NSE F&O Intelligence

NSE F&O / Forecast & Strategy

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Forecast Range & Strategy

Directional forecast, writing range and optimized weekly/monthly straddle & strangle candidates. Weekly = indexes; Monthly = stocks + indexes. Direction score: −100 to +100.

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Symbols analyzed
Current active F&O universe
Weekly setups
Nearest active index expiry
Monthly setups
Current-month expiry for stocks & indexes
Core model
ATM + OI
Premium move + OI walls + liquidity
Forecast Writing Range
ATM straddle gives the primary implied move; PE/CE OI walls give support/resistance; directional bias combines OI, CHOI, option-price response and volume.
STRONG BULLISH
Highest conviction bullish setups
0
SymbolPeriodScoreConf.Range
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STRONG BEARISH
Highest conviction bearish setups
0
SymbolPeriodScoreConf.Range
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SymbolPeriodExpirySpotForecast RangePE SupportCE ResistanceDirectionScoreConfidence
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Optimized Writing Candidates
OTM wings stay outside the implied range and are bias-aware. Weekly analysis is for indexes; monthly analysis covers stocks and indexes.
SymbolPeriodDirectionPut WritePE LTPCall WriteCE LTPTotal CreditWidthCoverageQuality
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Directional model: PE OI is treated as support and CE OI as resistance. PE OI increase + PE premium decrease supports bullish put-writing evidence; CE OI increase + CE premium decrease supports bearish call-writing evidence. The reverse price/OI combinations are treated as long buildup or short covering. OI structure carries 35%, CHOI + price response 30%, volume 15%, OI-wall geometry 10% and range geometry 10%. Score: +70 to +100 Strong Bullish, +40 to +69.9 Bullish, +15 to +39.9 Mild Bullish, −14.9 to +14.9 Neutral, −15 to −39.9 Mild Bearish, −40 to −69.9 Bearish, −70 to −100 Strong Bearish. The signed score is bounded to −100…+100; positive = bullish and negative = bearish. This is an analytical bias, not a guaranteed prediction; short options can have large losses.
Selected Strategy Detail
Click a symbol above.
Selection
Directional bias
OI / CHOI / Volume evidence
Optimized strangle