September 09, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 1.47%
BankNifty futures open interest has decreased by 7.08% as
market closed at 7688.25 levels.
The Nifty September future closed at a premium of 31.15
points against a premium of 15.70 points. The October
series closed at a premium of 68.20 points.
The Implied Volatility of at the money options has
decreased from 26.96% to 24.57%.
Nifty PCR-OI remained unchanged at 0.95 levels.
The total OI of the market is Rs. 2,24,742/- cr. and the
stock futures OI is Rs. 56,186/- cr.
Few of the liquid counters where we have seen high cost of
carry are GMRINFRA, UNITECH, ADANIPOWER, RPOWER
FIIs were net sellers in cash market segment to the
tune of Rs. 659 crores. While in Index Futures they
bought of worth Rs. 802 crores with rise in OI,
suggesting fresh long formation in last trading
In Index Options, they were net sellers of Rs. 1594
crores with rise in OI. In call options we saw build-
up in 7700-7800 strikes, followed by unwinding in
8100 and 8200 strike. On the other hand in put
options, the overall activity was subdued.
Maximum OI is seen in 8500 call and 7500 put
We are witnessing continuous selling in equities by
bigger hands and majority of positions in Nifty and
BankNifty futures are short. Yesterday Nifty gave
an upswing of more than 100 pts, but surprisingly
we hardly saw any activity in puts. This indicates
longs in put options are still intact. We still believe
it’s a sell on rise market;
7900-7950 is a
immediate resistance for Nifty.
September 09, 2015
FII Statistics for 08-September 2015
Turnover on 08-September 2015
Nifty Spot = 7688.25
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 09, 2015
August 31, 2015
September 07, 2015
Research Team Tel: 022 - 39357800
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