FNOScan guide
How to read institutional positioning
- 01
Cash and derivatives can disagree
Futures and options positions may hedge cash exposure, so compare datasets without assuming they express the same view.
- 02
One session is not a trend
Review several sessions and the market context before drawing conclusions from institutional activity.
- 03
Expiry changes positioning
Rollovers, expiry and event hedges can create sharp changes in open interest and the long-short ratio.
Quick answers
Frequently asked questions
What is FII DII data?
FII DII data records buying and selling activity by foreign institutional investors and domestic institutional investors. Cash-market figures are normally reported as gross buy, gross sell and net activity in ₹ crore.
What time is FII DII data updated?
Update time depends on the source publication. Cash-market figures are generally published after the market closes, while participant-wise derivatives files may arrive later. Each dataset should be read with its displayed date and status.
Is FII DII data bullish or bearish?
It is positioning information, not a standalone direction signal. Cash flows, derivatives hedging, volatility, expiry effects and the observation period can lead to different interpretations.
What is the FII long-short ratio?
The ratio compares FII long index-futures contracts with short index-futures contracts. A value above 1 means longs exceed shorts; a value below 1 means shorts exceed longs. It can change sharply near expiry or major events.