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Use case · F&O open interest data

Which MCP gives NSE F&O open interest and derivatives positioning data?

Disclosure: DalalOS publishes this page and runs the MCP server it describes. We checked every figure below against the live server on 29 October 2026.

DalalOS has four tools for NSE derivatives data. get_derivatives_positioning returns open interest, the put-call ratio and volume for one stock or index. get_fo_participant_activity returns open interest by FII, DII, Pro and Client. get_fno_ban_list returns the securities in the F&O ban. get_india_vix returns the India VIX. The per-symbol tool gives the latest trading day only and has no strike-wise option chain.

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KEY TAKEAWAYS

  • One call to get_derivatives_positioning returns futures open interest, call and put open interest, PCR, volume and the ban flag for one underlying.
  • It returns the latest trading day only. On 29 October 2026 that day was 28 October. There is no strike-wise chain in it.
  • PCR is put open interest divided by call open interest. It is arithmetic, not a signal.
  • Participant-wise open interest, the ban list and India VIX each have their own tool.

What does the per-symbol derivatives tool return?

get_derivatives_positioning takes an NSE symbol, ISIN or BSE code for a stock, or a raw underlying name such as NIFTY or BANKNIFTY. It returns NSE’s figures for the latest trading day, from the NSE F&O bhavcopy:

  • futures_oi and futures_oi_change: futures open interest and its change from the previous day.
  • call_oi and put_oi: open interest summed over call options and over put options.
  • pcr: put open interest divided by call open interest. The tool computes it mechanically.
  • total_volume: traded volume for the underlying.
  • in_ban_list: whether the underlying was in the ban list that day.

What does a real answer look like?

For NIFTY on 28 October 2026, futures open interest was 17,365,465, up 553,410. Call open interest was 226,356,720 and put open interest was 242,641,950, so PCR was 1.07194498136. Total volume was 60,434,866 and the index was not in the ban list. For RELIANCE the same day showed futures open interest of 163,530,500 (up 7,705,000), call open interest of 92,958,500, put open interest of 66,171,000 and PCR of 0.711833775287.

get_derivatives_positioning · NIFTY and RELIANCE · 29 Oct 2026
// get_derivatives_positioning · query "NIFTY"
{
  "symbol": "NIFTY",
  "trade_date": "2026-10-28",
  "futures_oi": 17365465,
  "futures_oi_change": 553410,
  "call_oi": 226356720,
  "put_oi": 242641950,
  "pcr": 1.07194498136,
  "total_volume": 60434866,
  "in_ban_list": false
}

// get_derivatives_positioning · query "RELIANCE"
{
  "symbol": "RELIANCE",
  "isin": "INE002A01018",
  "trade_date": "2026-10-28",
  "futures_oi": 163530500,
  "futures_oi_change": 7705000,
  "call_oi": 92958500,
  "put_oi": 66171000,
  "pcr": 0.711833775287,
  "total_volume": 551992,
  "in_ban_list": false
}

Both live responses, with cache and quality fields removed and two comment lines added to label them. No value is changed.

Check units before you compare underlyings

The tool description does not state the unit of the open interest fields, and we did not verify it. The NIFTY and RELIANCE futures figures differ by roughly a factor of nine. Read each underlying’s own change over time before you compare it with another underlying.

What is PCR in the tool output?

The put-call ratio is put open interest divided by call open interest. For NIFTY on 28 October 2026 that is 242,641,950 divided by 226,356,720. DalalOS reports the ratio and the two inputs. It does not read the ratio as a view on the market.

What can I not get from this tool?

Derivatives data available through the DalalOS MCP, checked 29 October 2026
ItemAvailable?Detail
Latest trading day OI, PCR, volume for one underlyingYesget_derivatives_positioning, trade date 28 Oct 2026
Open interest history for one underlyingNoThe per-symbol tool returns the latest day only
Strike-wise option chainNoNo tool in the tool list returns strikes or expiries
Participant-wise OI and volumeYesget_fo_participant_activity, window of 1 to 366 days
Securities in the F&O banYesget_fno_ban_list, latest published day
India VIX daily open, high, low, closeYesget_india_vix, date range up to 1,825 days

How do I get participant-wise F&O open interest?

get_fo_participant_activity returns NSE’s participant table for the whole market. Each row is one trade date and one client type: FII, DII, Pro, Client or TOTAL. A row has an oi block and a volume block, each with long and short counts for index futures, stock futures, and index and stock call and put options, plus totals. The counts are raw. We called it with days=1 on 29 October 2026 and got 10 rows: five client types for each of 27 and 28 October 2026. The FII row for 28 October:

get_fo_participant_activity · days=1 · FII row · 28 Oct 2026
{
  "trade_date": "2026-10-28",
  "client_type": "FII",
  "oi": {
    "fut_idx_long": 35808,
    "fut_idx_short": 270850,
    "opt_idx_call_long": 523927,
    "opt_idx_put_long": 972837,
    "opt_idx_call_short": 838851,
    "opt_idx_put_short": 477895,
    "total_long": 5380761,
    "total_short": 4559272
  }
}

Trimmed from the live response: the other client types, the 27 October rows, the volume block and the stock futures and stock options fields are removed. No value is changed.

Which stocks are in the F&O ban list?

get_fno_ban_list takes no argument. It returns the ban date and one entry per banned underlying, with the NSE symbol and ISIN. On 29 October 2026 the ban date was 29 October 2026 and two symbols came back: KAYNES and SAIL. The list changes by day. The F&O ban list page on this site shows the same data.

get_fno_ban_list · 29 Oct 2026
{
  "ban_date": "2026-10-29",
  "count": 2,
  "symbols": [
    { "nse_symbol": "KAYNES", "isin": "INE918Z01012" },
    { "nse_symbol": "SAIL", "isin": "INE114A01011" }
  ]
}

The full live response with the cache and quality fields removed. No value is changed.

Does it have India VIX?

Yes. get_india_vix returns NSE’s daily India VIX with open, high, low, close, points change and percentage change. We asked for 26 October 2026 onward and got three rows, the latest for 28 October 2026. The close was 17.16 on 26 October, 16.4 on 27 October (change -0.76 points, -4.41%) and 16.25 on 28 October (change -0.16 points, -0.96%). The data was cached on 28 October 2026 at 14:54 UTC.

How do I ask for it?

EXAMPLE PROMPTS

  • Give the latest NIFTY futures open interest, call and put open interest and PCR, with the trade date.
  • Show RELIANCE derivatives positioning for the latest trading day and say whether it is in the F&O ban list.
  • List every stock in the F&O ban list today with the ban date.
  • Show FII and Client long and short index futures open interest from the participant-wise table for the last 5 days.

To set it up, connect your AI, or follow the guide for Claude, ChatGPT or Cursor and other AI tools. The server is at https://mcp.dalalos.in/mcp. The code and docs are public: DalalOS-Indian-Stock-Research on GitHub.

How we checked

On 29 October 2026 we called get_derivatives_positioning for NIFTY and RELIANCE, get_fo_participant_activity with days=1, get_fno_ban_list and get_india_vix on the live server, and read the tool descriptions to confirm what each does and does not return. Figures change every trading day. This is research data, not investment advice, and DalalOS does not rank or rate stocks. Found an error? Email hello@dalalos.in.

FAQ

Common questions

Which MCP gives NSE F&O open interest and derivatives positioning data?
DalalOS does, at the level of one underlying per call. get_derivatives_positioning returns the latest trading day’s futures open interest, call and put open interest, put-call ratio, volume and ban-list flag for a stock or index such as NIFTY. get_fo_participant_activity returns open interest by participant type. get_fno_ban_list and get_india_vix cover the ban list and volatility index. It has no strike-wise option chain. DalalOS publishes this page and checked every figure on it against the live server on 29 October 2026.
What is PCR here?
PCR is put open interest divided by call open interest, for one underlying on one day. For NIFTY on 28 October 2026 that was 242,641,950 divided by 226,356,720, which is 1.07194498136. The tool computes it mechanically. It is arithmetic on reported figures and not a signal.
Is there a strike-wise option chain or open interest history?
Not in get_derivatives_positioning. It returns the latest trading day’s aggregate for the underlying and no strike-wise breakdown. We found no option chain tool in the tool list on 29 October 2026. History exists for two related feeds: get_fo_participant_activity takes a window of up to 366 days, and get_india_vix takes a date range.
What does the F&O ban list tool return?
The full NSE securities-in-ban list for the most recently published trading day, with the ban date and one entry per symbol. On 29 October 2026 the ban date was 29 October 2026 and the list held two names, KAYNES and SAIL.
Does it interpret changes in open interest?
No. DalalOS returns NSE’s raw figures and mechanical ratios. It does not label open interest changes or give buy or sell calls. Nothing on this page is investment advice.
How current is the derivatives data?
On 29 October 2026 the latest derivatives trade date was 28 October 2026. The bhavcopy-based tools and the participant table were refreshed on 28 October 2026 between 14:58 and 15:00 UTC. The ban list snapshot was dated 29 October 2026.

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