I am trying to understand the below data found at
Question: How to calculcate the net buy/sell? Also is it possible to calulcate the net profit
by combining all option writer? Does max-pain gives value 10/20K Crores(2Billion dollars) is real value?
Please point me to correct threads to understand this.
For example for the below data net position is
FII Data on 31st May 2019
Index Futures: -404.59 Crs
Index Options: 2693.02 Crs ====> How this value is reached? Is it true that FII baught options
worth 2692Cr or its notional value? Or the actual value of option baught would be 2692/(12000 nifty strike) = in Lakhs only?
Stock Futures: 2430.99 Crs
Stock Options: 51.23 Crs
FII DERIVATIVES STATISTICS FOR 31-May-2019
BUY SELL OPEN INTEREST AT THE END OF THE DAY
No. of contracts Amt in Crores No. of contracts Amt in Crores No. of contracts Amt in Crores
INDEX FUTURES 54236 4201.63 58620 4606.22 219716 18431.43
INDEX OPTIONS 2511240 182864.25 2478494 180171.24 588958 49601.79
STOCK FUTURES 306873 18667.22 273387 16236.23 1418534 86203.16
STOCK OPTIONS 86341 5339.81 85443 5288.58 47820 2964.94
Both buy and sell positions have been considered
Options Value (Buy/Sell) = Strike price * Qty
Futures Value (Buy/Sell) = Traded Price * Qty
Value & Open Interest at the end of day:
Options Value (End of day) = Underlying Close Price * Qty
Futures Value (End of day) = Closing Futures Price * Qty (closing price is the daily settlement price of futures contracts)