put.
• Cumulative Nifty PCR stands at 0.92 (16 Mar) Vs 0.93 (15 Mar)

Overall FII derivatives data is positive for Tuesday (16 Mar 21)
• In Index futures, there was addition on long side and unwinding on the short side resulting in net long exposure going up at 57.4% (16 Mar) Vs 56.6% (15 Mar)
• In Index options, there was net addition in call options - long side and put options - short side.