Aug 07, 2014
Nifty Vs OI
The Nifty futures open interest increased by 4.05% while
BankNifty futures open interest has increased by 8.86%
as market closed at 7672.05 levels.
The Nifty August future closed at premium of 19.40 point
against a premium of 26.30 points. The September
series closed at a premium of 53.75 points.
The Implied Volatility of at the money options has
increased from 12.78% to 13.45%.
Nifty PCR-OI has decreased from 0.87 to 0.86 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 JPASSOCIAT, COLPAL,
GMRINFRA, TATAMTRDVR and SRTRANSFIN.
Yesterday market corrected nearly a percent still FIIs
were net buyer in cash market segment of worth Rs.
283 crores. In F&O segment they were net seller in
Index Futures with significant rise in open interest
indicating blend of both long & short positions in last
In Index options FIIs were net buyer with rise in open
interest indicating some fresh long formation, PCR-OI
decreased yesterday due to buildup in call options
with rise in implied volatility which suggests buying in
call options, we saw 7800 & 7900 strike price of call
options adding more than
yesterday which we believe are mostly long positions.
On the other hand in put options we hardly saw any
reasonable buildup, wherein 7200 strike price was
active then other. Maximum open interest in current
series in seen in 8000 call & 7300 put options.
Aug 07, 2014
FII Statistics for 06-Aug-2014
Turnover on 06-Aug-2014
Nifty Spot =7672.05
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 07, 2014
Ratio Put Spread
Research Team Tel: 022 - 39357800
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