Turning Complex Derivative Data into Clear Market Insights
NSE & BSE Indices Futures and Options Open Interest Volume Analysis for 28/09/2026
Table of Contents
Diving into our daily Open Interest Volume Analysis, the critical institutional takeaway is that Friday’s localized accumulation was violently overridden by true directional conviction to the downside. Smart money executed high-velocity tactical risk-reduction (long liquidation) in front-month contracts, directly merging it with structural “Fresh Shorts” deployed across the October forward curve.
With rollover rates surging past the 60% threshold across the board (NIFTY at 63%, BANKNIFTY at 66%, MIDCPNIFTY at 68%), the institutional footprint is undeniable: NIFTY October futures absorbed a massive +29.98% OI in Fresh Shorts on a 78% volume surge, while BANKNIFTY and MIDCPNIFTY October contracts piled on ~25% OI in aggressive forward-month shorting.
The options matrix reflects severe capitulation. NIFTY’s monthly Put-Call Ratio collapsed from an optimistic 0.925 down to an extremely oversold 0.600, as put writers abandoned ship and call writers ruthlessly clamped down on the 23,000 level. Let’s break down the strike-level inventory, basis realignments, and actionable expiry-eve execution triggers for tomorrow’s opening bell!
NSE & BSE F&O Market Signals
NIFTY Future analysis
NIFTY Spot closed at: 22780.25 (-1.557%)
Combined = September + October + November
Combined Fut Open Interest Change: 2.93%
Combined Fut Volume Change: 52.40%
Combined Fut Open Interest Analysis: Fresh Short
Rollover: 63% Previous 50%
NIFTY SEPTEMBER Future closed at: 22819.6 (-1.583%)
Sep Fut Premium 39.35 (Decreased by -6.85 points)
Sep Fut Open Interest Change: -24.02%
Sep Fut Volume Change: 23.10%
Sep Fut Open Interest Analysis: Long Covering
NIFTY OCTOBER Future closed at: 22910.7 (-1.517%)
Oct Fut Premium 130.45 (Increased by 7.35 points)
Oct Fut Open Interest Change: 29.98%
Oct Fut Volume Change: 77.92%
Oct Fut Open Interest Analysis: Fresh Short
NIFTY Monthly Expiry (29/09/2026) Option Analysis
Put-Call Ratio (Open Interest): 0.600 (Decreased from 0.925)
Put-Call Ratio (Volume): 1.096
Max Pain Level: 22950
Maximum CALL Open Interest: 23000
Maximum PUT Open Interest: 22000
Highest CALL Addition: 23000
Highest PUT Addition: 22600
BANKNIFTY Future Analysis
BANKNIFTY Spot closed at: 54471.65 (-1.995%)
Combined = September + October + November
Combined Fut Open Interest Change: 1.02%
Combined Fut Volume Change: 15.78%
Combined Fut Open Interest Analysis: Fresh Short
Rollover: 66% Previous 53%
BANKNIFTY SEPTEMBER Future closed at: 54556.2 (-1.989%)
Sep Fut Premium 84.55 (Increased by 1.35 points)
Sep Fut Open Interest Change: -26.6%
Sep Fut Volume Change: 3.2%
Sep Fut Open Interest Analysis: Long Covering
BANKNIFTY OCTOBER Future closed at: 54854.6 (-1.980%)
Oct Fut Premium 382.95 (Increased by 0.75 points)
Oct Fut Open Interest Change: 25.43%
Oct Fut Volume Change: 21.71%
Oct Fut Open Interest Analysis: Fresh Short
BANKNIFTY Monthly Expiry (29/09/2026) Option Analysis
Put-Call Ratio (Open Interest): 0.680 (Decreased from 0.790)
Put-Call Ratio (Volume): 1.061
Max Pain Level: 55500
Maximum CALL Open Interest: 57500
Maximum PUT Open Interest: 54000
Highest CALL Addition: 55000
Highest PUT Addition: 54000
MIDCPNIFTY Future Analysis
MIDCPNIFTY Spot closed at: 13776.35 (-1.792%)
Combined = September + October + November
Combined Fut Open Interest Change: -3.44%
Combined Fut Volume Change: -2.15%
Combined Fut Open Interest Analysis: Long Covering
Rollover: 68% Previous 52%
MIDCPNIFTY SEPTEMBER Future closed at: 13762.6 (-1.968%)
Sep Fut Discount -13.75 (Decreased by -24.95 points)
Sep Fut Open Interest Change: -34.59%
Sep Fut Volume Change: 10.16%
Sep Fut Open Interest Analysis: Long Covering
MIDCPNIFTY OCTOBER Future closed at: 13794.8 (-1.724%)
Oct Fut Premium 18.45 (Increased by 9.35 points)
Oct Fut Open Interest Change: 25.17%
Oct Fut Volume Change: -12.66%
Oct Fut Open Interest Analysis: Fresh Short
MIDCPNIFTY Monthly Expiry (29/09/2026) Option Analysis
Put-Call Ratio (Open Interest): 0.794 (Decreased from 0.808)
Put-Call Ratio (Volume): 0.965
Max Pain Level: 13975
Maximum CALL Open Interest: 14000
Maximum PUT Open Interest: 13500
Highest CALL Addition: 13800
Highest PUT Addition: 13500
SENSEX Monthly Expiry (29/10/2026) Future
SENSEX Spot closed at: 72,771.72 (-1.521%)
SENSEX Monthly Future closed at: 73,474.90 (-1.524%)
Premium: 703.18 (Decreased by -12.83 points)
Open Interest Change: 9.24%
Volume Change: -64.30%
Open Interest Analysis: Fresh Short
SENSEX Weekly Expiry (1/10/2026) Option Analysis
Put-Call Ratio (OI): 0.707 (Decreased from 1.094)
Put-Call Ratio (Volume): 1.197
Max Pain Level: 73200
Maximum CALL OI: 75000
Maximum PUT OI: 68000
Highest CALL Addition: 73000
Highest PUT Addition: 68000
FII & DII Cash Market Activity
FIIs Net SELL: ₹ 5,353.22 Cr.
DIIs Net BUY: ₹ 5,189.02 Cr.
FII Derivatives Activity
| FII Trading Stats | 28.09.26 | 25.09.26 | 24.09.26 |
| FII Cash (Provisional Data) | -5,353.22 | -3,693.93 | -5,027.36 |
| Index Future Open Interest Long Ratio | 12.20% | 11.44% | 11.01% |
| Index Future Volume Long Ratio | 49.16% | 49.16% | 44.52% |
| Call Option Open Interest Long Ratio | 45.14% | 43.84% | 43.57% |
| Call Option Volume Long Ratio | 50.16% | 50.16% | 49.35% |
| Put Option Open Interest Long Ratio | 65.27% | 66.13% | 67.75% |
| Put Option Volume Long Ratio | 49.98% | 49.98% | 51.10% |
| Stock Future Open Interest Long Ratio | 53.90% | 53.81% | 53.73% |
| Stock Future Volume Long Ratio | 50.14% | 50.14% | 49.65% |
| Index Futures | Fresh Short | Fresh Short | Fresh Short |
| Index Options | Fresh Short | Fresh Long | Fresh Long |
| Nifty Futures | Fresh Short | Short Covering | Fresh Short |
| Nifty Options | Fresh Long | Fresh Long | Fresh Long |
| BankNifty Futures | Short Covering | Fresh Short | Fresh Short |
| BankNifty Options | Fresh Short | Short Covering | Fresh Long |
| FinNifty Futures | Long Covering | Short Covering | Long Covering |
| FinNifty Options | Short Covering | Fresh Long | Fresh Short |
| MidcpNifty Futures | Long Covering | Fresh Long | Short Covering |
| MidcpNifty Options | Fresh Short | Fresh Short | Fresh Short |
| NiftyNxt50 Futures | Long Covering | Fresh Short | Long Covering |
| NiftyNxt50 Options | Fresh Long | Fresh Long | Fresh Short |
| Stock Futures | Short Covering | Fresh Long | Long Covering |
| Stock Options | Short Covering | Long Covering | Short Covering |
NSE & BSE Option market Trends : Options Insights
SENSEX weekly Expiry (1/10/2026)
The SENSEX index closed at 72771.72. The SENSEX weekly expiry for OCTOBER 1, 2026 has revealed key trends in open interest. The current Put/Call Ratio is at 0.707 against previous 1.094. The 75000CE option holds the maximum open interest, followed by the 68000PE and 74000CE options. Market participants have shown increased interest with significant open interest additions in the 73000CE option, with open interest additions also seen in the 73500CE and 75000CE options. On the other hand, open interest reductions were prominent in the 73600PE, 74000PE
| SENSEX | Weekly | Expiry: | 01-10-2026 |
| Index Spot | PCR OI | Prev PCR OI | PCR VOL |
| 72771.72 | 0.707 | 1.094 | 1.197 |
| Total Open Interest Change in all CALLs & PUTs: | |||
| Current | Prior | Net Ch | |
| CALL: | 1,73,53,180 | 97,15,800 | 76,37,380 |
| PUT: | 1,22,76,760 | 1,06,26,500 | 16,50,260 |
| Top CALL Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 75000 | 10,77,460 | 5,37,800 | 76,59,820 |
| 74000 | 10,06,880 | 4,20,220 | 96,34,740 |
| Top CALL Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 73000 | 6,87,460 | 6,38,700 | 1,29,68,200 |
| 73500 | 7,48,340 | 5,85,380 | 1,04,39,700 |
| Top CALL Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 75700 | 1,06,620 | -67,960 | 12,91,380 |
| 75400 | 1,01,740 | -57,920 | 19,11,140 |
| Top CALL Volume: | |||
| Strike | OI | OI Change | Volume |
| 73000 | 6,87,460 | 6,38,700 | 1,29,68,200 |
| 73500 | 7,48,340 | 5,85,380 | 1,04,39,700 |
| Top PUT Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 68000 | 10,10,380 | 3,92,080 | 37,91,480 |
| 69000 | 7,72,500 | 1,41,440 | 36,49,000 |
| Top PUT Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 68000 | 10,10,380 | 3,92,080 | 37,91,480 |
| 71500 | 4,51,980 | 2,68,580 | 55,03,260 |
| Top PUT Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 73600 | 58,340 | -2,85,620 | 23,21,600 |
| 74000 | 3,04,760 | -2,70,920 | 17,27,620 |
| Top PUT Volume: | |||
| Strike | OI | OI Change | Volume |
| 73000 | 5,48,120 | 1,52,680 | 2,43,77,280 |
| 72900 | 2,50,520 | 1,77,740 | 1,51,28,160 |
NIFTY Monthly Expiry (29/09/2026)
The NIFTY index closed at 22780.25. The NIFTY monthly expiry for SEPTEMBER 29, 2026 has revealed key trends in open interest. The current Put/Call Ratio is at 0.600 against previous 0.925. The 23000CE option holds the maximum open interest, followed by the 24000CE and 23500CE options. Market participants have shown increased interest with significant open interest additions in the 23000CE option, with open interest additions also seen in the 22900CE and 22800CE options. On the other hand, open interest reductions were prominent in the 23000PE, 23100PE
| NIFTY | Monthly | Expiry: | 29-09-2026 |
| Index Spot | PCR OI | Prev PCR OI | PCR VOL |
| 22,780.25 | 0.600 | 0.925 | 1.096 |
| Total Open Interest Change in all CALLs & PUTs: | |||
| Current | Prior | Net Ch | |
| CALL: | 28,56,49,180 | 21,46,40,450 | 7,10,08,730 |
| PUT: | 17,14,75,495 | 19,86,42,235 | -2,71,66,740 |
| Top CALL Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 23,000 | 2,06,25,020 | 1,73,46,355 | 63,86,340 |
| 24,000 | 1,77,78,995 | 21,69,180 | 20,22,133 |
| Top CALL Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 23,000 | 2,06,25,020 | 1,73,46,355 | 63,86,340 |
| 22,900 | 1,28,94,440 | 1,24,41,260 | 60,77,440 |
| Top CALL Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 24,500 | 64,39,355 | -37,31,715 | 6,25,009 |
| 25,000 | 51,75,950 | -33,21,045 | 3,00,477 |
| Top CALL Volume: | |||
| Strike | OI | OI Change | Volume |
| 23,000 | 2,06,25,020 | 1,73,46,355 | 63,86,340 |
| 22,900 | 1,28,94,440 | 1,24,41,260 | 60,77,440 |
| Top PUT Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 22,000 | 1,32,09,105 | 88,530 | 13,87,354 |
| 22,800 | 1,10,00,730 | 20,22,475 | 1,11,47,805 |
| Top PUT Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 22,600 | 79,43,715 | 30,44,990 | 33,59,039 |
| 22,750 | 65,29,380 | 28,87,495 | 55,12,817 |
| Top PUT Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 23,000 | 60,09,365 | -84,25,300 | 34,79,827 |
| 23,100 | 41,36,795 | -68,09,595 | 10,75,717 |
| Top PUT Volume: | |||
| Strike | OI | OI Change | Volume |
| 22,800 | 1,10,00,730 | 20,22,475 | 1,11,47,805 |
| 22,850 | 45,98,555 | 2,32,700 | 73,96,460 |
BANKNIFTY Monthly Expiry (29/09/2026)
The BANKNIFTY index closed at 54471.65. The BANKNIFTY monthly expiry for SEPTEMBER 29, 2026 has revealed key trends in open interest. The current Put/Call Ratio is at 0.680 against previous 0.790. The 57500CE option holds the maximum open interest, followed by the 58000CE and 57000CE options. Market participants have shown increased interest with significant open interest additions in the 55000CE option, with open interest additions also seen in the 54500CE and 54800CE options. On the other hand, open interest reductions were prominent in the 57500CE, 57500PE
| BANKNIFTY | Monthly | Expiry: | 29-09-2026 |
| Index Spot | PCR OI | Prev PCR OI | PCR VOL |
| 54,471.65 | 0.680 | 0.790 | 1.061 |
| Total Open Interest Change in all CALLs & PUTs: | |||
| Current | Prior | Net Ch | |
| CALL: | 2,13,45,570 | 1,98,24,900 | 15,20,670 |
| PUT: | 1,45,14,840 | 1,56,56,100 | -11,41,260 |
| Top CALL Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 57,500 | 14,74,140 | -4,86,150 | 2,11,773 |
| 58,000 | 12,86,400 | -1,49,700 | 1,53,909 |
| Top CALL Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 55,000 | 11,88,840 | 10,73,940 | 6,35,509 |
| 54,500 | 5,70,810 | 5,39,970 | 3,22,938 |
| Top CALL Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 57,500 | 14,74,140 | -4,86,150 | 2,11,773 |
| 58,500 | 4,70,940 | -3,01,500 | 65,129 |
| Top CALL Volume: | |||
| Strike | OI | OI Change | Volume |
| 55,000 | 11,88,840 | 10,73,940 | 6,35,509 |
| 55,500 | 7,28,790 | 2,80,770 | 4,33,203 |
| Top PUT Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 54,000 | 11,79,420 | 2,99,910 | 7,37,383 |
| 57,500 | 7,55,490 | -4,32,750 | 18,315 |
| Top PUT Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 54,000 | 11,79,420 | 2,99,910 | 7,37,383 |
| 53,500 | 5,26,290 | 1,99,440 | 2,68,585 |
| Top PUT Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 57,500 | 7,55,490 | -4,32,750 | 18,315 |
| 55,300 | 84,960 | -3,53,550 | 63,850 |
| Top PUT Volume: | |||
| Strike | OI | OI Change | Volume |
| 54,500 | 7,04,400 | 1,95,810 | 9,66,635 |
| 54,000 | 11,79,420 | 2,99,910 | 7,37,383 |
MIDCPNIFTY Monthly Expiry (29/09/2026)
The MIDCPNIFTY index closed at 13776.35. The MIDCPNIFTY monthly expiry for SEPTEMBER 29, 2026, 2025 has revealed key trends in open interest. The current Put/Call Ratio is at 0.794 against previous 0.808. The 13500PE option holds the maximum open interest, followed by the 13800PE and 14000CE options. Market participants have shown increased interest with significant open interest additions in the 13800CE option, with open interest additions also seen in the 13500PE and 13600PE options. On the other hand, open interest reductions were prominent in the 72000CE, 71000PE
| MIDCPNIFTY | Monthly | Expiry: | 29-09-2026 |
| Index Spot | PCR OI | Prev PCR OI | PCR VOL |
| 13,776.35 | 0.794 | 0.808 | 0.965 |
| Total Open Interest Change in all CALLs & PUTs: | |||
| Current | Prior | Net Ch | |
| CALL: | 1,42,82,760 | 1,36,84,320 | 5,98,440 |
| PUT: | 1,13,35,680 | 1,10,56,320 | 2,79,360 |
| Top CALL Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 14,000 | 12,55,080 | 5,16,360 | 85,824 |
| 13,800 | 10,34,160 | 10,06,800 | 81,352 |
| Top CALL Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 13,800 | 10,34,160 | 10,06,800 | 81,352 |
| 13,900 | 9,28,200 | 7,03,080 | 98,341 |
| Top CALL Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 14,700 | 3,70,560 | -3,14,400 | 10,754 |
| 14,300 | 7,78,320 | -2,86,440 | 39,476 |
| Top CALL Volume: | |||
| Strike | OI | OI Change | Volume |
| 13,900 | 9,28,200 | 7,03,080 | 98,341 |
| 14,000 | 12,55,080 | 5,16,360 | 85,824 |
| Top PUT Open Interest: | |||
| Strike | OI | OI Change | Volume |
| 13,500 | 14,93,400 | 8,07,960 | 74,309 |
| 13,800 | 12,85,200 | 15,240 | 1,38,871 |
| Top PUT Open Interest addition: | |||
| Strike | OI | OI Change | Volume |
| 13,500 | 14,93,400 | 8,07,960 | 74,309 |
| 13,600 | 9,77,520 | 7,43,160 | 96,197 |
| Top PUT Open Interest reduction: | |||
| Strike | OI | OI Change | Volume |
| 14,000 | 3,89,400 | -6,96,840 | 21,133 |
| 13,900 | 3,39,240 | -4,32,360 | 53,208 |
| Top PUT Volume: | |||
| Strike | OI | OI Change | Volume |
| 13,800 | 12,85,200 | 15,240 | 1,38,871 |
| 13,700 | 4,92,120 | -59,040 | 98,404 |
Conclusion: What the NSE & BSE Indices Futures and Options Open Interest Volume Analysis Tells Us
To wrap up today’s Open Interest Volume Analysis, Dalal Street has officially entrenched itself in a heavily negative gamma regime heading into tomorrow’s monthly expiry. With Put-Call Ratios deeply depressed and call writers holding absolute control, the institutional playbook dictates aggressive “Sell on Rallies” execution into freshly established overhead supply ceilings:
NIFTY (Forward Short Avalanche & 23,000 Call Ceiling): Front-month September contracts suffered severe Long Covering (-24.02% OI) as rollovers accelerated to 63%, but the real institutional damage occurred in October futures, which absorbed +29.98% OI in high-conviction Fresh Shorts on a 77.92% volume spike. In the monthly options chain (29/09 expiry), the PCR cratered to 0.600. Call writers confidently locked down the 23,000 strike (Maximum Call OI and Highest Call Addition), while put writers were forced to retreat their primary defense to 22,600, pulling Max Pain down to 22,950. Actionable Feedback: The 22,900–23,000 band is now a reinforced institutional supply wall. Adopt a strict “Sell on Rise” stance. Initiate tactical shorts on any pullback into 22,880–22,950 with a strict invalidation stop-loss above 23,020, targeting an expiry flush toward 22,700 and the 22,600 put-support floor.
BANKNIFTY (Aggressive Forward Shorting & Support Surrender): The banking heavyweight bled heavily (-1.99% spot), leading the broader market drag. While September contracts saw rapid Long Covering (-26.6% OI) lifting rollovers to 66%, October futures recorded a massive +25.43% OI addition in true directional Fresh Shorts. Monthly PCR deteriorated from 0.790 to 0.680, with call writers fiercely defending 55,000 (Highest Call Addition), forcing put writers to drop their primary anchor down to 54,000. Actionable Feedback: Counter-trend buying is extremely hazardous in this setup. Fade any morning relief bounce toward the 54,750–54,950 supply zone with risk strictly defined above 55,100. Look for an institutional continuation slide toward the 54,200 and 54,000 liquidity pockets.
MIDCPNIFTY (Basis Collapse & Panic Liquidations): Midcaps experienced a catastrophic technical breakdown (-1.79% spot). September futures saw violent Long Covering (-34.59% OI) as front-month basis collapsed into a deep -13.75 point discount, while October futures absorbed +25.17% OI in structural Fresh Shorts as rollovers peaked at 68%. Monthly PCR slipped to 0.794, with aggressive call additions capping upside at 13,800, setting Max Pain at 13,975. Actionable Feedback: The prior midcap resilience is completely broken. Avoid bottom-fishing at all costs. Look to short failed intraday bounces into the 13,780–13,850 resistance cluster with a tight stop-loss above 13,900, targeting a flush toward the 13,600 and 13,500 maximum put base.
SENSEX (Weekly PCR Collapse & Aggressive Forward Shorts): SENSEX monthly futures recorded a stark +9.24% OI addition in textbook Fresh Shorts. The weekly options matrix (01/10 expiry) witnessed a dramatic sentiment reversal, with the PCR plunging from 1.094 back down to 0.707. Call writers aggressively flooded the 73,000 strike (Highest Call Addition), stranding Max Pain at 73,200, while put support fell deeply to 68,000. Actionable Feedback: Upside momentum is completely neutralized. Sell any pre-expiry pullback toward 72,950–73,100 with a strict stop-loss placed above 73,250, targeting an orderly decline toward 72,200 and the 72,000 psychological mark.
Q: Why did NIFTY and BANKNIFTY futures experience a massive short build-up right before expiry?
A: This indicates high-conviction institutional distribution. As rollover rates surged past 60% (NIFTY at 63%, BANKNIFTY at 66%), institutional desks aggressively liquidated front-month September longs. Instead of rolling long positions forward, smart money deployed massive capital into October “Fresh Shorts” (+29.98% OI in NIFTY, +25.43% OI in BANKNIFTY), signaling structural weakness carrying into the new series.
Q: What does the collapse in the NIFTY Put-Call Ratio (PCR) down to 0.600 mean for expiry day?
A: A violent drop in the PCR from 0.925 down to 0.600 shows complete surrender by put writers. Utilizing our Open Interest Volume Analysis, we see option sellers abandoned their near-the-money put defenses and retreated deep down to 22,600. When PCR hits extreme oversold levels while call writers heavily dominate, it confirms a negative gamma regime where any intraday bounce will face aggressive institutional selling.
Q: Why did MIDCPNIFTY front-month futures slip into a steep -13.75 point discount?
A: This deep discount was caused by panic-driven long liquidation. September MIDCPNIFTY futures saw a catastrophic -34.59% drop in Open Interest as trapped buyers rushed for the exit ahead of settlement. When aggressive front-month dumping outpaces underlying spot declines, the futures price collapses below the spot price, triggering a discount and confirming the end of the recent midcap accumulation cycle.
Q: Where are the key expiry-day resistance levels for NIFTY and BANKNIFTY?
A: Heavy call writing has established ironclad overhead ceilings for both indices:NIFTY: The 23,000 strike is the absolute supply wall, simultaneously holding the Maximum Call Open Interest and the Highest Call Addition. BANKNIFTY: Call writers have fiercely defended 55,000 as the highest addition node, pulling Max Pain down to 55,500.
Q: With rollover rates crossing 60% in a falling market, what is the outlook for the October series?
A: High rollover rates in a declining tape mean bears are confidently carrying their short exposure forward. Because the rollovers into October were overwhelmingly dominated by Fresh Shorts on expanding volume (such as NIFTY’s 77.9% volume surge), the institutional posture is structurally bearish. Market participants should expect this negative momentum to persist into the beginning of the October series until new put-writing bases are established.
Check Previous Day’s NSE & BSE Indices F&O Analysis
FII / FPI trading activity in Capital Market Segment
NSE Derivatives Raw Data
BSE Derivatives Raw Data
Disclaimer
fnodata.com is a financial blog providing research-based data and analysis. The content creator of the fnodata.com is not a SEBI registered Investment Advisor. The content on this blog is for informational purposes only and should not be considered as investment advice. You are responsible for your own investment decisions. You should consult with a financial advisor or conduct your own research before making any investment decisions.
