FIIs in index futures / options:

Sir how you are calculating these I mean can you tell please...... like from which EOD NSE Bhavcopy data and what are the formula to calculate these % please explain.
Buy order - Buy order placed by FIIs (it may also be short covering order)
Sell order - Sell order placed by FIIs (it may also be long un-winding)
(all these are as per NSE data)
Buy% - on a whole (buy+sell orders)
Total OI - Total outstanding positions of FIIs
OI% change - from Previous day OI
Index long%, Call long% and Call writing% - based on Total OI

you can get all these data in a file in the given below link of NSE: (in the link download participant wise OI and FII derivatives statistics file:

https://www1.nseindia.com/products/content/derivatives/equities/homepage_fo.htm


Add both index long and short value and from that find long%

Total positions = Index longs + shorts

IndexLong% = (Index longs/ Tot positions)*100

likewise can find for call long% and call writing%
 

Similar threads