Research

Original quantitative research on Indian F&O markets — data-driven, transparent, and built for active traders.

India F&O Market Structure Report — June 2026

Comprehensive analysis of Indian F&O market structure: participant-wise OI distribution, institutional vs retail positioning, index vs stock options liquidity trends, and post-SEBI regulatory impact assessment.

Participant OI AnalysisLiquidity StructureRegulatory ImpactSector Concentration

Nifty 50 Options Expiry Behaviour Analysis

Statistical analysis of Nifty 50 behaviour around weekly and monthly expiries: max pain accuracy, pin risk frequency, IV behaviour in the final 3 days, and strategy performance by expiry proximity.

Max Pain AccuracyIV Expiry PatternPin RiskStrategy Performance

FII/DII Divergence as a Market Timing Signal

Quantitative study of FII-DII divergence events: frequency, magnitude, and subsequent Nifty performance over 1, 5, 10, and 20 sessions. Historical analysis of divergence as a leading indicator.

Divergence DetectionHistorical PerformanceSignal ReliabilityRegime Context

Research reports are produced by Arinedge’s quantitative research team using data from NSE, BSE, SEBI, and RBI. All findings should be considered in the context of your personal trading objectives and risk tolerance. Not investment advice. See our full disclaimer.