NIFTY Market‑Profile, Option‑Chain & Participant‑Flow Analysis
for Tuesday, 01 July 2025
Quick view: Monday opened above Friday’s value but sellers stepped in at 25 656‑25 600, pushing price back inside last week’s range. Option writers reinforced the cap at 25 600 while fresh put writing emerged at 25 400‑25 300. FII data shows they are still net short on index futures, though short covering was visible. With VIX muted (<13), expect an orderly but two‑sided session until either 25 612 re‑claims or 25 300 gives way.
1. Market‑Profile Recap (30‑min TPO)
- Session shape: Gap‑up failure ➜ Trend‑down ➜ Close near day’s POC (25 49x).
- Excess high left at 25 656.4 — fresh seller tail.
- Single‑print vacuum from 25 612 → 25 578 → 25 460 highlights aggressive liquidation.
- Value shifted lower; we closed back in Thursday’s value (25 460‑25 303).
| Date | High | POC | VAL | Comment |
|---|---|---|---|---|
| Mon 30 Jun | 25 656 | 25 500 | 25 460 | Gap‑up rejected, trend‑down |
| Fri 27 Jun | 25 656 | 25 578 | 25 460 | Inside‑day balance |
| Thu 26 Jun | 25 612 | 25 510 | 25 305 | Trend‑up AM, balanced PM |
2. Option‑Chain Highlights (03 Jul Expiry)
| Strike | Call OI (Δ) | Put OI (Δ) | Inference |
|---|---|---|---|
| 25 800 | +84 k | +11 k | Fresh overhead supply |
| 25 600 | +93 k | +48 k | Primary resistance |
| 25 500 | +91 k | +74 k | Battle zone |
| 25 400 | +61 k | +82 k | Key support |
| 25 300 | +50 k | +64 k | Max‑Pain magnet |
PCR: 0.85 (neutral‑bearish) | Max Pain: 25 300 | India VIX: 12.8 (+0.4)
3. Participant‑Wise Positioning (30 Jun Snapshot)
| Segment | FII | PRO | CLIENT | DII |
|---|---|---|---|---|
| Index Futures | ‑38 123 (Medium Bearish, ‑6 405) |
1 924 Volatile (+48 050) |
3 650 | ‑49 641 Hedged |
| Call Options | Mild Bearish | Medium Bullish | Indecisive | –– |
| Put Options | Indecisive | Medium Bearish | Medium Bearish | Medium Bullish |
- FII: Net short index futures but cutting shorts – potential short‑cover fuel.
- PRO desks: Adding volatility bets; leaning bullish via calls, hedging with puts.
- Clients: Heavier on short puts than calls — cautious stance.
- DII: Mild bullish bias via puts, likely protective hedges against cash buys.
4. Trade Blueprint for 01 Jul (Tuesday)
| Scenario | Action | Entry Zone | Stop‑Loss | First Target |
|---|---|---|---|---|
| Rejection at 25 600‑25 620 | Buy 25 400 PE or short Futures | 25 580‑25 600 | 25 620 | 25 500 ↘ 25 400 |
| Sustain above 25 620 | Buy 25 700 CE | On pullback to 25 620 | 25 580 | 25 720 / 25 800 |
| Break below 25 300 | Sell Futures or buy 25 200 PE | <25 300 | 25 320 | 25 200 ↘ 25 150 |
| Inside 25 460‑25 580 | Non‑directional: Short Strangle (25 300 PE + 25 600 CE) | IV > 12 preferred | 25 300 / 25 620 breach | Time‑decay profit |
Execution Rules
- Wait for 30‑60 min initial balance; avoid first‑candle traps.
- Use EMA 5/13 crossover on 15‑min chart for confirmation.
- Trail winners with swing highs/lows or 13‑EMA; book ≥1.5 R at first target.
- Keep risk per trade ≤1 % of capital.
5. Key Reference Levels
- 25 656‑25 660: Excess high – strong supply.
- 25 612: Single‑print top & Friday VAH – bull/bear line.
- 25 578: Monday VAL / Friday POC – intraday magnet.
- 25 460: Thursday VAH & Monday VAL low – pivotal support.
- 25 300‑25 254: Max‑Pain + composite VAL – last defence.
📌 Takeaways
The market rejected higher prices, option writers fortified 25 600, and FII positions are still net short.
Unless 25 612 is reclaimed and accepted, bias remains sell‑on‑rise. Conversely, a clean move above 25 620 could unleash quick short‑covering toward 25 800.
Stay disciplined, keep size in check, and may the odds be ever in your favour!
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