Participant Data
Market Participants Analysis dated 09.10.2026
KRV Prime11 October 202623 min
Educational/Derived AnalysisSource: KRV Prime Market Insights (End-of-Day)As of 11 Oct 2026, 05:17 AM IST
KRVPrime — Daily Market Outlook
Key Market Signals — Data: 09 Oct 2026
NIFTY 50 22,520.45 ▲ +288.65 (+1.30%) | BANK NIFTY 55,256.65 ▲ +741.60 (+1.36%) | SENSEX 72,472.33 ▲ +879.09 (+1.23%) |
OVERALL PCR 1.11 ▲ +0.37 (+50.81%) PCR surged from 0.74 to 1.11 — put OI now exceeds call OI, signalling a shift toward protective hedging and bearish options accumulation. | INDIA VIX 14.38 ▼ -0.90 (-5.89%) VIX fell sharply from 15.28 to 14.38 — declining fear premium supports the day's rally but remains above the complacency zone below 13. | TOTAL OI CHANGE 50,716,280 ▲ +1,058,448 (+2.13%) Total OI expanded +2.13% on a +1.30% Nifty up-day — confirms fresh position-building rather than short-covering driven rally. |
FUTURES OI 877,338 ▼ -3,058 (-0.35%) Futures OI contracted marginally despite the rally — mild short-covering component present, but not dominant. | CALL OI CHANGE 10,808,513 ▼ -1,959,153 (-15.34%) Call OI collapsed 15.34% — massive call unwinding and short-covering at upper strikes as market rallied through resistance zones. | PUT OI CHANGE 12,042,926 ▲ +2,609,632 (+27.66%) Put OI surged 27.66% — aggressive put buying across participants signals defensive hedging or directional bearish positioning building into the rally. |
Participant-wise Key Points
FII Structurally Bearish — Short Covering Futures, Aggressive Put Accumulation
- Futures net improved from -307,109 to -293,988 (net change +13,121, a meaningful reduction in net short exposure). On the long side, FIIs added 3,360 contracts bringing longs from 31,583 to 34,943 [Long Buildup - High Vol], while on the short side they covered 9,761 contracts bringing shorts from 338,692 to 328,931 [Short Covering - Low Vol]. The High Vol tag on the long buildup is critical — it confirms the 3,360 additional longs were placed with above-average conviction, suggesting deliberate initiation rather than routine rebalancing. However, the gross short-to-long ratio remains a towering 9.41:1 (328,931 shorts vs 34,943 longs) — this is unambiguously an outright directional short book, not a hedge against an equity portfolio; the short-covering seen today is marginal relative to the overall structure and FIIs remain the largest net short in futures by a wide margin. The Low Vol tag on short covering suggests the 9,761 contracts unwound were reluctant, thin-volume exits rather than a conviction-driven thesis reversal — FIIs did not capitulate to today's +1.30% Nifty rally.
- Long PCR surged from 1.52 to 2.08 (+36.24%) and Short PCR surged from 0.40 to 0.74 (+85.96%). A Long PCR of 2.08 is deeply significant — FIIs now hold more than twice as many put longs as call longs (1,245,164 put longs vs 600,034 call longs), which is an extreme defensive or directionally bearish options posture; this is not routine hedging but an active expression that downside protection is being aggressively accumulated even as the market rallies +1.30%. The Short PCR rising from 0.40 to 0.74 (+85.96%) tells an equally important story — FIIs dramatically increased put writing on the short side (704,672 put shorts vs 946,852 call shorts), meaning they are now selling puts into the put-long accumulation, possibly to partially finance the hedge cost while still maintaining net put-long dominance. The dominant signal today is unambiguously bearish: the Long PCR at 2.08 is the highest among all participants, the Short PCR expansion reflects premium collection rather than bullish conviction, and both PCRs are moving in a direction consistent with a participant who expects this rally to be temporary and downside to reassert.
- Call OI net stands at -346,818 (Long 600,034 [Long Unwinding - Avg Vol], Short 946,852 [Short Covering - Avg Vol]). Put OI net stands at +540,492 (Long 1,245,164 [Long Buildup - Avg Vol], Short 704,672 [Short Buildup - Avg Vol]). The call side saw massive contraction — longs fell by 137,125 contracts and shorts fell by 194,585 contracts, consistent with FIIs rolling out of upper strike call positions as the market rallied through those strikes, reducing both speculative call longs and call short hedges simultaneously. The put side saw the opposite — FIIs added 122,321 put longs and a massive 247,912 put shorts, which creates a complex put spread or ratio spread architecture: the net put long of +540,492 combined with the net call short of -346,818 forms a synthetic short collar — long puts for protection, short calls to cap any upside rally benefit, all while writing puts below to partially fund the structure. This options architecture perfectly reinforces the futures short book of -293,988 net contracts and leaves FII as the most comprehensively bearish participant in today's session.
- Synthesis — FII Bearish Collar Architecture Intensifying: FIIs present the most internally consistent and multi-layered bearish thesis in today's data. Their futures net remains deeply negative at -293,988 with a 9.41:1 gross short-to-long ratio, they hold the highest Long PCR across all participants at 2.08, their put longs expanded by +122,321 contracts [Long Buildup - Avg Vol] on a day when the market rallied +1.30%, and their call shorts (though reduced in absolute terms by covering) still stand at 946,852 contracts. The complete strategy is a synthetic bearish collar: short futures + short calls (upside cap) + long puts (downside monetisation) + short puts below (premium financing) — a four-legged structure that profits maximally in a declining or rangebound market and loses only if the market stages a sustained, powerful upside breakout beyond the call strike zone. Compared to the previous session, FIIs are accelerating their put accumulation (Long PCR +36.24%) and reducing call exposure — this is a refinement, not a reversal, of their bearish thesis. The High Vol tag on their futures long buildup is the only mildly bullish data point, but with longs at just 34,943 versus 328,931 shorts, it carries negligible directional weight.
- Forward trigger: Watch whether FII futures net contracts improve through the -280,000 level in tomorrow's data — any move above that threshold (i.e., further short covering reducing net shorts below 280,000) would signal the first meaningful capitulation to the rally. If FII futures net remains below -290,000 and their Long PCR holds above 2.00, the bearish thesis is intact and the rally is likely to be capped near the 23,000 CE resistance (Nifty weekly OI resistance). If instead futures net improves sharply and Long PCR drops below 1.80, it would signal FIIs are abandoning the hedge — a potential trigger for a momentum acceleration above 23,000.
DII Cautiously Defensive — Futures Net Long Reduced, Put Accumulation Rising
- Futures net declined from +36,250 to +31,930 (net change -4,320, a meaningful reduction in net long exposure). On the long side, DIIs added a modest 304 contracts bringing longs from 47,792 to 48,096 [Long Buildup - Avg Vol], while on the short side they added an aggressive 4,624 contracts bringing shorts from 11,542 to 16,166 [Short Buildup - High Vol]. The contrast in confirmation tags is telling — the long addition carries an Avg Vol tag (routine, non-conviction long maintenance) while the short buildup carries a High Vol tag (deliberate, above-average conviction short addition on the futures side). The gross long-to-short ratio narrowed from approximately 4.14:1 to 2.98:1 (48,096 longs vs 16,166 shorts) — DIIs remain net long futures but are actively hedging that long book with new short futures positions, a classic defensive overlay suggesting they expect near-term volatility or a potential pullback despite holding long equity exposure. This is a significant structural shift for DIIs, who typically maintain a clean long futures book.
- DII options PCR data is not explicitly available in the participant data — however, the OI changes in calls and puts provide the directional read on their net posture. On the Long side, DIIs added 3,123 call longs [Long Buildup - Low Vol] and 5,640 put longs [Long Buildup - High Vol], revealing that their put additions were made with High Vol conviction while call additions were thin and hesitant (Low Vol). On the Short side, DIIs added 1,027 call shorts [Short Buildup - Avg Vol] and 552 put shorts [Short Buildup - Avg Vol], showing incremental option writing on both sides. The dominant signal from the options positioning is the High Vol tag on put long buildup — DIIs are aggressively buying downside protection, which directly mirrors FII behaviour and reinforces a market-wide defensive posture among the larger institutional participants. This diverges from a purely bullish day narrative and suggests both FII and DII see the rally as an opportunity to add protection rather than ride unhedged.
- Call OI net stands at +86,995 (Long 90,783 [Long Buildup - Low Vol], Short 3,788 [Short Buildup - Avg Vol]). Put OI net stands at +61,472 (Long 62,924 [Long Buildup - High Vol], Short 1,452 [Short Buildup - Avg Vol]). DII options positioning is predominantly long on both the call and put sides — they are net buyers of optionality rather than premium writers. The architecture of net long calls + net long puts is a classic long strangle or long straddle structure: DIIs are positioning for a significant directional move (either up or down) and are unwilling to commit fully to one direction in options. The High Vol tag on put long buildup (+5,640 contracts to 62,924) versus the Low Vol tag on call long buildup (+3,123 contracts to 90,783) creates a mild skew toward downside protection within this strangle structure, consistent with the futures short buildup seen in Bullet 1. Notably, DII call longs at 90,783 dominate their options book — suggesting they are maintaining upside participation while layering on downside insurance.
- Synthesis — DII Defensive Hedge Overlay on Long Book: DIIs today are executing a textbook defensive overlay on what remains a structurally long futures position. Their net futures position declined from +36,250 to +31,930 driven by High Vol short futures addition of 4,624 contracts — not by unwinding longs. Simultaneously, they added 5,640 put longs with High Vol conviction and maintained their dominant call long position at 90,783 contracts. The combined strategy reads as: hold the long equity/futures book, add short futures to reduce delta exposure, buy puts for tail-risk protection, and maintain call longs for upside participation — a delta-reduced long with protective puts or what is commonly called a protected long structure. Compared to yesterday's session, DIIs have moved from a clean long to a hedged long — this is an escalation of caution, not a bullish expansion. The High Vol short futures addition is particularly notable: DIIs do not frequently add futures shorts with high conviction, and today's reading suggests institutional caution about the sustainability of the +1.30% rally.
- Forward trigger: Watch DII futures net in tomorrow's data — if it falls below +28,000 (i.e., they add more short futures or unwind longs), it signals DIIs are actively reducing market exposure and a heavier institutional selling wave may follow. If instead the futures net holds above +31,000 and their put long OI at 62,924 is not materially reduced, the thesis is stable hedged-long. The critical watch level is the 55,000 PE support on BankNifty — a breach of that level with expanding put OI would trigger DII put monetisation and accelerate institutional selling pressure.
Pro Aggressively Bullish on Calls — Synthetic Long Architecture Despite Mixed Futures
- Futures net improved from +23,466 to +32,535 (net change +9,069, a strong expansion of net long exposure). On the long side, Pros added 10,844 contracts bringing longs from 53,159 to 64,003 [Long Buildup - Avg Vol], while on the short side they added only 1,775 contracts bringing shorts from 29,693 to 31,468 [Short Buildup - Low Vol]. The asymmetry in confirmation tags is bullish — the long buildup carries an Avg Vol tag (deliberate, routine but meaningful) while the short buildup carries a Low Vol tag (thin, hesitant, likely hedges or scalp shorts rather than conviction shorts). The gross long-to-short ratio improved to 2.03:1 (64,003 longs vs 31,468 shorts), up from 1.79:1 yesterday — Pros are increasing directional long exposure in futures on a day of market strength, which is consistent with momentum-following behaviour typical of proprietary trading desks. With a net improvement of +9,069, Pros are the only participant group that is clearly expanding bullish futures exposure today, making them a contrarian counterweight to FII bearishness.
- Long PCR improved from 0.79 to 0.98 (+23.82%) and Short PCR surged from 0.67 to 1.13 (+68.55%). A Long PCR of 0.98 means Pros now hold nearly equal put longs and call longs (1,294,501 puts vs 1,317,359 calls) — not a bearish posture but a near-balanced one, slightly skewed to calls. The dramatic surge in Short PCR from 0.67 to 1.13 (+68.55%) is the defining signal — a Short PCR above 1.00 means Pros are now writing more puts than calls on the short side (1,265,464 put shorts vs 1,116,272 call shorts). Writing more puts than calls is a classically bullish income strategy — Pros are selling puts to collect premium on the expectation that the market will not fall to those put strikes, which combined with their expanding futures long of +32,535 net creates a reinforced bullish view. The dominant signal from PCR is bullish: Short PCR crossing above 1.00 with a +68.55% single-day move is a high-conviction shift in the short options book toward bullish premium collection.
- Call OI net stands at +201,087 (Long 1,317,359 [Long Unwinding - Avg Vol], Short 1,116,272 [Short Covering - Avg Vol]). Put OI net stands at +29,037 (Long 1,294,501 [Long Buildup - Low Vol], Short 1,265,464 [Short Buildup - Low Vol]). On the call side, Pros massively covered shorts — short calls fell by 339,525 contracts (the largest single-day short covering move in calls across all participants) while call longs also declined by 47,786 contracts. The net call position swung from -90,652 to +201,087 — a stunning single-day swing of +291,739 in call net OI, converting Pros from net call short to a massive net call long. This is the most dramatic options repositioning today and signals Pros aggressively removed their upside caps (short calls) and now carry a dominant net long call + net long put architecture. However, the Low Vol tags on both put long buildup and put short buildup suggest the put positioning is less committed — the primary conviction move is the call-side repositioning. The architecture of net long calls + marginally net long puts creates a mildly bullish synthetic structure with upside bias.
- Synthesis — Pro Tactical Bullish Reversal — Short Call Covering Dominates: Pros executed the most dramatic single-day repositioning among all participants today. Their call net OI swung by +291,739 contracts from -90,652 to +201,087 — achieved almost entirely by covering 339,525 short calls [Short Covering - Avg Vol], the largest short-covering event in calls across all four participant groups today. Combined with a +9,069 improvement in futures net to +32,535 and a Short PCR crossing above 1.00 at 1.13, the complete strategy reads as a tactical bullish reversal: Pros were previously positioned as upside-cap sellers (short calls + short futures) and have now repositioned to long calls + long futures + put writers — a net synthetic long with premium income on the put side. This is consistent with Pros being nimble momentum traders who responded to today's rally by removing bearish call-short positions and adding long futures. The key internal tension is the Low Vol tags on put positioning, suggesting the put-side of the strategy was added lightly — the high-conviction leg is the call side. Compared to yesterday, Pros have reversed their net options stance completely, which is a strong signal that proprietary desks are now leaning bullish for the near term.
- Forward trigger: The critical watch for Pros is whether their call OI net holds above +180,000 contracts in tomorrow's data — any reversal below that level would indicate the short call covering was a one-day tactical move rather than a sustained bullish positioning. The key price trigger is Nifty 23,000 CE resistance — if the market attempts that level and Pros begin rebuilding call shorts (Short PCR falling back below 1.00), it would confirm that Pros view 23,000 as their tactical target and have fully monetised the bullish move. Sustained Pro put-writing (Short PCR above 1.00) into tomorrow would be the strongest continuation signal for the rally.
Client Conflicted Bearish — Unwinding Longs, Building Puts, But Net Reducing Call Shorts
- Futures net declined from +247,393 to +229,523 (net change -17,870, the largest single-day reduction in futures net long exposure across all participants today). On the long side, Clients unwound 16,037 contracts bringing longs from 307,664 to 291,627 [Long Unwinding - Avg Vol], while on the short side they added 1,833 contracts bringing shorts from 60,271 to 62,104 [Short Buildup - High Vol]. The High Vol tag on the short buildup is significant — while the absolute contract count of new shorts (1,833) is small, the above-average volume confirms this was a deliberate addition rather than a passive roll. The gross long-to-short ratio stands at 4.70:1 (291,627 longs vs 62,104 shorts) — Clients remain the largest net long participant in futures, but the direction of travel today (unwinding longs + adding shorts) mirrors a defensive shift. This is the largest futures long reduction in today's session and signals that retail and HNI participants are taking profits or reducing risk on the long side despite the market's +1.30% gain, which is a classic distribution-on-strength pattern.
- Long PCR surged from 0.58 to 1.01 (+72.11%) and Short PCR rose from 0.87 to 1.21 (+40.00%). The Long PCR crossing 1.00 for the first time (from 0.58 to 1.01) means Clients have shifted from holding more call longs than put longs to now holding roughly equal put and call longs (3,418,874 put longs vs 3,396,080 call longs) — a massive single-day rotation in the long options book that reflects aggressive put buying on a rally day. The Short PCR at 1.21 means Clients are writing significantly more puts than calls on the short side (4,049,875 put shorts vs 3,337,345 call shorts) — this creates an interesting internal contradiction: Clients are buying puts (Long PCR 1.01) AND writing puts below (Short PCR 1.21), which is consistent with a put spread strategy where they buy near-term downside protection and sell further out-of-the-money puts to finance it. The dominant signal is the Long PCR surge of +72.11% — the largest single-day PCR move among all participants — confirming Clients aggressively pivoted to downside protection on today's rally.
- Call OI net stands at +58,735 (Long 3,396,080 [Long Unwinding - Avg Vol], Short 3,337,345 [Short Covering - Avg Vol]). Put OI net stands at -631,001 (Long 3,418,874 [Long Buildup - Avg Vol], Short 4,049,875 [Short Buildup - Avg Vol]). The call side saw massive contraction — call longs fell by 797,789 contracts [Long Unwinding - Avg Vol] and call shorts fell by 446,493 contracts [Short Covering - Avg Vol], reducing call net from +410,031 to +58,735. This simultaneous unwinding of call longs and covering of call shorts is characteristic of position clean-up at resistance — Clients who were long calls are booking profits near 23,000 resistance while those short calls are covering before further upside. On the put side, Clients added 965,687 put longs [Long Buildup - Avg Vol] — the largest single-leg option addition across all participants today in absolute contracts — and added 770,069 put shorts [Short Buildup - Avg Vol], resulting in a net put position of -631,001 (more put shorts than put longs). The architecture of marginally net long calls + net short puts technically reads as a mildly bullish options book, but the massive absolute put long addition of 965,687 contracts signals Clients are hedging aggressively even as they net down calls.
- Synthesis — Client Distribution on Strength with Defensive Put Accumulation: Clients today executed a classic distribution-on-strength playbook: reduce futures longs (-16,037 contracts [Long Unwinding - Avg Vol]), book profits on call longs (-797,789 call longs [Long Unwinding - Avg Vol]), and simultaneously accumulate put longs (+965,687 [Long Buildup - Avg Vol]) — all on a day when Nifty rallied +1.30%. The Long PCR surging from 0.58 to 1.01 (+72.11%) confirms the most dramatic single-day defensive rotation among all participants. The net futures position at +229,523 keeps Clients structurally long — they have not reversed their bullish base position — but the direction of every single action today is defensive or profit-taking. Compared to yesterday, Clients are accelerating their pivot from bullish-momentum to hedged-long, mirroring the DII defensive overlay pattern. The Short PCR at 1.21 (put writing to finance the hedge) introduces a nuanced element: Clients may be running bull put spreads (sell lower puts, buy higher puts) rather than outright bearish positions, which would be consistent with a participant who is cautious but not fully bearish. The internal contradiction is that they remain the largest net long in futures at +229,523 despite all the defensive activity — their base conviction is still long, just increasingly insured.
- Forward trigger: Watch whether Client futures net falls below +210,000 contracts tomorrow — a break of that threshold would signal active long liquidation (not just hedging) and could trigger a broader distribution wave. The key options watch is the Client Long PCR — if it holds above 1.00 in tomorrow's data, Clients are maintaining their defensive hedge and the rally is likely to face overhead selling pressure near 23,000 CE resistance. If instead the Long PCR retreats below 0.80 and call longs rebuild, it would signal Clients re-engaged bullishly and the upside could extend; the 22,500 PE weekly support is the critical floor — a close below that level would activate Client put monetisation and accelerate the correction.
Bull vs Bear Strength by Participant
FII Strongly Bearish — Synthetic Short 85% ▼▼ | DII Cautiously Defensive — Hedged Long 60% ▼ | Pro Tactically Bullish — Call Net Long 70% ▲▲ | Clients Conflicted — Distributing on Strength 55% ▼ |
Conclusion — Market Outlook for Tomorrow (09 Oct 2026)
▼ Cautious Bearish — Rally Likely Capped Near 23,000
The collective participant positioning on 09 Oct 2026 delivers a structurally cautious message despite Nifty's +1.30% close. FIIs remain the most dominant and bearish participant with a futures net of -293,988 and a gross short-to-long ratio of 9.41:1 — their refusal to meaningfully cover shorts (only 9,761 contracts covered against 328,931 gross shorts) on a +1.30% rally day is a strong contrarian signal. DIIs reinforced caution by adding 4,624 short futures contracts [High Vol] while simultaneously accumulating 5,640 put longs [High Vol] — the only two High Vol institutional signals of the day both point to downside protection. Clients distributed on strength, unwinding 16,037 futures longs and a massive 797,789 call longs while adding 965,687 put longs — the largest single-leg options addition across all participants. The only genuinely bullish structural signal comes from Pros, who covered 339,525 short calls [Short Covering] and improved futures net to +32,535, converting to a net long call position of +201,087 — but Pros are typically intraday or short-term momentum traders and their positioning is more tactical than structural.
The overall PCR surging from 0.74 to 1.11 (+50.81%) is the dominant macro signal of the day — a 50.81% single-day PCR surge on an up-day means participants are buying puts faster than calls even as prices rise, which is a textbook rally-hedge pattern indicating low conviction in the continuation of the upside move. India VIX falling from 15.28 to 14.38 (-5.89%) confirms that fear premium declined with the rally, which is a mild positive for bulls — but at 14.38, VIX remains in the elevated zone and has not fallen to the sub-13 complacency range that would confirm sustained bullish momentum. The put OI expansion of +27.66% (adding 2,609,632 contracts) versus call OI contraction of -15.34% (removing 1,959,153 contracts) together create a market structure where the dominant OI-based support is building at 22,500 (Nifty weekly PE) and 55,000 (BankNifty monthly PE), while the dominant resistance ceiling is being reinforced at 23,000 (Nifty weekly CE) and 56,000 (BankNifty monthly CE). The net reading is a capped rally in a hedged market — upside is structurally limited by FII call-short residuals and put-buy accumulation across all major participants.
The bull thesis requires FII futures net to improve meaningfully above -280,000 and the overall PCR to stabilise (not surge further), indicating put accumulation has peaked. The bear thesis is confirmed if tomorrow's data shows FII put longs expanding further (Long PCR sustaining above 2.00), Client futures net declining below +210,000, and the overall PCR pushing above 1.20 — all of which would signal that today's rally was a distribution event rather than the start of a new upleg. The 22,500 weekly PE support is the structural floor; a breach with expanding put OI would accelerate downside toward the 22,000 monthly PE support.
Scenario 1 — Bull case:
If FII futures net improves above -280,000 (short-covering acceleration of at least 13,000 additional contracts) AND the overall PCR stabilises between 1.00 and 1.10 without further surge, AND India VIX falls below 13.80, it would signal institutional bears are capitulating and the rally has genuine continuation potential. In this scenario, Pro's call net long of +201,087 would act as a momentum amplifier and the market could test the 23,000 Nifty weekly CE resistance — a sustained close above which would force FII short-covering and trigger a measured upside extension toward 23,500 monthly CE resistance.
Scenario 2 — Bear case:
If FII futures net remains below -290,000 tomorrow and their Long PCR holds above 2.00, AND Client futures net declines below +210,000 confirming continued long liquidation, AND India VIX reverses above 15.00, the rally will be confirmed as a distribution event. In this scenario, put OI at 22,500 Nifty weekly PE becomes the gravitational magnet as Client and FII put longs are monetised into a decline, with the market testing 22,000 monthly PE support — a breach of which would represent the most bearish confirmation, activating further delta-hedging selling from all participant groups.
Key Resistance 23,000 (Nifty Weekly CE) — FIIs hold net -346,818 call OI (946,852 call shorts vs 600,034 call longs), creating a dense supply wall of short calls at and above this strike. Pros covered 339,525 call shorts but their residual net long calls are insufficient to absorb FII's structural call supply. This is the dominant OI-based resistance for the week. | Key Support 22,500 (Nifty Weekly PE) — FIIs added 122,321 put longs to reach 1,245,164 total, Clients added 965,687 put longs to reach 3,418,874 total, and DIIs added 5,640 put longs [High Vol] — three participant groups are accumulating put longs at or near this strike, creating a dense demand floor. A close below 22,500 would trigger aggressive put monetisation from all three groups. Secondary support at 22,000 (Nifty Monthly PE). | Trigger to Watch Overall PCR crossing above 1.20 — if tomorrow's PCR surges beyond 1.20 (from today's 1.11), it confirms put accumulation is accelerating into the rally and the distribution thesis is live. Simultaneously watch FII futures net vs -280,000: short-covering through that level would flip the near-term bias bullish. The current -293,988 net and PCR 1.11 sit in an ambiguous zone — one more session of data is needed to confirm directional resolution. |
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