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
—
Basis
—
future's close over spot
Rolled
—
next expiry's OI as a share of the nearest two
OI by month
—
one expiry listed
FII % long
—
participant file not loaded for the session
| Underlying | Expiry | Days | Close | Change | Spot | Basis | Carry p.a. | OI | OI change | OI, ₹ | Build-up | Rollover | OI / 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.