FII/DII Activity Today
FII, DII, Pro & Client Activity
Overall Positioning
Overall positioning reads bearish. The biggest move was DII, whose score shifted -82 points from the previous session.
FII, Pro, DII and Client are weighted equally, with Client’s sign reversed because it tested negative against NIFTY on both horizons. Cash market flows are shown above but kept out of the blend until that series has a year of history to be measured against.
Overall score against NIFTY, last 250 sessions
How this is calculated, and what it is worth
Scores come from 782 sessions of NSE participant open interest. Each session is scored using only the sessions before it, so the history chart shows the score that could actually have been computed that evening rather than one informed by hindsight.
| Label | Sessions | Next 5 | Up | Next 20 | Up |
|---|---|---|---|---|---|
| Strongly Bearish | 6 | too few sessions to report | |||
| Bearish | 138 | -0.48% | 39% | -1.22% | 47% |
| Neutral | 173 | +0.20% | 49% | +0.57% | 64% |
| Bullish | 67 | +0.58% | 58% | +1.55% | 73% |
| Strongly Bullish | 7 | too few sessions to report | |||
| All scored sessions | 391 | baseline | +0.11% | 59% | |
Read the sample size before the result. Forward windows overlap, so those 391 scored sessions contain only about 19 independent 20-session observations. Two of the five buckets hold fewer than ten sessions each and are not reported at all. A correlation of +0.337 is weak on any reading.
- How is this score built?
- Three readings are taken from the participant’s open interest: the share of the index futures book held long, the share of the stock futures book held long, and an options reading that sets long calls and short puts against short calls and long puts. Each is converted to a percentile against that same participant’s own prior history, the three are averaged, and the average is ranked against its own past. The result runs from −100 to +100.
- Why a percentile instead of the raw number?
- Because the raw number is not comparable to anything. Foreign institutions are almost always net short index futures, so "10% net long" is not bearish for them in the way it would be for a domestic fund. A percentile answers the only question the data can support: how unusual is this position by this participant’s own standards.
- Does a bullish score mean the market will rise?
- Measured on 391 scored sessions between 11 Feb 2025 and 13 Oct 2026, the overall score has a correlation of +0.337 with NIFTY’s next 20 sessions. That is a weak relationship, but the buckets do fall in the right order: sessions labelled bearish averaged -1.22% over the following 20 sessions and rose 47% of the time, against +1.55% and 73% for bullish ones, with a baseline across all scored sessions of +0.11% and 59%. The caution matters more than the result. Forward windows overlap, so those 391 days hold only about 19 independent 20-session observations, and the two extreme buckets contain 6 and 7 days, which is too few to report. Treat this as context for what participants are doing, not as a forecast.
- What are the limits of this data?
- Open interest records positions, not intentions. A large short position may be a hedge against shares held elsewhere, one leg of an arbitrage, or part of a spread, and none of those are distinguishable here from a directional bet. The figures are also published after the close, so they describe a session that has already finished.
Published for education only. This describes positions that NSE has already reported; it is not a recommendation to buy, sell or hold anything, and EquityTimer is not a SEBI-registered adviser or research analyst.
| Participant | Segment | Net | Change | Position & Daily Change |
|---|---|---|---|---|
| FII | Index Futures | -2.21L | +56,048 | |
| Stock Futures | 8.64L | -16,644 | ||
| Index Options | -8.61L | -1.13L | ||
| Call Options | -2.93L | -46,424 | ||
| Put Options | 5.68L | +66,212 | ||
| Stocks (Cash) | +4,240 Cr | – | ||
| Pro | Index Futures | -12,749 | -41,760 | |
| Stock Futures | 4.21L | +46,837 | ||
| Index Options | 1.47L | +68,302 | ||
| Call Options | 1.06L | +51,623 | ||
| Put Options | -41,089 | -16,679 | ||
| Client | Index Futures | 1.94L | -13,156 | |
| Stock Futures | 30.34L | -51,763 | ||
| Index Options | 8.14L | +41,745 | ||
| Call Options | 1.85L | +469 | ||
| Put Options | -6.29L | -41,276 | ||
| DII | Index Futures | 39,380 | -1,132 | |
| Stock Futures | -43.2L | +21,570 | ||
| Index Options | -99,323 | +2,591 | ||
| Call Options | 2,738 | -5,667 | ||
| Put Options | 1.02L | -8,258 | ||
| Stocks (Cash) | -1,250 Cr | – |
How to read this table
- Long Build-up
- Net long position increased.
- Long Unwinding
- Net long position reduced.
- Short Build-up
- Net short position increased.
- Short Covering
- Net short position reduced.
Each row shows two things. The first line is the standing position — what the participant holds after the session. The second line is what changed during the session. A participant can hold a large net long position and still reduce it slightly on the day.
The bar shows the standing position only. Its colour marks net long (green) or net short (red), and its length compares the size of that position with how large this participant’s position in this segment normally is, measured over the past year. Each row is therefore scaled against its own history rather than against other rows. The day’s movement is carried by the Change column and the second line of text, where Large and Moderate describe the size of that move.
Option rows are shown in neutral grey and name the instrument (“Long Puts”, “Short Calls”). Holding puts and holding futures point in opposite market directions, so a single green-or-red cue across both would be misleading. The Index Options row is the call side minus the put side, which is why it is described as a tilt rather than as a position.
Method. These labels are derived from each participant’s own long and short contract counts as published by NSE. They are not the price-and-open-interest method used to read individual stocks, and the two can point different ways on the same day.
FII F&O Sentiment
FII positioning in index futures, index options and stock futures currently reads bearish against FII’s own history.
| Component | Reading | Percentile | 1‑day | 5‑day | Score |
|---|---|---|---|---|---|
| Index futures Share of the index futures book held long. | 11.7% | 22th | -0.9 pp | +1.3 pp | -56 |
| Index options Long calls and short puts against short calls and long puts. | -38.2% | 1th | -21.2 pp | -8.8 pp | -98 |
| Stock futures Share of the stock futures book held long. | 57.1% | 36th | +0.3 pp | +1.4 pp | -28 |
FII sentiment score, last 250 sessions
Drag the chart or either axis to move through it. The score is plotted on −100 to +100; NIFTY has its own hidden scale and is there only to show whether a position was built into a rising or falling market.
How this is calculated, and what it is worth
Scores come from 782 sessions of NSE participant open interest. Each session is scored using only the sessions before it, so the history chart shows the score that could actually have been computed that evening rather than one informed by hindsight.
| Label | Sessions | Next 5 | Up | Next 20 | Up |
|---|---|---|---|---|---|
| Strongly Bearish | 6 | too few sessions to report | |||
| Bearish | 138 | -0.48% | 39% | -1.22% | 47% |
| Neutral | 173 | +0.20% | 49% | +0.57% | 64% |
| Bullish | 67 | +0.58% | 58% | +1.55% | 73% |
| Strongly Bullish | 7 | too few sessions to report | |||
| All scored sessions | 391 | baseline | +0.11% | 59% | |
Read the sample size before the result. Forward windows overlap, so those 391 scored sessions contain only about 19 independent 20-session observations. Two of the five buckets hold fewer than ten sessions each and are not reported at all. A correlation of +0.337 is weak on any reading.
- How is this score built?
- Three readings are taken from the participant’s open interest: the share of the index futures book held long, the share of the stock futures book held long, and an options reading that sets long calls and short puts against short calls and long puts. Each is converted to a percentile against that same participant’s own prior history, the three are averaged, and the average is ranked against its own past. The result runs from −100 to +100.
- Why a percentile instead of the raw number?
- Because the raw number is not comparable to anything. Foreign institutions are almost always net short index futures, so "10% net long" is not bearish for them in the way it would be for a domestic fund. A percentile answers the only question the data can support: how unusual is this position by this participant’s own standards.
- Does a bullish score mean the market will rise?
- Measured on 391 scored sessions between 11 Feb 2025 and 13 Oct 2026, the overall score has a correlation of +0.337 with NIFTY’s next 20 sessions. That is a weak relationship, but the buckets do fall in the right order: sessions labelled bearish averaged -1.22% over the following 20 sessions and rose 47% of the time, against +1.55% and 73% for bullish ones, with a baseline across all scored sessions of +0.11% and 59%. The caution matters more than the result. Forward windows overlap, so those 391 days hold only about 19 independent 20-session observations, and the two extreme buckets contain 6 and 7 days, which is too few to report. Treat this as context for what participants are doing, not as a forecast.
- What are the limits of this data?
- Open interest records positions, not intentions. A large short position may be a hedge against shares held elsewhere, one leg of an arbitrage, or part of a spread, and none of those are distinguishable here from a directional bet. The figures are also published after the close, so they describe a session that has already finished.
Published for education only. This describes positions that NSE has already reported; it is not a recommendation to buy, sell or hold anything, and EquityTimer is not a SEBI-registered adviser or research analyst.
Daily change in index options position
Session-by-session change in the net call and net put positions held by FII.
Net index options position held
Standing net call and net put positions at the close of each session.
Daily change in index futures position
How much FII added to or reduced their net index futures position each session.
Net index futures position held
The standing net position at the close of each session, rather than the change.
Pro F&O Sentiment
Pro positioning in index futures, index options and stock futures currently reads bullish against Pro’s own history.
| Component | Reading | Percentile | 1‑day | 5‑day | Score |
|---|---|---|---|---|---|
| Index futures Share of the index futures book held long. | 39.9% | 22th | -22.4 pp | -18.2 pp | -57 |
| Index options Long calls and short puts against short calls and long puts. | 5.7% | 97th | +4.2 pp | +5.9 pp | +94 |
| Stock futures Share of the stock futures book held long. | 69.9% | 55th | +6.7 pp | +6.3 pp | +10 |
Pro sentiment score, last 250 sessions
Drag the chart or either axis to move through it. The score is plotted on −100 to +100; NIFTY has its own hidden scale and is there only to show whether a position was built into a rising or falling market.
How this is calculated, and what it is worth
Scores come from 782 sessions of NSE participant open interest. Each session is scored using only the sessions before it, so the history chart shows the score that could actually have been computed that evening rather than one informed by hindsight.
| Label | Sessions | Next 5 | Up | Next 20 | Up |
|---|---|---|---|---|---|
| Strongly Bearish | 6 | too few sessions to report | |||
| Bearish | 138 | -0.48% | 39% | -1.22% | 47% |
| Neutral | 173 | +0.20% | 49% | +0.57% | 64% |
| Bullish | 67 | +0.58% | 58% | +1.55% | 73% |
| Strongly Bullish | 7 | too few sessions to report | |||
| All scored sessions | 391 | baseline | +0.11% | 59% | |
Read the sample size before the result. Forward windows overlap, so those 391 scored sessions contain only about 19 independent 20-session observations. Two of the five buckets hold fewer than ten sessions each and are not reported at all. A correlation of +0.337 is weak on any reading.
- How is this score built?
- Three readings are taken from the participant’s open interest: the share of the index futures book held long, the share of the stock futures book held long, and an options reading that sets long calls and short puts against short calls and long puts. Each is converted to a percentile against that same participant’s own prior history, the three are averaged, and the average is ranked against its own past. The result runs from −100 to +100.
- Why a percentile instead of the raw number?
- Because the raw number is not comparable to anything. Foreign institutions are almost always net short index futures, so "10% net long" is not bearish for them in the way it would be for a domestic fund. A percentile answers the only question the data can support: how unusual is this position by this participant’s own standards.
- Does a bullish score mean the market will rise?
- Measured on 391 scored sessions between 11 Feb 2025 and 13 Oct 2026, the overall score has a correlation of +0.337 with NIFTY’s next 20 sessions. That is a weak relationship, but the buckets do fall in the right order: sessions labelled bearish averaged -1.22% over the following 20 sessions and rose 47% of the time, against +1.55% and 73% for bullish ones, with a baseline across all scored sessions of +0.11% and 59%. The caution matters more than the result. Forward windows overlap, so those 391 days hold only about 19 independent 20-session observations, and the two extreme buckets contain 6 and 7 days, which is too few to report. Treat this as context for what participants are doing, not as a forecast.
- What are the limits of this data?
- Open interest records positions, not intentions. A large short position may be a hedge against shares held elsewhere, one leg of an arbitrage, or part of a spread, and none of those are distinguishable here from a directional bet. The figures are also published after the close, so they describe a session that has already finished.
Published for education only. This describes positions that NSE has already reported; it is not a recommendation to buy, sell or hold anything, and EquityTimer is not a SEBI-registered adviser or research analyst.
Daily change in index options position
Session-by-session change in the net call and net put positions held by Pro.
Net index options position held
Standing net call and net put positions at the close of each session.
Daily change in index futures position
How much Pro added to or reduced their net index futures position each session.
Net index futures position held
The standing net position at the close of each session, rather than the change.
Client F&O Sentiment
Client positioning in index futures, index options and stock futures currently reads strongly bullish against Client’s own history.
| Component | Reading | Percentile | 1‑day | 5‑day | Score |
|---|---|---|---|---|---|
| Index futures Share of the index futures book held long. | 81.4% | 95th | +1.8 pp | -3.3 pp | +90 |
| Index options Long calls and short puts against short calls and long puts. | 10.7% | 97th | +6.0 pp | +1.1 pp | +94 |
| Stock futures Share of the stock futures book held long. | 94.7% | 99th | +1.9 pp | +2.7 pp | +97 |
Client sentiment score, last 250 sessions
Drag the chart or either axis to move through it. The score is plotted on −100 to +100; NIFTY has its own hidden scale and is there only to show whether a position was built into a rising or falling market.
How this is calculated, and what it is worth
Scores come from 782 sessions of NSE participant open interest. Each session is scored using only the sessions before it, so the history chart shows the score that could actually have been computed that evening rather than one informed by hindsight.
| Label | Sessions | Next 5 | Up | Next 20 | Up |
|---|---|---|---|---|---|
| Strongly Bearish | 6 | too few sessions to report | |||
| Bearish | 138 | -0.48% | 39% | -1.22% | 47% |
| Neutral | 173 | +0.20% | 49% | +0.57% | 64% |
| Bullish | 67 | +0.58% | 58% | +1.55% | 73% |
| Strongly Bullish | 7 | too few sessions to report | |||
| All scored sessions | 391 | baseline | +0.11% | 59% | |
Read the sample size before the result. Forward windows overlap, so those 391 scored sessions contain only about 19 independent 20-session observations. Two of the five buckets hold fewer than ten sessions each and are not reported at all. A correlation of +0.337 is weak on any reading.
- How is this score built?
- Three readings are taken from the participant’s open interest: the share of the index futures book held long, the share of the stock futures book held long, and an options reading that sets long calls and short puts against short calls and long puts. Each is converted to a percentile against that same participant’s own prior history, the three are averaged, and the average is ranked against its own past. The result runs from −100 to +100.
- Why a percentile instead of the raw number?
- Because the raw number is not comparable to anything. Foreign institutions are almost always net short index futures, so "10% net long" is not bearish for them in the way it would be for a domestic fund. A percentile answers the only question the data can support: how unusual is this position by this participant’s own standards.
- Does a bullish score mean the market will rise?
- Measured on 391 scored sessions between 11 Feb 2025 and 13 Oct 2026, the overall score has a correlation of +0.337 with NIFTY’s next 20 sessions. That is a weak relationship, but the buckets do fall in the right order: sessions labelled bearish averaged -1.22% over the following 20 sessions and rose 47% of the time, against +1.55% and 73% for bullish ones, with a baseline across all scored sessions of +0.11% and 59%. The caution matters more than the result. Forward windows overlap, so those 391 days hold only about 19 independent 20-session observations, and the two extreme buckets contain 6 and 7 days, which is too few to report. Treat this as context for what participants are doing, not as a forecast.
- What are the limits of this data?
- Open interest records positions, not intentions. A large short position may be a hedge against shares held elsewhere, one leg of an arbitrage, or part of a spread, and none of those are distinguishable here from a directional bet. The figures are also published after the close, so they describe a session that has already finished.
Published for education only. This describes positions that NSE has already reported; it is not a recommendation to buy, sell or hold anything, and EquityTimer is not a SEBI-registered adviser or research analyst.
Daily change in index options position
Session-by-session change in the net call and net put positions held by Client.
Net index options position held
Standing net call and net put positions at the close of each session.
Daily change in index futures position
How much Client added to or reduced their net index futures position each session.
Net index futures position held
The standing net position at the close of each session, rather than the change.
DII F&O Sentiment
DII positioning in index futures, index options and stock futures currently reads bearish against DII’s own history.
| Component | Reading | Percentile | 1‑day | 5‑day | Score |
|---|---|---|---|---|---|
| Index futures Share of the index futures book held long. | 85.0% | 96th | +0.6 pp | +7.2 pp | +92 |
| Index options Long calls and short puts against short calls and long puts. | -94.8% | 61th | -11.8 pp | -13.2 pp | +22 |
| Stock futures Share of the stock futures book held long. | 5.5% | 65th | -2.3 pp | -1.8 pp | +30 |
DII sentiment score, last 250 sessions
Drag the chart or either axis to move through it. The score is plotted on −100 to +100; NIFTY has its own hidden scale and is there only to show whether a position was built into a rising or falling market.
How this is calculated, and what it is worth
Scores come from 782 sessions of NSE participant open interest. Each session is scored using only the sessions before it, so the history chart shows the score that could actually have been computed that evening rather than one informed by hindsight.
| Label | Sessions | Next 5 | Up | Next 20 | Up |
|---|---|---|---|---|---|
| Strongly Bearish | 6 | too few sessions to report | |||
| Bearish | 138 | -0.48% | 39% | -1.22% | 47% |
| Neutral | 173 | +0.20% | 49% | +0.57% | 64% |
| Bullish | 67 | +0.58% | 58% | +1.55% | 73% |
| Strongly Bullish | 7 | too few sessions to report | |||
| All scored sessions | 391 | baseline | +0.11% | 59% | |
Read the sample size before the result. Forward windows overlap, so those 391 scored sessions contain only about 19 independent 20-session observations. Two of the five buckets hold fewer than ten sessions each and are not reported at all. A correlation of +0.337 is weak on any reading.
- How is this score built?
- Three readings are taken from the participant’s open interest: the share of the index futures book held long, the share of the stock futures book held long, and an options reading that sets long calls and short puts against short calls and long puts. Each is converted to a percentile against that same participant’s own prior history, the three are averaged, and the average is ranked against its own past. The result runs from −100 to +100.
- Why a percentile instead of the raw number?
- Because the raw number is not comparable to anything. Foreign institutions are almost always net short index futures, so "10% net long" is not bearish for them in the way it would be for a domestic fund. A percentile answers the only question the data can support: how unusual is this position by this participant’s own standards.
- Does a bullish score mean the market will rise?
- Measured on 391 scored sessions between 11 Feb 2025 and 13 Oct 2026, the overall score has a correlation of +0.337 with NIFTY’s next 20 sessions. That is a weak relationship, but the buckets do fall in the right order: sessions labelled bearish averaged -1.22% over the following 20 sessions and rose 47% of the time, against +1.55% and 73% for bullish ones, with a baseline across all scored sessions of +0.11% and 59%. The caution matters more than the result. Forward windows overlap, so those 391 days hold only about 19 independent 20-session observations, and the two extreme buckets contain 6 and 7 days, which is too few to report. Treat this as context for what participants are doing, not as a forecast.
- What are the limits of this data?
- Open interest records positions, not intentions. A large short position may be a hedge against shares held elsewhere, one leg of an arbitrage, or part of a spread, and none of those are distinguishable here from a directional bet. The figures are also published after the close, so they describe a session that has already finished.
Published for education only. This describes positions that NSE has already reported; it is not a recommendation to buy, sell or hold anything, and EquityTimer is not a SEBI-registered adviser or research analyst.
Daily change in index options position
Session-by-session change in the net call and net put positions held by DII.
Net index options position held
Standing net call and net put positions at the close of each session.
Daily change in index futures position
How much DII added to or reduced their net index futures position each session.
Net index futures position held
The standing net position at the close of each session, rather than the change.
How to read these charts
Change charts versus position charts. The first two charts show what changed during each session. The last two show the position held at the close. A participant can be adding to a position that is still net short overall, so the two views regularly point in different directions.
Above and below the line. Bars above the centre line are net long or an increase; bars below are net short or a reduction. Each chart is scaled to its own largest bar, so heights can be compared within a chart but not between charts.
The NIFTY line has its own scale. It is fitted to the chart area independently of the contract counts on the left axis, so it shows whether a position was built into a rising or falling market rather than a value that can be read off that axis.
Long & short OI change. The toggle above each change chart adds the two legs behind every net figure to the tooltip. A net fall can mean shorts were written or longs were closed, and those are different events.
Puts read in the opposite direction to futures. A rising net put position is a downside-hedged stance, whereas a rising net futures position is not. The call and put series are shown separately for this reason rather than combined into a single options figure.
FII & DII Cash Market Activity
February 2025Cash Market Sentiment
This series cannot be scored yet, and that is a limitation of the data rather than a bug. NSE publishes no archive for cash-market FII/DII, so it can only be recorded forward from the day capture began — 49 sessions so far. A percentile against that would be noise. The flows themselves are shown below and the score appears once 60 sessions exist.
| Flow | Today | 5‑day | 20‑day | Percentile |
|---|---|---|---|---|
| FII net | +4,240 Cr | +1,229 Cr | -74,170 Cr | – |
| DII net | -1,250 Cr | +9,101 Cr | +83,883 Cr | – |
| Combined | +2,990 Cr | what actually reached the market | ||
How this is calculated, and what it is worth
Scores come from 782 sessions of NSE participant open interest. Each session is scored using only the sessions before it, so the history chart shows the score that could actually have been computed that evening rather than one informed by hindsight.
| Label | Sessions | Next 5 | Up | Next 20 | Up |
|---|---|---|---|---|---|
| Strongly Bearish | 6 | too few sessions to report | |||
| Bearish | 138 | -0.48% | 39% | -1.22% | 47% |
| Neutral | 173 | +0.20% | 49% | +0.57% | 64% |
| Bullish | 67 | +0.58% | 58% | +1.55% | 73% |
| Strongly Bullish | 7 | too few sessions to report | |||
| All scored sessions | 391 | baseline | +0.11% | 59% | |
Read the sample size before the result. Forward windows overlap, so those 391 scored sessions contain only about 19 independent 20-session observations. Two of the five buckets hold fewer than ten sessions each and are not reported at all. A correlation of +0.337 is weak on any reading.
- How is this score built?
- From the net value bought or sold by foreign and domestic institutions in the cash segment, in rupees crore, together with rolling 5-session and 20-session sums. The combined figure matters more than either alone, because it is what actually reaches the market: heavy foreign selling absorbed by domestic buying is a very different session from the same selling left unabsorbed.
- Why a percentile instead of the raw number?
- Because the raw number is not comparable to anything. Foreign institutions are almost always net short index futures, so "10% net long" is not bearish for them in the way it would be for a domestic fund. A percentile answers the only question the data can support: how unusual is this position by this participant’s own standards.
- Why is there often no cash score?
- NSE publishes no archive for cash-market FII/DII activity, so unlike the derivatives data it cannot be backfilled — it only exists from the day this site started recording it. Until 60 sessions have accumulated there is nothing meaningful to take a percentile against, so the score is withheld rather than invented.
- What are the limits of this data?
- Open interest records positions, not intentions. A large short position may be a hedge against shares held elsewhere, one leg of an arbitrage, or part of a spread, and none of those are distinguishable here from a directional bet. The figures are also published after the close, so they describe a session that has already finished.
Published for education only. This describes positions that NSE has already reported; it is not a recommendation to buy, sell or hold anything, and EquityTimer is not a SEBI-registered adviser or research analyst.
No cash market sessions recorded for this month yet.
Participant History
FII positions in index options and index futures, session by session. All figures are contracts. Change is versus the previous session.
| Date | NIFTY | Index Options — change | Index Options — net position | Index Futures | |||
|---|---|---|---|---|---|---|---|
| Call | Put | Call | Put | Change | Net Position | ||
| 28 Feb 2025 | 22,124.70 -1.86% | -19,232 | -17,308 | 63,259 | 2.44L | -15,057 | -1.89L |
| 27 Feb 2025 | 22,545.05 -0.01% | +80,143 | +4,616 | 82,491 | 2.62L | +26,044 | -1.74L |
| 25 Feb 2025 | 22,547.55 -0.03% | -1,341 | -25,355 | 2,348 | 2.57L | +1,312 | -2L |
| 24 Feb 2025 | 22,553.35 -1.06% | -22,747 | +2,922 | 3,689 | 2.82L | -7,999 | -2.01L |
| 21 Feb 2025 | 22,795.90 -0.51% | -10,794 | +16,392 | 26,436 | 2.79L | -687 | -1.93L |
| 20 Feb 2025 | 22,913.15 -0.09% | -21,596 | -4,966 | 37,230 | 2.63L | -6,671 | -1.92L |
| 19 Feb 2025 | 22,932.90 -0.05% | +12,426 | -4,886 | 58,826 | 2.68L | +1,799 | -1.86L |
| 18 Feb 2025 | 22,945.30 -0.06% | -2,912 | +13,720 | 46,400 | 2.73L | -1,632 | -1.87L |
| 17 Feb 2025 | 22,959.50 +0.13% | -4,765 | -2,478 | 49,312 | 2.59L | +3,639 | -1.86L |
| 14 Feb 2025 | 22,929.25 -0.44% | +4,393 | +44,084 | 54,077 | 2.62L | -5,750 | -1.89L |
| 13 Feb 2025 | 23,031.40 -0.06% | +11,540 | +19,477 | 49,684 | 2.18L | +3,232 | -1.84L |
| 12 Feb 2025 | 23,045.25 -0.12% | -13,078 | -15,000 | 38,144 | 1.98L | -2,373 | -1.87L |
| 11 Feb 2025 | 23,071.80 -1.32% | +1,881 | +18,013 | 51,222 | 2.13L | -10,962 | -1.84L |
| 10 Feb 2025 | 23,381.60 -0.76% | +12,034 | +23,184 | 49,341 | 1.95L | -11,018 | -1.73L |
| 07 Feb 2025 | 23,559.95 -0.18% | +21,291 | +19,664 | 37,307 | 1.72L | -6,333 | -1.62L |
| 06 Feb 2025 | 23,603.35 -0.39% | +1.56L | +2.55L | 16,016 | 1.52L | -6,787 | -1.56L |
| 05 Feb 2025 | 23,696.30 -0.18% | -51,658 | -54,992 | -1.4L | -1.03L | +4,056 | -1.49L |
| 04 Feb 2025 | 23,739.25 +1.62% | +96,729 | -35,960 | -88,603 | -47,992 | +30,713 | -1.53L |
| 03 Feb 2025 | 23,361.05 -0.52% | -85,671 | -43,011 | -1.85L | -12,032 | -9,865 | -1.84L |
| 01 Feb 2025 | 23,482.15 -0.11% | -5,311 | +5,269 | -99,661 | 30,979 | -10 | -1.74L |
| 31 Jan 2025 | 23,508.40 +1.11% | -1.1L | -1.04L | -94,350 | 25,710 | -1,233 | -1.74L |
| 30 Jan 2025 | 23,249.50 +0.37% | -5.89L | -2.29L | 15,174 | 1.3L | +51,181 | -1.73L |
| 29 Jan 2025 | 23,163.10 | +2.17L | +1.91L | 6.04L | 3.59L | +12,496 | -2.24L |
Pro positions in index options and index futures, session by session. All figures are contracts. Change is versus the previous session.
| Date | NIFTY | Index Options — change | Index Options — net position | Index Futures | |||
|---|---|---|---|---|---|---|---|
| Call | Put | Call | Put | Change | Net Position | ||
| 28 Feb 2025 | 22,124.70 -1.86% | -1,585 | +59,005 | 46,212 | 1.35L | -7,043 | 3,711 |
| 27 Feb 2025 | 22,545.05 -0.01% | +1.6L | +96,746 | 47,797 | 76,395 | -14,463 | 10,754 |
| 25 Feb 2025 | 22,547.55 -0.03% | +8,122 | -70,666 | -1.12L | -20,351 | +2,357 | 25,217 |
| 24 Feb 2025 | 22,553.35 -1.06% | -1.02L | -70,834 | -1.21L | 50,315 | -2,306 | 22,860 |
| 21 Feb 2025 | 22,795.90 -0.51% | +10,218 | +57,781 | -18,675 | 1.21L | +9,622 | 25,166 |
| 20 Feb 2025 | 22,913.15 -0.09% | -7,961 | +49,620 | -28,893 | 63,368 | -631 | 15,544 |
| 19 Feb 2025 | 22,932.90 -0.05% | -68,736 | -73,134 | -20,932 | 13,748 | -7,805 | 16,175 |
| 18 Feb 2025 | 22,945.30 -0.06% | -29,208 | +14,642 | 47,804 | 86,882 | +327 | 23,980 |
| 17 Feb 2025 | 22,959.50 +0.13% | +64,641 | -56,887 | 77,012 | 72,240 | -710 | 23,653 |
| 14 Feb 2025 | 22,929.25 -0.44% | +49,377 | +37,374 | 12,371 | 1.29L | +6,297 | 24,363 |
| 13 Feb 2025 | 23,031.40 -0.06% | +62,783 | +45,284 | -37,006 | 91,753 | +1,366 | 18,066 |
| 12 Feb 2025 | 23,045.25 -0.12% | -51,501 | -75,578 | -99,789 | 46,469 | -5,532 | 16,700 |
| 11 Feb 2025 | 23,071.80 -1.32% | -85,971 | -7,500 | -48,288 | 1.22L | +5,641 | 22,232 |
| 10 Feb 2025 | 23,381.60 -0.76% | -13,293 | +39,810 | 37,683 | 1.3L | +3,600 | 16,591 |
| 07 Feb 2025 | 23,559.95 -0.18% | +19,663 | +39,675 | 50,976 | 89,737 | +5,420 | 12,991 |
| 06 Feb 2025 | 23,603.35 -0.39% | +72,101 | +1.14L | 31,313 | 50,062 | -27 | 7,571 |
| 05 Feb 2025 | 23,696.30 -0.18% | -69,869 | +56,919 | -40,788 | -63,760 | -2,406 | 7,598 |
| 04 Feb 2025 | 23,739.25 +1.62% | +57,966 | -1.77L | 29,081 | -1.21L | -9,343 | 10,004 |
| 03 Feb 2025 | 23,361.05 -0.52% | +63,474 | +71,811 | -28,885 | 56,508 | +2,695 | 19,347 |
| 01 Feb 2025 | 23,482.15 -0.11% | -59,795 | -26,003 | -92,359 | -15,303 | -937 | 16,652 |
| 31 Jan 2025 | 23,508.40 +1.11% | -31,526 | -28,666 | -32,564 | 10,700 | +12,643 | 17,589 |
| 30 Jan 2025 | 23,249.50 +0.37% | -3.48L | -3,649 | -1,038 | 39,366 | +48,059 | 4,946 |
| 29 Jan 2025 | 23,163.10 | +52,188 | -46,139 | 3.47L | 43,015 | -3,301 | -43,113 |
Client positions in index options and index futures, session by session. All figures are contracts. Change is versus the previous session.
| Date | NIFTY | Index Options — change | Index Options — net position | Index Futures | |||
|---|---|---|---|---|---|---|---|
| Call | Put | Call | Put | Change | Net Position | ||
| 28 Feb 2025 | 22,124.70 -1.86% | +20,817 | -44,862 | -1.1L | -3.94L | +9,039 | 1.45L |
| 27 Feb 2025 | 22,545.05 -0.01% | -2.4L | -1.01L | -1.3L | -3.49L | -12,485 | 1.36L |
| 25 Feb 2025 | 22,547.55 -0.03% | -6,781 | +98,020 | 1.1L | -2.48L | +55 | 1.49L |
| 24 Feb 2025 | 22,553.35 -1.06% | +1.25L | +69,911 | 1.17L | -3.46L | +9,828 | 1.49L |
| 21 Feb 2025 | 22,795.90 -0.51% | +576 | -74,173 | -7,831 | -4.16L | -7,919 | 1.39L |
| 20 Feb 2025 | 22,913.15 -0.09% | +29,557 | -44,654 | -8,407 | -3.41L | +2,904 | 1.47L |
| 19 Feb 2025 | 22,932.90 -0.05% | +56,310 | +78,020 | -37,964 | -2.97L | +1,291 | 1.44L |
| 18 Feb 2025 | 22,945.30 -0.06% | +32,120 | -28,361 | -94,274 | -3.75L | +1,874 | 1.43L |
| 17 Feb 2025 | 22,959.50 +0.13% | -59,876 | +59,364 | -1.26L | -3.46L | -1,860 | 1.41L |
| 14 Feb 2025 | 22,929.25 -0.44% | -53,770 | -81,457 | -66,518 | -4.06L | +3,038 | 1.43L |
| 13 Feb 2025 | 23,031.40 -0.06% | -74,322 | -64,761 | -12,748 | -3.24L | -4,334 | 1.4L |
| 12 Feb 2025 | 23,045.25 -0.12% | +64,578 | +89,842 | 61,574 | -2.6L | -2,563 | 1.44L |
| 11 Feb 2025 | 23,071.80 -1.32% | +84,090 | -10,140 | -3,004 | -3.49L | +1,280 | 1.46L |
| 10 Feb 2025 | 23,381.60 -0.76% | +1,259 | -61,395 | -87,094 | -3.39L | +6,387 | 1.45L |
| 07 Feb 2025 | 23,559.95 -0.18% | -40,954 | -53,946 | -88,353 | -2.78L | -1,050 | 1.39L |
| 06 Feb 2025 | 23,603.35 -0.39% | -2.27L | -3.59L | -47,399 | -2.24L | +6,895 | 1.4L |
| 05 Feb 2025 | 23,696.30 -0.18% | +1.22L | -1,927 | 1.79L | 1.35L | -1,546 | 1.33L |
| 04 Feb 2025 | 23,739.25 +1.62% | -1.55L | +2.13L | 57,602 | 1.37L | -11,238 | 1.34L |
| 03 Feb 2025 | 23,361.05 -0.52% | +22,197 | -28,801 | 2.12L | -76,166 | +3,994 | 1.46L |
| 01 Feb 2025 | 23,482.15 -0.11% | +63,256 | +20,734 | 1.9L | -47,365 | +240 | 1.42L |
| 31 Jan 2025 | 23,508.40 +1.11% | +1.41L | +1.29L | 1.27L | -68,099 | -7,788 | 1.41L |
| 30 Jan 2025 | 23,249.50 +0.37% | +9.37L | +3.07L | -14,206 | -1.97L | -80,562 | 1.49L |
| 29 Jan 2025 | 23,163.10 | -2.7L | -1.23L | -9.51L | -5.04L | -26,791 | 2.3L |
DII positions in index options and index futures, session by session. All figures are contracts. Change is versus the previous session.
| Date | NIFTY | Index Options — change | Index Options — net position | Index Futures | |||
|---|---|---|---|---|---|---|---|
| Call | Put | Call | Put | Change | Net Position | ||
| 28 Feb 2025 | 22,124.70 -1.86% | 0 | +3,167 | 70 | 13,902 | +13,061 | 39,551 |
| 27 Feb 2025 | 22,545.05 -0.01% | 0 | -249 | 70 | 10,735 | +904 | 26,490 |
| 25 Feb 2025 | 22,547.55 -0.03% | 0 | -2,000 | 70 | 10,984 | -3,724 | 25,586 |
| 24 Feb 2025 | 22,553.35 -1.06% | 0 | -2,000 | 70 | 12,984 | +477 | 29,310 |
| 21 Feb 2025 | 22,795.90 -0.51% | 0 | 0 | 70 | 14,984 | -1,016 | 28,833 |
| 20 Feb 2025 | 22,913.15 -0.09% | 0 | 0 | 70 | 14,984 | +4,398 | 29,849 |
| 19 Feb 2025 | 22,932.90 -0.05% | 0 | 0 | 70 | 14,984 | +4,715 | 25,451 |
| 18 Feb 2025 | 22,945.30 -0.06% | 0 | 0 | 70 | 14,984 | -569 | 20,736 |
| 17 Feb 2025 | 22,959.50 +0.13% | 0 | 0 | 70 | 14,984 | -1,069 | 21,305 |
| 14 Feb 2025 | 22,929.25 -0.44% | 0 | 0 | 70 | 14,984 | -3,585 | 22,374 |
| 13 Feb 2025 | 23,031.40 -0.06% | 0 | 0 | 70 | 14,984 | -264 | 25,959 |
| 12 Feb 2025 | 23,045.25 -0.12% | 0 | +737 | 70 | 14,984 | +10,468 | 26,223 |
| 11 Feb 2025 | 23,071.80 -1.32% | 0 | -372 | 70 | 14,247 | +4,041 | 15,755 |
| 10 Feb 2025 | 23,381.60 -0.76% | 0 | -1,600 | 70 | 14,619 | +1,031 | 11,714 |
| 07 Feb 2025 | 23,559.95 -0.18% | 0 | -5,395 | 70 | 16,219 | +1,963 | 10,683 |
| 06 Feb 2025 | 23,603.35 -0.39% | -1,850 | -10,063 | 70 | 21,614 | -81 | 8,720 |
| 05 Feb 2025 | 23,696.30 -0.18% | 0 | 0 | 1,920 | 31,677 | -104 | 8,801 |
| 04 Feb 2025 | 23,739.25 +1.62% | 0 | -13 | 1,920 | 31,677 | -10,132 | 8,905 |
| 03 Feb 2025 | 23,361.05 -0.52% | 0 | 0 | 1,920 | 31,690 | +3,176 | 19,037 |
| 01 Feb 2025 | 23,482.15 -0.11% | +1,850 | 0 | 1,920 | 31,690 | +707 | 15,861 |
| 31 Jan 2025 | 23,508.40 +1.11% | 0 | +4,026 | 70 | 31,690 | -3,622 | 15,154 |
| 30 Jan 2025 | 23,249.50 +0.37% | 0 | -74,811 | 70 | 27,664 | -18,678 | 18,776 |
| 29 Jan 2025 | 23,163.10 | 0 | -21,333 | 70 | 1.02L | +17,596 | 37,454 |
No cash market sessions recorded for this month yet.
Position Analysis
27 Oct 2026Institutional money flow — cash market
FII buying covered 339% of DII selling. Net institutional flow reaching the market was +2,990 Cr. The combined figure matters more than either alone — it is what actually reaches the market.
Index futures: long-short ratio
Long open interest divided by short. Above 1 means more long positions than short; below 1 means more short. A ratio of 0.20 means five short contracts for every long. The percentage bar shows what share of each participant’s index futures book sits on the long side.
About 7.6 short contracts for every long.
About 1.5 short contracts for every long.
About 4.4 long contracts for every short.
About 5.7 long contracts for every short.
FII versus retail positioning
FII are mainly short (12% long) while Client positions are mainly long (81% long) — a gap of 70 percentage points.
The two categories are on opposite sides. This is the normal arrangement rather than a signal: every futures contract needs a buyer and a seller, and retail participants are structurally the counterparty to foreign flows in this segment.
How positioning has changed
Index futures long-short ratio
Long open interest divided by short, session by session. Above the dashed line means more longs than shorts. All four participants share one axis because the ratio does not depend on how large each book is.
Index options long-short ratio
An option book splits into directional legs: long calls and short puts carry upside exposure, short calls and long puts carry downside exposure. This ratio divides the first group by the second.
Unlike the futures ratio, this options measure is not a standard published figure — it is a description of how each book is composed. Option legs also serve purposes other than direction: a long put is often portfolio insurance rather than a bet on a fall.
Every figure here is arithmetic on open interest that NSE has already published. It describes how participants are positioned, not where the market is going, and it is not advice to buy, sell or hold anything. Two cautions worth keeping in mind: a large short position may be a hedge against shares held elsewhere rather than a bet on a fall, and this data is published after the close, so it describes a session that has already finished.
Source: NSE participant-wise open interest (F&O) and FII/DII cash market reports. Futures and options figures are in contracts. Cash market figures are net traded value in ₹ crore across NSE, BSE and MSEI combined.
This page is published for educational and informational purposes only. It presents publicly available exchange data as reported by NSE, without any recommendation to buy, sell or hold any security. EquityTimer is not a SEBI-registered investment adviser or research analyst. Please consult a SEBI-registered professional before making investment decisions.
FII DII data on this page is taken directly from the National Stock Exchange and updated after every trading session. It covers cash market buying and selling by foreign and domestic institutions, and participant-wise open interest in index futures and index options for all four NSE categories — FII, DII, Pro and Client — with more than three years of history behind every figure.
What this page shows
Every trading day, NSE publishes two separate reports. The first records how much foreign and domestic institutions bought and sold in the cash market, in rupees crore. The second records how many derivative contracts each category of participant held open at the close, split into long and short positions. This page brings both together and adds the context that raw figures lack: how today compares with the same participant’s own behaviour over the past year.
The numbers themselves are public and identical everywhere. What differs is what sits alongside them. A figure such as “FII net short 2.1 lakh contracts” means very little on its own — it only becomes informative once you know whether that is a routine position or an extreme one by that participant’s own standards.
The four participant categories
NSE groups every derivatives position into one of four buckets. Knowing who is who matters, because the same number means different things depending on the category it belongs to.
| Category | Who it covers | Worth knowing |
|---|---|---|
| FII | Foreign institutional investors and foreign portfolio investors registered with SEBI. | The most closely watched category. Active in both index futures and index options. |
| DII | Domestic institutions — mutual funds, insurance companies, banks. | Dominant in the cash market but comparatively small in derivatives, with very little options activity. |
| Pro | Proprietary trading desks of brokers, trading their own capital. | Often arbitrage and market-making rather than directional positions. |
| Client | Everyone else — retail traders, HNIs, corporates and non-institutional entities. | Structurally the counterparty to FII in index futures, so the two usually sit on opposite sides. |
How to use the tabs above
- Summary — every participant and segment for a single session, showing the standing position and what changed on the day. Use the arrows to move between sessions.
- Futures & Options — charts of daily activity and standing positions in index futures and index options, with the NIFTY close overlaid.
- Cash Market — FII and DII net activity, gross buying and selling, and a daily summary table in rupees crore.
- History — session-by-session tables for each participant, with cash market history kept separately.
- Position Analysis — the long-short ratio for each participant, how much of any FII selling domestic buying absorbed, and where each position sits against its own past-year range.
Reading the data without misreading it
Three things are worth keeping in mind, because they are the most common ways this data gets misinterpreted.
A position is not a prediction. Open interest records what a participant holds, not what they expect. A large short position may be a hedge protecting shares held elsewhere, an arbitrage leg against a cash position, or part of a spread. In this data, all of those look identical to a directional bet.
The combined cash figure matters more than the FII number alone. Commentary tends to quote foreign selling in isolation, but what reaches the market is foreign and domestic flow together. Heavy institutional selling largely absorbed by domestic buying is a very different session from the same selling left unabsorbed.
Opposite sides are normal, not a signal. Every futures contract requires a buyer and a seller. FII and Client positioning sitting in opposite directions is the ordinary arrangement of the market rather than something that has happened today.
When the data updates
NSE publishes participant-wise open interest after the close, generally in the evening. Cash market figures follow a similar schedule. Occasionally a report is delayed and appears the following morning, and Friday’s data sometimes arrives on Saturday. This page also covers weekend special sessions — Muhurat trading, budget-day sessions and exchange test sessions all publish data and are included.
Frequently asked questions
What is FII and DII data?
FII data records the buying and selling activity of foreign institutional investors, and DII data the same for domestic institutions such as mutual funds, insurers and banks. In the cash market it is reported as the rupee value bought and sold each session. In derivatives, NSE reports the number of contracts each participant category holds long and short at the close.
Where does this data come from?
Directly from NSE. The cash market figures come from the exchange’s daily FII/DII trading activity report, and the derivatives figures from the participant-wise open interest report published in the F&O section. Index closing levels are sourced separately. Nothing on this page is estimated or modelled.
What does the long-short ratio mean?
It is long open interest divided by short open interest. Above 1 means a participant holds more long contracts than short; below 1 means more short than long. A ratio of 0.20 means five short contracts for every long. Because it is a ratio rather than a count, participants of very different size can be compared directly on the same scale.
Does FII selling mean the market will fall?
Not reliably. Foreign selling is one input among many, and it is frequently offset by domestic buying on the same session. This data is also published after the close, so it describes a session that has already finished rather than the one ahead. It records what participants did, not what the market will do next.
Why are FII and Client always on opposite sides?
Because a futures contract cannot exist without both a buyer and a seller. When foreign institutions build short positions in index futures, someone must hold the matching long positions, and in practice that is largely the Client category. The two moving in opposite directions is the structure of the market rather than an event.
What is the difference between the Net and Change columns?
Net is the standing position at the close of the session — everything a participant currently holds. Change is the difference between that and the previous trading session. A participant can hold a large net long position and still have reduced it slightly on the day, so the two columns regularly point in different directions.
What time is the data updated each day?
NSE typically publishes participant-wise open interest and cash market activity in the evening after the close. This page refreshes automatically once the exchange files are available. If a report is delayed, the figures appear as soon as NSE releases them, which is occasionally the following morning.
How far back does the history go?
Derivatives history covers more than three years of sessions, which is what allows each figure to be compared against the same participant’s own past-year range. Cash market history is shorter, because NSE does not publish an archive for that series — it can only be recorded forward from the day collection began.
Is Pro data the same as retail data?
No. Pro refers to the proprietary trading desks of brokers dealing on their own account, which is a distinct category from Client. Client covers retail traders, HNIs and other non-institutional participants. Pro activity is often arbitrage or market-making rather than a directional view.
Disclaimer. This page is published for educational and informational purposes only. It presents publicly available exchange data as reported by NSE, without any recommendation to buy, sell or hold any security. EquityTimer is not a SEBI-registered investment adviser or research analyst. Please consult a SEBI-registered professional before making investment decisions.