⚡ NSE Futures & Options (F&O) Derivatives Hub
🔒 Session Closed
Derivatives Sentiment & Sizing
Futures & Options (F&O) Terminal
Real-time Put-Call Ratios (PCR), Max Pain strikes, India VIX regime volatility gauge, official NSE contract lot sizes, and options strategy playbooks.
NIFTY 50 Spot & PCR
PCR 1.08
₹23,346.40
ATM Strike: 23,350
• Max Pain: 23,300
BANK NIFTY Spot & PCR
PCR 0.94
₹56,358.70
ATM Strike: 56,400
• Max Pain: 56,400
India VIX Volatility
LOW VOL
13.42
Favorable for Option Sellers & Mean Reversion
Primary Lot Sizes
NSE Regulated
NIFTY: 25 / BNF: 15
FINNIFTY: 25 • MIDCP: 50
🎯 Open Interest (OI) Buildup Radar
Institutional Footprints
Long Buildup
Aggressive Bullish
▲ Rising Price • ▲ Rising OI
Buyers adding fresh long positions with high volume support.
Short Covering
Relief Rally (Shorts Trapped)
▲ Rising Price • ▼ Falling OI
Sellers exiting short positions, triggering short-squeeze upside.
Short Buildup
Aggressive Bearish
▼ Falling Price • ▲ Rising OI
Sellers writing calls and building fresh short futures contracts.
Long Unwinding
Weakening Bulls
▼ Falling Price • ▼ Falling OI
Long position holders closing positions and taking profits/losses.
📋 NSE F&O Contract Lot Sizes
Exchange Standard| Contract | Lot Size | Tick Size | Expiry Day |
|---|---|---|---|
|
NIFTY
NIFTY 50 Index
|
25 shares | ₹0.05 | Weekly (Thursday) |
|
BANKNIFTY
Bank NIFTY Index
|
15 shares | ₹0.05 | Weekly (Wednesday) |
|
FINNIFTY
NIFTY Financial Services
|
25 shares | ₹0.05 | Weekly (Tuesday) |
|
MIDCPNIFTY
NIFTY Midcap Select
|
50 shares | ₹0.05 | Weekly (Monday) |
|
RELIANCE
Reliance Industries Ltd
|
250 shares | ₹0.05 | Monthly (Last Thursday) |
|
TCS
Tata Consultancy Services
|
175 shares | ₹0.05 | Monthly (Last Thursday) |
|
HDFCBANK
HDFC Bank Ltd
|
550 shares | ₹0.05 | Monthly (Last Thursday) |
|
INFY
Infosys Ltd
|
400 shares | ₹0.05 | Monthly (Last Thursday) |
|
TATAMOTORS
Tata Motors Ltd
|
700 shares | ₹0.05 | Monthly (Last Thursday) |
|
ICICIBANK
ICICI Bank Ltd
|
700 shares | ₹0.05 | Monthly (Last Thursday) |
🛡️ Quantitative Option Strategies Playbook
Risk-defined structures to navigate different market regimes without taking naked directional risk.
Bull Call Spread
Moderately Bullish
Legs: Buy ATM Call + Sell OTM Call
Max Profit:
Capped (Strike Spread - Net Debit)
Max Risk:
Capped (Net Debit Paid)
Theta: Low Decay Risk
Bear Put Spread
Moderately Bearish
Legs: Buy ATM Put + Sell OTM Put
Max Profit:
Capped (Strike Spread - Net Debit)
Max Risk:
Capped (Net Debit Paid)
Theta: Low Decay Risk
Iron Condor
Neutral / Rangebound
Legs: Sell OTM Put Spread + Sell OTM Call Spread
Max Profit:
Net Credit Received
Max Risk:
Capped (Wing Width - Net Credit)
Theta: High Positive Theta (Decay in your favor)
Short Straddle
Zero Volatility / Rangebound
Legs: Sell ATM Call + Sell ATM Put
Max Profit:
Total Premium Collected
Max Risk:
Unlimited (Requires Hard Stop Loss)
Theta: Maximum Theta Decay