0 1 2 3 4 5 6 7 8 date 2026-10-12 2026-10-13 2026-10-14 2026-10-15 2026-10-16 2026-10-19 2026-10-21 2026-10-22 2026-10-23 n_open 22593.2 22364.15 22715.75 22671.3 23065.1 23150.85 23016.0 22687.75 22742.2 n_high 22651.1 22721.95 22757.95 23056.4 23149.85 23175.25 23120.9 22785.0 22787.25 n_low 22304.45 22288.45 22558.95 22637.4 22913.8 22845.0 22649.9 22554.85 22372.0 n_close_official 22363.35 22721.95 22622.7 22997.35 23146.15 22888.95 22811.35 22687.65 22600.0 n_prev_close 22520.45 22363.35 22721.95 22622.7 22997.35 23146.15 22888.95 22811.35 22687.65 n_chg -157.1 358.6 -99.25 374.65 148.8 -257.2 -77.6 -123.7 -87.65 n_chg_pct -0.697588 1.603516 -0.436802 1.65608 0.647031 -1.1112 -0.339028 -0.542274 -0.386334 n_range 346.65 433.5 199.0 419.0 236.05 330.25 471.0 230.15 415.25 n_gap 72.75 0.8 -6.2 48.6 67.75 4.7 127.05 -123.6 54.55 n_1514 22316.85 22699.55 22625.15 22938.85 23119.0 22873.55 22739.2 22667.25 22517.0 auction_jump 46.5 22.4 -2.45 58.5 27.15 15.4 72.15 20.4 83.0 n_hi_time 09:15 15:12 09:48 13:38 10:36 09:18 09:40 11:14 09:16 n_lo_time 15:10 09:15 13:15 09:15 09:36 13:47 14:47 09:35 12:51 bn_close 54918.0 55481.05 55316.0 55810.5 55844.0 55488.1 54976.9 54925.7 54287.35 bn_chg -338.65 563.05 -165.05 494.5 33.5 -355.9 -511.2 -51.2 -638.35 bn_chg_pct -0.612867 1.025256 -0.297489 0.893955 0.060025 -0.637311 -0.921279 -0.09313 -1.162206 bn_range 707.65 815.8 476.5 786.5 463.25 552.6 1171.0 675.1 1048.15 vix 15.25 14.12 14.63 14.03 14.06 14.77 15.68 15.76 16.86 vix_chg 0.87 -1.13 0.51 -0.6 0.03 0.71 0.91 0.08 1.1 nf_near_settle 22386.5 22834.8 22648.5 22984.8 23119.2 22895.2 22743.3 22711.3 22576.6 nf_near_close 22386.5 22834.8 22648.5 22984.8 23119.2 22895.2 22743.3 22711.3 22576.6 nf_oi_contracts 332268.0 328703.0 330985.0 311254.0 308549.0 308527.0 300978.0 314880.0 318840.0 nf_oi_chg_contracts -2275.0 -3565.0 2282.0 -19731.0 -2705.0 -22.0 -7549.0 13902.0 3960.0 nf_vol_contracts 48375 70571 60579 91456 52872 61593 90617 134545 159040 nf_basis_near 23.15 112.85 25.8 -12.55 -26.95 6.25 -68.05 23.65 -23.4 nf_px_chg -226.1 448.3 -186.3 336.3 134.4 -224.0 -151.9 -32.0 -134.7 nf_buildup Long unwinding Short covering Short buildup Short covering Short covering Long unwinding Long unwinding Short buildup Short buildup bnf_near_settle 55016.8 55778.2 55480.8 55859.4 55918.0 55576.4 54988.6 54961.4 54242.2 bnf_near_close 55016.8 55778.2 55480.8 55859.4 55918.0 55576.4 54988.6 54961.4 54242.2 bnf_oi_contracts 84274.0 83061.0 83738.0 83624.0 84918.0 83826.0 83229.0 87370.0 93441.0 bnf_oi_chg_contracts -848.0 -1213.0 677.0 -114.0 1294.0 -1092.0 -597.0 4141.0 6071.0 bnf_vol_contracts 18838 24567 14990 23662 15298 17972 34458 31203 56554 bnf_basis_near 98.8 297.15 164.8 48.9 74.0 88.3 11.7 35.7 -45.15 bnf_px_chg -462.8 761.4 -297.4 378.6 58.6 -341.6 -587.8 -27.2 -719.2 bnf_buildup Long unwinding Short covering Short buildup Short covering Long buildup Long unwinding Long unwinding Short buildup Short buildup sum_contrib -156.352117 360.010804 -99.705068 373.687135 149.088849 -257.8598 -77.0977 -123.813122 -88.138243 recon_resid -0.747883 -1.410804 0.455068 0.962865 -0.288849 0.6598 -0.5023 0.113122 0.488243 w_vol_ratio 0.90076 1.145942 1.173053 1.408532 1.451052 1.192175 1.063046 1.181144 1.035859 w_upvol_share 0.490542 0.563521 0.491613 0.538255 0.509396 0.478587 0.483331 0.497508 0.490828 w_close_vs_vwap -0.427065 0.640253 -0.197242 -0.004501 0.161195 -0.497176 -0.459168 0.007038 -0.033692 w_deliv_pct 57.677974 55.748327 59.704453 57.182566 61.471083 48.102713 57.391363 51.197322 54.170234 w_deliv_pct_20d 59.153635 59.09332 59.052286 59.121216 58.994673 59.286201 58.194367 58.072068 57.852691 deliv_val_cr 13233.046013 15328.976256 17811.410046 19442.389417 22592.181167 14166.537875 16110.60172 16268.465493 15533.697183 deliv_val_cr_20d 15374.638415 15447.253931 15688.988325 15809.259188 16172.367185 16781.007582 16385.058544 16618.24546 16866.679562 turnover_cr 22518.1217 29343.7316 30396.6992 35084.336 38621.8606 29268.1104 28920.1922 31230.5796 29859.7613 turnover_cr_20d 26493.240085 26597.952895 26956.50085 27094.551745 27801.80264 28756.44756 28630.023845 29088.71238 29630.76771 n_adv 13 46 16 42 26 9 16 14 14 n_dec 36 4 34 8 24 41 34 36 36 fii_cash_cr -1708.48 -1305.13 -1857.44 -5285.37 1165.92 -1148.64 1022.32 -3458.7 887.65 dii_cash_cr 3045.02 2439.24 2670.44 3319.39 -3661.28 3201.19 1614.32 2891.32 3235.36 fii_bnfut_net_cr -718.98 179.44 -396.56 374.32 0.53 -439.33 -821.79 237.45 -376.51 fii_idxfut_net_cr -366.85 959.82 -1101.0 2551.5 1024.71 -1094.59 255.9 -406.54 -36.35 fii_idxopt_net_cr 6456.55 1044.32 -8627.09 3356.64 665.14 -27608.54 -9158.54 -6781.11 12360.54 fii_niftyfut_net_cr 437.52 757.63 -768.01 2308.06 1035.65 -541.42 1209.14 -328.18 224.43 fii_stkfut_net_cr 299.31 4559.7 -2075.39 2535.98 -687.73 -2229.08 2548.66 1265.06 186.69 fii_idxfut_long_pct 8.953485 9.82885 9.385617 10.800308 11.324027 10.378144 9.508669 9.923479 10.44345 fii_idxfut_net_chg -1872.0 6365.0 -7202.0 16870.0 6828.0 -6931.0 2302.0 -2672.0 117.0 fii_idxfut_long_chg -2675.0 3148.0 -1134.0 4267.0 1417.0 -3305.0 -4063.0 2105.0 2283.0 fii_idxfut_short_chg -803.0 -3217.0 6068.0 -12603.0 -5411.0 3626.0 -6365.0 4777.0 2166.0 client_idxfut_net_chg 13406.0 -13072.0 15501.0 -26046.0 602.0 10877.0 -6860.0 -5646.0 -2977.0 pro_idxfut_net_chg -13765.0 6337.0 -3790.0 2757.0 -8182.0 -3607.0 3441.0 8519.0 1250.0 dii_idxfut_net_chg 2231.0 370.0 -4509.0 6419.0 752.0 -339.0 1117.0 -201.0 1610.0 expiry 2026-10-13 2026-10-19 2026-10-19 2026-10-19 2026-10-19 2026-10-27 2026-10-27 2026-10-27 2026-10-27 underlying 22363.35 22721.95 22622.7 22997.35 23146.15 22888.95 22811.35 22687.65 22600.0 atm 22350.0 22700.0 22600.0 23000.0 23150.0 22900.0 22800.0 22700.0 22600.0 atm_iv_near 16.138633 12.945631 13.063102 11.813125 10.812207 12.612311 14.160106 14.150751 14.539422 atm_iv_oct27 14.447856 12.99019 13.319216 12.12522 11.961045 12.612311 14.160106 14.150751 14.539422 synthetic_fwd 22330.2 22802.15 22612.45 22946.05 23104.25 22897.25 22740.0 22710.25 22573.7 pcr_near 0.591102 1.389252 0.855473 1.662339 1.323904 0.876186 0.69992 0.820958 0.737425 pcr_all 0.727037 1.269298 0.906334 1.366227 1.211836 0.862403 0.77835 0.877816 0.814201 max_ce_oi_strike 22600.0 23000.0 23000.0 24000.0 24000.0 24000.0 23000.0 24000.0 24000.0 max_ce_oi_lots 272030.0 97042.0 173840.0 153607.0 217028.0 213284.0 250604.0 282795.0 300789.0 max_pe_oi_strike 22000.0 22500.0 22000.0 22500.0 22000.0 22500.0 22000.0 22000.0 21500.0 max_pe_oi_lots 198067.0 115089.0 115380.0 199031.0 281076.0 122798.0 148913.0 188564.0 208331.0 top_ce_add 22600.0 23000.0 24000.0 23300.0 24500.0 24000.0 23000.0 24000.0 22500.0 top_ce_add_lots 158441.0 38148.0 79934.0 38452.0 110299.0 84772.0 101653.0 66424.0 84279.0 top_pe_add 21900.0 22500.0 20100.0 22900.0 23100.0 21000.0 20050.0 21500.0 22500.0 top_pe_add_lots 30079.0 92151.0 43298.0 113988.0 121161.0 39485.0 52883.0 62459.0 43105.0 ce_oi_chg_lots 1474039.0 406306.0 973145.0 -237536.0 810478.0 812908.0 1380373.0 -40002.0 510655.0 pe_oi_chg_lots -848892.0 1005252.0 195575.0 1353115.0 420205.0 425269.0 570960.0 405607.0 77322.0 []