Options/futures data for 21st Oct (EOD)

As mentioned several times before, at Vtrender we like to interpret "the message of the market" using a varied range of tools like Market Profile Charts, Order Flow analysis, Open Interest configurations, Risk Sentiments like - Copper, AUDJPY  

Today's effort presented here is in identifying the Sellers (Call Writers) @6200/6100/6000 - right from the day we hit 6300+ in Nifty Future. Given that we are less than a week for Expiry, this could be something interesting to track. Wanted to post a 30-min charts of 6200CE/6100CE/6000CE charts but my data feed has data missing from Monday's action. Hence posted the info on Nifty chart

Summary:
1. What we saw yesterday was a reversal of sort with massive call covering across 6200/6100/6000 strikes. Most calls were covered @6100 (around 21L)
2. 6000 remain as strong support. Although some profit booking happened, addition of 7L 6100PEs makes 6100 a good intermediate support
3. The second picture added shows where the sellers are - 
i) 6200CE writers are at higher level -probably above 6225 (Around 5L)
ii) 6100CE writers are probably in the 6185-6225 range (Around 17L)
iii) 6000CE writers are probably in the 6090-6225 range  (Around 22L)
The expiry/further rise from here depends on these sellers.
4. PCR has gone up from 1.18 to 1.37 - due to massive call covering & decent amount of put writing. So I will remember that PCR of 1.1-1.2 is the range where fall gets arrested and PCR of 1.8-2.0 is the range where rise gets checked.


Nifty Futures:
OCT: 2.58Cr OI down 3.3% (9L shares cut)
NOV: 38L OI up 15% (5L Shares added) - 4L shares vanished and not rolled over to Nov


Banknifty Futures:
OCT: 13.5L OI down 4%
NOV: 1.9L OI up 17%