May 05, 2015
Nifty Vs OI
The Nifty futures open interest has decreased by 2.24%
BankNifty futures open interest has increased by 5.79%
as market closed at 8331.95 levels.
The Nifty May future closed at premium of 40.30 points
against a premium of 62.55 points. The June series
closed at a premium of 72.90 points.
The Implied Volatility of at the money options has
decreased from 16.56% to 16.14%.
Nifty PCR-OI has increased from 0.95 to 0.99 levels.
The total OI of the market is Rs. 1,84,316/- cr. and the
stock futures OI is Rs. 62,751/- cr.
Few of the liquid counters where we have seen high cost
of carry are MINDTREE, ULTRACEMCO, JPPOWER,
NHPC and AMTEKAUTO.
FII's activity is cash market segment was muted,
whereas in Index Futures there shorted of Rs 280
crores with rise in open interest suggesting some
short formation in last trading session.
In Index Options front, FIIs bought significantly of
worth Rs. 2287 crores with good amount of rise in
open interest. PCR-OI continues to increase due to
majority of open interest addition in put options.
Buildup was seen in the range of 7700-8300 put
7700 strike added significant
open interest. On the other hand in call options
8400-8700 strikes were active and added good
amount of buildup. Maximum buildup is seen in
8600 call and 8100 put options.
Seeing the overall data we believe we may see
some more bounce. This is a sell on rise market so
avoid going aggressively long.
May 05, 2015
FII Statistics for 04-May2015
Turnover on 04-May2015
Nifty Spot = 8331.95
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (May Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
May 05, 2015
Bull Call Spread
Research Team Tel: 022 - 39357800
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