Sept 02, 2014
Nifty Vs OI
The Nifty futures open interest increased by 3.16% while
BankNifty futures open interest has increased by 15.90 %
as market closed at 8027.70 levels.
The Nifty September future closed at premium of 41.75
point against a premium of 32.05 points. The October
series closed at a premium of 76.90 points.
The Implied Volatility of at the money options has
increased from 12.54% to 12.94%.
Nifty PCR-OI has increased from 0.74 to 0.79 levels.
The total OI of the market is Rs. 1,35,958/- cr. and the
stock futures OI is Rs. 50,508/- cr.
Few of the liquid counter stocks where we have seen high
cost of carry are UNITECH, JPPOWER, HDFCBANK,
ABIRLANUVO and IFCI.
Yesterday Nifty touched 8000 mark and gave a new
life time high of 8035.00 level, FIIs also actively
participated in this upward move. They bought of
worth Rs. 554 crores in cash market segment. In
Index Futures their activity was subdued but they
traded aggressively in Index Options and even in
Stock Options in yesterday’s trading session.
In Index options they were net buyer of worth Rs.
1971 crores while open interest also increased
simultaneously indicating reasonable amount of long
formation. PCR-OI increased with rise in implied
volatility which suggests buying in put options. We
are seeing good amount of buildup in put options
from last two trading sessions, yesterday also we saw
good amount of buildup in the range of 7700-8100
strike price. On the other hand in call options we
witnessed huge buildup in 8200-8400 strike prices,
wherein 8400 call option added majority of buildup
and maximum buildup in call options also got shifted
from 8000 to 8200 strike price showing positive
sentiment in market. 7900 put option has maximum
buildup in current series.
Sept 02, 2014
FII Statistics for 01-Sept-2014
Turnover on 01-Sept-2014
Nifty Spot =8027.70
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Aug Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Sept 02, 2014
Research Team Tel: 022 - 39357800
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