Oquilia Markets Lab

Market X-Ray, 27 October 2026

Name: Oquilia Market X-Ray, 27 October 2026: end-of-day positions in India's equity derivatives market
Creator: Oquilia Markets Lab

Who is positioned how in India’s futures and options market, read from NSE’s own end-of-day files and explained. Free, every trading evening. This is Tuesday, 27 October 2026.

SONACOMS +8.23% · OI -20.1%BAJAJ-AUTO +2.71% · OI +18.5%KFINTECH +4.15% · OI -17.3%VOLTAS -0.19% · OI +16.3%RADICO +1.61% · OI +12.8%UNITDSPR +2.58% · OI +12.4%HEROMOTOCO +0.27% · OI -12.0%ATHERENERG +6.01% · OI -11.9%INDHOTEL +2.68% · OI -11.8%FORCEMOT +3.66% · OI -10.6%PAYTM -3.39% · OI +10.5%KAYNES +0.17% · OI -10.2%KOTAKBANK +0.13% · OI +9.4%JUBLFOOD +0.85% · OI -9.3%IREDA -2.41% · OI -9.2%BHARTIARTL +3.24% · OI +9.1%

NSE close · 27 Oct

Updates after 7.15 pm on trading days

Foreign investors were net short 2,21,057 index futures contracts, against 2,77,105 short on 26 Oct.
Of 213 F&O stocks, 20 saw long unwinding, 37 short build-up, 59 short covering and 52 long build-up.
Nifty options expiring 3 Nov: put-call ratio 1.01; the most call open interest is at 23,500 and the most put open interest at 20,050.
1 stock is in the F&O ban: SAIL.

Positioning

Who is positioned how

Index futures held by each kind of trader at the close, in contracts: long minus short. The line is the last 20 sessions.

Foreign investors (FII)

net index futures; +56,048 on the day

12% long88% short

Index options, net: calls −2,93,075, puts +5,67,926

Domestic institutions (DII)

net index futures; −1,132 on the day

85% long15% short

Index options, net: calls +2,738, puts +1,02,061

Brokers' own trading (Pro)

net index futures; −41,760 on the day

40% long60% short

Index options, net: calls +1,05,605, puts −41,089

Clients (retail and others)

net index futures; −13,156 on the day

81% long19% short

Index options, net: calls +1,84,733, puts −6,28,899

Build-up

Every F&O stock, at a glance

Each tile is a stock's futures: the price change on the day and the change in open interest across all expiries. Together they say whether positions were being opened or closed. Tap a colour to filter, a tile for its numbers.

Find a stockOrder by

213/213 stocks

Tap a tile for its numbers.

Options

Where the option positions are

NIFTYexpiry 3 Nov · close 22,750Puts to the left, calls to the rightput-call ratio

23,350
23,300
23,250
23,200
23,150
23,100
23,050
23,000
22,950
22,900
22,850
22,800
22,750
22,700
22,650
22,600
22,550
22,500
22,450
22,400
22,350
22,300
22,250
22,200
22,150

Most call open interest: 23,500 (65,97,955). Most put open interest: 20,050 (56,10,865). Boxed: the strike nearest the close.

BANKNIFTYexpiry 23 Nov · close 53,975Puts to the left, calls to the rightput-call ratio

55,200
55,100
55,000
54,900
54,800
54,700
54,600
54,500
54,400
54,300
54,200
54,100
54,000
53,900
53,800
53,700
53,600
53,500
53,400
53,300
53,200
53,100
53,000
52,900
52,800

Most call open interest: 57,000 (16,49,610). Most put open interest: 55,000 (9,87,150). Boxed: the strike nearest the close.

Position limits

Close to the F&O ban

Open interest as a share of each stock’s market-wide position limit. Above 95% NSE bans fresh positions; the ban lifts when it falls below 80%.

MANAPPURAM89.0%
SAILIn ban
LICHSGFIN83.6%
BANDHANBNK82.3%
INOXWIND81.5%
IDEA78.3%
APLAPOLLO76.1%
CROMPTON75.4%
LICI73.0%
NMDC70.8%
AMBUJACEM70.0%
PATANJALI67.4%
KAYNES67.0%
CANBK66.2%
GLENMARK63.0%

Delivery

Where buyers took delivery

F&O stocks with the highest share of shares traded that were taken into demat accounts rather than squared off the same day (turnover above Rs 100 crore).

Stock	Delivery	Price	Rs cr
ONGC	82.0%	+0.62%	484
GAIL	72.3%	-1.55%	206
BHARTIARTL	72.2%	+3.20%	2,558
VEDL	72.0%	-0.84%	327
HCLTECH	71.5%	+0.21%	643
IOC	71.4%	+0.69%	256
INDHOTEL	70.8%	+2.18%	738
NATIONALUM	70.8%	-1.34%	311
UNITDSPR	69.4%	+2.50%	348
HINDPETRO	69.2%	+3.07%	293
UNOMINDA	67.9%	+1.47%	111
BOSCHLTD	66.3%	+1.56%	122
HINDZINC	65.3%	-0.91%	279
TORNTPHARM	65.3%	+1.65%	147
POLYCAB	65.1%	-0.27%	270

How to read the X-Ray

Long build-up: price up, open interest up. New positions are being opened by buyers.
Short build-up: price down, open interest up. New positions are being opened by sellers.
Short covering: price up, open interest down. Sellers are closing positions.
Long unwinding: price down, open interest down. Buyers are closing positions.
Put-call ratio: open interest in puts divided by open interest in calls, across every strike of the expiry.
Participants: NSE splits open interest four ways: foreign portfolio investors (FII), domestic institutions such as mutual funds and insurers (DII), brokers trading on their own account (Pro), and everyone else (clients, mostly individuals).

Where the numbers come from

Every figure on this page is calculated from NSE’s public archive files for the session, published each evening: NSE participant-wise open interest, NSE F&O bhavcopy, NSE combined open interest and MWPL, NSE equity bhavcopy with delivery. The X-Ray updates after 7.15 pm on trading days.

What this is not

It is a reading of the exchange’s data, not advice: Oquilia is not a SEBI-registered adviser and says nothing here about what anyone should buy or sell. Positions change through the day and these are the closing figures. SEBI’s own studies found that most individual traders in equity derivatives lose money; see what a trade really costs in the True Cost Calculator.