Date

Buy

Sell

FII Futures
Net

OI

Stock
Futures
No.
Amount No.
Amount No.
Amount
Sell
No.
30-Dec
-109.00
51.96
38387
894.68
43366 1003.68
-4,979
2-Jan
-419.15
-86.37
20410
471.87
38694
891.02 -18,284
3-Jan
765.93
373.42
80793 1909.16
48071 1143.23 32,722
4-Jan
-148.95
-52.46
50912 1209.92
57440 1358.88
-6,528
5-Jan
313.55
79.42
54506 1294.75
41512
981.20 12,994
6-Jan
-367.14
57456 1361.70
73003 1728.85 -15,547
9-Jan
107.69
-387.57
61642 1457.93
57283 1350.24
4,359
10-Jan
1,054.37
93.00
113811 2745.93
69952 1691.57
43,859
11-Jan
271.73
38.41
64249 1541.83
52322 1270.09
11,927
12-Jan
-114.54
217.89
77354 1864.21
81557 1978.75
-4,203
13-Jan
395.85
328.40
68769 1672.15
52907 1276.30
15,862
16-Jan
-126.55
-145.38
39867
959.38
45211 1085.93
-5,344
17-Jan
1,046.75
-264.58
108537 2686.20
66105 1639.45
42,432
18-Jan
-370.34
65716 1622.00
80845 1992.34 -15,129
-6.46
19-Jan
1,133.35 576.00
134084 3333.78
88470 2200.43
45,614
20-Jan
538.79 380.15
188788 4734.91 167639 4196.12
21,149
23-Jan
323.46
129465 3253.51
116848 2930.06
12,617
76.41
24-Jan
184.64 300.00
198634 5049.92 191723 4865.28
6,911
25-Jan
-14.64 196.45
121398 3122.87 122285 3137.51
-887
Total

179,545

4465.79

1768.69

400405
406363
430541
448271
471387
456118
442664
475555
488692
493499
505103
509061
551609
552296
582658
677237
704300
738001
464744

OI

Amount
9095.14
9267.00
10132.65
10517.38
11059.83
10734.63
10368.61
11444.41
11803.50
11884.70
12217.31
12341.07
13607.57
13565.16
14528.61
17039.22
17745.43
18892.25
11979.65

Change

FII OI SAR VWAP

4,542.97 4,662.43
-899
4,560.95 4,629.82
5,958
4,706.94 4,746.50
24,178
4,692.42 4,763.89
17,730
4,692.46 4,768.30
23,116
4,706.95 4,746.36
-15,269
4,684.64 4,740.29
-13,454
4,813.07 4,836.00
32,891
4,830.65 4,867.72
13,137
4,816.50 4,851.59
4,807
4,837.55 4,877.44
11,604
4,848.56 4,863.47
3,958
4,933.78 4,963.25
42,548
4,912.28 4,958.15
687
4,987.01 5,008.25
30,362
5,031.98 5,037.97
94,579
5,039.17 5,049.17
27,063
5,119.84 5,106.13
33,701
5,155.38 5,152.67
-273,257
4,875.23

4950

Avg

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy

Sell

FII Futures
Net

OI

Stock
Futures
No.
Amount No.
Amount No.
Amount
Sell
No.
27-Jan
164.72
522.16
64331 1666.86
58117 1502.14
6,214
30-Jan
-1,154.94
-159.71
42145 1077.31
87426 2232.25 -45,281
31-Jan
382.54
-26.33
83628 2150.15
68577 1767.60
15,051
1-Feb
-427.18
-339.73
52051 1353.57
68837 1780.75 -16,786
2-Feb
328.75
596.66
79369 2073.56
67450 1744.80
11,919
3-Feb
107.41
262.80
60251 1589.62
56229 1482.21
4,022
6-Feb
318.57
-61.02
86815 2319.58
75248 2001.01
11,567
7-Feb
692.95
-107.63
81537 2174.30
55595 1481.35
25,942
8-Feb
184.34
-564.60
78048 2096.00
71812 1911.67
6,236
9-Feb
-57.54
-259.17
66680 1787.95
68794 1845.50
-2,114
10-Feb
-1,366.00
-436.25
69455 1871.52 120507 3237.52 -51,052
13-Feb
38.48
-98.97
56398 1509.06
54662 1470.58
1,736
14-Feb
190.93
-444.89
57298 1548.89
50203 1357.96
7,095
15-Feb
770.19
-506.19
107908 2973.13
79953 2202.94
27,955
16-Feb
-329.57 -946.17
75531 2077.56
87516 2407.13 -11,985
17-Feb
97918 2731.70
800.41 446.17
126330 3532.11
28,412
21-Feb
-55.41 -351.69
255293 7183.58 258126 7238.99
-2,833
22-Feb
-346.98 -696.08
245771 6881.00 258522 7227.98 -12,751
23-Feb
137.13 -284.62
221254 6098.16 216278 5961.03
4,976
Total

8,323

378.79

477398
446521
451440
443924
451819
467351
526024
549196
566464
571584
584754
566970
561833
599232
610283
618173
659660
802087
458192

-3455.26
-20,830.00

OI

Amount

Change
FII OI SAR VWAP
5,179.57 5,198.90
12363.59
12,654
5,071.23 5,144.98
11322.06
-30,877
5,195.18 5,181.51
11726.57
4,919
5,228.66 5,223.03
11605.64
-7,516
5,234.55 5,274.15
11825.34
7,895
5,309.77 5,311.01
12407.63
15,532
5,333.77 5,368.97
14028.45
58,673
5,331.29 5,378.15
14639.61
23,172
5,358.58 5,384.13
15177.20
17,268
5,411.97 5,398.83
15466.98
5,120
5,369.56 5,399.15
15699.37
13,170
5,393.01 5,406.73
15288.38
-17,784
5,417.69 5,425.59
15219.19
-5,137
5,538.81 5,527.60
16595.17
37,399
5,526.08 5,522.62
16862.35
11,051
5,581.77 5,595.17
17252.49
7,890
5,625.30 5,609.55
18553.92
41,487
5,526.76 5,578.75
22164.72
142,427
5,534.93 5,498.21
12680.30
-343,895
5,390.90

4950

Avg

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
24-Feb
27-Feb
28-Feb
29-Feb
1-Mar
2-Mar
5-Mar
6-Mar
8-Mar
9-Mar
12-Mar
13-Mar
14-Mar
15-Mar
16-Mar
19-Mar
20-Mar
21-Mar
22-Mar
23-Mar
26-Mar
27-Mar
28-Mar
29-Mar
Total

93296
92773
91970
62891
56116
52643
65867
120405
87654
84936
53422
62237
81228
78895
134492
101902
60128
69773
98361
128748
119030
223748
152474
195384

Sell

Amount No.
2561.35
2492.20
2478.78
1709.21
1500.62
1411.88
1750.12
3196.00
2287.94
2257.82
1431.93
1686.12
2227.36
2144.02
3634.11
2693.09
1572.64
1837.94
2589.83
3382.38
3101.51
5827.30
3971.40
5064.43

81325
122338
56946
69061
69581
52092
60924
134664
115959
66082
78276
63531
49357
97736
121970
114651
67279
106065
81477
142976
174939
244263
146110
216944

FII Futures
Net

Amount No.
Amount
No.
338.01
2223.34
11,971
-763.03
3255.23 -29,565
940.35
1538.43
35,024
-156.89
1866.11
-6,170
-351.60
1852.22 -13,465
12.24
1399.63
551
132.49
1617.63
4,943
-376.40
3572.40 -14,259
-742.67
3030.61 -28,305
491.20
1766.61
18,854
-673.81
2105.75 -24,854
-47.33
1733.45
-1,294
870.17
1357.19
31,871
-502.91
2646.93 -18,841
341.50
3292.60
12,522
-327.18
3020.27 -12,749
-193.32
1765.96
-7,151
-988.61
2826.55 -36,292
451.94
2137.89
16,884
-391.05
3773.43 -14,228
-1,434.58
4536.10 -55,909
-555.84
6383.15 -20,515
173.36
3798.04
6,364
-540.28
5604.71 -21,560
-166,173

-4294.23

OI
Amount
488933
464092
486662
497452
484199
478114
482036
517179
499120
522086
517834
508134
521175
561434
583070
619307
612730
607406
599616
634598
678381
748512
800990
388795

13396.01
12326.19
13192.31
13467.85
12972.19
12814.95
12743.86
13508.27
13062.22
13953.70
13913.63
13859.24
14328.03
15169.26
15530.74
16282.43
16178.74
16340.04
15635.98
16701.97
17560.70
19589.54
20747.27
10127.38

Avg

Change
FII OI SAR VWAP
5,479.69 5,497.83
30,741
5,311.96 5,387.55
-24,841
5,421.55 5,417.54
22,570
5,414.73 5,462.07
10,790
5,358.21 5,377.16
-13,253
5,360.62 5,289.83
-6,085
5,287.51 5,324.94
3,922
5,223.83 5,326.04
35,143
5,234.10 5,239.67
-18,059
5,345.37 5,347.91
22,966
-4,252
5,373.78 5,382.89
-9,700
5,454.95 5,457.80
13,041
5,498.36 5,503.82
5,403.75 5,438.85
40,259
5,327.23 5,414.80
21,636
5,258.28 5,300.12
36,237
5,280.87 5,293.46
-6,577
5,380.27 5,348.14
-5,324
5,215.33 5,321.17
-7,790
5,263.79 5,277.27
34,982
5,177.24 5,210.08
43,783
5,234.26 5,233.08
70,131
5,180.41 5,211.04
52,478
5,209.62 5,160.42
-412,195

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
29-Mar
2-Apr
3-Apr
4-Apr

9-Apr
10-Apr
11-Apr
12-Apr
13-Apr
16-Apr
17-Apr
18-Apr
19-Apr
20-Apr
23-Apr
24-Apr
25-Apr
26-Apr

Total

108020
53426
58978
35532
29409
37474
55611
47598
78665
51650
124090
64386
62313
74360
79284
202759
234516
154871

Sell

Amount No.
2858.41
1424.48
1585.92
948.57
772.28
981.78
1450.43
1236.98
2053.25
1335.69
3228.86
1668.91
1606.30
1955.47
2081.40
5273.75
6022.63
4016.15

127321
46237
38964
41897
72641
64311
68234
40322
70693
64270
103508
40719
36063
80317
100375
204953
248202
167970

FII Futures
Net

Amount No.
Amount
No.
-500.67
3359.08 -19,301
192.11
1232.37
7,189
541.10
1044.82
20,014
-168.36
1116.94
-6,365
-1,091.99
1864.26 -43,232
-687.25
1669.03 -26,837
-311.10
1761.53 -12,623
192.66
1044.32
7,276
214.50
1838.75
7,972
-333.58
1669.27 -12,620
503.41
2725.45
20,582
589.47
1079.45
23,667
653.11
953.19
26,250
-102.69
2058.16
-5,957
-508.25
2589.65 -21,091
-32.83
5306.58
-2,194
-314.83
6337.46 -13,686
-348.47
4364.62 -13,099

-64,055

OI
Amount
364052
353987
355451
342620
339990
342191
356716
373396
374804
374404
392172
413041
436081
439478
445597
465421
542909
354155

-1513.68
11,796.00

9661.07
9431.73
9530.65
9118.58
8843.80
8916.44
9248.94
9736.54
9631.36
9683.55
10314.48
10896.83
11533.23
11536.23
11425.39
11964.70
13745.77
9124.90

Avg

Change
FII OI SAR VWAP
5,307.52 5,305.30
363,371
5,328.86 5,342.19
-10,065
5,362.57 5,383.78
1,464
5,322.86 5,342.08
-12,831
5,202.39 5,271.79
-2,630
5,211.38 5,251.00
2,201
5,185.60 5,243.73
14,525
5,215.13 5,287.28
16,680
5,139.41 5,266.43
1,408
5,172.78 5,227.42
-400
5,260.18 5,280.54
17,768
5,276.39 5,344.24
20,869
5,289.49 5,342.51
23,040
5,249.97 5,303.97
3,397
5,128.13 5,249.90
6,119
5,141.45 5,213.83
19,824
5,063.75 5,197.36
77,488
5,153.06 5,190.00
-188,754

5,280.19

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
27-Apr
30-Apr
2-May
3-May
4-May

7-May
8-May
9-May
10-May
11-May
14-May
15-May
16-May
17-May
18-May
21-May
22-May
23-May
24-May
25-May
28-May
29-May
30-May
31-May

48055
48206
40629
44536
61817
107357
81511
77348
67687
59384
24551
56547
67277
50229
89663
43309
74326
80567
90294
51765
136847
131425
162475
156122

Sell

Amount No.
1248.61
1252.91
1063.99
1151.74
1578.48
2654.30
2038.92
1918.39
1671.56
1451.71
596.53
1382.90
1623.07
1213.90
2093.20
1048.29
1795.06
1902.38
2160.79
1255.93
3356.61
3228.68
3942.45
3773.29

65317
37346
38138
55316
105923
110882
86421
72414
70812
76193
39063
60420
102016
60818
89960
65700
50696
114158
116850
68461
133296
121948
171307
205599

FII Futures
Net

OI

Amount No.
Amount
No.
Amount
-383.03
329,821.00
1631.64 -17,262
8,546.22
274.64
978.27
344907
9027.60
10,860
79.59
984.40
329482
8597.60
2,491
-237.16
1388.90 -10,780
334596
8599.45
-1,038.13
2616.61 -44,106
359890
8961.48
-58.90
2713.20
373931
9335.47
-3,525
-75.66
2114.58
401123
9726.69
-4,910
145.19
1773.20
408253
9813.61
4,934
-45.54
1717.10
423056 10106.38
-3,125
-379.35
1831.06 -16,809
461247 10951.22
-327.06
923.59 -14,512
480881 11285.24
-66.53
1449.43
481278 11388.67
-3,873
-756.01
2379.08 -34,739
512641 11862.12
-245.68
1459.58 -10,589
536528 12415.83
-19.84
2113.05
514519 11991.68
-297
-546.80
1595.09 -22,391
518126 12100.90
571.92
1223.14
512474 11824.17
23,630
-812.25
2714.63 -33,591
520901 11935.13
-660.81
2821.60 -26,556
539549 12651.34
-397.67
1653.60 -16,696
541711 12712.16
96.33
3260.28
579896 13817.18
3,551
216.41
3012.27
599959 14346.35
9,477
-254.58
4197.02
640531 15180.98
-8,832
-1,251.78
5025.07 -49,477
280895
6754.76
-29,024.00

Avg

Change
FII OI SAR VWAP
5,182.34 5,200.00
329,760
5,234.80 5,264.44
15,086
5,218.86 5,271.39
-15,425
5,140.20 5,210.30
5,114
4,980.12 5,128.89
25,294
4,993.15 5,053.52
14,041
4,849.73 5,064.74
27,192
4,807.61 4,991.19
7,130
4,777.80 4,998.24
14,803
4,748.53 4,934.18
38,191
4,693.57 4,907.38
19,634
4,732.68 4,925.88
397
4,627.85 4,852.85
31,363
4,628.21 4,870.74
23,887
4,661.32 4,827.86
-22,009
4,671.03 4,909.89
3,607
4,614.54 4,882.42
-5,652
4,582.50 4,810.49
8,427
4,689.60 4,869.27
18,648
4,693.34 4,906.72
2,162
4,765.40 4,952.13
38,185
4,782.44 4,987.40
20,063
4,740.12 4,943.03
40,572
4,809.46 4,903.74
-359,636

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
1-Jun
4-Jun
5-Jun
6-Jun
7-Jun
8-Jun

11-Jun
12-Jun
13-Jun
14-Jun
15-Jun
18-Jun
19-Jun
20-Jun
21-Jun
22-Jun
25-Jun
26-Jun
27-Jun
28-Jun

Total

46534
48689
53167
74342
88136
53387
69360
65000
81215
55268
59269
94537
68488
44354
85577
86560
157810
166079
150125
211052

Sell

Amount No.
1127.78
1153.24
1271.59
1778.36
2165.35
1315.83
1747.11
1627.60
2029.05
1375.68
1486.87
2378.78
1665.31
1097.25
2115.23
2188.85
4034.33
4227.38
3838.86
5384.93

68504
63712
41013
74334
41692
59997
48383
64907
37597
58582
50707
87921
77022
36034
78301
81379
160570
134556
125714
209934

FII Futures
Net

Amount No.
Amount
No.
-495.97
1623.75 -21,970
-347.84
1501.07 -15,023
285.52
986.07
12,154
-40.26
1818.63
8
1,131.51
1033.84
46,444
-162.89
1478.72
-6,610
527.03
1220.07
20,977
-3.50
1631.10
93
1,076.56
952.49
43,618
-92.03
1467.71
-3,314
197.47
1289.40
8,562
189.45
2189.33
6,616
-253.99
1919.30
-8,534
185.98
911.27
8,320
122.11
1993.12
7,276
150.31
2038.54
5,181
-72.48
4106.81
-2,760
800.44
3426.94
31,523
635.70
3203.16
24,411
31.23
5353.70
1,118

158,090

OI
Amount
304231
330210
323980
319438
346146
347616
350035
370770
396774
394406
419010
451800
470186
485412
513998
536905
626599
682950
677535
432335

3864.36
-17,406.00

7143.85
7801.25
7666.62
7776.56
8543.52
8638.09
8675.37
9338.57
9954.92
9736.24
10529.23
11148.63
11674.43
12067.67
12886.66
13449.51
15624.37
17112.80
17026.32
10981.90

Avg

Change
FII OI SAR VWAP
4,696.33 4,859.44
304,231
4,725.03 4,798.39
25,979
4,732.77 4,852.80
-6,230
4,868.90 4,939.79
-4,542
4,936.37 5,012.68
26,708
4,969.90 5,013.65
1,470
4,956.86 5,093.48
2,419
5,037.39 5,081.05
20,735
5,017.93 5,120.86
26,004
4,937.17 5,091.33
-2,368
5,025.76 5,119.52
24,604
4,935.21 5,095.28
32,790
4,965.88 5,088.45
18,386
4,972.14 5,119.97
15,226
5,014.29 5,131.35
28,586
5,010.02 5,134.34
22,907
4,987.04 5,160.12
89,694
5,011.43 5,119.89
56,351
5,025.96
-5,415
5,145.88
5,080.27 5,146.66
-245,200

5,056.25

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
29-Jun
2-Jul
3-Jul
4-Jul
5-Jul
6-Jul

9-Jul
10-Jul
11-Jul
12-Jul
13-Jul
16-Jul
17-Jul
18-Jul
19-Jul
20-Jul
23-Jul
24-Jul
25-Jul
26-Jul
Total

123791
37705
56181
48485
37869
35431
41068
57708
37601
57465
48337
39781
49714
47521
76839
48143
98862
206118
162470
156443

Sell

Amount No.
3077.63
984.69
1445.76
1219.53
938.08
908.85
1074.45
1445.11
990.61
1501.54
1255.33
1035.73
1271.58
1208.70
1924.34
1243.80
2538.95
5285.97
4143.69
3958.32

58514
39033
39123
36899
30945
47287
39019
62672
43685
74964
49972
38523
44091
57930
48839
57389
119461
216289
181379
173018

FII Futures
Net

OI

Amount No.
Amount
No.
1,568.34
1509.29
65,277
-41.97
1026.66
-1,328
415.95
1029.81
17,058
248.95
970.58
11,586
124.00
814.08
6,924
-329.68
1238.53 -11,856
64.71
1009.74
2,049
-207.35
1652.47
-4,964
-150.52
1141.13
-6,084
-415.53
1917.06 -17,499
-39.31
1294.63
-1,635
56.85
978.88
1,258
129.35
1142.23
5,623
-272.76
1481.45 -10,409
653.93
1270.41
28,000
-207.46
1451.26
-9,246
-488.14
3027.09 -20,599
-254.96
5540.93 -10,171
-447.63
4591.32 -18,909
-442.06
4400.39 -16,575
8,500

-35.28

Amount
486150
496224
501154
526864
536896
539552
538959
558427
561173
577086
589909
593459
611002
605807
639159
636755
652220
663441
658768
440722

12603.61
12874.23
13000.59
13666.24
13929.06
13928.02
13780.15
14436.63
14408.16
14633.56
14944.94
14965.16
15376.54
15321.46
16206.46
16043.66
16179.01
16548.21
16413.96
11112.43

Avg

Change
FII OI SAR VWAP
5,185.07 5,299.08
486,150
5,188.88 5,308.89
10,074
5,188.26 5,312.00
4,930
5,187.77 5,333.26
25,710
5,188.74 5,319.19
10,032
5,162.81 5,311.00
2,656
5,113.62 5,288.00
-593
5,170.46 5,326.26
19,468
5,135.02 5,331.36
2,746
5,071.54 5,255.03
15,913
5,066.86 5,255.35
12,823
5,043.37 5,231.29
3,550
5,033.22 5,216.91
17,543
5,058.20 5,208.68
-5,195
5,071.18 5,256.97
33,352
5,039.20 5,219.92
-2,404
4,961.21 5,143.80
15,465
4,988.60 5,134.17
11,221
4,983.23 5,103.70
-4,673
5,042.83 5,080.00
-218,046
5,246.74

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
27-Jul
30-Jul
31-Jul
1-Aug
2-Aug
3-Aug

6-Aug
7-Aug
8-Aug
9-Aug
10-Aug
13-Aug
14-Aug
16-Aug
17-Aug
21-Aug
22-Aug
23-Aug
24-Aug
27-Aug
28-Aug
29-Aug
30-Aug
Total

127652
80047
63857
41754
40369
43004
48512
88184
69530
49950
40917
28002
56690
28171
43309
57448
42044
52307
52577
117420
175580
187842
240029

Sell

Amount No.
3167.39
67276
1970.44
77628
1626.65
55611
1056.11
42802
1047.16
43964
1098.59
57457
1233.79
32618
2194.95
57409
1785.33
40962
1259.48
46770
1058.96
41240
747.90
29051
1525.83
45858
758.60
28672
1099.19
30433
1453.48
44480
1118.31
34699
1398.44
52294
1403.11
47030
3139.62
103772
4678.31
160141
4977.50
189883
6307.56
204883

FII Futures
Net

OI

Amount No.
Amount
No.
Amount
1,450.95
1716.44
452882
11404.67
60,376
-28.85
1999.29
496601 12676.92
2,419
187.15
1439.50
506893 12966.86
8,246
-59.47
1115.57
520459 13329.07
-1,048
-86.82
1133.97
534180 13668.08
-3,595
-347.69
1446.28 -14,453
539255 13810.18
381.26
852.53
549719 14194.41
15,894
676.88
1518.08
586318 15169.48
30,775
709.97
1075.36
597522 15419.46
28,568
27.23
1232.25
606944 15581.03
3,180
-21.28
1080.24
614853 15744.84
-323
775.60 -1,049
636918 16414.11
-27.69
1236.35 10,832
644478 16734.51
289.48
772.75
648277 16753.62
-501
-14.15
819.85
656485
16910.49
12,876
279.35
1189.33
668657
17331.87
12,968
264.15
934.52
664692
17168.96
7,345
183.79
1402.19
684599
17678.26
13
-3.75
1256.32
693148
17808.06
5,547
146.80
2756.19
706158
18008.00
13,648
383.43
4244.66
775179
19818.33
15,439
433.65
4984.31
755824
19173.47
-2,041
-6.81
5362.36 35,146
450082 11833.97
945.21
240,262

4817.57
-42,654.00

Avg

Change
FII OI SAR VWAP
5,036.49 5,139.90
12,160
5,105.47 5,187.54
43,719
5,116.21 5,213.97
10,292
5,122.04 5,249.25
13,566
5,117.41 5,238.45
13,721
5,121.95 5,209.81
5,075
5,164.24 5,294.82
10,464
5,174.49 5,337.76
36,599
5,161.14 5,364.95
11,204
5,134.26 5,358.43
9,422
5,121.50 5,338.03
7,909
22,065
5,154.23
5,350.86
7,560
5,193.20
5,393.25
3,799
5,168.66
5,391.71
8,208
5,151.83
5,389.53
12,172
5,184.08
5,418.29
-3,965
5,165.99
5,433.68
19,907
5,164.56
5,435.16
8,549
5,138.32
5,398.94
13,010
5,100.27
5,377.92
69,021
5,113.23
5,344.08
-19,355
5,073.53
5,315.98
-305,742
5,258.58
5,286.80
5,324.74

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
31-Aug
3-Sep
4-Sep
5-Sep
6-Sep
7-Sep

10-Sep
11-Sep
12-Sep
13-Sep
14-Sep
17-Sep
18-Sep
20-Sep
21-Sep
24-Sep
25-Sep
26-Sep
27-Sep

Total

Sell

Amount No.

55233 1453.73
39029 1002.63
24017
623.70
51176 1324.95
43193
1122.90
78764 2046.36
35244
931.00
46131
1183.75
57682 1499.07
31857
846.58
147943 3886.83
120380 3288.36
44959
1234.15
55422 1518.66
140565 3777.69
107868 3063.70
201693 5725.49
203867 5772.60
237688 6727.13

FII Futures
Net

Amount No.
Amount
-31,704
-741.39
-6,935
-189.98
-13,298
-317.46
-18,945
-387.42
-13,321
-296.25
25,718
651.86
-19,129
-470.52
5,376
102.69
18,249
437.39
3,953
98.21
39,335
903.23
41,546
1,122.22
4,564
113.91
-706
-4.86
-8,596
-408.98
-5,167
-129.87
21,938
644.96
12,351
400.48
10,928
372.44

86937 2195.12
45964
1192.61
37315
941.16
70121 1712.36
56514 1419.15
53046 1394.50
54373 1401.52
40755 1081.06
39433 1061.68
27904
748.38
108608 2983.60
78834 2166.14
40395
1120.23
56128 1523.52
149161 4186.67
113035 3193.58
179755 5080.53
191516 5372.12
226760 6354.70

66,157

OI
No.

Amount
413168 10854.53
406879 10658.79
379161
9961.75
382434
9833.63
362557
9262.58
393757 10218.70
360398
9272.31
380914
9898.52
394037 10375.49
403826 10662.20
433891 11925.86
455311 12628.26
473295
13117.22
498223 13669.78
528675 14690.24
602924 16727.67
699820 19479.54
771027 21471.11
459320 12892.06

1900.66
13,122.00

Avg

Change
FII OI SAR VWAP
5,254.29 5,299.51
-36,914
5,239.29 5,298.48
-6,289
5,254.63 5,282.77
-27,718
5,142.65 5258.85
3,273
5,109.59 5,261.77
-19,877
5,190.36 5,348.73
31,200
5,145.60 5,372.77
-33,359
5,197.25 5,383.92
20,516
5,266.25 5,427.68
13,123
5,280.59 5,445.86
9,789
5,497.17 5,571.14
30,065
21,420
5,547.09
5,626.59
17,984
5,542.94
5,616.14
24,928
5,487.41
5,577.06
30,452
5,557.38
5,681.55
74,249
5,548.85
5,694.75
96,896
5,567.01
5,686.46
71,207
5,569.48
5,662.76
-311,707
5,613.54
5,671.51

5,482.54

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
28-Sep
1-Oct
3-Oct
4-Oct
5-Oct
8-Oct
9-Oct
10-Oct
11-Oct
12-Oct

15-Oct
16-Oct
17-Oct
18-Oct
19-Oct
22-Oct
23-Oct
25-Oct

Total

87415
20778
70631
54779
70358
39633
38453
48973
81955
40230
60449
37839
34834
55683
55801
168513
234252
246759

Sell

Amount No.
2238.61
596.12
2033.16
1577.37
1957.66
1088.65
1020.77
1211.69
1869.71
1142.00
1522.71
1063.08
954.74
1556.68
1589.21
4786.38
6702.61
6316.63

47379
17524
36924
29868
91103
30845
36078
83205
83682
51478
47450
42532
27154
53627
66577
160423
233442
215650

FII Futures
Net

Amount No.
Amount
No.
1239.94 40,036
998.67
502.96 3,254
93.15
1062.75 33,707
970.41
863.35 24,911
714.02
2573.91 -20,745
-616.25
859.90 8,788
228.74
1027.65 2,375
-6.88
2224.05 -34,232
-1,012.37
1995.52 -1,727
-125.81
1430.47 -11,248
-288.47
1238.54 12,999
284.17
1196.09 -4,693
-133.00
757.54 7,680
197.20
1520.99 2,056
35.69
1871.75 -10,776
-282.53
4550.37 8,090
236.01
6614.64
810
87.97
5412.74 31,109
903.89

92,394

OI
Amount
513030
519574
548161
546318
573177
588247
596652
576368
615805
603867
607934
595483
595921
619553
622617
701013
718471
406068

2284.61
-68,673.00

14245.70
14492.83
15351.02
15447.54
16048.86
16223.05
16453.06
15422.53
15882.19
15419.53
15270.53
14768.10
14811.46
15649.24
15622.37
17986.52
18473.36
10171.95

Avg

Change
FII OI SAR VWAP
5,553.55 5,740.42
53,710
5,578.73 5,739.32
6,544
5,600.91 5,757.55
28,587
5,655.15 5822.36
-1,843
5,599.97 5,780.25
26,859
5701
15,070
5,515.73
5723.9
8,405
5,515.13
5672.45
-20,284
5,351.63
5739.35
39,437
5,158.19
-11,938
5,106.93
5,706.22
4,067
5,023.75
5,689.53
-12,451
4,960.04
5,685.94
438
4,970.95
5,666.46
23,632
5,051.79
5,713.17
3,064
5,018.29
5,693.79
78,396
5,131.58
5,702.40
17,458
5,142.41
5,703.07
-312,403
5,009.97
5,701.99

5,718.84

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
26-Oct
29-Oct
30-Oct
31-Oct
1-Nov
2-Nov
5-Nov
6-Nov
7-Nov
8-Nov
9-Nov

12-Nov
15-Nov
16-Nov
19-Nov
20-Nov
21-Nov
22-Nov
23-Nov
26-Nov
27-Nov
29-Nov
Total

35634
21441
58421
21795
37500
61543
18313
25961
44275
39245
44299
22760
39271
37104
40845
40686
38961
41746
43522
74532
190174
235304

Sell

Amount No.
1014.04
599.86
1641.50
600.03
1028.13
1616.73
500.67
696.17
1241.77
1102.61
1235.11
629.01
1067.70
1026.44
1099.30
1097.91
1053.43
1152.46
1191.14
2088.67
5380.95
6819.98

47379
26030
81450
27735
28842
33350
22078
29884
47699
53711
55615
38350
87888
64647
42012
30104
41135
42787
42736
68626
141617
154479

FII Futures
Net

OI

Amount No.
Amount
No.
1239.94 -11,745
-225.90
720.48 -4,589
-120.62
2177.02 -23,029
-535.52
769.43 -5,940
-169.39
794.98 8,658
233.15
914.30 28,193
702.43
621.01 -3,765
-120.35
851.07 -3,923
-154.90
1363.80 -3,424
-122.03
1494.65 -14,466
-392.05
1518.86 -11,316
-283.75
1052.55 -15,590
-423.54
2329.03 -48,617
-1,261.33
1752.26 -27,543
-725.82
1154.08 -1,167
-54.78
822.01 10,582
275.90
1150.43 -2,174
-97.00
1188.75 -1,041
-36.29
1188.75
786
2.39
1926.81 5,906
161.85
4038.43 48,557
1,342.52
4473.59 80,825
2,346.39
5,178

Amount
513030
393795
379422
381716
371958
409039
423922
439549
452297
442795
439783
422405
368768
338053
331356
322262
335520
348473
355103
372023
467510
331495

341.38
-15,244.00

14245.70
9763.11
9232.45
9338.48
9119.92
10230.03
10635.28
11096.66
11488.85
11216.48
11106.89
10636.55
9166.01
8207.35
8066.29
7824.89
8275.77
8682.52
8859.98
9361.53
12263.61
9701.83

Avg

Change
FII OI SAR VWAP
5,553.55 5,701.42
106,962
-119,235
4,958.47
5,705.29
-14,373
4,866.58
5,657.55
5634.34
2,294
4,892.89
-9,758
4,903.74
5,658.54
37,081
5,001.98
5,730.63
14,883
5,017.57
5,728.88
15,627
5,049.11
5,751.54
12,748
5,080.22
5,790.34
-9,502
5,066.22
5,761.64
-3,012
5,051.08
5,736.83
-17,378
5,036.19
5,712.60
-53,637
4,971.15
5,649.00
-30,715
4,855.66
5,624.26
-6,697
4,868.66
5,583.67
-9,094
4,856.23
5,587.01
13,258
4,933.10
5,605.47
12,953
4,983.18
5,636.73
6,630
4,990.09
5,621.33
16,920
5,032.77
5,643.22
95,487
5,246.35
-136,015
5,853.38
5,743.00
5,679.20

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
30-Nov
3-Dec
4-Dec
5-Dec
6-Dec
7-Dec
10-Dec
11-Dec
12-Dec
13-Dec
14-Dec

17-Dec
18-Dec
19-Dec
20-Dec
21-Dec
24-Dec
26-Dec
27-Dec
Total

81295
24989
20253
26531
34282
41495
20919
39775
23843
27514
29470
17631
44184
24284
72293
125198
97045
89463
100058

Sell

Amount No.
2294.01
727.92
584.25
788.99
1017.94
1238.69
622.77
1190.76
709.62
813.14
878.03
520.50
1308.84
724.71
2149.45
3700.83
2867.73
2634.33
2965.72

57669
33956
30144
29254
37919
29092
17429
23575
26447
39336
34240
15410
44682
29872
70486
129922
91480
83697
115207

FII Futures
Net

OI

Amount No.
Amount
1697.81 23,626
596.20
978.97 -8,967
-251.05
893.19 -9,891
-308.93
872.83 -2,723
-83.84
1124.72 -3,637
-106.78
869.23 12,403
369.46
519.67 3,490
103.10
703.58 16,200
487.18
785.62 -2,604
-75.99
1162.97 -11,822
-349.83
1012.16 -4,770
-134.12
455.91 2,221
64.59
1323.15
-498
-14.31
891.18 -5,588
-166.47
2092.97 1,807
56.49
3823.86 -4,724
-123.03
2689.45 5,565
178.28
2471.30 5,766
163.02
3392.46 -15,149
-426.74
705

No.

Amount
372031
376958
374647
384562
385129
395048
387598
391484
407180
415430
415990
415211
433781
439343
436326
457316
483303
560331
265286

-22.77
-18,090.00

10869.76
10987.25
10933.47
11263.67
11341.41
11588.46
11365.57
11449.97
11913.77
12053.08
12153.42
12081.55
12711.43
12914.90
12798.91
13268.40
14069.63
16456.19
7889.68

Avg

Change
40,536
4,927
-2,311
9,915
567
9,919
-7,450
3,886
15,696
8,250
560
-779
18,570
5,562
-3,017
20,990
25,987
77,028
-295,045

FII OI SAR
5,843.47
5,829.43
5,836.68
5,857.92
5,889.67
5,866.86
5,864.62
5,849.52
5,851.84
5,802.70
5,843.13
5,819.48
5,860.76
5,879.19
5,866.67
5,802.73
5,822.28
5,873.74
5,948.06

VWAP
5,899.97
5,907.12
5,911.76
5944.96

5,920.38
5,954.27
5,940.17
5,952.97
5,938.07
5,902.04
5,897.58
5,893.31
5,901.31
5,947.46
5,925.72
5,875.13
5,864.40
5,898.49
5,896.90
5,914.32

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
30-Dec
31-Dec
1-Jan
2-Jan
3-Jan
4-Jan
7-Jan
8-Jan
9-Jan
10-Jan
11-Jan
14-Jan
15-Jan
16-Jan
17-Jan
18-Jan

21-Jan
22-Jan
23-Jan
24-Jan
25-Jan
28-Jan
29-Jan
30-Jan
31-Jan
Total

25586
12367
9529
47299
29039
18101
21438
25566
31738
31910
44352
43459
34518
37478
43398
33118
27605
27850
27919
41195
78093
86704
125024
106416
123771

Sell

Amount No.
756.81
367.71
278.94
1423.18
872.57
542.75
649.28
764.50
955.15
950.33
1329.12
1275.35
1045.19
1145.46
1305.73
995.56
840.42
849.99
827.86
1249.48
2342.76
2649.70
3820.74
3260.21
3770.90

18094
20588
14061
34689
14559
26420
28061
24376
32949
29865
38690
45094
37794
50379
40860
25695
30351
28982
37974
63018
87679
88434
104187
96205
140180

FII Futures
Net

Amount No.
Amount
537.93 7,492
218.88
618.17 -8,221
-250.46
423.08 -4,532
-144.14
1049.29 12,610
373.89
440.00 14,480
432.57
797.46 -8,319
-254.71
834.35 -6,623
-185.07
711.19 1,190
53.31
970.55 -1,211
-15.41
895.94 2,045
54.39
1149.15 5,662
179.97
1367.78 -1,635
-92.43
1148.25 -3,276
-103.06
1488.76 -12,901
-343.30
1229.64 2,538
76.09
779.60 7,423
215.96
922.10 -2,746
-81.68
883.34 -1,132
-33.35
1124.88 -10,055
-297.02
1863.86 -21,823
-614.38
2655.74 -9,586
-312.98
2685.90 -1,730
-36.20
3150.96 20,837
669.78
2926.50 10,211
333.71
4229.17 -16,409
-458.26
-40,350

OI
No.

Amount
263482
256817
252859
258541
263559
257366
251365
245939
250490
265815
262599
262392
253138
248475
239653
248570
254996
251386
249301
237936
262154
292090
305229
349950
236419

-1159.13
-549.00

7863.43
7659.24
7609.52
7815.08
7966.01
7786.05
7587.70
7447.26
7520.10
7994.71
7856.97
7964.31
7720.73
7466.43
7225.77
7515.44
7734.44
7585.83
7534.62
7097.77
7915.44
8825.00
9205.40
10598.63
7213.16

Avg

Change
264,369
-6,665
-3,958
5,682
5,018
-6,193
-6,001
-5,426
4,551
15,325
-3,216
-207
-9,254
-4,663
-8,822
8,917
6,426
-3,610
-2,085
-11,365
24,218
29,936
13,139
44,721
-113,531

FII OI SAR
5,968.86
5,964.75
6,018.78
6,045.52
6,044.95
6,050.56
6,037.20
6,056.18
6,004.31
6,015.25
5,984.01
6,070.55
6,100.02
6,009.81
6,030.20
6,046.94
6,066.32
6,035.21
6,044.59
5,966.12
6,038.77
6,042.66
6,031.80
6,057.22
6,102.01

VWAP
5,946.05
5,952.18
6,001.18
6037.54

6,037.66
6,032.54
6,037.77
6,019.25
6,020.09
6,008.48
6,000.04
6,029.06
6,064.36
6,044.71
6,040.71
6,079.25
6,089.25
6,081.79
6,057.93
6,033.94
6,053.07
6,077.21
6,081.15
6,061.67
6,044.55
6,033.82

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
1-Feb
4-Feb
5-Feb
6-Feb
7-Feb
8-Feb
11-Feb
12-Feb
13-Feb
14-Feb
15-Feb
18-Feb
19-Feb
20-Feb
21-Feb
22-Feb

25-Feb
26-Feb
27-Feb
28-Feb
Total

26097
38486
34501
18424
44835
34894
40234
21421
42172
36062
42959
19497
21162
40644
66005
42414
129808
264852
145945
177581

Sell

Amount No.
793.49
1162.04
1035.65
554.59
1342.83
1039.71
1195.79
638.07
1261.95
1071.86
1267.87
577.60
629.32
1212.89
1950.60
1246.74
3819.63
7709.59
4240.35
5144.09

29311
62060
56774
37326
48482
45064
29540
29338
37125
49281
68328
33456
35364
28404
82445
66261
144537
308426
145970
229507

FII Futures
Net

Amount No.
Amount
No.
893.47 -3,214
-99.98
1872.38 -23,574
-710.33
1698.67 -22,273
-663.02
1118.29 -18,902
-563.71
1448.05 -3,647
-105.22
1340.51 -10,170
-300.80
877.09 10,694
318.70
874.60 -7,917
-236.52
1110.01 5,047
151.94
1461.95 -13,219
-390.09
2011.56 -25,369
-743.68
993.16 -13,959
-415.56
1050.23 -14,202
-420.92
847.34 12,240
365.56
2436.33 -16,440
-485.73
1945.76 -23,847
-699.01
4251.47 -14,729
-431.84
8980.63 -43,574
-1,271.05
4238.95
-25
1.41
6642.42 -51,926
-1,498.33
-279,006

OI
Amount
234609
273957
280302
269020
266405
257017
279933
283048
290895
305406
332107
345550
357618
378418
371000
380181
413258
590800
629639
297025

-8198.19
16,940.00

7117.37
8249.46
8408.63
8067.65
7975.43
7647.22
8331.18
8454.91
8679.13
9058.22
9840.61
10258.60
10699.98
11334.21
10898.02
11167.86
12149.40
17110.47
18345.34
8519.57

Avg

Change
235,143
39,348
6,345
-11,282
-2,615
-9,388
22,916
3,115
7,847
14,511
26,701
13,443
12,068
20,800
-7,418
9,181
33,077
177,542
38,839
-332,614

FII OI SAR
6,067.43
6,022.45
5,999.69
5,997.81
5,987.45
5,950.75
5,952.27
5,974.19
5,967.19
5,931.92
5,926.17
5,937.55
5,984.03
5,990.31
5,874.95
5,875.02
5,879.81
5,792.31
5,827.26
5,736.60

VWAP
6,051.88
6,021.08
5,976.73
5980.22

5,963.35
5,944.37
5,921.16
5,926.24
5,957.01
5,920.19
5,884.35
5,904.07
5,931.65
5,961.50
5,887.39
5,861.51
5,856.06
5,798.75
5,788.18
5,766.17
6,074.00
5,922.66

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
1-Mar
4-Mar
5-Mar
6-Mar
7-Mar
8-Mar
11-Mar
12-Mar
13-Mar
14-Mar
15-Mar
18-Mar
19-Mar
20-Mar
21-Mar
25-Mar

26-Mar
28-Mar

Total

59457
62308
55505
47227
65771
73330
44321
34956
34490
81653
67191
45319
90977
65197
75410
168576
177375
162797

Sell

Amount No.
1706.50
1778.27
1602.02
1379.43
1931.11
2180.14
1325.48
1043.00
1018.03
2407.56
1988.94
1326.68
2639.80
1867.07
2155.31
4801.01
5004.05
4593.80

68574
48323
49320
40614
51937
54086
46560
52326
42069
80208
57135
69227
118999
77863
79912
161489
190860
167557

FII Futures
Net

Amount No.
Amount
1969.51 -9,117
-263.01
1378.91 13,985
399.37
1426.89 6,185
175.13
1188.25 6,613
191.18
1521.53 13,834
409.57
1611.18 19,244
568.96
1393.55 -2,239
-68.06
1560.56 -17,370
-517.56
1241.27 -7,579
-223.24
2362.14 1,445
45.43
1690.56 10,056
298.38
2025.98 -23,908
-699.30
3445.34 -28,022
-805.54
2229.51 -12,666
-362.45
2284.86 -4,502
-129.55
4603.00 7,087
198.01
5389.14 -13,485
-385.09
4734.35 -4,760
-140.54

-45,199

OI
No.

Amount
301980
336123
326806
339743
330783
330503
341070
352720
339369
335474
345496
362488
376320
369056
369028
486880
553671
264005

-1308.32
5,620.00

8662.17
9625.52
9505.63
9949.88
9768.92
9901.33
10194.99
10500.93
9972.06
9993.20
10202.20
10621.22
10833.26
10535.44
10450.31
13755.77
15638.97
7542.75

Avg

Change
4,955
34,143
-9,317
12,937
-8,960
-280
10,567
11,650
-13,351
-3,895
10,022
16,992
13,832
-7,264
-28
117,852
66,791
-289,666

FII OI SAR
5,736.92
5,727.38
5,817.29
5,857.30
5,906.54
5,991.67
5,978.24
5,954.26
5,876.82
5,957.66
5,905.83
5,860.18
5,757.47
5,709.40
5,663.70
5,650.58
5,649.19
5,714.10

VWAP
5,730.55
5,702.01
5,774.34
5832.81

5,854.71
5,940.79
5,966.50
5,944.69
5,890.47
5,884.40
5,884.40
5,916.00
5,850.96
5,787.84
5,727.43
5,716.24
5,681.85
5,639.91
5781
5,816.15

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
1-Apr
2-Apr
3-Apr
4-Apr
5-Apr
8-Apr
9-Apr
10-Apr
11-Apr
12-Apr
15-Apr
16-Apr
17-Apr
18-Apr
22-Apr
23-Apr

25-Apr

Total

22636
41232
29743
47187
41182
28121
63439
51209
63669
43287
50189
151102
81157
104359
205354
209504
269976

Sell

Amount No.
647.69
1183.98
851.47
1328.28
1148.94
783.16
1764.44
1415.18
1778.44
1203.33
1401.32
4271.92
2328.38
3014.01
6037.11
6131.79
8030.62

37236
36430
54908
82204
80793
39804
64027
59009
54081
57895
54159
106200
67015
77225
164561
177354
144749

FII Futures
Net

Amount No.
Amount
No.
1065.25 -14,600
-417.56
1046.04 4,802
137.93
1573.62 -25,165
-722.15
2313.40 -35,017
-985.12
2254.96 -39,611
-1,106.02
1108.08 -11,683
-324.92
1779.28
-588
-14.83
1633.33 -7,800
-218.16
1510.93 9,588
267.51
1605.12 -14,608
-401.80
1511.84 -3,970
-110.53
3006.94 44,902
1,264.98
1921.16 14,142
407.21
2229.57 27,134
784.45
4819.38 40,793
1,217.72
5201.16 32,150
930.63
4314.39 125,227
3,716.23

145,696

4425.57

OI
Amount
270965
280115
318812
347695
370180
382449
396199
419201
430485
452827
474449
430187
422039
417005
392028
400622
298182

7761.95
8082.96
9070.35
9724.52
10315.55
10625.28
10893.74
11665.99
12057.50
12568.68
13251.03
12303.19
12084.48
12141.76
11529.66
11799.00
8889.07

Avg

Change
6,960
9,150
38,697
28,883
22,485
12,269
13,750
23,002
11,284
22,342
21,622
-44,262
-8,148
-5,034
-24,977
8,594
-102,440

FII OI SAR
5,729.12
5,771.17
5,690.10
5,593.71
5,573.26
5,556.44
5,499.12
5,565.82
5,601.82
5,551.20
5,585.86
5,719.93
5,726.71
5,823.32
5,882.06
5,890.34
5,962.17

TC
5,721.14
5,742.08
5,724.26
5624.47

5,578.62
5,567.60
5,559.27
5,530.00
5,582.07
5,537.66
5,559.34
5,645.62
5,701.87
5,743.05
5,816.53
5,818.08
5,894.97

5678.14
5,668.04

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
26-Apr
29-Apr
30-Apr
2-May
3-May
6-May
7-May
8-May
9-May
10-May
13-May
14-May
15-May
16-May
17-May
20-May
21-May
22-May
23-May

24-May
27-May
28-May
29-May
30-May
Total

52576
29334
53510
78405
53236
42012
52768
69281
41471
47864
63410
63406
86198
61666
27190
50494
66591
64865
101364
73143
108263
178992
166851
224797

Sell

Amount No.
1559.07
870.31
1590.20
2360.43
1603.59
1256.90
1593.88
2107.82
1264.52
1460.65
1925.92
1916.31
2650.56
1915.39
849.05
1573.67
2057.37
1990.62
3054.76
2203.14
3284.15
5474.34
5119.07
6894.07

42548
28938
54386
56116
53805
27813
34796
33741
30740
36760
64722
52488
78101
59718
37110
46547
54082
46298
117441
65724
102737
160144
153552
186955

FII Futures
Net

Amount No.
Amount
1268.87 10,028
290.20
862.88
396
7.44
1617.82
-876
-27.62
1697.88 22,289
662.55
1616.20
-569
-12.61
834.95 14,199
421.94
1053.42 17,972
540.46
1026.23 35,540
1,081.58
937.55 10,731
326.97
1123.31 11,104
337.34
1964.60 -1,312
-38.68
1592.14 10,918
324.17
2404.50 8,097
246.06
1853.19 1,948
62.20
1159.23 -9,920
-310.18
1457.53 3,947
116.14
1672.66 12,509
384.71
1429.40 18,567
561.22
3550.13 -16,077
-495.37
1976.11 7,419
227.03
3117.50 5,526
166.65
4899.87 18,848
574.47
4703.23 13,299
415.84
5725.93 37,842
1,168.14
156,910

4705.56

OI
No.

Amount
330290
340618
354564
401493
407704
429283
460515
452933
466320
490962
470066
509298
534261
558383
552637
564944
592825
621776
593053
575380
581184
594100
634261
681785

9779.00
10137.71
10563.99
12116.45
12167.18
12854.60
13977.01
13798.63
14144.19
15046.28
14143.51
15345.40
16531.39
17328.21
17201.46
17486.17
18197.75
19043.21
17748.00
17277.71
17747.31
18223.13
19389.69
20939.20

Avg

Change
32,108
10,328
13,946
46,929
6,211
21,579
31,232
-7,582
13,387
24,642
-20,896
39,232
24,963
24,122
-5,746
12,307
27,881
28,951
-28,723
-17,673
5,804
12,916
40,161
47,524

FII OI SAR
5,921.46
5,952.54
5,958.86
6,035.70
5,968.63
5,988.87
6,070.17
6,093.01
6,066.30
6,129.31
6,017.67
6,026.10
6,188.51
6,206.57
6,225.23
6,190.41
6,139.33
6,125.42
5,985.30
6,005.67
6,107.29
6,134.70
6,114.10
6,142.46

TC
5,898.45
5918.2
5929
6007.4
5948.25
5971.3
6050.3
6075.2
6048.95
6108.35
5994.45
6006

6,118.80
6,179.99
6,177.43
6,202.33
6,145.98
6,118.88
6,001.46
5,978.71
6,041.01
6,090.54
6,078.67
6,118.24
5,912.00
6,044.80

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
31-May
3-Jun
4-Jun
5-Jun
6-Jun
7-Jun
10-Jun
11-Jun
12-Jun
13-Jun
14-Jun
17-Jun
18-Jun
19-Jun
20-Jun
21-Jun
24-Jun
25-Jun
26-Jun
27-Jun

Total

50235
45962
34608
44489
37276
54573
40666
75067
65545
54615
71771
61393
45071
38561
78898
78800
151155
191248
208917
239203

Sell

Amount No.
1522.26
1377.32
1039.70
1323.73
1111.21
1626.58
1206.07
2192.02
1902.37
1565.80
2081.50
1789.86
1315.71
1121.35
2241.95
2226.68
4234.48
5375.89
5861.92
6771.28

110636
82049
48794
64585
75605
71715
40581
138703
82392
71576
52968
72388
56063
50971
116387
88290
152282
211861
206901
237768

FII Futures
Net

Amount No.
Amount
No.
3349.80 -60,401
-1,827.54
2452.96 -36,087
-1,075.64
1459.69 -14,186
-419.99
1920.91 -20,096
-597.18
2245.99 -38,329
-1,134.78
2135.55 -17,142
-508.97
1208.39
85
-2.32
4050.00 -63,636
-1,857.98
2385.84 -16,847
-483.47
2049.79 -16,961
-483.99
1534.76 18,803
546.74
2110.75 -10,995
-320.89
1636.42 -10,992
-320.71
1481.72 -12,410
-360.37
3312.53 -37,489
-1,070.57
2495.40 -9,490
-268.72
4267.08 -1,127
-32.60
5952.41 -20,613
-576.52
5804.64 2,016
57.28
6724.06 1,435
47.23

-364,462

-10691.00

OI
Amount
293510
267421
259233
256945
230624
231898
228903
272547
315320
352617
354524
398263
421327
436015
494210
488752
537123
587096
576422
255197

8835.86
8002.44
7721.99
7667.21
6888.69
6868.21
6770.25
7923.64
9122.84
10086.34
10320.32
11672.38
12266.12
12717.61
13970.75
13843.25
15016.58
16471.04
16083.64
7248.24

Avg

Change
-388,275
-26,089
-8,188
-2,288
-26,321
1,274
-2,995
43,644
42,773
37,297
1,907
43,739
23,064
14,688
58,195
-5,458
48,371
49,973
-10,674
-321,225

FII OI SAR
6,020.82
5,984.90
5,957.57
5,967.98
5,973.96
5,923.47
5,915.39
5,814.51
5,786.40
5,720.85
5,822.07
5,861.64
5,822.61
5,833.57
5,653.77
5,664.73
5,591.49
5,611.02
5,580.51
5,680.50

TC
6,045.02
5962.24

5,963.86
5924

5,920.63
5,935.08
5,904.35
5,827.79
5,779.15
5,713.89
5,786.95
5,814.93
5,828.75
5,802.09
5,681.56
5,649.00
5,596.55
5,617.13
5,606.59
5,646.60

6,119.08
5,815.49

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
28-Jun
1-Jul
2-Jul
3-Jul
4-Jul
5-Jul
8-Jul
9-Jul
10-Jul
11-Jul
12-Jul
15-Jul
16-Jul
17-Jul
18-Jul
19-Jul
22-Jul
23-Jul
24-Jul
25-Jul

Total

132341
59709
39536
53954
46881
44381
48082
58420
39103
108076
87262
55681
69486
91922
84255
80092
114359
227812
179859
242973

Sell

Amount No.
3837.82
1752.11
1160.47
1557.70
1361.95
1303.56
1393.16
1709.90
1143.37
3207.57
2603.89
1674.62
2055.72
2715.03
2510.36
2404.34
3421.23
6867.73
5375.89
7196.81

73873
56644
44789
78407
46221
40205
63598
46893
45040
56344
84849
62868
78763
85144
84325
63439
90719
194016
164437
231942

FII Futures
Net

Amount No.
Amount
2146.07 58,468
1,691.75
1662.83 3,065
89.28
1314.59 -5,253
-154.12
2263.35 -24,453
-705.65
1343.90
660
18.06
1179.61 4,176
123.95
1839.65 -15,516
-446.49
1370.62 11,527
339.28
1316.25 -5,937
-172.88
1671.39 51,732
1,536.18
2532.85 2,413
71.04
1889.17 -7,187
-214.55
2320.55 -9,277
-264.82
2495.00 6,778
220.03
2480.34
-70
30.02
1892.91 16,653
511.42
2707.75 23,640
713.49
5837.11 33,796
1,030.63
4894.66 15,422
481.23
6863.85 11,031
332.96

171,668

5230.79

OI
No.

Amount
316223
350614
355299
361056
358408
368832
349046
362737
365390
425144
446599
469620
464355
479341
506573
520970
556560
626010
647712
428256

9233.13
10326.73
10401.82
10395.09
10438.23
10805.75
10138.14
10616.30
10609.76
12610.04
13387.96
14144.83
13778.03
14179.37
15185.52
15546.86
16602.22
18849.38
19118.38
12560.52

Avg

Change
315,159
34,391
4,685
5,757
-2,648
10,424
-19,786
13,691
2,653
59,754
21,455
23,021
-5,265
14,986
27,232
14,397
35,590
69,450
21,702
-219,456

FII OI SAR
5,839.63
5,890.65
5,855.25
5,758.16
5,824.77
5,859.44
5,809.06
5,853.44
5,807.36
5,932.12
5,995.52
6,023.95
5,934.26
5,916.19
5,995.39
5,968.43
5,966.01
6,022.07
5,903.36
5,865.89

TC
5,804.74
5870.1

5,870.69
5779.37

5,819.96
5,882.79
5,806.24
5,862.67
5,850.24
5939.32
5978.13

6,015.52
5,949.96
5,970.66
6,014.07
6,052.26
6,050.49
6,090.83
6,008.84
5,947.88

5,670.93
5,915.99

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
26-Jul
29-Jul
30-Jul
31-Jul
1-Aug
1-Jan
5-Aug
6-Aug
7-Aug
8-Aug
12-Aug
13-Aug
14-Aug
16-Aug
19-Aug
20-Aug
21-Aug
22-Aug
23-Aug
26-Aug
27-Aug
28-Aug
29-Aug
30-Aug
Total

50622
28506
60589
59086
89292
49040
42017
91505
109749
60664
73463
68745
57601
126992
126712
137759
181416
128078
101359
170706
248456
242226
274980
121829

Sell

Amount No.
1461.50
818.17
1732.93
1657.54
2539.27
1383.41
1175.80
2522.14
2991.43
1655.56
2036.93
1916.89
1631.09
3475.00
3376.41
3634.24
4728.16
3335.22
2709.04
4576.63
6445.35
6160.69
7296.97
3238.78

57885
27435
90081
98945
88584
68621
55061
112384
128405
45937
76936
78967
81778
162170
171816
142475
170965
157181
125728
206751
268837
256304
253447
127417

FII Futures
Net

Amount No.
Amount
No.
1656.10 -7,263
-194.60
794.60 1,071
23.57
2591.69 -29,492
-858.76
2789.63 -39,859
-1,132.09
2501.47
708
37.80
1948.16 -19,581
-564.75
1532.38 -13,044
-356.58
3103.37 -20,879
-581.23
3526.40 -18,656
-534.97
1263.12 14,727
392.44
2138.08 -3,473
-101.15
2208.93 -10,222
-292.04
2313.91 -24,177
-682.82
4463.18 -35,178
-988.18
4592.22 -45,104
-1,215.81
3793.68 -4,716
-159.44
4529.32 10,451
198.84
4107.20 -29,103
-771.98
3371.44 -24,369
-662.40
5540.40 -36,045
-963.77
6987.49 -20,381
-542.14
6530.99 -14,078
-370.30
6722.08 21,533
574.89
3393.91 -5,588
-155.13
-352,718

-9407.92

OI
Amount
431843
427644
405830
400569
396435
369740
372418
443981
409329
414060
410493
386871
411250
463290
529708
558876
628819
653356
643109
669078
699473
734717
347099
382465

12580.56
12356.59
11559.14
11328.86
11192.48
10317.90
10426.06
12075.11
11094.00
11297.00
11212.75
10752.47
11525.96
12403.22
13910.68
14688.79
16284.94
17185.34
17073.06
17767.36
17921.15
18807.61
8952.86
9995.87

Avg

Change
-4,199
-21,814
-5,261
-4,134
-26,695
2,678
71,563
-34,652
4,731
-3,567
-23,622
24,379
52,040
66,418
29,168
69,943
24,537
-10,247
25,969
30,395
35,244
-387,618
35,366

FII OI SAR
5,826.45
5,778.92
5,696.54
5,656.38
5,646.57
5,581.17
5,599.12
5,439.47
5,420.58
5,456.70
5,463.07
5,558.68
5,605.33
5,354.41
5,252.21
5,256.55
5,179.53
5,260.64
5,309.54
5,311.00
5,124.19
5,119.69
5,158.68
5,227.08

TC
5,938.92
5,895.72
5,842.93
5,753.95
5,778.42
5,727.50
5,727.40
5,615.93
5,554.91
5,575.41
5,618.80
5,671.90
5,726.19
5,583.48
5,420.92
5,375.39
5,378.11
5,343.47
5,426.23
5,486.97
5,328.99
5,204.00
5,364.80
5,427.18
5,981.02
5,589.94

4950

4950
4950
5218
5155
5158
5120
5120
5107
45728
5080.8888889

2
2
4933

147.88888889 44366.666667

Remarks

The average SAR price reduction means that - there is no fresh

buying done by FII in the last 2 days - and further they have
booked profits in significant lots in these 2 days on the long side
- as the average came down considerably. ( Your average price
comes down - when you book profit.)

take the net average figure of 22nd November. It shows 4163. It

is far lower to the range in which Nf has traded in the day. When
the Net Figure is very low, it indicates that there is a lot of profit
booking/day trading that happened. If we observe the action on
22nd November, there was a minor rally in place. So, we had a
rally and profit booking happening on the part of institutions.

The average option buy price 5164 is less than the average sell
price 5180. And in fact both the average prices are less than the
lower end of the traded zone. It basically means that most of the
activity happened at lower strikes than the Nifty traded zone.

Date
Buy
No.
2-Sep
3-Sep
4-Sep
5-Sep
6-Sep
10-Sep
11-Sep
12-Sep
13-Sep
16-Sep
17-Sep
18-Sep
19-Sep
20-Sep
23-Sep
24-Sep
25-Sep
26-Sep
27-Sep
30-Sep
Total

71916
95065
146560
149481
115223
258316
93119
65417
77902
93535
82429
58917
196750
150268
132825
210894
154588
232304

Sell

FII Futures
Net

Amount No.

Amount No.

Amount No.

1968.82
2529.51
3924.31
4062.204
3222.766
7458.708
2725.21
1895.45
2266.15
2701.91
2401.41
1729.85
5945.99
4442.42
3870.10
6153.60
4473.78
6832.86

1987.14
4380.38
3276.48
2864.105
2158.066
4501.102
2998.05
2239.02
2259.64
2748.34
1809.39
1585.53
2935.72
4014.51
3958.60
5297.73
4603.73
5335.79

-18.32
-1850.87
647.83
1198.098
1064.7
2957.606

72981
163573
122296
104106
77357
156456
102581
77758
77814
94199
62297
54232
96948
137195
137209
183145
159934
181954

-1065
-68508
24264
45375
37866
101860

-9,462 -272.84
-12,341 -343.58
88
6.51
-664
-46.43
20,132 592.03
4,685
144.32
99,802 3,010.27
13,073 427.91
-4,384
-88.50
27,749 855.88
-5,346 -129.95
50,350 1,497.07

323474

9651.738

OI
Amount
386568
419986
391254
353257
364441
436777
458573
481928
442952
453638
432730
452611
513513
523636
601146
663899
675169
446548

10278.6
10734.22
10184.32
9569.29
10058.85
12548.72
13308.12
13780.89
12673.66
13029.57
12436.55
13154.40
15593.75
15594.10
17497.93
19342.26
19562.64
13049.40

Change

FII OI
SAR

4103
33418
-28732
-37997
11184
72336

5317.874
5111.704
5205.989
5417.75
5520.153
5746.055

21,796
23,355
-38,976
10,686
-20,908
19,881
60,902
10,123
77,510
62,753
11,270
-228,621

5,804.15
5,719.06
5,722.36
5,744.48
5,747.95
5,812.67
6,073.36
5,956.08
5,821.52
5,826.87
5,794.89
5,844.57

TC
5,485.35
5,432.10
5,422.86
5601.4
5660.28
5854.71

5,901.13
5,883.11
5,876.08
5814.2
5821
5865.1
6072
5950.2

5,936.96
5,923.55
5,868.28
5,892.90
5,383.41

5,770.77

Date

FII Futures
Buy
No.

27-Sep
30-Sep
1-Oct
3-Oct
4-Oct
7-Oct
8-Oct
9-Oct
10-Oct
11-Oct
14-Oct
15-Oct
17-Oct
18-Oct
21-Oct
22-Oct
23-Oct
24-Oct
25-Oct
28-Oct
29-Oct
30-Oct
31-Oct
Total

39941
61682
44920
67690
63233
68554
54678
86381
80583
94667
65602
91975
61166
109205
55720
59465
104371
97830
74580
126201
284061
160367
239956

Sell

Amount No.
1162.14
1771.60
1279.05
1962.61
1859.15
1984.36
1595.10
2519.57
2407.76
2831.96
1957.71
2775.72
1836.35
3300.46
1701.64
1827.23
3190.81
3015.60
2284.25
3828.63
8681.71
4948.95
7479.86

48809
92971
57153
59267
52669
78160
59873
67873
64206
60402
42063
66571
56111
86642
50325
56439
105060
100132
83089
122767
249302
154366
224538

Net

Amount No.
Amount No.
1405.16 -8,868
-243.01
2636.15 -31,289 -864.55
1631.92 -12,233 -352.87
1729.72 8,423
232.89
1541.29 10,564
317.86
2252.72 -9,606
-268.36
1764.00 -5,195
-168.90
2013.47 18,508
506.11
1901.58 16,377
506.19
1819.69 34,265 1,012.27
1248.48 23,539
709.23
1980.79 25,404
794.92
1680.91 5,055
155.44
2635.66 22,563
664.79
1534.43 5,395
167.21
1717.63 3,026
109.60
3216.02
-689
-25.21
3083.72 -2,302
-68.13
2539.12 -8,509
-254.87
3717.46 3,434
111.17
7595.36 34,759 1,086.35
4754.13 6,001
194.82
6989.44 15,418
490.42
138622

4322.9381

OI
Amount
448554
429409
413704
421461
433359
395859
385528
395834
413695
449470
454455
486291
504602
479717
486496
500802
513813
527749
537794
545920
641271
669258
502227

12955.44
12146.49
11795.69
12325.18
12635.24
11484.72
11197.56
11710.65
12252.40
13508.78
13707.69
14587.18
15058.93
14647.58
14902.06
15343.93
15694.04
16089.80
16356.54
16496.10
19815.13
20751.08
15744.67

Change
2,006
-19,145
-15,705
7,757
11,898
-37,500
-10,331
10,306
17,861
35,775
4,985
31,836
18,311
-24,885
6,779
14,306
13,011
13,936
10,045
8,126
95,351
27,987
-167,031

FII OI
SAR
5,776.54
5,657.31
5,702.48
5,848.79
5,831.30
5,802.43
5,808.95
5,916.95
5,923.40
6,010.98
6,032.59
5,999.36
5,968.64
6,106.76
6,126.28
6,127.74
6,108.85
6,097.52
6,082.83
6,043.41
6,179.95
6,201.22
6,269.94

TC
5,912.96
5,810.74
5,807.15
5,924.33
5,966.27
5,902.36
5,979.17
5,992.39
6,043.55
6,111.25
6,133.36
6,126.19
6,097.13
6,171.20
6,213.10
6,217.88
6,172.33
6,212.94
6,155.77
6,134.68
6,163.43
6,247.00
5949.55

6,062.81

Date

FII Futures
Buy
No.

1-Nov
3-Nov
5-Nov
6-Nov
7-Nov
8-Nov
11-Nov
12-Nov
13-Nov
14-Nov
18-Nov
19-Nov
20-Nov
21-Nov
22-Nov
25-Nov
26-Nov
27-Nov
28-Nov

Total

61392
305
43072
48459
73029
53912
67221
58911
83434
73922
82114
43430
76244
90348
83047
140889
141352
121760
134714

Sell

Amount No.
1899.05
9.69
1338.18
1506.98
2262.69
1653.22
2029.10
1782.30
2457.46
2230.33
2502.99
1336.28
2340.18
2704.49
2492.95
4245.20
4244.24
3632.69
4104.58

45772
544
67078
78795
72744
89744
84491
82016
88579
70149
71238
41132
81889
129582
81848
123324
141881
121968
101330

Net

Amount No.
Amount
1433.79 15,620
465.26
17.28
-239
-7.59
2101.34 -24,006
-763.16
2439.79 -30,336
-932.81
2252.14
285
10.55
2740.49 -35,832
-1,087.26
2559.67 -17,270
-530.57
2474.57 -23,105
-692.27
2624.73 -5,145
-167.27
2115.91 3,773
114.42
2189.85 10,876
313.14
1264.05 2,298
72.23
2511.81 -5,645
-171.63
3893.51 -39,234
-1,189.02
2437.29 1,199
55.67
3710.65 17,565
534.55
4260.24
-529
-16.00
3640.15
-208
-7.46
3072.23 33,384
1,032.35

-96549

-2966.8731

OI
No.
510561
509860
510168
508134
493921
497837
471217
488724
477611
467414
469378
487890
489237
491323
516584
526139
530316
560030
388898

OI
Amount Change
16089.34 510,561
16047.66
-701
15920.70
308
15728.45 -2,034
15177.61 -14,213
15204.58 3,916
14245.64 -26,620
14634.81 17,507
14221.22 -11,113
14066.41 -10,197
14440.40 1,964
15054.75 18,512
14893.20 1,347
14626.46 2,086
15388.79 25,261
16038.68 9,555
15947.88 4,177
16859.70 29,714
11829.35 -171,132

FII OI
SAR
6,302.61
6,294.93
6,241.36
6,190.67
6,145.76
6,108.26
6,046.32
5,988.99
5,955.15
6,018.82
6,153.00
6,171.37
6,088.34
5,953.91
5,957.90
6,096.75
6,014.48
6,021.00
6,083.52

TC
6,350.19
6,355.00
6,312.90
6,279.28
6,274.80
6,196.33
6,146.56
6,110.42
6,047.18
6,106.37
6,184.37
6,224.82
6,191.70
6,052.27
6,032.92
6,102.57
6,094.57
6,061.25

6311.68

6,180.80

Date

FII Futures
Buy
No.

29-Nov
2-Dec
3-Dec
4-Dec
5-Dec
6-Dec
9-Dec
10-Dec
11-Dec
12-Dec
13-Dec
16-Dec
17-Dec
18-Dec
19-Dec
20-Dec
23-Dec
24-Dec
26-Dec

Total

67070
61805
42305
44238
91554
42921
115501
53208
41630
36607
38762
33039
55403
84727
81489
101170
199988
140364
173122

Sell

Amount No.
2062.26
1909.44
1301.39
1360.36
2860.97
1338.96
3672.73
1679.72
1302.12
1141.01
1188.62
1011.83
1672.11
2587.30
2507.47
3148.21
6314.49
4399.69
5448.63

49245
45022
37854
58693
66952
43516
54371
47450
38888
53342
68387
51380
56216
66699
100740
90256
183496
133857
151171

Net

Amount No.
Amount
1516.69 17,825
545.57
1388.62 16,783
520.82
1167.55 4,451
133.84
1796.16 -14,455
-435.80
2089.21 24,602
771.76
1357.05
-595
-18.08
1727.73 61,130
1,945.00
1496.46 5,758
183.26
1215.52 2,742
86.60
1659.60 -16,735
-518.59
2090.45 -29,625
-901.83
1575.35 -18,341
-563.52
1692.17
-813
-20.06
2038.37 18,028
548.92
3081.78 -19,251
-574.32
2800.84 10,914
347.37
5777.23 16,492
537.26
4187.14 6,507
212.56
4741.65 21,951
706.98

107368

3507.745

OI
No.
413475
432778
450963
439476
469486
470675
545059
560937
574225
589126
569875
594990
594003
629793
584496
616510
620668
665031
414359

OI
Amount Change
12753.92 24,577
13438.64 19,303
13964.23 18,185
13502.85 -11,487
14667.95 30,010
14763.91 1,189
17368.94 74,384
17799.30 15,878
18140.75 13,288
18393.47 14,901
17592.72 -19,251
18322.58 25,115
18206.89
-987
19577.23 35,790
17937.60 -45,297
19286.15 32,014
19488.94 4,158
20827.41 44,363
13051.90 -250,672

TC
6,217.24
6,255.97
6,247.67
6,220.33
6,303.38
6,293.27
6,293.27
6,402.35
6,370.33
6,332.64
6,287.30
6,158.96
6,130.23
6,217.04
6,137.80
6,239.10
6,311.93
6,295.08

6151.7

6,256.08

Date

FII Futures
Buy
No.

27-Dec
30-Dec
31-Dec
1-Jan
2-Jan
3-Jan
6-Jan
7-Jan
8-Jan
9-Jan
10-Jan
13-Jan
14-Jan
15-Jan
16-Jan
17-Jan
20-Jan
21-Jan
22-Jan
23-Jan
24-Jan
27-Jan
28-Jan
29-Jan
30-Jan
Total

23592
30336
21143
2500
74992
62915
37826
44453
27887
40292
71181
87783
32439
78264
55051
55853
58587
52534
47916
38496
69417
173581
264639
126643
132073

Sell

Amount No.
742.59
950.70
668.84
76.06
2349.38
1936.11
1160.83
1354.30
842.31
1212.50
2182.39
2704.17
991.12
2431.38
1718.55
1731.53
1814.63
1597.45
1498.56
1206.32
2164.94
5314.91
8059.89
3799.83
3963.92

14544
31561
20640
2884
75809
82190
50670
87789
44678
55266
66545
58111
45692
62910
43294
63718
61820
50163
45254
34822
99590
191559
265185
135542
162492

Net

Amount No.
Amount
457.57 9,048
285.01
992.50 -1,225
-41.80
655.22
503
13.62
91.43
-384
-15.36
2375.61
-817
-26.23
2544.85 -19,275
-608.74
1557.04 -12,844
-396.21
2683.75 -43,336
-1,329.44
1366.54 -16,791
-524.23
1664.66 -14,974
-452.16
2037.20 4,636
145.19
1790.56 29,672
913.62
1404.54 -13,253
-413.42
1944.73 15,354
486.65
1351.11 11,757
367.45
1976.72 -7,865
-245.19
1915.78 -3,233
-101.15
1533.66 2,371
63.78
1406.44 2,662
92.12
1083.14 3,674
123.18
3106.60 -30,173
-941.66
5882.74 -17,978
-567.83
8044.25
-546
15.65
4062.52 -8,899
-262.69
4852.89 -30,419
-888.97
-102471

-3172.8058

OI
No.
424463
427066
437017
440021
444626
398939
419995
446811
434004
425906
420450
422590
445711
473223
492282
483731
452884
486003
502469
505605
512892
525546
570118
549491
378379

OI
Amount Change
13427.66 10,104
13426.44 2,603
13785.40 9,951
13888.78 3,004
13804.65 4,605
12353.15 -45,687
12946.36 21,056
13713.54 26,816
13323.59 -12,807
13030.51 -8,098
12828.78 -5,456
13113.49 2,140
13757.15 23,121
14798.49 27,512
15401.18 19,059
14965.21 -8,551
14141.69 -30,847
15207.96 33,119
15781.99 16,466
15891.53 3,136
15912.42 7,287
15940.11 12,654
17287.16 44,572
16638.16 -20,627
11356.18 -171,112

TC
6,366.82
6,345.90
6,354.00
6,356.86
6,324.76
6,231.89
6,223.00
6,202.23
6,201.03
6,182.43
6,208.47
6,258.77
6,264.16
6,307.59
6,327.09
6,287.56
6,297.15
6,324.14
6,332.96
6,348.04
6,293.64
6,173.73
6,132.98
6,147.72
6,055.89
6344.31

6,265.12

Date

FII Futures
Buy
No.

31-Jan
3-Feb
4-Feb
5-Feb
6-Feb
7-Feb
10-Feb
11-Feb
12-Feb
13-Feb
14-Feb
17-Feb
18-Feb
19-Feb
20-Feb
21-Feb
24-Feb
25-Feb
26-Feb

Total

Sell

Amount No.

54267
1609.94
35607 1047.82
67297 1982.35
43933 1286.30
47442 1396.89
48142 1433.90
27089
800.55
24251
719.64
35734 1071.58
38526
1142.03
43392 1263.15
38790
1158.40
71544 2128.73
36219 1095.16
42288 1254.50
64693 1934.58
118143 3569.64
151991 4672.52
126678 3893.14

Net

Amount No.
Amount
-8,591
-280.59
-19,241
-592.61
-9,023
-267.25
-14,729
-446.37
-8,186
-247.14
1,356
36.88
1,539
53.49
-17,471
-534.10
2,729
86.88
-6,840
-198.78
-3,542
-114.93
7,859
236.13
20,711
625.07
5,796
181.53
-10,436
-318.57
7,281
230.52
19,139
601.80
33,307
1,046.34
44,108
1,383.72

62858
1890.53
54848 1640.43
76320 2249.60
58662 1732.67
55628 1644.04
46786 1397.02
25550
747.07
41722 1253.74
33005
984.70
45366 1340.80
46934 1378.08
30931
922.27
50833 1503.66
30423
913.63
52724 1573.07
57412 1704.06
99004 2967.84
118684 3626.18
82570 2509.42

45766

1482.0029

OI
No.
395362
384605
387526
400833
400521
374961
369426
383707
372062
385814
386172
389051
389374
386700
395822
411071
440814
478237
293658

OI
Amount Change
11896.40 16,983
11421.13 -10,757
11513.52 2,921
11943.78 13,307
11923.38
-312
11210.26 -25,560
11034.38 -5,535
11485.56 14,281
11193.11 -11,645
11431.02 13,752
11527.86
358
11680.80 2,879
11763.92
323
11725.86 -2,674
11887.61 9,122
12420.97 15,249
13389.57 29,743
14564.21 37,423
9038.54 -184,579

TC
6,110.86
6,066.05
6,004.06
6,019.40
6,020.87
6,072.33
6,076.82
6,078.28
6,106.04
6,045.20
6,030.01
6,077.07
6,133.69
6,146.35
6,120.24
6,149.81
6,173.55
6,204.39
6,227.41

6091.6

6,097.70

Date

FII Futures
Buy
No.

28-Feb
3-Mar
4-Mar
5-Mar
6-Mar
7-Mar
10-Mar
11-Mar
12-Mar
13-Mar
14-Mar
18-Mar
19-Mar
20-Mar
21-Mar
24-Mar
25-Mar
26-Mar
27-Mar

Total

75514
37633
75538
50592
82922
149670
60014
53463
53735
63212
51798
64759
51974
49324
68969
143383
166727
198028
209849

Sell

Amount No.
2346.05
1144.32
2348.89
1556.30
2611.03
4776.45
1940.64
1731.03
1739.34
2049.92
1663.78
2114.79
1693.87
1595.81
2236.47
4710.43
5482.11
6546.07
6966.88

79654
47957
53458
30089
52207
89656
64410
49250
55997
49938
73050
52041
49265
53641
93817
111462
156431
171736
187891

Net

Amount No.
Amount
2487.97 -4,140
-141.91
1458.72 -10,324
-314.40
1643.59 22,080
705.30
928.02 20,503
628.28
1649.70 30,715
961.33
2867.34 60,014
1,909.11
2085.36 -4,396
-144.72
1586.02 4,213
145.01
1813.05 -2,262
-73.71
1623.02 13,274
426.90
2342.71 -21,252
-678.93
1700.29 12,718
414.50
1605.66 2,709
88.21
1728.62 -4,317
-132.81
3038.66 -24,848
-802.19
3654.52 31,921
1,055.91
5135.57 10,296
346.54
5661.30 26,292
884.78
6227.35 21,958
739.53

185154

6016.7322

OI
No.
293714
292112
319862
344871
342736
422100
430718
451987
453879
487795
495051
494623
518930
510521
555709
632644
684122
658508
345912

OI
Amount Change
9059.37
56
8937.08 -1,602
9969.37 27,750
10788.61 25,009
10853.47 -2,135
13655.87 79,364
14004.20 8,618
14650.68 21,269
14724.25 1,892
15782.88 33,916
16060.15 7,256
16077.16
-428
16888.83 24,307
16490.32 -8,409
17993.32 45,188
20801.90 76,935
22541.19 51,478
21720.24 -25,614
11482.72 -312,596

TC
6,280.12
6,257.48
6,303.30
6,336.77
6,400.19
6,505.51
6,557.40
6,550.18
6,545.00
6,554.00
6,500.00
6,563.46
6,553.26
6,518.09
6,518.86
6,590.76
6,598.26
6,619.10

6,263.59
6,474.49

Date

FII Futures
Buy
No.

28-Mar
31-Mar
1-Apr
2-Apr
3-Apr
4-Apr
7-Apr
9-Apr
10-Apr
11-Apr
15-Apr
16-Apr
17-Apr
21-Apr
22-Apr
23-Apr

Total

46693
45064
64667
46355
38030
32392
45225
50276
58331
38683
46359
64920
103011
120322
149605
178261

Sell

Amount No.
1558.66
1512.68
2159.68
1556.83
1264.61
1065.04
1510.94
1689.04
1980.49
1304.04
1546.98
2169.76
3465.44
4059.32
5104.44
6083.45

37638
50400
63650
40274
41511
50261
42403
46609
68712
47629
77055
59361
81728
109241
122740
128299

Net

Amount No.
Amount
1252.42 9,055
306.24
1689.82 -5,336
-177.13
2100.61 1,017
59.06
1331.79 6,081
225.04
1387.15 -3,481
-122.54
1664.36 -17,869
-599.32
1412.59 2,822
98.35
1568.08 3,667
120.96
2335.41 -10,381
-354.91
1608.91 -8,946
-304.87
2575.52 -30,696
-1,028.54
1973.18 5,559
196.59
2749.00 21,283
716.44
3681.38 11,081
377.94
4181.36 26,865
923.08
4373.43 49,962
1,710.02

60683

2146.4251

OI
No.
370865
387783
379306
388535
388614
356723
364423
374226
362733
360449
355997
383768
401545
443076
478559
277282

OI
Amount Change
12404.87 24,953
12993.10 16,918
12718.82 -8,477
13095.06 9,229
13055.58
79
11968.08 -31,891
12208.29 7,700
12737.35 9,803
12322.00 -11,493
12198.45 -2,284
11942.68 -4,452
12778.04 27,771
13591.19 17,777
15076.81 41,531
16289.29 35,483
9524.22 -201,277

TC
6,710.94
6,738.43
6,737.92
6,774.04
6,762.72
6,749.83
6,727.28
6,790.93
6,837.03
6,798.52
6,758.27
6,729.16
6,763.34
6,823.24
6,834.78
6,843.43

6,692.00
6,768.93

Date

FII Futures
Buy
No.

25-Apr
28-Apr
29-Apr
30-Apr
2-May
5-May
6-May
7-May
8-May
9-May
12-May
13-May
14-May
15-May
16-May
19-May
20-May
21-May
22-May
23-May
26-May
27-May
28-May
29-May
Total

46742
28141
55073
79960
32305
47263
23539
39351
29475
100674
82485
137674
50846
71079
207808
110078
81451
79231
70637
88570
165605
145352
179002
186078

Sell

Amount No.
1590.54
953.41
1850.86
2686.25
1081.37
1582.98
788.94
1313.96
980.69
3423.54
2889.70
4918.27
1815.26
2538.75
7720.42
4025.59
3002.39
2898.75
2603.50
3273.03
6195.93
5356.72
6603.54
6829.82

74000
35132
67524
87896
39440
44595
36678
54590
38462
83012
89750
95651
53724
64651
230389
93847
63982
72045
59930
100599
156996
145165
159685
189134

Net

Amount No.
Amount
2522.49 -27,258
-931.95
1191.35 -6,991
-237.94
2278.42 -12,451
-427.56
2953.33 -7,936
-267.08
1324.80 -7,135
-243.43
1496.99 2,668
85.99
1233.37 -13,139
-444.43
1825.92 -15,239
-511.96
1280.87 -8,987
-300.19
2829.84 17,662
593.70
3147.74 -7,265
-258.04
3417.99 42,023
1,500.27
1916.80 -2,878
-101.54
2306.71 6,428
232.05
8568.18 -22,581
-847.77
3444.55 16,231
581.05
2350.11 17,469
652.28
2634.06 7,186
264.69
2208.65 10,707
394.85
3717.42 -12,029
-444.39
5861.13 8,609
334.80
5341.17
187
15.56
5889.11 19,317
714.44
6929.84 -3,056
-100.02
-14719

-361.0439

OI
No.
271532
279973
249096
258958
257649
266387
259298
279709
266274
301240
298755
357342
378430
390702
391035
453686
471905
497407
511600
532001
527362
531495
581566
244389

OI
Amount Change
9230.53 -5,750
9513.23 8,441
8374.33 -30,877
8661.74 9,862
8615.01 -1,309
8919.80 8,738
8700.26 -7,089
9307.07 20,411
8868.55 -13,435
10382.49 34,966
10531.78 -2,485
12749.74 58,587
13516.12 21,088
13954.97 12,272
14224.32
333
16619.28 62,651
17326.09 18,219
18182.32 25,502
18748.75 14,193
19740.67 20,401
19499.14 -4,639
19563.89 4,133
21471.92 50,071
8944.31 -337,177

TC
6,844.34
6,818.95
6,774.74
6,758.59
6,744.84
6,745.67
6,750.29
6,710.96
6,687.30
6,809.54
6,997.30
7,140.39
7,138.00
7,141.41
7,402.22
7,278.30
7,305.53
7,279.47
7,308.67
7353.36
7419.92
7317.48
7327.91
7282.81

6,894.77
7,049.31

Date

FII Futures
Buy
No.

30-May
2-Jun
3-Jun
4-Jun
5-Jun
6-Jun
9-Jun
10-Jun
11-Jun
12-Jun
13-Jun
16-Jun
17-Jun
18-Jun
19-Jun
20-Jun
23-Jun
24-Jun
25-Jun
26-Jun

Total

67635
49657
52361
18009
34239
41297
60005
51072
51620
35344
52509
62096
53036
67932
59826
49087
80519
213021
149375
137416

Sell

Amount No.
2463.18
1829.22
1948.26
673.27
1281.26
1568.41
2304.49
1953.21
1977.99
1354.64
1994.87
2340.49
2011.53
2583.59
2264.46
1856.07
3028.37
8105.34
5682.08
5190.20

61775
40997
55935
35373
58095
52571
50529
76244
49634
31371
67498
60035
57897
62203
71972
48060
80977
196734
144845
133369

Net

Amount No.
Amount
2251.55 5,860
211.63
1511.26 8,660
317.95
2080.73 -3,574
-132.47
1318.59 -17,364
-645.32
2171.02 -23,856
-889.76
1989.77 -11,274
-421.36
1940.43 9,476
364.06
2912.81 -25,172
-959.60
1900.37 1,986
77.62
1202.70 3,973
151.94
2569.63 -14,989
-574.76
2262.32 2,061
78.16
2201.26 -4,861
-189.73
2367.46 5,729
216.13
2725.13 -12,146
-460.67
1814.87 1,027
41.20
3043.65
-458
-15.28
7481.77 16,287
623.57
5504.26 4,530
177.82
5036.50 4,047
153.70

-50058

-1875.1681

OI
No.
291729
286723
274445
276161
258395
262115
293239
325579
332011
348858
353151
377168
379369
354092
371794
374471
398885
423900
454094
302297

OI
Amount Change
10586.79 47,340
10636.41 -5,006
10228.06 -12,278
10296.51 1,716
9711.45 -17,766
9990.22 3,720
11269.09 31,124
12494.96 32,340
12698.68 6,432
13390.45 16,847
13350.72 4,293
14248.41 24,017
14541.87 2,201
13416.74 -25,277
14052.01 17,702
14091.79 2,677
14995.72 24,414
16152.56 25,015
17262.82 30,194
11403.17 -151,797

TC
7,255.44
7,324.59
7,395.46
7,418.11
7,443.95
7,551.74
7,657.67
7,633.62
7,656.05
7,651.26
7,602.25
7,545.32
7,598.37
7,598.91
7,566.07
7,546.31
7,501.54
7,582.64
7,580.69

14,886.00
15,062.01
15,247.09
15269.56

15,296.26
15,491.90
15,632.19
15,432.87
15,525.86
15,482.12
15,363.87
15,041.54
15,211.00
15,323.60
15,177.41
15,127.45
15,087.31
15306.24

15,278.33

7,300.55
7,520.53 15,275.93

Date

FII Futures
Buy
No.

30-May
30-Jun
1-Jul
2-Jul
3-Jul
4-Jul
7-Jul
8-Jul
9-Jul
10-Jul
11-Jul
14-Jul
15-Jul
16-Jul
17-Jul
18-Jul
21-Jul
22-Jul
23-Jul
24-Jul
25-Jul
28-Jul
30-Jul
31-Jul
Total

Sell

Amount No.

24774
935.56
33922 1294.42
30160
1155.18
53142 2056.99
26599 1031.55
31746 1228.763
28102 1094.08
47005
1812.11
56472 2150.12
95087
3611.50
63774 2398.09
38881 1448.70
37793 1415.59
59912 2273.36
61531 2350.20
36992 1413.95
29333
1130.10
65614 2538.16
58046 2259.83
45694 1783.38
62794 2441.80
143386 5558.70
204827 7946.98
157609
6119.55

Net

Amount No.

25059
945.71
-285
42399 1618.65 -8,477
31389 1202.59 -1,229
38657 1496.01 14,485
33518 1298.43 -6,919
30329 1175.3584 1,417
49938 1944.68 -21,836
61178 2361.73 -14,173
73924 2812.75 -17,452
101917 3868.52 -6,830
78201 2931.93 -14,427
25424
945.58 13,457
35999 1348.30 1,794
60542 2298.09
-630
47895 1830.20 13,636
46745
1789.11 -9,753
21664
835.11 7,669
34558 1337.56 31,056
56716 2207.45 1,330
47862 1864.84 -2,168
63646 2473.07
-852
142606 5526.66
780
188602 7308.29 16,225
155604 6039.59 2,005
-19407

Amount
-10.15
-324.23
-47.41
560.98
-266.88
53.40
-850.60
-549.62
-662.64
-257.03
-533.84
503.12
67.30
-24.74
520.00
-375.16
294.99
1,200.60
52.38
-81.47
-31.27
32.03
638.69
79.97
-730.2239

OI
No.
296478
296113
287058
317595
314364
308841
310703
312528
306806
312072
294723
291254
306466
344604
344074
340571
338650
366586
388070
379082
398652
426898
477115
265959

OI
Amount Change
11185.22 -5,819
11311.52
-365
11007.33 -9,055
12315.47 30,537
12165.74 -3,231
12030.115 -5,523
12093.13 1,862
11918.16 1,825
11626.43 -5,722
11779.21 5,266
10964.54 -17,349
10836.73 -3,469
11530.88 15,212
13168.86 38,138
13170.89
-530
13069.81 -3,503
13018.95 -1,921
14224.97 27,936
15105.96 21,484
14836.58 -8,988
15491.91 19,570
16510.98 28,246
18602.21 50,217
10293.90 -211,156

TC
7,543.90
7,619.34
7,655.86
7,733.23
7,746.88
7,737.77
7,792.77
7,724.68
7,620.62
7,615.82
7,533.05
7,476.05
7,515.18
7,586.26
7,647.55
7,646.70
7,696.95
7,739.74
7,782.90
7,803.14
7788.5
7753.76
7750.34
7758.46

15,154.72
15,369.25
15,423.59
15588.51

15,579.86
15,565.41
15,538.74
15,310.25
15,068.06
15,033.03
14,703.85
14,536.53
14,794.39
15,160.87
15,257.61
15,309.41
15,485.65
15429.55

15,528.32
15511.71
15424.99
15283
15330.07
15385.6

15,167.00
7,556.34
7,673.03

Date

FII Futures
Buy
No.

1-Aug
4-Aug
5-Aug
6-Aug
7-Aug
8-Aug
11-Aug
12-Aug
13-Aug
14-Aug
18-Aug
19-Aug
20-Aug
21-Aug
22-Aug
25-Aug
26-Aug
27-Aug
28-Aug

Total

63657
47810
45738
41018
42834
32721
31564
72804
61118
54348
52678
51853
34039
40201
47675
78207
121341
148818
155744

Sell

Amount No.
2442.23
1836.47
1766.07
1582.97
1645.67
1234.51
1199.39
2794.36
2355.84
2108.86
2059.39
2043.96
1339.62
1586.02
1888.99
3110.73
4791.49
5916.72
6205.31

93635
40318
51010
49494
53819
104730
27253
36590
42663
38870
47144
40437
27007
44209
36390
73449
114622
138063
134820

Net

Amount No.
Amount
3587.96 -29,978
-1,145.73
1546.96 7,492
289.51
1967.42 -5,272
-201.35
1906.65 -8,476
-323.68
2064.98 -10,985
-419.32
3954.58 -72,009
-2,720.07
1036.93 4,311
162.46
1403.59 36,214
1,390.78
1638.07 18,455
717.77
1503.95 15,478
604.91
1841.69 5,534
217.70
1592.60 11,416
451.36
1062.90 7,032
276.73
1743.60 -4,008
-157.58
1440.44 11,285
448.55
2919.18 4,758
191.56
4522.45 6,719
269.05
5478.92 10,755
437.81
5358.28 20,924
847.03

29645

1337.4812

OI
No.
247731
258593
259449
285289
265064
248143
250300
235422
271887
275695
284121
290871
289393
291485
299442
295442
296259
348830
280695

OI
Amount Change TC
9437.77 -18,228 7,676.32
9970.64 10,862 7,682.70
10070.57
856
7,722.90
10947.39 25,840 7,726.23
10141.58 -20,225 7,692.12
9383.26 -16,921 7,588.71
9524.25 2,157
7,632.41
9085.39 -14,878 7,705.36
10477.94 36,465 7,739.42
10714.83 3,808
7,788.74
11163.33 8,426
7,844.91
11477.94 6,750
7,906.02
11393.98 -1,478
7,895.22
11507.54 2,092
7,902.12
11870.96 7,957
7,922.44
11687.57 -4,000
7,944.94
11715.85
817
7,897.27
13859.89 52,571 7,934.31
11199.71 -68,135 7,955.28

7,797.76

Date

FII Futures
Buy
No.

1-Sep
2-Sep
3-Sep
4-Sep
5-Sep
8-Sep
9-Sep
10-Sep
11-Sep
12-Sep
15-Sep
16-Sep
17-Sep
18-Sep
19-Sep
22-Sep
23-Sep
24-Sep
25-Sep
Total

31510
49154
33724
26917
26134
35043
14668
33680
40242
24483
35660
48099
41898
67653
57050
134866
145225
143482
133129

Sell

Amount No.
1265.12
1990.89
1371.23
1091.28
1058.73
1427.62
598.32
1369.63
1634.20
994.47
1439.82
1922.86
1672.33
2736.32
2318.20
5500.30
5887.53
5750.13
5278.81

32495
44479
41923
41543
40793
30244
21205
54057
39469
36718
70255
52048
40606
51776
58105
131344
153154
147645
129958

Net

Amount No.
Amount
1307.11
-985
-41.99
1800.43 4,675
190.46
1704.75 -8,199
-333.51
1682.60 -14,626
-591.32
1652.66 -14,659
-593.93
1234.91 4,799
192.71
865.95 -6,537
-267.63
2197.61 -20,377
-827.97
1601.79
773
32.41
1491.40 -12,235
-496.93
2834.74 -34,595
-1,394.93
2085.42 -3,949
-162.55
1619.99 1,292
52.34
2091.50 15,877
644.82
2361.49 -1,055
-43.29
5335.37 3,522
164.92
6203.14 -7,929
-315.60
5914.07 -4,163
-163.94
5157.74 3,171
121.07
-95200

-3834.855

OI
No.
278018
291613
301714
276314
268241
278780
263087
258784
245727
240538
247379
248646
235358
263889
260922
347516
390493
404916
286306

OI
Amount Change
9635.63 -2,677
11227.80 13,595
12275.17 10,101
11226.94 -25,400
10875.63 -8,073
11412.18 10,539
10753.87 -15,693
10518.55 -4,303
9979.07 -13,057
9790.74 -5,189
9981.24 6,841
9896.63 1,267
9402.05 -13,288
10735.62 28,531
10605.99 -2,967
14199.54 86,594
15711.24 42,977
16251.37 14,423
11366.50 -118,610

TC
8,048.67
8,099.95
8,141.57
8,113.27
8,111.30
8,170.48
8,175.44
8,132.06
8,113.25
8,122.00
8,066.77
8,001.29
7,986.60
8,082.27
8,137.45
8,116.23
8,093.67
8,012.72
7,952.73
7,993.11 VWAP of 28 Aug
8,083.54

Date

FII Futures
Buy
No.

26-Sep
29-Sep
30-Sep
1-Oct
7-Oct
8-Oct
9-Oct
10-Oct
13-Oct
14-Oct
16-Oct
17-Oct
20-Oct
21-Oct
22-Oct
27-Oct
28-Oct
29-Oct
30-Oct
Total

53734
36393
50774
27779
41932
32676
47194
31949
26383
32689
45191
76740
83922
53261
58145
80083
172535
169524
143913

Sell

Amount No.
2129.89
1452.05
2021.02
1099.83
1651.45
1280.97
1878.03
1257.86
1037.50
1291.37
1772.96
3001.88
3341.55
2122.40
2339.59
3242.87
6973.38
6902.15
5899.35

59109
33969
44980
25945
38067
37630
32869
69044
47326
40423
63618
50423
47360
43208
39462
63254
158280
116604
112584

Net

Amount No.
Amount
2343.19 -5,375
-213.29
1352.68 2,424
99.37
1789.02 5,794
232.00
1027.57 1,834
72.26
1499.27 3,865
152.17
1476.86 -4,954
-195.89
1311.74 14,325
566.28
2721.71 -37,095
-1,463.85
1859.28 -20,943
-821.77
1594.34 -7,734
-302.97
2497.63 -18,427
-724.68
1971.70 26,317
1,030.18
1886.54 36,562
1,455.01
1723.87 10,053
398.52
1588.50 18,683
751.09
2562.86 16,829
680.01
6381.23 14,255
592.15
4735.43 52,920
2,166.73
4612.86 31,329
1,286.49
140662

5759.7972

OI
No.
281315
266221
277495
276829
292208
278590
289231
265062
261395
251719
225950
254593
298985
327266
357849
388462
457393
494645
677160

OI
Amount Change
11270.39 -4,991
10601.31 -15,094
11052.29 11,274
10996.28
-666
11480.27 15,379
10962.48 -13,618
11545.80 10,641
10432.77 -24,169
10327.07 -3,667
9937.30 -9,676
8788.67 -25,769
9986.05 28,643
11865.61 44,392
13082.37 28,281
14409.98 30,583
15642.93 30,613
18546.36 68,931
20163.94 37,252
13928.90 182,515

TC
7,977.19
8,009.07
8,016.11
7,989.80
7,924.94
7,887.87
7,975.08
7,907.47
7,870.30
7,896.62
7,843.54
7,806.56
7,909.17
7,931.68
8,005.86
8,022.86
8,024.67
8,074.25
8,144.19
8,001.81 VWAP of 25 Sep
7,960.95

Date

FII Futures
Buy
No.

1-Nov
3-Nov
5-Nov
7-Nov
10-Nov
11-Nov
12-Nov
13-Nov
14-Nov
17-Nov
18-Nov
19-Nov
20-Nov
21-Nov
24-Nov
25-Nov
26-Nov
27-Nov
Total

146741
64497
100625
63881
42792
38084
62498
54728
26707
35726
34377
46482
55942
98733
127082
342380
241587
272869

Sell

Amount No.
3180.10
1485.46
2322.16
1424.70
972.58
893.19
1457.18
1262.10
789.73
852.57
826.59
1098.89
1387.92
2509.52
3131.45
7696.58
5319.21
6237.39

75925
58263
72269
46228
45007
52892
57065
68245
42503
45733
41994
39698
46954
84357
127695
368101
236558
172144

Net

Amount No.
Amount
1694.88 70,816
1,485.22
1321.90 6,234
163.57
1600.43 28,356
721.73
1092.26 17,653
332.44
1061.10 -2,215
-88.52
1240.82 -14,808
-347.62
1277.50 5,433
179.68
1657.00 -13,517
-394.90
998.20 -15,796
-208.47
1087.91 -10,007
-235.34
990.44 -7,617
-163.86
992.55 6,784
106.34
1160.71 8,988
227.21
2283.17 14,376
226.35
3081.83
-613
49.63
8335.24 -25,721
-638.66
5433.15 5,029
-113.95
4050.32 100,725
2,187.08
174100

3487.911

OI
No.
721887
741699
817887
840642
851381
868881
896958
887097
886637
877582
891699
882169
872785
889141
895590
911781
972030
727011

OI
Amount Change
15911.04 44,727
16365.54 19,812
18143.82 76,188
18572.79 22,755
18827.29 10,739
19264.65 17,500
19918.58 28,077
19510.12 -9,861
19733.24
-460
19588.50 -9,055
19912.73 14,117
19523.36 -9,530
19297.09 -9,384
19977.52 16,356
20517.66 6,449
20710.08 16,191
22238.09 60,249
16481.89 -245,019

TC
8,308.99
8,363.21
8,385.37
8,364.53
8,372.65
8,385.10
8,424.90
8,388.21
8,400.93
8,415.44
8,453.00
8,420.86
8,398.48
8,478.05
8,525.76
8,478.63
8,472.67
8,481.14
8,187.21 VWAP of 30 Oct
8,405.53

Date

FII Futures
Buy
No.

28-Nov
1-Dec
2-Dec
3-Dec
4-Dec
5-Dec
8-Dec
9-Dec
10-Dec
11-Dec
12-Dec
15-Dec
16-Dec
17-Dec
18-Dec
19-Dec
22-Dec
23-Dec
24-Dec
Total

133831
83915
55983
36043
22714
36395
88034
88527
32627
42141
82361
81331
143477
117718
115299
202316
258144
362482
151786

Sell

Amount No.
3314.69
1918.03
1350.25
851.09
538.86
862.22
1964.54
2016.97
737.41
987.86
1868.66
1825.52
3204.37
2817.12
2601.61
4744.23
5939.25
8086.00
3462.45

56494
98249
111508
83328
54963
24216
78350
75437
68437
75065
67812
74693
168200
142385
113562
206640
252884
290903
214156

Net

Amount No.
Amount
1381.16 77,337
1,933.53
2221.66 -14,334
-303.64
2646.04 -55,525
-1,295.79
1848.07 -47,285
-996.99
1295.67 -32,249
-756.81
561.91 12,179
300.31
1904.25 9,684
60.29
1806.47 13,090
210.49
1582.49 -35,810
-845.07
1711.39 -32,924
-723.53
1517.00 14,549
351.66
1646.89 6,638
178.62
3761.36 -24,723
-556.99
3310.97 -24,667
-493.85
2565.52 1,737
36.09
4824.18 -4,324
-79.95
5833.08 5,260
106.17
6667.89 71,579
1,418.12
4765.62 -62,370
-1,303.16
-122158

-2760.4772

OI
No.
780508
781042
730673
697670
681179
696488
723032
757472
750136
773972
834763
843369
828814
840729
869938
909464
1103710
1170945
619000

OI
Amount Change
18057.01 53,497
18047.83
534
16909.74 -50,369
16227.72 -33,003
15901.01 -16,491
16257.41 15,309
16656.85 26,544
17094.11 34,440
17092.26 -7,336
17490.74 23,836
18584.85 60,791
18780.78 8,606
18111.44 -14,555
18265.09 11,915
19240.15 29,209
20199.22 39,526
24770.15 194,246
25865.16 67,235
13930.42 -551,945

TC
8,641.22
8,622.50
8,571.87
8,569.54
8,593.05
8,596.02
8,520.41
8,429.73
8,399.21
8,348.49
8,312.77
8,262.58
8,157.86
8,067.04
8,154.79
8,253.90
8,282.08
8,318.00
8,231.00
8,535.20 VWAP of 28 Nov
8,393.36

Date

FII Futures
Buy
No.

26-Dec
29-Dec
30-Dec
31-Dec
1-Jan
2-Jan
5-Jan
6-Jan
7-Jan
8-Jan
9-Jan
12-Jan
13-Jan
14-Jan
15-Jan
16-Jan
17-Jan
18-Jan
19-Jan
20-Jan
21-Jan
22-Jan
27-Jan
28-Jan
29-Jan
Total

Sell

Amount No.

17330
418.90
45801 1000.31
29205
693.13
33382
725.39
9852
230.88
48761
1146.35
27240
633.57
95351 2332.12
64364 1475.33
56656 1309.72
81296 1906.32
50992
1135.47
80826 1879.49
68616 1584.90
276700 6527.14
55886 1371.35
46764
1132.77
169323 3894.58
89857 2089.23
169323 3894.58
89857 2089.23
92183 2151.13
438760 10731.42
399799 10183.99
381912 9449.73

Net

Amount No.
Amount
-1,829
-20.54
29,813
548.28
21,102
472.52
7,469
130.81
-2,628
-28.83
19,884
452.49
-27,527
-605.12
-137,773
-2,817.44
-11,954
-216.92
-6,701
-176.83
-6,155
-62.16
-10,533
-244.68
21,242
440.83
9,901
178.21
169,665
3,896.76
-37,810
-848.13
1,330
56.01
83,703
1,749.06
28,005
483.32
83,703
1,749.06
28,005
483.32
44,658
901.84
72,735
1,731.69
-61,124
-1,300.73
76,485
1,867.48

19159
439.45
15988
452.03
8103
220.61
25913
594.58
12480
259.71
28877
693.85
54767 1238.69
233124 5149.56
76318 1692.25
63357 1486.55
87451 1968.48
61525 1380.15
59584 1438.66
58715 1406.70
107035 2630.38
93696 2219.48
45434 1076.75
85620 2145.52
61852 1605.91
85620 2145.52
61852 1605.91
47525 1249.29
366025 8999.73
460923 11484.72
305427 7582.25

149204

3387.6516

OI
No.
615251
644278
666700
678917
686099
702765
676680
579887
544883
547312
518845
549212
595618
593943
738174
707122
709362
819583
878856
819583
878856
905468
1063069
1263081
929935

OI
Amount Change
13843.59 -3,749
14559.42 29,027
15122.20 22,422
15432.82 12,217
15579.92 7,182
16216.17 16,666
15556.96 -26,085
13085.73 -96,793
12317.75 -35,004
12632.91 2,429
12181.69 -28,467
12903.77 30,367
13646.70 46,406
13599.00 -1,675
17162.80 144,231
16577.08 -31,052
16809.76 2,240
19700.64 110,221
21037.63 59,273
19700.64 -59,273
21037.63 59,273
21694.24 26,612
26504.74 157,601
31481.52 200,012
22579.35 -333,146

TC
8,253.60
8,328.93
8,306.26
8,336.58
8,326.96
8,433.78
8,445.44
8,237.29
8,145.99
8,233.39
8,278.22
8,318.68
8,338.44
8,297.92
8,487.90
8,517.32
8,570.14
8,659.63
8,736.88
8,659.63
8,736.88
8,772.31
8871.33
8922.44
8904.12

8,309.00 VWAP of 24 Dec

8,478.04

Date

FII Futures
Buy
No.

30-Jan
2-Feb
3-Feb
4-Feb
5-Feb
6-Feb
9-Feb
10-Feb
11-Feb
12-Feb
13-Feb
16-Feb
18-Feb
19-Feb
20-Feb
23-Feb
24-Feb
25-Feb
26-Feb
Total

86004
59549
48238
51423
48639
33684
81017
90078
43213
46525
106124
61326
44094
33629
92314
318305
304349
297242
176334

Sell

Amount No.
2091.21
1580.43
1226.93
1430.16
1385.14
842.18
1988.03
2143.42
1112.60
1131.06
2445.74
1518.49
1095.35
875.63
2220.08
7354.50
7148.12
7138.08
4234.25

Net

Amount No.
9,571
-5,041
-16,337
6,736
-23,201
-29,603
-75,285
19,542
-12,089
-28,383
55,676
21,732
11,042
-24,627
-23,788
5,716
-7,863
-34,205
-30,272

Amount
72.09
-3.39
-474.20
220.53
-575.50
-1,179.77
-1,792.86
403.49
-202.42
-619.40
1,137.37
512.46
284.45
-503.09
-641.75
121.86
-251.90
-931.10
-870.93

-180679

-5294.0883

76433 2019.13
64590 1583.82
64575 1701.13
44687 1209.63
71840 1960.64
63287 2021.95
156302 3780.89
70536 1739.93
55302 1315.01
74908 1750.46
50448 1308.37
39594 1006.03
33052
810.90
58256 1378.72
116102 2861.8298
312589 7232.64
312212 7400.02
331447 8069.18
206606 5105.18

OI
No.
953960
935123
930640
903732
879845
857502
874369
859469
852158
885507
907333
890057
893805
868838
859554
867482
960381
1099888
810604

OI
Amount Change
22760.66 24,025
22358.63 -18,837
22175.60 -4,483
21340.99 -26,908
20562.44 -23,887
19709.95 -22,343
19988.79 16,867
19730.19 -14,900
19619.17 -7,311
20536.14 33,349
21326.53 21,826
20924.73 -17,276
21046.97 3,748
20519.79 -24,967
20367.278 -9,284
20364.81 7,928
22608.18 92,899
25913.31 139,507
18709.45 -289,284

TC
8,911.58
8,853.73
8,833.16
8,804.17
8,806.83
8,727.64
8,599.71
8,601.02
8,661.19
8,690.39
8,816.73
8,870.16
8,883.59
8,868.97
8,872.80
8,823.23
8,767.26
8,806.07
8,716.90
8,959.63 VWAP of 30Jan
8,793.74

20,245.00
19,944.02
19,747.60
19,376.21
19,333.41
18,984.75
18,616.37
18,761.97
19,069.88
19017.74

19,393.94
19,419.73
19,360.55
19,169.10
19,168.20
19,060.51
18,874.20
18,914.43
18,625.75
20,224.00
19,265.37

Date

FII Futures
Buy
No.

27-Feb
28-Feb
2-Mar
3-Mar
4-Mar
5-Mar
9-Mar
10-Mar
11-Mar
12-Mar
13-Mar
16-Mar
17-Mar
18-Mar
19-Mar
20-Mar
23-Mar
24-Mar
25-Mar
26-Mar
Total

111594
158309
103115
106549
96881
61012
107470
54282
61318
55182
98803
46353
49085
28358
71737
58524
73408
352889
273067
209118

Sell

Amount No.
2705.67
4031.29
2517.67
2640.14
2687.18
1720.90
2538.89
1328.36
1527.11
1284.29
2491.89
1210.69
1206.77
739.97
1772.02
1442.73
1947.35
8309.44
6276.97
4866.44

65842
71313
65185
57085
105744
64015
186574
88420
47753
49438
107161
54338
70890
55239
66149
84589
91369
325338
337401
279655

Net

Amount No.
1578.10
45,752
1806.46
86,996
1666.69
37,930
1455.50
49,464
2690.62
-8,863
1644.85
-3,003
4423.57 -79,104
2138.22 -34,138
1190.03
13,565
1158.77
5,744
2486.44
-8,358
1350.28
-7,985
1694.03 -21,805
1265.05 -26,881
1601.34
5,588
2018.09 -26,065
2374.48 -17,961
7888.68
27,551
7663.67 -64,334
7033.64 -70,537
-25907

OI

Amount
1,127.56
2,224.84
850.98
1,184.65
-3.45
76.05
-1,884.68
-809.86
337.08
125.52
5.45
-139.59
-487.27
-525.08
170.68
-575.37
-427.13
420.76
-1,386.70
-2,167.19
284.441

No.
835290
868198
924116
979580
985769
965680
922000
915596
917219
912417
917403
910220
889631
869454
880212
888541
879334
939753
911719
661278

OI
Amount Change
19567.68 24,686
20765.30 32,908
22218.17 55,918
23583.61 55,464
23455.82 6,189
23306.85 -20,089
21663.24 -43,680
21408.57 -6,404
21486.63 1,623
21478.14 -4,802
21478.48 4,986
21364.02 -7,183
21076.06 -20,589
20601.87 -20,177
20671.23 10,758
20947.06 8,329
20922.39 -9,207
22456.26 60,419
21745.32 -28,034
15034.08 -250,441

TC
8,833.69
8,916.27
8,988.21
9,022.65
9,049.31
8,951.24
8,833.33
8,766.89
8,763.55
8,805.87
8,732.86
8,667.55
8,714.68
8,725.86
8,730.98
8,611.80
8,585.29
8,598.15
8,553.05
8,420.07
8,760.92 VWAP of 26 Feb
8,763.44

Date

FII Futures
Buy
No.

27-Mar
30-Mar
31-Mar
1-Apr
6-Apr
7-Apr
8-Apr
9-Apr
10-Apr
13-Apr
15-Apr
16-Apr
17-Apr
20-Apr
21-Apr
22-Apr
23-Apr
24-Apr
27-Apr
28-Apr
29-Apr
30-Apr
Total

111594
57439
64177
1-Apr
27222
55247
83980
51658
26526
41384
79817
56041
68935
106406
102954
81754
49400
53257
179190
255206
249236
253196

Sell

Amount No.
2705.67
1361.27
1548.25
66604
665.99
1443.32
1903.76
1390.47
633.39
982.40
1876.81
1354.93
1647.01
2583.68
2324.05
1923.51
1145.57
1331.11
4035.75
5967.66
5689.89
5665.86

65842
73487
43282
62601
56001
58145
28545
43779
30206
46945
45006
99991
45538
167282
88814
83062
78319
80241
198388
277445
258242
279163

Net

Amount No.
1578.10
45,752
1588.84 -16,048
960.35
20,895
1438.11 -20,506
1418.52 -28,779
1531.63
-2,898
730.14
55,435
1142.29
7,879
847.48
-3,680
1148.27
-5,561
1093.55
34,811
2426.43 -43,950
1238.34
23,397
3922.21 -60,876
2005.35
14,140
1888.67
-1,308
1730.81 -28,919
1861.54 -26,984
4456.60 -19,198
6376.15 -22,239
5887.04
-9,006
6169.92 -25,967
-56398

Amount
1,127.56
-227.57
587.91
65,165.89
-752.53
-88.30
1,173.62
248.18
-214.09
-165.87
783.26
-1,071.50
408.67
-1,338.53
318.69
34.84
-585.24
-530.43
-420.85
-408.49
-197.16
-504.06
64453.7136

OI
No.
628808
619432
641691
652218
644699
662549
692170
692293
697201
695468
731245
768337
791302
737270
801278
813796
794773
782125
776931
784542
862286
553099

OI
Amount Change
19567.68 -181,796
14250.70 -9,376
14729.47 22,259
15095.99 10,527
14959.85 -7,519
15526.18 17,850
16281.33 29,621
16236.01
123
16347.44 4,908
16429.15 -1,733
17092.66 35,777
17814.20 37,092
17970.33 22,965
16870.84 -54,032
18115.06 64,008
18559.73 12,518
18038.40 -19,023
17484.69 -12,648
17069.27 -5,194
17530.22 7,611
19174.36 77,744
12626.35 -309,187

TC
8,429.47
8,505.02
8,558.40
8,573.27
8,646.92
8,679.25
8,751.68
8,771.53
8,798.21
8,836.78
8,823.45
8,724.10
8,671.87
8,535.84
8,446.44
8,399.07
8,437.13
8,341.99
8,260.02
8,250.65
8,261.69

8,509.00
8,555.08

18,133.45
18,392.30
18,444.01
18,501.07
18,647.59
18,564.09
18,562.23
18,782.56
18,886.76
18,877.18
18,937.46
18,646.83
18,497.95
18,327.73
18,217.15
18,136.31
18,301.01
18,062.99
17,896.62
18083.86
18311.48

18,215.00
18,428.44

VWAP of Expiry Day for Next Contract

Date

FII Futures
Buy
No.

4-May
5-May
6-May
7-May
8-May
11-May
12-May
13-May
14-May
15-May
18-May
19-May
20-May
21-May
22-May
25-May
26-May
27-May
28-May

Total

85673
38066
74331
88154
96346
53102
116759
100260
53711
55859
64818
75663
79869
71952
124501
115594
156529
307019
190939

Sell

Amount No.
1894.35
937.61
1776.98
2053.67
2340.24
1237.36
2675.25
2219.79
1278.07
1242.54
1590.90
1755.73
1875.34
1837.77
2858.79
2646.57
3734.18
7237.19
4829.71

99558
82450
166587
129099
89331
39164
111581
126574
131778
60498
59159
48731
42643
93947
97539
113435
149065
314154
182396

Net

Amount No.
2174.85 -13,885
1861.93 -44,384
3701.58 -92,256
3000.30 -40,945
2145.64
7,015
944.76
13,938
2497.09
5,178
2869.18 -26,314
2939.96 -78,067
1373.62
-4,639
1362.05
5,659
1107.94
26,932
1022.29
37,226
2150.30 -21,995
2531.08
26,962
2479.31
2,159
3518.52
7,464
7333.57
-7,135
4179.07
8,543

Amount
-280.49
-924.33
-1,924.59
-946.64
194.60
292.60
178.16
-649.40
-1,661.90
-131.08
228.86
647.79
853.06
-312.53
327.71
167.26
215.67
-96.38
650.64

-188544

-3170.9844

OI
No.
560550
518746
486924
444273
425494
427642
419822
450274
488879
506034
497833
512803
556051
564142
647384
647001
718519
784934
666431

OI
Amount Change
12983.52 7,451
12181.04 -41,804
11317.92 -31,822
10322.05 -42,651
10103.60 -18,779
10260.25 2,148
9905.62 -7,820
10683.00 30,452
11373.24 38,605
11787.44 17,155
11916.65 -8,201
12125.90 14,970
13281.94 43,248
13356.53 8,091
15497.98 83,242
15281.02
-383
16898.53 71,518
18374.78 66,415
17890.32 -118,503

TC
8,325.96
8,353.89
8,187.10
8,085.14
8,201.86
8,314.04
8,188.51
8,206.98
8,202.84
8,258.63
8,326.56
8,375.45
8,428.64
8,410.83
8,455.60
8,395.71
8,338.08
8,314.17
8,305.00

18,591.60
18,560.96
18,082.47
17,554.30
17,773.06
18,094.21
17,778.37
17,922.26
18,004.06
18,178.80
18,306.45
18,389.50
18,533.69
18,469.61
18,541.17
18,332.68
18,248.27
18,409.01

8,233.46
8,295.42

18,443.00
18,221.76

VWAP of Expiry Day for Next Contract

Date

FII Futures
Buy
No.

29-May
1-Jun
2-Jun
3-Jun
4-Jun
5-Jun
8-Jun
9-Jun
10-Jun
11-Jun
12-Jun
15-Jun
16-Jun
17-Jun
18-Jun
19-Jun
22-Jun
23-Jun
24-Jun
25-Jun
26-Jun

Total

248943
54458
80243
84791
66681
71364
71939
68923
109212
117559
67053
49681
53460
107753
174842
104102
295494
200826
257188
233948

Sell

Amount No.
5515.37
1358.66
1895.73
2043.63
1578.00
1553.03
1588.71
1494.45
2311.08
2665.89
1870.09
1306.59
1251.63
2266.33
3714.39
2269.96
6894.12
4790.43
5895.33
5436.91

71822
54033
180295
117868
67333
92001
84623
62285
106700
114824
77599
64486
84147
113235
160520
111671
237153
135856
193052
133369

Net

Amount No.
Amount
1692.33 177,121
3,823.05
1292.16
425
66.50
4059.25 -100,052
-2,163.52
2620.87 -33,077
-577.24
1578.29
-652
-0.29
2043.31 -20,637
-490.29
1788.35 -12,684
-199.64
1337.93
6,638
156.53
2278.76
2,512
32.31
2488.23
2,735
177.67
1749.64 -10,546
120.45
1452.39 -14,805
-145.80
1815.24 -30,687
-563.61
2483.70
-5,482
-217.37
3569.82
14,322
144.57
2423.47
-7,569
-153.51
5476.14
58,341
1,417.98
3396.37
64,970
1,394.06
4405.29
64,136
1,490.04
3211.77 100,579
2,225.14

155009

4311.9036

OI
No.
612001
622198
625152
606321
651465
685144
662476
663060
624850
688543
731287
716530
678085
672057
721801
704466
661319
685702
847858
486297

OI
Amount Change
14037.49 -54,430
14291.23 10,197
14029.00 2,954
13435.65 -18,831
14553.57 45,144
15099.71 33,679
14597.44 -22,668
14668.88
584
14074.39 -38,210
15181.84 63,693
16400.25 42,744
16266.74 -14,757
15649.40 -38,445
15568.98 -6,028
16520.17 49,744
16325.05 -17,335
15947.92 -43,147
16478.25 24,383
19754.97 162,156
11379.42 -361,561

TC
8,417.84
8,448.93
8,313.97
8,152.78
8,118.50
8,144.70
8,063.57
8,031.21
8,105.04
8,029.51
7,964.50
8,011.42
7,996.65
8,080.32
8,150.55
8,220.00
8,320.00
8,371.56
8,383.46
8,377.79

18,667.62
18,745.69
18,284.40
17,742.70
17,679.64
17,644.79
17,428.20
17,469.80
17,670.59
17,455.29
17,338.37
17,434.69
17,408.49
17,567.87
17,682.50
17,794.00
18,250.00
18,390.55
18,347.45
18,486.30

8,320.00
8,191.54

18,511.00
17,904.76

VWAP of Expiry Day for Next Contract

Date

FII Futures
Buy
No.

26-Jun
29-Jun
30-Jun
1-Jul
2-Jul
3-Jul
6-Jul
7-Jul
8-Jul
9-Jul
10-Jul
13-Jul
14-Jul
15-Jul
16-Jul
17-Jul
20-Jul
21-Jul
22-Jul
23-Jul
24-Jul
27-Jul
28-Jul
29-Jul
30-Jul
Total

42346
120798
71679
79833
62587
53720
66213
103241
116387
49792
42318
66635
74842
111757
127619
50273
43469
80969
72047
61174
65903
152064
302147
222437
163642

Sell

Amount No.
980.96
2563.42
1618.13
1928.39
1370.09
1226.44
1514.11
2466.86
2629.38
1106.89
1049.49
1447.55
1731.33
2441.85
3046.93
1219.44
1013.16
1999.11
1808.54
1459.95
1662.70
3635.50
6972.97
5060.44
3764.03

49936
85662
54726
59550
45336
37872
100063
62865
132767
106705
44795
61357
33989
58696
63787
39732
45600
31967
86928
83571
73630
217134
311335
285742
172297

Net

OI

Amount No.
1242.03
-7,590
2015.70
35,136
1264.75
16,953
1530.52
20,283
1009.05
17,251
864.59
15,848
2367.77 -33,850
1509.93
40,376
2900.70 -16,380
2354.02 -56,913
1042.50
-2,477
1432.18
5,278
842.64
40,853
1353.44
53,061
1535.69
63,832
955.55
10,541
1146.89
-2,131
742.95
49,002
2103.50 -14,881
2043.84 -22,397
1698.26
-7,727
5049.23 -65,070
7092.60
-9,188
6451.73 -63,305
3976.47
-8,655

Amount
-261.07
547.71
353.38
397.88
361.05
361.84
-853.66
956.93
-271.32
-1,247.13
6.99
15.37
888.70
1,088.41
1,511.24
263.89
-133.72
1,256.17
-294.96
-583.88
-35.56
-1,413.73
-119.64
-1,391.29
-212.43

234192

4947.684

No.
490297
562009
612402
638377
660332
677318
682036
744780
746360
727151
733736
783146
823801
854228
900896
896389
903732
893644
915785
932488
915285
916373
1012515
996534
589308

OI
Amount Change
14037.49 4,000
12655.38 71,712
13855.37 50,393
14482.01 25,975
14951.82 21,955
15426.61 16,986
15663.18 4,718
17082.90 62,744
16827.78 1,580
16253.83 -19,209
16610.40 6,585
17859.39 49,410
18839.77 40,655
19622.13 30,427
20831.40 46,668
20822.87 -4,507
20921.81 7,343
20420.51 -10,088
21330.78 22,141
21604.68 16,703
21040.70 -17,203
20622.02 1,088
22855.92 96,142
22627.35 -15,981
13769.96 -407,226

TC NF
TC BNF
8,377.45
18,310.06
8,256.23
17,991.92
8,339.28
18,195.44
8,429.68
18,424.70
8,450.26
18,570.70
8,474.18
18,658.33
8,457.29
18,635.59
8,527.00
18,864.00
8,397.27
18,549.01
8,365.58
18,548.63
8,365.13
18,703.24
8,437.50
18,865.51
8,467.51
18,899.95
8,529.69
18,898.51
8,599.13
19,115.19
8,629.47
19,180.03
8,608.17
19,032.74
8,593.24
18,946.02
8,609.31
18,916.30
18971.99
8,621.27
18788.88
8,563.41
18348.25
8,423.12
18315.65
8,372.37
18333.17
8,360.04
18439.74
8,427.00
8,405.00
18,452.00
8,464.83
18,652.14

VWAP of Expiry Day for Next Contract

Date

FII Futures
Buy
No.

31-Jul
3-Aug
4-Aug
5-Aug
6-Aug
7-Aug
10-Aug
11-Aug
12-Aug
13-Aug
14-Aug
17-Aug
18-Aug
19-Aug
20-Aug
21-Aug
24-Aug
25-Aug
26-Aug
27-Aug

Total

105490
31175
62690
56228
34099
21658
45455
36159
53000
36093
87905
47149
54674
47534
76495
134404
417831
417605
401138
327903

Sell

Amount No.
2508.03
933.05
1633.74
1312.17
851.01
489.07
1211.23
858.28
1300.42
864.02
2249.65
1405.29
1299.43
1081.85
1868.82
3048.18
8787.90
8577.42
8497.39
6834.32

59484
41033
80832
29041
24077
13089
26333
71194
151733
46010
79161
84123
52571
65995
161253
238898
433376
364702
404585
251066

Net

Amount No.
Amount
1353.41
46,006
1,154.62
1121.37
-9,858
-188.32
1865.22 -18,142
-231.48
713.86
27,187
598.31
584.94
10,022
266.07
404.21
8,569
84.86
598.28
19,122
612.96
1716.02 -35,035
-857.74
3801.24 -98,733
-2,500.82
1099.55
-9,917
-235.53
1814.46
8,744
435.18
2006.11 -36,974
-600.82
1280.47
2,103
18.96
1604.07 -18,461
-522.22
3639.92 -84,758
-1,771.10
5465.01 -104,494
-2,416.83
9199.55 -15,545
-411.65
7553.92
52,903
1,023.51
8586.13
-3,447
-88.75
5448.99
76,837
1,385.33

-260708

-5630.7756

OI
No.
624228
617532
627060
643185
650775
658456
676902
678143
643322
639529
621295
600211
592820
601399
575825
612473
886260
1022009
1184470
788332

OI
Amount Change
14762.83 34,920
14735.45 -6,696
15023.30 9,528
15426.10 16,125
15638.84 7,590
15692.28 7,681
16174.31 18,446
15983.30 1,241
14826.55 -34,821
14809.75 -3,793
14936.00 -18,234
14410.72 -21,084
14171.63 -7,391
14269.16 8,579
13463.80 -25,574
14283.98 36,648
18749.43 273,787
21803.37 135,749
24927.79 162,461
16568.26 -396,138

TC NF
TC BNF
8,539.66
18,752.02
8,571.19
18,994.35
8,523.09
18,964.93
8,593.91
19,052.12
8,602.08
19,043.07
18996.19
8,597.31
19047.97
8,589.99
18812.17
8,503.84
18361.35
8,410.12
18281.14
8,405.74
18578.54
8,497.44
18813.93
8,483.18
18772.95
8,483.67
18742.67
8,490.87
18479.83
8,427.30
8263.26
7947.41
7821.68
7858.26
7913.82

8,465.00
8,380.42

17971.94
17113.86
16999.72
17024.8
17155.38

18,541.00
18,404.76

VWAP of Expiry Day for Next Contract

Date

FII Futures
Buy
No.

28-Aug
31-Aug
1-Sep
2-Sep
3-Sep
4-Sep
7-Sep
8-Sep
9-Sep
10-Sep
11-Sep
14-Sep
15-Sep
16-Sep
18-Sep
21-Sep
22-Sep
23-Sep
24-Sep

Total

178820
131652
103998
121199
80692
127271
58595
95283
165892
81804
99287
42402
76021
72048
211136
245228
439439
247297
223390

Sell

Amount No.
3858.99
2845.26
2189.68
2542.22
1735.47
2563.93
1201.67
2109.51
3629.76
1768.10
2200.16
1084.32
1747.3657
1543.2434
5159.6404
5194.6211
9694.8552
5889.8546
4793.5918

62519
109377
130551
183201
60315
142899
110458
61164
159882
97049
92357
53848
65418
73430
217855
332989
475435
253285
249509

Net

Amount No.
1346.87 116,301
2306.37
22,275
2887.52 -26,553
4332.49 -62,002
1276.68
20,377
2920.31 -15,628
2289.00 -51,863
1307.61
34,119
3240.54
6,010
2041.50 -15,245
1959.66
6,930
1118.08 -11,446
1490.708
10,603
1593.2989
-1,382
4689.2738
-6,719
7031.0508 -87,761
10392.208 -35,996
5716.9874
-5,988
5426.0957 -26,119

Amount
2,512.12
538.89
-697.85
-1,790.27
458.79
-356.38
-1,087.33
801.90
389.22
-273.40
240.50
-33.76
256.66
-50.06
470.37
-1,836.43
-697.35
172.87
-632.50

-130087

-1614.0168

OI
No.
881619
916900
922041
953825
978420
997080
1020953
1053514
1010390
1048823
1065101
1049063
1074812
1042680
1175749
1285062
1482022
1514734
762457

OI
Amount Change TC NF
TC BNF
18555.22 93,287
8054.87
17429.42
19091.18 35,281
8007.48
17262.03
18754.33 5,141
7851.8
16729.47
19888.23 31,784
7791.66
16428.83
20646.08 24,595
7819.97
16516.99
20629.48 18,660
7683.35
16102.11
20852.67 23,873
7642.63
16067.17
21923.40 32,561
7654.26
16197.57
21527.84 -43,124
7824.06
16648.21
22342.70 38,433
7751.46
16411.38
22620.97 16,278
7814.67
16657.78
22666.37 -16,038
7837.67
16791.41
23113.946 25,749
7839.29
16799.06
22650.554 -32,132
7889.81
16919.84
25676.636 133,069
8008.13
17452.13
27994.621 109,313
7950.19
17428.7
31444.101 196,960
7910.17
17312.04
32691.927 32,712
7807.77
17076.97
16739.063 -752,277
7848
17168

7,954.00
7,847.06

17,265.00
16,833.21

VWAP of Expiry Day for Next Contract

Date

FII Futures
Buy
No.

Amount No.

Sell
Amount No.

28-Sep
36859
878.1476
37686
869.4887
29-Sep
97908 2536.3014 128532 3055.707
30-Sep
72404 1639.1325 74395 1783.7165
1-Oct
100685 2163.1481 53304
1199.487
5-Oct
140360 3337.0824
78347 1710.4268
6-Oct
57414 1377.8494
44129 1126.4474
7-Oct
97585 2200.7702
47624 1061.2571
8-Oct
65682 1455.5485
34968 878.9083
9-Oct
83243 1875.1163
58523 1437.6857
12-Oct
70535 1765.0678
35460 1022.4014
13-Oct
49687 1247.2799
67955 1634.2212
14-Oct
53465 1885.0054
121535 2757.6448
15-Oct
69043 1932.3382
75325 2036.9453
16-Oct
36054 1122.812
88827 1954.2569
19-Oct
36874 1043.9001
62104 1446.7889
20-Oct
40392 1219.852
52800 1188.4454
21-Oct
62898 1727.133
60921 1578.345
23-Oct
132460 4097.2343
70155 2247.0674
26-Oct
151780 4424.3674
105624 3092.2789
27-Oct
167021 5713.9647
171786 5089.6851
28-Oct
187170 7035.7038
302109 8316.7666
29-Oct
153407 4919.315
168939 4967.129

Total

Net

-827
-30,624
-1,991
47,381
62,013
13,285
49,961
30,714
24,720
35,075
-18,268
-68,070
-6,282
-52,773
-25,230
-12,408
1,977
62,305
46,156
-4,765
-114,939
-15,532

157114

Amount
8.66
-519.41
-144.58
963.66
1,626.66
251.40
1,139.51
576.64
437.43
742.67
-386.94
-872.64
-104.61
-831.44
-402.89
31.41
148.79
1,850.17
1,332.09
624.28
-1,281.06
-47.81

5846.5668

OI
No.
771086
776446
784427
803434
908815
926644
984369
998193
999289
1023802
993920
970490
993104
990835
994067
1001265
1000250
1010423
949269
895664
760221
286399

OI
Amount Change TC NF
TC BNF
16733.928 8,629
7874.47
17339.09
17274.392 5,360
7840.28
17202.41
17551.841 7,981
7940.09
17326.41
17915.008 19,007
7992.04
17298.63
17605.31
20574.067 105,381 8091.78
20907.119 17,829
8145.54
17657
8181.62
17670.94
22287.147 57,725
8157.41
17541.25
22377.918 13,824
8207
17684.84
22475.466 1,096
8187.75
17701.69
23151.611 24,513
8130.12
17600.48
22792.282 -29,882
8128.24
17543.25
23255.539 -23,430
8186.12
17747.81
24466.644 22,614
8209.96
17813.67
24881.675 -2,269
8261.95
17905.83
25057.439 3,232
8261
17866.94
25489.317 7,198
8257
17725.26
25833.349 -1,015
8314.16
17921.04
27434.123 10,173
8287.85
17866.08
27457.063 -61,154
8241.25
17818.43
28107.653 -53,605
8186.69
17532.53
26725.852 -135,443
8131.95
17295.77
17140.665 -473,822

7,883.71
8,134.69

17,279.02

17,606.25

VWAP of Expiry Day for Next Contract

Date

FII Futures
Buy
No.

30-Oct
2-Nov
3-Nov
4-Nov
5-Nov
6-Nov

Total

Sell

Amount No.
38599
26424
24197
19069
28616
29562

2268.61
1554.1705
1411.3491
1124.2991
1683.6769
1712.0843

32668
31173
17300
24319
43928
39824

Net

Amount No.
1934.5514
5,931
1810.2092
-4,749
1009.0012
6,897
1418.2725
-5,250
2542.0434 -15,312
2360.7471 -10,262

-22745

Amount
334.06
-256.04
402.35
-293.97
-858.37
-648.66

-1320.6317

OI
No.
285238
281867
281750
282544
286164
273898

OI
Amount Change TC NF
TC BNF
8129.25
17390
17025.827 -1,161
8055.15
17350.14
16801.701 -3,371
8095.7
17429.1
16797.791
-117
8104.83
17388.34
16800.787
794
8019.5
16778.939 3,620
7983
17113
16020.091 -12,266

8165.43
8,078.98

17,379.00

17,341.60

VWAP of Expiry Day for Next Contract

273898 16020.091