September 07, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 3.05%
BankNifty futures open interest has increased by 1.57% as
market closed at 7655.05 levels.
The Nifty September future closed at a premium of 9.30
points against a premium of 19.55 points. The October
series closed at a premium of 50.50 points.
The Implied Volatility of at the money options has
increased from 24.20% to 26.11%.
Nifty PCR-OI has decreased from 0.99 to 0.96 levels.
The total OI of the market is Rs. 2,17,471/- cr. and the
stock futures OI is Rs. 54,671/- cr.
Few of the liquid counters where we have seen high cost of
carry are JPPOWER, UNITECH, JSWENERGY, ZEEL and
FIIs were net sellers in both cash market segment
and in Index Futures. They sold equities to the tune
of Rs. 1287 crores and Index Futures of worth Rs.
356 crores with rise in OI suggesting short
In Index Options, they were net buyers of Rs. 635
crores with good amount of rise OI. In call options
we saw build-up in the range of
strikes, wherein 7700 and 7800 call options added
huge open interest expecting bounce in Nifty. On
the other hand in put options, 7200-7300 strikes
added good amount of build-up, followed by
unwinding in 7600-7900 put options. Maximum
OI is seen in 8500 call and 7500 put options.
We are witnessing continuous selling in equities by
bigger hands and majority of positions in Nifty and
BankNifty are shorts. We believe it’s a sell on rise
market and 8100-8200 is a major resistance for
September 07, 2015
FII Statistics for 04-September 2015
Turnover on 04-September 2015
Nifty Spot = 7655.05
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Sept. Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
September 07, 2015
August 31, 2015
Research Team Tel: 022 - 39357800
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