FII & DII Data Today — 15 September 2025 | FIIDIIPRO Overall net derivative flows were neutral today. 📊 Participant-Wise Market Position (Derivatives OI) Date Participant Total Long Total Short Net (L–S) [15 September 2025] Client 11,101,901 8,626,351 2,475,550 DII 305,824 4,495,187 -4,189,363 FII 4,838,275 3,443,577 1,394,698 Pro 4,862,034 4,542,919 319,115 [12 September 2025] Client…
The FII DII data 10 September 2025 signals an urgent warning of impending market volatility, as key institutional players show deepening divergences in their Open Interest (OI) positions. A meticulous analysis of today’s equity derivatives data, compared with yesterday’s figures, uncovers critical shifts from Foreign Institutional Investors (FIIs), Domestic Institutional Investors (DIIs), Pro traders, and…
The financial markets are a battlefield, and understanding who’s doing what is paramount for any savvy trader. Today’s FII DII data 09 September 2025 provides a fascinating snapshot of the derivatives landscape, revealing significant shifts and potential market directions. As we dissect the activities of Foreign Institutional Investors (FIIs), Domestic Institutional Investors (DIIs), Proprietary Traders…
The focus is on the FII DII data 29 August 2025. Today’s data highlights a pivotal skirmish among four market participants—the FIIs, DIIs, Pro, and Clients—across Index Futures, Index Options, Stock Futures, and Stock Options. The net positioning shows where the smart money is leaning and where retail hedges may diverge, signaling potential volatility in…
FII DII data 28 August 2025 reveals a dramatic divergence in market positioning, with foreign and domestic institutions taking sharply different paths. While FIIs and Pros lean bearish on index futures, Retail (Clients) is doubling down on bullish bets, setting the stage for a high-stakes market tug-of-war. This growing disconnect could signal rising volatility in…
FII DII data 26 August 2025 reveals a clear divergence: Clients are aggressively long in index and stock futures, while FIIs lean bullish via options rather than futures. This smart-money vs. retail split is today’s core narrative and could set up a volatility pocket for the next session. We’ll unpack where FIIs, DIIs, Pros, and…
The FII DII data 25 August 2025 reveals a market deeply divided, setting the stage for significant volatility. While Foreign Institutional Investors (FIIs) have placed a massive bearish bet on the index, the Client (retail) category stands firmly on the other side, creating a classic “smart money vs. crowd” scenario. Here’s a breakdown of what…
The FII DII data 18 August 2025 paints a fascinating picture of market positioning. While Foreign Institutional Investors (FIIs) remained heavily short on Index Futures, Retail Clients took the opposite bet with aggressive long positions. This clear standoff between smart money and retail traders could shape near-term volatility in Nifty and Bank Nifty. FII DII…
FII DII data 14 August 2025 reveals a striking divergence: FIIs turned net short in Index Futures even as Retail (Clients) stayed net long, creating a classic standoff at the index level. Meanwhile, FIIs remained constructive in options and stock futures, DIIs leaned defensive via stock futures shorts, and Pros took the “sharp money” hedger…
The FII DII data 12 August 2025 reveals a sharp divide between foreign institutional investors (FIIs) and retail traders (Clients) in the index futures market. While FIIs have significantly increased their short positions, retail participants are aggressively building longs. This clash could set the stage for heightened volatility in the next trading session. FII DII…