|OI||Open Interest||Open interest (futures) is the number of “open” contracts or open interest of derivatives of particular series or expiry in the futures market.|
Open interest in a derivative is the sum of all contracts that have not expired, been exercised or physically delivered.
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|COI||Cummulative Open Interest||COI is sum of Open Interest of all existing valid contracts / series i.e. CURRENT, NEXT and FAR expiry contracts.|
|OI % Chg||Open Interest Percentage Change||Open Interest Percentage Change on closing basis compared to last closing|
|COI % Chg||Cummulative Open Interest Percentage Change||Cummulative Open Interest Percentage Change on closing basis compared to last closing|
|Price Action||Price Action||Derived based on Open Interest and Underlying Closing Price.|
If OI % > 0 and Closing Price > 0, its a Long buidup. Longs getting added.
If OI % > 0 and Closing Price < 0, its a Short buidup. Shorts getting added.
If OI % < 0 and Closing Price > 0, its a Short Covering. Short contracts getting closed.
If OI % > 0 and Closing Price < 0, its a Long Unwinding. Long contracts getting closed.
|PCR||Put to Call Ratio||Put to Call Ratio calculated using Options Open Interest|
|Trd. Qty.||Traded Quantity||Total traded quantity of a stock in cash market|
|Del. Qty.||Total Deliverable Quantity||Total Deliverable Quantity out of total traded quantity.|
|Del. Vol.||Total Delivery Volume||Approximate value of total Deliverable Quantity (Not Traded Quantity). Calculated as multiplication of “Deliverable Quantity” & “Closing Price”|
|Del. Qty. %||Deliverable Quantity Percentage||Percentage of Deliverable Quantity with respect to Total Traded Quantity.|
The higher the Percent of Deliverable Quantity to Traded Quantity the better – it indicates that most buyers are expecting the price of the share to go up.
|Rollover %||Rollover Percentage||Percentage of switching of contracts that is close to expiration to another contract in a further-out month.|
|Prem. / Disc.||Premium / Discount||Difference between Spot & Futures of selected expiry. If Future price is more than spot price, then it is said to be in Premium & vice versa.|
|Prem / Disc %||Premium / Discount %||Premium / Discount percentage. This can be used to find proper arbitrage trade.|
|Spread||Spread||Difference between Future prices of selected expiry and its next expiry series|
|Spread %||Spread %||Spread percentage.|