Apr 08, 2015
Nifty Vs OI
The Nifty futures open interest has decreased by 0.10%
BankNifty futures open interest has increased by 1.58%
as market closed at 8660.30 levels.
The Nifty April future closed at premium of 51.00 points
against a premium of 29.90 points. The May series
closed at a premium of 100.75 points.
The Implied Volatility of at the money options has
increased from 13.12% to 13.26%.
Nifty PCR-OI has increased from 0.98 to 1.01 levels.
The total OI of the market is Rs. 1,99,875/- cr. and the
stock futures OI is Rs. 66,043/- cr.
Few of the liquid counters where we have seen high cost
of carry are JPPOWER, IDFC, SUNTV, UNITECH, and
FIIs activity in cash market segment was subdued.
While in Index Futures they were marginal sellers with
rise in open interest suggesting blend of short
covering and long formation in last trading session.
FIIs are being quite active n Index Options from last
few trading sessions; they continue buying
significantly of worth Rs. 1012 crores yesterday with
decent rise in open interest suggesting fresh long
formation. In call options 8800-8900 strikes added
decent amount of buildup, we believe these are long
positions. On the other hand in put options 8500 &
8700 strikes added good amount of buildup, some
open interest addition was also seen in 8300 put
options. Maximum buildup in current series is seen in
9000 call & 8400 put option.
We are hardly seeing any reasonable buildup in Nifty
from last few sessions. Metal & Mining sector out
performed yesterday while banking counters continue
to show weakness. One should trade stock specific till
we see any relevant activity in Nifty.
Apr 08, 2015
FII Statistics for 07-Apr-2015
Turnover on 07-Apr-2015
Nifty Spot = 8660.30
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Apr Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Apr 08, 2015
Long Call Ladder
Ratio Bear Put Spread
Research Team Tel: 022 - 39357800
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