Close 2026-08-21 1267 scanned A

Derivatives

Where the money is actually committed. Every other page here reads price. This one reads positioning: whether a move is being funded by new contracts or merely by old ones closing, where option writers have put capital at risk, and whether the future is trading rich or cheap against spot. All of it is arithmetic on the exchange’s own end-of-day derivatives file.

Underlyings
214
Session
2026-08-20
Median put/call ratio
0.61
Median basis
+0.13%
Open interest is the number of contracts still open. It rising means new positions are being created; falling means positions are being closed. Combining that with the direction of price gives the four states below — the most widely used read in Indian derivatives, and one of the few that is a fact rather than an interpretation.

What kind of move is this?

214 underlyings classified on 2026-08-20
Long buildup66
Price up, open interest up. New buyers are arriving rather than old sellers leaving — the move is being funded, not squeezed.
StockFutureOpen interestBasisSpotPCR
NIFTY+0.73%+1.9%+0.25%24,231.81.10
ICICIBANK+0.57%+2.3%-0.05%1,411.90.63
AXISBANK+0.96%+0.5%-0.06%1,250.90.62
RELIANCE+0.35%+1.8%-0.07%1,313.50.57
BHARTIARTL+0.84%+0.9%+0.34%1,941.90.45
BAJFINANCE+1.56%+2.3%+0.38%1,095.00.72
KOTAKBANK+1.81%+1.4%+0.34%397.60.72
SBIN+0.32%+0.0%+0.09%1,048.00.51
MCX+5.54%+2.4%-0.03%3,125.81.08
HCLTECH+0.35%+1.4%+0.67%1,318.50.66
ranked by turnover, top 10
Short buildup34
Price down, open interest up. New sellers are committing capital. The most common state in a falling tape, and the one that unwinds hardest if it turns.
StockFutureOpen interestBasisSpotPCR
HINDALCO-1.09%+2.4%-0.45%1,029.80.60
BSE-1.69%+1.0%+0.04%3,291.10.43
FEDERALBNK-0.78%+2.3%+0.50%355.30.71
INDIGO-0.67%+2.7%-0.05%5,165.00.62
LTM-0.82%+1.3%-0.85%4,552.90.43
TATAPOWER-0.75%+1.1%-0.03%375.30.70
NAUKRI-0.88%+1.1%+0.05%1,360.90.61
INDUSTOWER-0.44%+1.5%+0.58%368.80.62
TATASTEEL-0.20%+3.7%+0.08%183.50.57
INDUSINDBK-0.44%+1.2%-0.22%1,008.00.50
ranked by turnover, top 10
Short covering92
Price up, open interest down. Sellers are closing, not buyers arriving. Rallies built only on this tend not to last once the shorts are out.
StockFutureOpen interestBasisSpotPCR
HDFCBANK+0.72%-0.0%+0.31%725.10.53
TCS+0.19%-1.4%-0.03%2,298.00.56
INFY+0.79%-1.2%+0.27%1,130.00.72
BANKNIFTY+0.50%-1.0%+0.25%57,495.90.81
JSWSTEEL+0.55%-2.0%-0.94%1,299.40.80
DIXON+2.27%-12.8%-0.09%14,850.00.77
WIPRO+1.03%-7.5%+0.44%181.00.58
ETERNAL+2.07%-0.3%-0.24%327.90.84
LT+1.21%-0.1%-0.02%4,080.90.65
SWIGGY+2.69%-16.2%+0.48%279.00.47
ranked by turnover, top 10
Long unwinding16
Price down, open interest down. Holders are leaving quietly. Less violent than a short buildup, and easier to miss.
StockFutureOpen interestBasisSpotPCR
DMART-0.25%-12.6%+0.30%3,960.00.53
BANKBARODA-0.20%-1.7%+0.21%244.50.84
KAYNES-0.09%-3.9%+0.51%3,815.40.82
LTF-0.16%-3.3%+0.21%314.80.68
ASTRAL-0.23%-12.4%+0.32%1,532.00.52
UNIONBANK-0.62%-0.8%+0.42%184.70.84
HINDPETRO-0.51%-3.3%+0.31%363.20.63
SONACOMS-0.05%-10.5%+0.49%822.00.66
TORNTPHARM-0.13%-1.4%-0.09%5,005.00.74
IOC-0.62%-0.5%-0.21%135.90.81
ranked by turnover, top 10

Where option writers have committed

near-expiry open interest, the strikes that matter
The put wall is the strike with the most put open interest, the call wall the most call open interest. Writers defending those levels is the usual explanation for why price stalls near them — treat it as a place other people are watching, not as a law. Max pain is the strike at which writers collectively pay out least; it is widely followed and weakly evidenced, and it is here because you will be asked about it.
StockSpotPut wallCall wallMax painPCRExpiry
NIFTY24,231.824,00024,50024,2501.102026-08-25
HDFCBANK725.17207507400.532026-08-25
ICICIBANK1,411.91,4001,4401,4200.632026-08-25
AXISBANK1,250.91,2401,2601,2400.622026-08-25
TCS2,298.02,4402,5002,3600.562026-08-25
RELIANCE1,313.51,3001,3201,3100.572026-08-25
INFY1,130.01,1001,2001,1400.722026-08-25
BHARTIARTL1,941.91,9402,0001,9400.452026-08-25
BANKNIFTY57,495.957,00058,00057,6000.812026-08-25
JSWSTEEL1,299.41,2601,3001,2800.802026-08-25
HINDALCO1,029.89601,0601,0200.602026-08-25
BAJFINANCE1,095.01,1001,1001,0900.722026-08-25
DIXON14,850.014,00015,00014,5000.772026-08-25
WIPRO181.01801901850.582026-08-25

Futures richest and cheapest against spot

the six largest premiums and the six largest discounts
A future normally trades a little above spot to account for the cost of carry. A persistent discount means sellers are willing to pay to be short, which is a stronger statement than a red candle. Small numbers here are noise; the tails are the point.
StockBasisSpotFutureOpen interestState
GVT&D+0.76%4,050.24,080.9+4.9%short buildup
NIFTYFPI+0.71%1,575.31,586.5+16.7%long buildup
TATACONSUM+0.69%1,056.31,063.6+1.5%short buildup
HCLTECH+0.67%1,318.51,327.4+1.4%long buildup
BANDHANBNK+0.64%174.2175.3-5.5%short covering
RVNL+0.63%227.9229.3-1.9%short covering
SHRIRAMFIN-0.72%1,128.21,120.1-1.0%short covering
LTM-0.85%4,552.94,514.2+1.3%short buildup
HDFCAMC-0.86%2,623.62,601.0-2.6%short covering
JSWSTEEL-0.94%1,299.41,287.2-2.0%short covering
PATANJALI-0.98%352.5349.1-3.9%short covering
LICHSGFIN-1.88%508.0498.5-1.6%short covering

Do the derivatives labels predict anything?

forward return against the median stock in the same segment
10 of these bucket-and-horizon combinations survive a correction for testing all of them at once. Everything else on this table is description, not evidence. Each figure is the average excess return over the next 1, 5 or 20 sessions, in percentage points, measured against the median stock that also had a derivatives position that day — not against the whole exchange, which would only prove that F&O names are larger. Days is the number of distinct sessions the bucket fired on, and that — not the row count — is the sample the statistics run on. A star marks what survives.
BucketRowsDays1d5d20dt (5d)
PCR in the highest fifth1,39635+0.06+0.31+1.02 +1.44
long unwinding1,35435+0.01+0.07-0.25+0.99
short covering1,84635-0.05+0.04-0.12+0.35
short buildup2,17835-0.03-0.07+0.20 -1.34
long buildup1,68535-0.06-0.12-0.25 -1.92
PCR in the lowest fifth1,47435-0.08 -0.39 -1.58 -4.75
Futures at a premium32135-0.05-0.96-2.86 -1.96
Futures at a discount18534-0.35 -1.23 -3.16 -4.07