FO Bhavcopy Analyser
EOD DataFO bhavcopy analysis — read the F&O footprint from daily files
Open interest buildup, volume, basis and relative strength for futures and options, rebuilt from NSE bhavcopy data.
What is an FO bhavcopy?
The F&O bhavcopy is the exchange’s end-of-day file listing every futures and options contract with OHLC, open interest, volume and settlement figures. This tool turns those flat files into charts: OI change pressure, cumulative positioning, price vs VWAP vs basis.
What this analyser shows
Candles with VWAP, current vs cumulative OI % change, volume with MA(5), price-VWAP-basis divergence, OI/price quadrant scatter and relative strength vs NIFTY with 1σ bands.
Buildup classification
Price up + OI up = long buildup; price down + OI up = short buildup; price up + OI down = short covering; price down + OI down = long unwinding — the analyser tags rows with these classes.
How to use it
Pick the symbol and series, set the date range/lookback, read the pressure map for today’s flow and the cumulative view for the standing position; cross-check relative strength for outperformance vs NIFTY.
Frequently Asked Questions
What is an FO bhavcopy file?
The FO bhavcopy is the NSE's end-of-day file for the derivatives segment. It lists every futures and options contract traded during the session with its open, high, low and close prices, open interest, traded volume and settlement figures — the raw material this analyser turns into charts and tables.
How often is FO bhavcopy data updated?
Once per trading day. The exchange publishes the F&O bhavcopy after market hours, so the data reflects final, settled end-of-day figures rather than live intraday ticks. The next session's file arrives the following evening.
What is the difference between current and cumulative OI change?
Current OI change compares each day's open interest with the previous session's close, showing that day's positioning flow in isolation. Cumulative OI change measures the shift from the start of your selected lookback window, showing the standing position that has been built or unwound over the whole range.
How do you read OI buildup with price?
Combine the direction of price with the direction of open interest. Price up with OI up is a long buildup, price down with OI up is a short buildup, price up with OI down is short covering, and price down with OI down is long unwinding. The analyser tags each row with these buildup classes so you can scan the whole F&O universe quickly.