Indian Options Fear & Greed Index
Participant snapshot
Net Index Futures positioning vs spot
Smart-money divergence events
| Date | FII Fut | Client Fut | Spot | FII bias | Client bias |
|---|
Weekly heatmap — avg net Index Fut
Green = average net long · Red = net short · Brighter = larger magnitude
Monthly seasonality — avg net Index Fut by month
Divergence → forward NIFTY returns
For every historical day when FII and Client were on opposite sides of Index Futures, this is how NIFTY moved over the next 1, 3, 5, 10 trading days. Higher hit-rate on the FII-bear cluster suggests betting WITH the FIIs.