Tracked yesterday's biggest institutional options buys into today's close — five are still running
I log large options prints on NSE (single trades and accumulations above ₹0.5 Cr notional) and grade them from the flag price to the next session's close. Tuesday's flags, measured at Wednesday's close:
NATIONALUM 390 CE — ₹9.35 to ₹31.00 (+232%), flagged 3:09pm Tue
ZYDUSLIFE 1150 CE — ₹34.05 to ₹63.25 (+86%)
ADANIGREEN 1380 PE — ₹45.15 to ₹63.70 (+41%)
HDFCAMC 2600 PE — ₹87.95 to ₹117.00 (+33%)
SBIN 1050 CE — ₹44.00 to ₹55.65 (+26%)
The part I find genuinely interesting: ZYDUSLIFE was already Tuesday's top same-day mover at +82%, and it kept extending on Wednesday. That day-1-into-day-2 follow-through keeps showing up — a name that ranks one session often ranks again the next with a bigger number.
Caveat I'd rather state myself than have someone state it for me: this is the winners list. Plenty of flagged trades finished red — most intraday-flagged premium closes lower, because theta. It's a positioning read, not a track record, and not a recommendation.
Does anyone else here track flow persistence? Curious whether the day-2 follow-through holds up in your data or whether I'm just describing survivorship.