Turning Complex Derivative Data into Clear Market Insights
NSE & BSE Indices Futures and Options Open Interest Volume Analysis for 6/08/2026
Table of Contents
If the recent index fut and spot closing debacle has taught us anything, it’s that relying purely on spot charts during the final 30 minutes of trading is a quick way to blow up your account. The glaring disconnect between underlying spot prices and futures settlement—fueled by erratic closing auction sessions and extreme settlement volatility—has made traditional charting a minefield for derivative traders.
This is exactly why shifting your focus to a rigorous Open Interest Volume Analysis is no longer optional; it’s essential for market survival. As we break down the derivatives data for August 6, 2026, we are seeing some wild premium expansions and structural shifts that paint a very different picture than the headline index numbers. For instance, Nifty’s August futures premium just swelled by a massive 80 points despite a practically flat spot close, while the Midcap index is showing clear signs of distribution under the hood.
By diving deep into today’s Open Interest Volume Analysis, we can completely filter out that settlement noise, track where the smart money is actually deploying capital, and plan our trades for the upcoming weekly and monthly expiries without getting whipsawed by closing hour anomalies.
NSE & BSE F&O Market Signals
NIFTY Future analysis
NIFTY Spot closed at: 24636 (0.046%)
Combined = August + September + October
Combined Fut Open Interest Change: -3.46%
Combined Fut Volume Change: -32.65%
Combined Fut Open Interest Analysis: Short Covering
Rollover: 11% Previous 11%
NIFTY AUGUST Future closed at: 24739.4 (0.372%)
Aug Fut Premium 103.4 (Increased by 80.35 points)
Aug Fut Open Interest Change: -3.77%
Aug Fut Volume Change: -30.64%
Aug Fut Open Interest Analysis: Short Covering
NIFTY SEPTEMBER Future closed at: 24861.4 (0.369%)
Sep Fut Premium 225.4 (Increased by 80.05 points)
Sep Fut Open Interest Change: -0.94%
Sep Fut Volume Change: -53.85%
Sep Fut Open Interest Analysis: Short Covering
NIFTY Weekly Expiry (11/08/2026) Option Analysis
Put-Call Ratio (Open Interest): 0.920 (Increased from 0.717)
Put-Call Ratio (Volume): 1.007
Max Pain Level: 23500
Maximum CALL Open Interest: 25000
Maximum PUT Open Interest: 24000
Highest CALL Addition: 24700
Highest PUT Addition: 24600
NIFTY Monthly Expiry (25/08/2026) Option Analysis
Put-Call Ratio (Open Interest): 1.156 (Increased from 1.125)
Put-Call Ratio (Volume): 1.146
Max Pain Level: 24500
Maximum CALL Open Interest: 24000
Maximum PUT Open Interest: 24000
Highest CALL Addition: 24700
Highest PUT Addition: 24700
BANKNIFTY Future Analysis
BANKNIFTY Spot closed at: 58063.65 (0.561%)
Combined = August + September + October
Combined Fut Open Interest Change: -2.95%
Combined Fut Volume Change: -0.26%
Combined Fut Open Interest Analysis: Short Covering
Rollover: 8% Previous 8%
BANKNIFTY AUGUST Future closed at: 58179.6 (0.601%)
Aug Fut Premium 115.95 (Increased by 23.7 points)
Aug Fut Open Interest Change: -2.7%
Aug Fut Volume Change: 0.7%
Aug Fut Open Interest Analysis: Short Covering
BANKNIFTY SEPTEMBER Future closed at: 58531.6 (0.565%)
Sep Fut Premium 467.95 (Increased by 5.1 points)
Sep Fut Open Interest Change: -4.68%
Sep Fut Volume Change: -13.23%
Sep Fut Open Interest Analysis: Short Covering
BANKNIFTY Monthly Expiry (25/08/2026) Option Analysis
Put-Call Ratio (Open Interest): 0.969 (Increased from 0.832)
Put-Call Ratio (Volume): 0.805
Max Pain Level: 58000
Maximum CALL Open Interest: 58000
Maximum PUT Open Interest: 58000
Highest CALL Addition: 58100
Highest PUT Addition: 58000
MIDCPNIFTY Future Analysis
MIDCPNIFTY Spot closed at: 14812.6 (-0.455%)
Combined = August + September + October
Combined Fut Open Interest Change: 0.02%
Combined Fut Volume Change: -44.44%
Combined Fut Open Interest Analysis: Fresh Short
Rollover: 3% Previous 3%
MIDCPNIFTY AUGUST Future closed at: 14897.85 (-0.269%)
Aug Fut Premium 85.25 (Increased by 27.55 points)
Aug Fut Open Interest Change: -0.08%
Aug Fut Volume Change: -43.36%
Aug Fut Open Interest Analysis: Long Covering
MIDCPNIFTY SEPTEMBER Future closed at: 14944.5 (-0.223%)
Sep Fut Premium 131.9 (Increased by 34.25 points)
Sep Fut Open Interest Change: 2.37%
Sep Fut Volume Change: -73.57%
Sep Fut Open Interest Analysis: Fresh Short
MIDCPNIFTY Monthly Expiry (25/08/2026) Option Analysis
Put-Call Ratio (Open Interest): 0.864 (Decreased from 0.942)
Put-Call Ratio (Volume): 0.759
Max Pain Level: 14800
Maximum CALL Open Interest: 15500
Maximum PUT Open Interest: 14000
Highest CALL Addition: 15500
Highest PUT Addition: 14200
SENSEX Monthly Expiry (27/08/2026) Future
SENSEX Spot closed at: 78,954.76 (0.476%)
SENSEX Monthly Future closed at: 79,169.30 (0.427%)
Premium: 214.54 (Decreased by -36.91 points)
Open Interest Change: 8.84%
Volume Change: 10.27%
Open Interest Analysis: Fresh Long
SENSEX Weekly Expiry (13/08/2026) Option Analysis
Put-Call Ratio (OI): 1.081 (Increased from 0.716)
Put-Call Ratio (Volume): 1.040
Max Pain Level: 78800
Maximum CALL OI: 80000
Maximum PUT OI: 78500
Highest CALL Addition: 82500
Highest PUT Addition: 78800
FII & DII Cash Market Activity
FIIs Net SELL: ₹ 17.86 Cr.
DIIs Net BUY: ₹4,013.60 Cr.
FII Derivatives Activity
| FII Trading Stats | 6.08.26 | 5.08.26 | 4.08.26 |
| FII Cash (Provisional Data) | -17.86 | -943.42 | 2,446.47 |
| Index Future Open Interest Long Ratio | 13.80% | 12.13% | 12.53% |
| Index Future Volume Long Ratio | 78.46% | 36.74% | 39.72% |
| Call Option Open Interest Long Ratio | 43.04% | 39.81% | 41.78% |
| Call Option Volume Long Ratio | 51.14% | 49.25% | 50.47% |
| Put Option Open Interest Long Ratio | 65.72% | 70.57% | 73.55% |
| Put Option Volume Long Ratio | 48.89% | 49.73% | 49.90% |
| Stock Future Open Interest Long Ratio | 54.99% | 54.98% | 54.94% |
| Stock Future Volume Long Ratio | 50.31% | 50.85% | 48.32% |
| Index Futures | Short Covering | Fresh Short | Fresh Short |
| Index Options | Fresh Short | Fresh Short | Short Covering |
| Nifty Futures | Short Covering | Fresh Short | Fresh Short |
| Nifty Options | Fresh Short | Fresh Short | Short Covering |
| BankNifty Futures | Short Covering | Fresh Short | Fresh Short |
| BankNifty Options | Fresh Long | Fresh Short | Fresh Short |
| FinNifty Futures | Fresh Long | Fresh Long | Long Covering |
| FinNifty Options | Fresh Short | Fresh Short | Fresh Short |
| MidcpNifty Futures | Short Covering | Fresh Long | Fresh Short |
| MidcpNifty Options | Fresh Long | Long Covering | Fresh Short |
| NiftyNxt50 Futures | Fresh Short | Fresh Short | Long Covering |
| NiftyNxt50 Options | Fresh Short | Fresh Short | Fresh Long |
| Stock Futures | Fresh Long | Fresh Long | Long Covering |
| Stock Options | Fresh Short | Fresh Long | Fresh Long |
NSE & BSE Option market Trends : Options Insights
SENSEX weekly Expiry (06/08/2026)
The SENSEX index closed at 78954.76. The SENSEX weekly expiry for AUGUST 13, 2026 has revealed key trends in open interest. The current Put/Call Ratio is at 1.081 against previous 0.716. The 78500PE option holds the maximum open interest, followed by the 80000CE and 70000PE options. Market participants have shown increased interest with significant open interest additions in the 78800PE option, with open interest additions also seen in the 70000PE and 78500PE options. On the other hand, open interest reductions were prominent in the 78200CE, 71200PE, and 72100PE options. Trading volume was highest in the 79000CE option, followed by the 78500PE and 78800PE options, indicating active trading in these strikes.
| SENSEX | Weekly | Expiry: | 13-08-2026 |
| Index Spot | PCR OI | Prev PCR OI | PCR VOL |
| 78954.76 | 1.081 | 0.716 | 1.040 |
| Total Open Interest Change in all CALLs & PUTs: | |||
| Current | Prior | Net Ch | |
| CALL: | 40,95,520 | 24,14,580 | 16,80,940 |
| PUT: | 44,26,620 | 17,28,760 | 26,97,860 |
| Top CALL Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 80000 | 3,59,820 | 39,320 | 12,68,860 |
| 79000 | 3,28,580 | 79,220 | 20,21,200 |
| Top CALL Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 82500 | 1,63,840 | 1,34,780 | 5,51,700 |
| 78800 | 1,68,520 | 1,15,000 | 12,16,260 |
| Top CALL Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 78200 | 12,860 | -3,500 | 32,020 |
| 77100 | 1,120 | -40 | 740 |
| Top CALL Volume: | |||
| Strike | OI | OI Change | Volume |
| 79000 | 3,28,580 | 79,220 | 20,21,200 |
| 80000 | 3,59,820 | 39,320 | 12,68,860 |
| Top PUT Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 78500 | 3,68,360 | 1,83,240 | 17,91,480 |
| 70000 | 3,43,060 | 3,03,360 | 3,99,540 |
| Top PUT Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 78800 | 3,37,320 | 3,07,980 | 16,78,380 |
| 70000 | 3,43,060 | 3,03,360 | 3,99,540 |
| Top PUT Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 71200 | – | -240 | 240 |
| 72100 | – | -140 | 140 |
| Top PUT Volume: | |||
| Strike | OI | OI Change | Volume |
| 78500 | 3,68,360 | 1,83,240 | 17,91,480 |
| 78800 | 3,37,320 | 3,07,980 | 16,78,380 |
NIFTY Weekly Expiry (11/08/2026)
The NIFTY index closed at 24636. The NIFTY weekly expiry for AUGUST 11, 2026 has revealed key trends in open interest. The current Put/Call Ratio is at 0.920 against previous 0.717. The 24000PE option holds the maximum open interest, followed by the 25000CE and 24600PE options. Market participants have shown increased interest with significant open interest additions in the 24600PE option, with open interest additions also seen in the 24700PE and 24650PE options. On the other hand, open interest reductions were prominent in the 24600CE, 24550CE, and 24500CE options. Trading volume was highest in the 24600PE option, followed by the 24700CE and 24650PE options, indicating active trading in these strikes.
| NIFTY | Weekly | Expiry: | 11-08-2026 |
| Index Spot | PCR OI | Prev PCR OI | PCR VOL |
| 24,636.00 | 0.920 | 0.717 | 1.007 |
| Total Open Interest Change in all CALLs & PUTs: | |||
| Current | Prior | Net Ch | |
| CALL: | 12,92,90,525 | 13,21,04,440 | -28,13,915 |
| PUT: | 11,89,90,625 | 9,47,47,640 | 2,42,42,985 |
| Top CALL Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 25,000 | 88,17,250 | 6,305 | 12,34,182 |
| 26,000 | 84,07,165 | -2,20,350 | 2,31,389 |
| Top CALL Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 24,700 | 83,31,570 | 9,23,065 | 23,58,979 |
| 25,500 | 67,45,375 | 6,76,975 | 6,34,096 |
| Top CALL Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 24,600 | 55,32,930 | -23,86,540 | 21,56,560 |
| 24,550 | 10,33,760 | -15,38,420 | 4,26,718 |
| Top CALL Volume: | |||
| Strike | OI | OI Change | Volume |
| 24,700 | 83,31,570 | 9,23,065 | 23,58,979 |
| 24,650 | 43,97,640 | -1,28,570 | 22,92,202 |
| Top PUT Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 24,000 | 93,88,080 | 20,08,045 | 6,26,197 |
| 24,600 | 85,43,470 | 35,05,840 | 31,00,342 |
| Top PUT Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 24,600 | 85,43,470 | 35,05,840 | 31,00,342 |
| 24,700 | 44,19,155 | 28,09,690 | 16,19,264 |
| Top PUT Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 22,000 | 12,65,225 | -4,62,865 | 53,813 |
| 22,800 | 6,42,200 | -2,88,860 | 31,351 |
| Top PUT Volume: | |||
| Strike | OI | OI Change | Volume |
| 24,600 | 85,43,470 | 35,05,840 | 31,00,342 |
| 24,650 | 37,46,470 | 23,23,165 | 23,01,248 |
NIFTY Monthly Expiry (25/08/2026)
The NIFTY index closed at 24636. The NIFTY monthly expiry for AUGUST 25, 2026 has revealed key trends in open interest. The current Put/Call Ratio is at 1.156 against previous 1.125. The 24000PE option holds the maximum open interest, followed by the 24000CE and 25000CE options. Market participants have shown increased interest with significant open interest additions in the 24700PE option, with open interest additions also seen in the 24600PE and 24700CE options. On the other hand, open interest reductions were prominent in the 25024600PE 00CE, 24500CE, and 22500PE options. Trading volume was highest in the 25000CE option, followed by the 24500PE and 24700CE options, indicating active trading in these strikes.
| NIFTY | Monthly | Expiry: | 25-08-2026 |
| Index Spot | PCR OI | Prev PCR OI | PCR VOL |
| 24,636.00 | 1.156 | 1.125 | 1.146 |
| Total Open Interest Change in all CALLs & PUTs: | |||
| Current | Prior | Net Ch | |
| CALL: | 4,54,10,495 | 4,51,42,240 | 2,68,255 |
| PUT: | 5,25,11,485 | 5,07,95,615 | 17,15,870 |
| Top CALL Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 24,000 | 56,78,075 | -91,260 | 12,418 |
| 25,000 | 50,54,075 | -4,11,775 | 70,531 |
| Top CALL Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 24,700 | 19,38,885 | 3,73,490 | 61,698 |
| 24,600 | 18,57,115 | 2,75,470 | 58,032 |
| Top CALL Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 25,000 | 50,54,075 | -4,11,775 | 70,531 |
| 24,500 | 41,63,315 | -3,70,890 | 46,988 |
| Top CALL Volume: | |||
| Strike | OI | OI Change | Volume |
| 25,000 | 50,54,075 | -4,11,775 | 70,531 |
| 24,700 | 19,38,885 | 3,73,490 | 61,698 |
| Top PUT Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 24,000 | 85,49,710 | 1,38,515 | 54,538 |
| 24,500 | 43,74,695 | 1,38,970 | 63,812 |
| Top PUT Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 24,700 | 15,18,920 | 5,90,785 | 59,427 |
| 24,600 | 16,98,515 | 4,33,355 | 61,153 |
| Top PUT Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 22,500 | 13,81,900 | -1,50,735 | 15,548 |
| 22,000 | 15,60,000 | -1,04,715 | 6,894 |
| Top PUT Volume: | |||
| Strike | OI | OI Change | Volume |
| 24,500 | 43,74,695 | 1,38,970 | 63,812 |
| 24,600 | 16,98,515 | 4,33,355 | 61,153 |
BANKNIFTY Monthly Expiry (25/08/2026)
The BANKNIFTY index closed at 58063.65. The BANKNIFTY monthly expiry for AUGUST 25, 2026 has revealed key trends in open interest. The current Put/Call Ratio is at 0.969 against previous 0.832. The 58000CE option holds the maximum open interest, followed by the 58000PE and 59000CE options. Market participants have shown increased interest with significant open interest additions in the 58000PE option, with open interest additions also seen in the 58100PE and 57900PE options. On the other hand, open interest reductions were prominent in the 57500CE, 59000CE, and 57800CE options. Trading volume was highest in the 58000CE option, followed by the 58000PE and 58500CE options, indicating active trading in these strikes.
| BANKNIFTY | Monthly | Expiry: | 25-08-2026 |
| Index Spot | PCR OI | Prev PCR OI | PCR VOL |
| 58,063.65 | 0.969 | 0.832 | 0.805 |
| Total Open Interest Change in all CALLs & PUTs: | |||
| Current | Prior | Net Ch | |
| CALL: | 1,23,43,050 | 1,31,19,750 | -7,76,700 |
| PUT: | 1,19,55,240 | 1,09,12,080 | 10,43,160 |
| Top CALL Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 58,000 | 23,32,500 | -7,980 | 1,35,620 |
| 59,000 | 10,94,160 | -1,71,870 | 66,114 |
| Top CALL Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 58,100 | 2,57,310 | 93,840 | 33,544 |
| 60,500 | 4,01,700 | 40,020 | 16,680 |
| Top CALL Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 57,500 | 4,16,340 | -1,86,030 | 33,761 |
| 59,000 | 10,94,160 | -1,71,870 | 66,114 |
| Top CALL Volume: | |||
| Strike | OI | OI Change | Volume |
| 58,000 | 23,32,500 | -7,980 | 1,35,620 |
| 58,500 | 6,49,740 | 3,930 | 74,414 |
| Top PUT Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 58,000 | 17,67,060 | 1,72,950 | 96,514 |
| 57,000 | 9,64,560 | 21,720 | 42,979 |
| Top PUT Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 58,000 | 17,67,060 | 1,72,950 | 96,514 |
| 58,100 | 2,74,320 | 1,65,870 | 24,780 |
| Top PUT Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 55,500 | 2,22,750 | -33,840 | 13,092 |
| 56,700 | 84,390 | -21,870 | 5,280 |
| Top PUT Volume: | |||
| Strike | OI | OI Change | Volume |
| 58,000 | 17,67,060 | 1,72,950 | 96,514 |
| 57,800 | 2,13,090 | 80,010 | 55,824 |
MIDCPNIFTY Monthly Expiry (25/08/2026)
The MIDCPNIFTY index closed at 14812.6. The MIDCPNIFTY monthly expiry for AUGUST 25, 2026, 2025 has revealed key trends in open interest. The current Put/Call Ratio is at 0.864 against previous 0.942. The 15500CE option holds the maximum open interest, followed by the 15000CE and 14000PE options. Market participants have shown increased interest with significant open interest additions in the 15500CE option, with open interest additions also seen in the 15300CE and 16000CE options. On the other hand, open interest reductions were prominent in the 72400PE, 72400PE, and 72400CE options. Trading volume was highest in the 15500CE option, followed by the 14900PE and 15000CE options, indicating active trading in these strikes.
| MIDCPNIFTY | Monthly | Expiry: | 25-08-2026 |
| Index Spot | PCR OI | Prev PCR OI | PCR VOL |
| 14,812.60 | 0.864 | 0.942 | 0.759 |
| Total Open Interest Change in all CALLs & PUTs: | |||
| Current | Prior | Net Ch | |
| CALL: | 53,22,000 | 48,95,640 | 4,26,360 |
| PUT: | 45,95,880 | 46,10,280 | -14,400 |
| Top CALL Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 15,500 | 15,70,800 | 1,33,440 | 12,507 |
| 15,000 | 6,43,320 | -5,880 | 7,895 |
| Top CALL Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 15,500 | 15,70,800 | 1,33,440 | 12,507 |
| 15,300 | 1,99,320 | 1,00,920 | 3,079 |
| Top CALL Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 14,700 | 1,51,920 | -19,920 | 617 |
| 14,800 | 2,33,880 | -19,800 | 3,120 |
| Top CALL Volume: | |||
| Strike | OI | OI Change | Volume |
| 15,500 | 15,70,800 | 1,33,440 | 12,507 |
| 15,000 | 6,43,320 | -5,880 | 7,895 |
| Top PUT Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 14,000 | 4,76,640 | 43,320 | 2,376 |
| 14,500 | 4,75,200 | 27,960 | 3,939 |
| Top PUT Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 14,200 | 2,31,840 | 44,160 | 1,123 |
| 14,000 | 4,76,640 | 43,320 | 2,376 |
| Top PUT Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 14,600 | 2,85,840 | -71,880 | 3,221 |
| 13,500 | 2,76,720 | -25,080 | 903 |
| Top PUT Volume: | |||
| Strike | OI | OI Change | Volume |
| 14,900 | 2,97,960 | -4,800 | 8,284 |
| 14,800 | 3,22,080 | -13,320 | 5,299 |
Conclusion: What the NSE & BSE Indices Futures and Options Open Interest Volume Analysis Tells Us
So, how do we trade this data? Here is the actionable feedback and clear reasoning derived from our Open Interest Volume Analysis across the major indices:
Nifty 50 (The Short-Covering Trap): Don’t let that juicy 103-point August futures premium trick you into aggressively buying the market. With the spot closing flat at 24636 and combined futures OI dropping by 3.46% alongside a staggering 32.65% volume crash, this minor up-move is purely weak hands covering shorts—not fresh institutional buying.
Actionable Feedback: The 24600–24700 zone is heavily straddled for the August 11 expiry. Sell options outside the 24000 (Max PE OI) to 25000 (Max CE OI) range, or play mean-reversion iron condors. Any breakout above 24800 lacks the volume backing to sustain itself, and the Max Pain sitting way down at 23500 suggests limited upside.
Bank Nifty (Treading Water at Support): Similar to Nifty, the 0.56% spot rally to 58063.65 was driven by short covering (August OI down 2.7%, volume barely up 0.7%). However, option writers are fiercely defending the 58000 psychological mark, which acts as the Max Pain level, Maximum Call/Put OI, and the highest Put addition base for the monthly expiry.
Actionable Feedback: 58000 is your absolute line in the sand. Consider bullish put spreads just below 58000 to collect premium. Avoid naked call buying; the heavy call additions at 58100 will likely cap any immediate upward momentum.
Midcap Nifty (The Weak Link): This index stands out for all the wrong reasons today. We are seeing long unwinding in August futures and decisive fresh shorting in September (OI up 2.37% as prices dropped and volumes crashed). Add to that a deteriorating PCR of 0.864 and aggressive call writing way up at 15500.
Actionable Feedback: Midcaps are losing steam fast. Use any dead-cat bounce toward the 14897 futures level to initiate hedged short positions or book profits on existing longs. Keep a strict stop above the 15000 psychological level, as the downside is open toward the 14000 Max PE OI base.
Sensex (The Lone Bull): Unlike the broader market, Sensex is seeing genuine, high-conviction fresh long build-up. The August 27 monthly futures saw an 8.84% spike in OI backed by a 10.27% volume surge, pushing the weekly PCR up to a bullish 1.081.
Actionable Feedback: If you want to play the long side in this choppy market, Sensex is your best vehicle right now. Look for buy-on-dips opportunities near the 78800 Max Pain and highest put addition level, targeting the 80000 maximum call OI resistance.
Given those recent spot and future closing calculation anomalies we’ve been seeing, keep a very close eye on premium convergence as we near these expiries. Stick strictly to what the Open Interest Volume Analysis is telling you, respect your hedges, and don’t let the 3:30 PM price distortions shake you out of a data-backed position!
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FII / FPI trading activity in Capital Market Segment
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