October 01, 2015
Nifty Vs OI
The Nifty futures open interest has decreased by 0.23%
BankNifty futures open interest has increased by 2.49% as
market closed at 7948.90 levels.
The Nifty October future closed at a premium of 31.45
points against a premium of 32.55 points. The November
series closed at a premium of 66.50 points.
The Implied Volatility of at the money options has
decreased from 20.40% to 17.87%.
Nifty PCR-OI has increased from 0.91 to 0.92 levels.
The total OI of the market is Rs. 1,88,315/- cr. and the
stock futures OI is Rs. 56,108/- cr.
Few of the liquid counters where we have seen high cost of
carry are UNITECH, NHPC, JPASSOCIAT, SOUTHBANK
FIIs were marginal buyers in cash market segment.
In Index Futures again they were sellers of Rs. 144
crores with rise in OI, suggesting fresh short in last
In Index Options front, the overall activity was
subdued. FIIs also sold marginally to the tune of
Rs. 120 crores with rise in OI. In call options, some
OI addition was seen in 8000-8300 strikes. On the
other hand in put options, good amount of build-
up was seen between 7900 strike. Maximum OI is
seen in 8300 call and 7500 put options.
Even though we saw Nifty bouncing in last two
trading sessions, we are hardly seeing any buying
interest over-all. FII’s activity too remained quite
yesterday. 8150-8200 is a major resistance for
market, trade accordingly.
October 01, 2015
FII Statistics for 30-September 2015
Turnover on 30-September 2015
(` in cr.)
(` in cr.)
Nifty Spot = 7948.90
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Oct. Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
October 01, 2015
September 28, 2015
Research Team Tel: 022 - 39357800
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