Jun 03, 2013
Nifty Vs OI
The Nifty futures open interest decreased by 12.94%
while BankNifty futures open interest is increased by
5.33% as market closed at 5985.95 levels.
The Nifty Jun future closed at premium of 14.10 point
against a premium of 7.20 points. The July series closed
at a premium of 30.60 points.
The Implied Volatility of at the money options has
increased from 14.62% to 15.99%.
Nifty PCR-OI has decreased from 1.16 to 1.03 levels.
The total OI of the market is Rs. 1,07,670/- cr. and the
stock futures OI is Rs.28,460/- cr.
Few of the liquid counters where we have seen high cost
of carry are IVRCLINFRA, INDHOTEL, BATAINDIA, GAIL
Friday’s fall was backed by good amount of selling
observed by FII’s in cash market segment; they were
net sellers in cash market segment worth of Rs.504/-
cr. On derivatives front significant amount of long
unwinding was observed by them in index futures,
while in index options some short covering was seen
by them in Friday’s trading session.
On options front 6000-6300 call option has seen
good amount of buildup in open interest. While in
put option 5800-5900 strike saw maximum buildup
in open interest and 6000-6100 put option has seen
some unwinding which was much of short covering in
HINDPETRO has a very strong support at around
280 levels and it has good amount of shorts
standing in it. With crude taking resistance at higher
levels the counter could see mix of short covering and
long buildup which could take the stock to around
296. Hence we recommend to go long with the stop
Jun 03, 2013
FII Statistics for 31-May-2013
Turnover on 31-May-2013
Nifty Spot =5985.95
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Jun. Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Jun 03, 2013
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