Aug 06, 2014
Nifty Vs OI
The Nifty futures open interest increased by 3.56% while
BankNifty futures open interest has increased by 2.23%
as market closed at 7746.55 levels.
The Nifty August future closed at premium of 26.30 point
against a premium of 34.55 points. The September
series closed at a premium of 59.85 points.
The Implied Volatility of at the money options has
decreased from 13.83% to 12.78%.
Nifty PCR-OI has increased from 0.86 to 0.87 levels.
The total OI of the market is Rs. 1,45,359/- cr. and the
stock futures OI is Rs. 51,095/- cr.
Few of the liquid counters stocks where we have seen
high cost of carry are IOB, DISHTV, ORIENTBANK,
MCLEODRUSS and SRTRANSFIN.
FIIs activity in cash market segment was subdued. In
F&O segment they were net seller in Index Futures
with marginal change in open interest indicating
some fresh short positions and unwinding of long
positions formed earlier.
In Index options FIIs were net buyer with rise in open
interest indicating fresh long formation, PCR-OI has
further increased due to continuous buildup in put
options from last two-three trading sessions. 7500 &
7700 put options were quite active yesterday and
they added decent buildup even, we believe FIIs are
going long in these put strikes and that too without
going long in Index Futures which suggests they are
hedging their positions by going long in put options.
On the other hand in call options we hardly saw any
7900 strike price showed
maximum activity. Maximum open interest in current
series in seen in 8000 call & 7300 put options.
Aug 06, 2014
FII Statistics for 05-Aug-2014
Turnover on 05-Aug-2014
Nifty Spot =7746.55
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
Aug 06, 2014
Ratio Put Spread
Research Team Tel: 022 - 39357800
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