Feb 04, 2015
Nifty Vs OI
The Nifty futures open interest increased by 1.83%
levels BankNifty futures open interest has increased
by 9.75% as market closed at 8756.55 levels.
The Nifty February future closed at premium of
53.35 points against a premium of 62.25 points. The
March series closed at a premium of 112.65 points.
The Implied Volatility of at the money options has
increased from 18.50% to 19.08%.
Nifty PCR-OI has decreased from 0.87 to 0.85 levels.
The total OI of the market is Rs. 1,88,343/- cr. and
the stock futures OI is Rs. 67,792/- cr.
Few of the liquid counters where we have seen
high cost of carry are NHPC, TATACOMM,
RANBAXY, IDFC and DABUR.
FIIs sold of worth Rs. 629 crores in cash market
segment. In Index Futures they were net sellers
of worth Rs. 474 crores with marginal fall in open
interest and in Stock Futures sold of worth Rs.
1549 crores with some rise in open interest
suggesting short formation.
In Index Options they bought of worth Rs. 679
crores with rise in open interest indicating fresh
long formation. PCR-OI plunged further mainly
to due to continues open interest addition in
call options, while implied volatility increased on
the closing basis. We witness decent open
interest addition in the range of 8800-9400 call
options, which may be FII’s long positions. On
the other hand in put options good amount of
open interest addition was seen in 8500 strike
Despite seeing pressure in market we are hardly
relevant profit booking or selling by FIIs in Index
Futures, they continue to buy higher call options
from last few days. Seeing the overall data we
don’t see this fall to last for long.
Feb 04, 2015
FII Statistics for 03-Feb-2015
Turnover on 03-Feb-2015
Nifty Spot =8756.55
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Feb Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Feb 04, 2015
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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