Oct 08, 2014
Nifty Vs OI
The Nifty futures open interest increased by 4.19% while
BankNifty futures open interest has increased by 5.66%
as market closed at 7852.40 levels.
The Nifty October future closed at premium of 38.50
point against a premium of 38.10 points. The November
series closed at a premium of 87.30 points.
The Implied Volatility of at the money options has
increased from 12.32% to 13.96%.
Nifty PCR-OI has decreased from 0.90 to 0.88 levels.
The total OI of the market is Rs. 1,78,329/- cr. and the
stock futures OI is Rs. 51,735/- cr.
Few of the liquid counter stocks where we have seen high
cost of carry are DABUR, IFCI, HEROMOTOCO, BPCL
Yesterday market plunged nearly 100 points and
closed near 7850 mark. FIIs sold in cash market
segment of worth Rs. 332 crores. In Index Futures
they were net buyer with good amount of rise in open
interest indicating blend of both long & short
positions in last trading session.
In Index Options they bought marginally with some
rise in open interest suggesting again a mix of both
long & short positions. PCR-OI has decreased due to
greater part of open interest addition in call options
while implied volatility also jumped higher after 2-3
trading sessions. In call options we saw significant
buildup in 8000 call options, while 7900 and 8100
call options also added decent open interest. Seeing
continuous buildup in 8100 call options we believe
this level may now act as a resistance for Nifty. On
the other hand in put options 7700 & 7800 strike
prices added good amount of buildup in last trading
session, we believe 7800 support level for Nifty may
be tested. Maximum buildup in current series in call
options still remains at 8200 strike price and that of
put options is at 7800 strike price.
Oct 08, 2014
FII Statistics for 07-Oct-2014
Turnover on 07-Oct-2014
Nifty Spot =7852.40
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Oct Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Oct 08, 2014
Did not trigger.
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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