Trading desk
Options, futures and open interest from NSE's end-of-day files, rules as text with honest backtests, and the wave engine's readings. Measurements, not advice.

Futures and open interest

Every futures contract on the session: its close and change, the basis over spot, open interest and its change, and the conventional name for the pair of signs. Participant-wise open interest and the ban list from NSE's daily files.
Near-month future
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Basis
—
future's close over spot
Rolled
—
next expiry's OI as a share of the nearest two
OI by month
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one expiry listed
FII % long
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participant file not loaded for the session
UnderlyingExpiryDaysCloseChangeSpotBasisCarry p.a.OIOI changeOI, ₹Build-upRolloverOI / MWPL

Basis is the future's close against the spot; carry p.a. is that basis scaled to a year by the days left (basis × 365 ÷ days), so a near expiry's few points read on the same scale as a far one's. Build-up reads the day's price change with its open-interest change: price up and OI up is a long build-up, price down and OI up a short build-up, price up and OI down short covering, price down and OI down long unwinding — the conventional labels for the quadrants, not a view. Rollover is the next expiry's OI as a share of the nearest two. OI / MWPL is a stock's open interest as a share of its market-wide position limit; at 95% it enters the ban list. "My holdings" are the underlyings of the Kite positions the API reads for the account.