Futures & Options Filters

July 11, 2017
Featured, smallcase

Filters on F&O contracts now on screener

Firstly, a huge thanks to all of you for the appreciation and constructive feedback you have shared with us in the last month for screener

We are constantly working towards providing the best stock discovery experience. Since our launch in May, we received a lot of requests for providing filters for future and option contracts. You can now screen stocks futures and options filters on screener – making it a one-stop comprehensive stock screening solution

To access F&O filters, you can click on the big blue ‘Add Filters’ button on the bottom left of your screen. Here, you can see the relevant categories at the bottom. You can also simply type the filter name in the search box at the top

Inside the F&O filter categories, you would be able to screen stocks on the following filter types

  • Basic filters like F&O contract close price, lot size, volume and open interest
  • Calculated filters like change in volume, open interest levels and put call ratio
  • Derived filters like fair value of the futures contract
  • Rollover filters like calendar spread, percentage rollover and rollover cost
  • Arbitrage filters like fair value spread and cash and carry profit
  • Strikes for options with highest open interest and highest OI percentage changes

You can read the detailed descriptions for every single filter in our Filter Guide here

F&O screens

We have also put up some readymade screens built using these F&O filters. Just click on the All screens button on the top left of your screen to see the screens dropdown:

Screens like long and and short buildup will help you screen for stocks where corresponding momentum is building up. For example, Fut: Long Build Up screen will give you a list of stocks which have seen a positive OI change in the last 5 days along with increasing prices. This is generally considered a bullish indicator

We also have a screen for identifying candidates for cash and carry arbitrage. The screen gives you a list of stocks where its most profitable to execute a cash and carry arbitrage trade along with indicative profit that can be realized. You can read more about the screen here

As always, you can also build and save your own F&O screens

A webinar on F&O Filters/Screens was conducted on 11th July. Watch it here

Happy screening!

 

Vasanth Kamath

Founder/CEO at smallcase | Changing how India invests

75 comments

  1. santhosh says:

    Request attach video link also for better knowledge…………….

      • kiran says:

        Hi Nithin,

        I am a learner and interested in doing Trading. On reading an article in newspaper about your company, called Zerodha and enquired about how to do trading as a new comer. The response I received is not very satisfying and not convinced completely. The person to whom I spoke is only interested creating an account with me. I need more information on like what is trading, how to do trading, where to invest kind of stuff as a starter. Is there any one in Zerodha very experienced Trader where I can talk to him and clear my doubts…? Can you give their contact email or phone no. Can you plz point me in right direction – Thanks

      • Nikhilesh says:

        Hi Nitin,
        Is it possible for you to show the margin required when placing a “Bracket Order” in Futures. As the Stop Loss is blocked in a bracket order you can make a provision to show the margin required (which can be less than the actual margin i.e. the margin without a Bracket Order) as per SL which is the first leg.
        Margin requirement for an order without the Bracket Order can also be displayed when the trader is placing the order.
        I have mentioned the above so that the trader need not go to the Margin calculator every time he wants to place a call. As the trades in futures are very fast a trader is bound to lose valuable time getting the margins from the margin calculator.
        Future trading requires big margin and the whole of it gets blocked in one call for most of the traders.
        This may help you to popularize Bracket Order concept and increase volumes
        Secondly the target price (second leg) can be optional in a Bracket Order as the trader can decide on it.
        ShareKhan has the above facility which is quite beneficial.
        Hope you give a thought to it.
        Regards,
        Nikhilesh

  2. SATISH says:

    Hi,
    Kindly introduce 4Hours timeframe on Kite Charts please
    Thanks & Regards,
    SATISH GUNDARAPU

  3. vikas says:

    Hi Nithin,

    Eagerly waiting for Crux, why it is delayed…your promise in its release is getting delayed.
    What is present status – when we have access to crux ?

  4. Shankar Kamble says:

    kindly improve your “PI”! The PI is not accessible for blind traders. iIn zerodha arround 2% client are blind people. so help us by improveing your PI software, make it accessible.

  5. Sheetal Tyagi says:

    How to place Spread Order, Bracket order, Cover Order in kite, Pi?
    Also how to download and install NEST if it is still available? Please do the needful.

  6. Boxoffice says:

    Did anyone else see the webinar “Identifying Cash & Carry Arbitrage candidates with screener by smallcase” ? Here is the link to the video: https://www.youtube.com/watch?v=8iHT-BXkhbI

  7. Harshal Gosrani says:

    Dear Nithin,

    When is the new Q launching? The Quant analysis in Q is not working since ages. Also if Tax PnL format can be improved.

    Thank you

  8. ratnam says:

    if underlying value is added the depth window it will be helpful

  9. Venkatesh says:

    Nithin,

    what is the realistic ETA of New Q, I certainly do understand migrating the back end do take time, however i’m hearing the same since last 1 year. but no developments.

    do you really have plans to launch it or not?

    Regards
    venkatesh

  10. punterdgr8 says:

    probably,a wrong forum to post this but I am unable to pose queries on zerodha varsity.urgent help required.
    thanks in advance

  11. karan sharma says:

    Nithin
    dear kite charting is good but could you add another feature for drawing parallel lines from already a drawn line …
    it helps in exact drawings .. for now i roughly draw a parallel line which is never exact (for me atleast) … that would be great thanks

  12. Ramesh Sehgal says:

    if the Turnover is over 1 crore the account has to be audited.for turnover figure of value of contracts is taken or it is profit/loss over one crore?

  13. PSDeepak says:

    Hello,
    Ex: If my ledger balance is 1,00,000 on jan 1st, On next day jan 2nd ledger balance will get less if holding futures are in loss (less than 1,00,000)
    but if holding futures are in profit at that time ledger balance will remain same as of jan 1st (same 1,00,000)
    i have to wait for jan 2nd night to get my ledger balance update
    Because of this i am missing margin money on jan 2nd to buy/sell.
    Kite software should update the margin available according to profit/loss of holding future contracts.
    It always moves in negative balance direction when holdings are in loss
    when holdings are in profit it will not add positive balance.

  14. Ramesh Sehgal says:

    Is ther any decision by Higher tax authorities about the turnover.Pl. give the details.

  15. Nisar says:

    Hi Nitin,

    I have to come up to you. I use to trade with zerodha earlier with nest and I was fed up with that system so I left zerodha then you came up with new system so again open up new account lots of new features artificial etc…..

    still it does not have basic capability I cant customize how I m comfortable with the system. Please use trade tiger it is honestly awesome system.

    Only issue is that their brokerage that’s why I m here. I check with your support site also they are saying we are still
    working.

    you have good team at least push the system for basic capability every time new update come whole setting gone
    if there is more then one work space it overwrite charts does recognize pattern, list is long..

    Regards
    Nisar

  16. Sandip says:

    Hi Nitin, the below details are about Zerodha’s DP (Depository participant) charges taken straight from Zerodha’s website.

    DP (Depository participant) charges

    ₹13.5 per scrip per day(irrespective of quantity) debited from demat account when stocks are sold. ₹5.5 per MF (irrespective of quantity) debited from demat on redemption. Charged by depository (CDSL) and depository participant (Zerodha)

    Could you in simple words make us understand the paragraph above? It seems to me that Zerodha is not charging brokerage to equity investors but charging a heavy dp charge of 13.5 rupees per day for each scrip once sold. If this is true then how is it beneficial for equity investors? Brokerage is nil but DP charge is higher than most other brokerage firms. Its practically the same with the other expensive broking houses.

    • Sandip, it is Rs 13.5 the day it is sold, not for everyday it is held. That would be ridiculous if we charged that way. I have answered here. Also, we are the lowest in market when it comes to DP charges also. Most brokers charge between Rs 20 to Rs 30 per day or 0.04% whichever is higher.

  17. Hariharan Velu says:

    Nithin,

    Are there any plans to integrate Kite, Coin, SmallCase, Balance, Q (Crux) into a single consolidated one place do all, check all – balances, positions, portfolio? I do understand that a couple of them are spin-offs or RainMatter funded ideas, however a consolidated accounts page will help to see the big picture.

    As of now, its 4-5 different tabs on a browser and have to manually reconcile the holdings.

    -Hari

  18. anl says:

    Hi sir , what will happen for the below situations given , ( all are just examples , not real values )
    i think one stock will rise from here CMP is 90
    if i sell one 100 PE strike at premium Rs.10 and with buy 90 PE strike at premium Rs.8.
    if the stock cross abv 100 at expiry or before , i will get 2 Rs profit ,and both the PE values will be zero , ie .05 paise
    what if there is no buyer at expiry end ? how will i square of my PE bought and PE sold ?
    will any extra stt for that PE sold ?

  19. Akhil pr says:

    Is there a fundamental data provider in india like bloomberg terminal .is there any way to obtain correct fundamental data to make trading decisions

    • Vasanth says:

      Hi Akhil, smallcase (screener) gets its data from Thomson Reuters, one of the most trusted & reliable data feed providers globally

  20. jayesh says:

    pi is not opening and Re instaled .twice, call support desk It team conneceted through Team Viewer, buy he Ravikumar could not solved the issue and tole me email with screen shot , another personwill call me and solve the issue, Whole day past but not even phone call received.

    very poor IT Team.

    • siva says:

      Tried calling you but was not reachable, can try doing ->go to run, type %localappdata%Pi, find the file user.config,delete it and relogin. If still facing any issue you can revert to the ticket we have answered to.

  21. ZL0345 says:

    Some Indices data missing

    In your application Pi, I am not able to find any data for some NSE as well as BSE indices. Even in web application Kite, data for some indices is missing.

    For eg., in Pi, there is no information of NSE indices like Nifty Metal, Nifty Realty, Nifty Private Banks etc. Similarly, there is no availability of BSE indices like BSE Telecom, BSE Infra etc.

    Please include data and charts for all Indices too.

    Thanks,
    Roopak Sharma

  22. rajendran says:

    What as a trader need to trade options on kite is a list showing all strike prices along with columns showing call/put/premiums/bid/ask/delta/implied volatility etc..for a script selected to make buy/sell as an easy process.Also one needs a combined order placement for any vertical spreads buy/sell etc..You are not showing any interest give important data like delta, volatility etc.. May be interested in gambling type of investors.
    Not happy with the your process of moving forward.
    Wake up and do first thing first.
    Thanks,
    D.Rajendran.

  23. Ankush says:

    Coin platform lacks custom investment option, for example
    I want to invest 500 rs daily in the mutal fund when market is open to make the daily average
    or
    I want to invest 500 rs every alternate day in a mutual fund. Your thoughts @Nitin?

    I am talking about NOT SIP but one time buy opportunity.

  24. Suresh Kamath says:

    Goodevening Nitin,
    I just needed to know how we could keep shares in my dmat account with zerodha as collateral for stock futures margin and information on the haircut for exposure for eligible scripts. Please advise, regards

  25. Kalai says:

    Hi

    Do you accept MF units as collateral for stock futures margin which we can pledge n trade.

    Thanks

  26. Suneel Suryavanshi says:

    Hi Nithin,
    I have just opened my account in Zerodha and did few transactions. When I got my contract note, I found few missing details. Strike price of Option brought and sold were not available in that contract note. I raised this to support team two weeks back but there is no response from them even after numerous follow ups. Ticket number is 445389.
    Request your intervention here.

  27. akash says:

    hey Nithin how r u ?
    Is pi available on IOS??

  28. akash says:

    one more thin man
    if I wanna place a buying bid on options then ur executive told me to place the range on sl order
    if suppose that I have target of 1 rupee that my target may be reduced to .60 /.70. paisa due to range

    pls tell me how can I place the order exactly at 8

  29. Traderx says:

    I was wondering where can i find link for interest calculation charged on margin for overnight positions.

    I had cash margin of 1.5 lakhs and collateral margin of 5 lakhs approx, I had taken overnight position of 5.5 lakhs, however I think Zerodha has a rule where they will fund 50 percent free of cost of collateral margin that is 1.5 lakhs in this case. So the interest chargeable is on 2.5 lakhs @0.05 percent per day.

    Is this correct?

    Also is there a calculator for same, i do more of covered calls so need to understand the cost of carry.

  30. Traderx says:

    Where can I find the interest charges if any on the Q?

  31. muniraj says:

    हाय
    पाहिले आपका कॉन्ट्रैक्ट नोट सुधारिय बादमे देकेगे ( smallcase, balance,coin)
    हाय ज़ेरोधा
    ज़ेरोधा का Contract notes का्य चोर हाय का्य ट्रेडिंग ट्रमिनल पर प्रॉफिट दिकता हाय ओंर ज़ेरोधा कॉन्ट्रैक्ट नोट लोस
    का्य ज़ेरोधा अकाउंट प्रॉफिट खाता हाय का्य ? ज़ेरोधा का कॉन्ट्रैक्ट नोट्स कुछा भी समाज नहीं आता प्लीज इसे अछा कीजिये नितिनजी

  32. Ashish says:

    Hi,

    While log in to smallcase screener through kite, application is asking for permission to Access
    – holdings and positions portfolio
    – View your account balance and margins,
    – Place, modify, and cancel orders
    Why it is require?

  33. Saurabh says:

    My name is saurabh and i am a student
    Currently i am trading in equity intraday but now i want to trade in nfo . Being a student i have not any income proof .i have only bank statement and 2 stocks in holding can i send this as a income proof . And second ques. Is where to send this . I mailed at zerodha support . Its ohk ?

  34. r.k.jain says:

    i find out delta value at zerodha terminal p. help me and how it is helpful on option trade

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