| Acronym | Term | Meaning |
|---|---|---|
| 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. More at wikipedia>> |
| 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. |