Sept 10, 2014
Nifty Vs OI
The Nifty futures open interest decreased by 3.73% while
BankNifty futures open interest has decreased by 2.47%
as market closed at 8152.92 levels.
The Nifty September future closed at premium of 29.25
point against a premium of 19.20 points. The October
series closed at a premium of 73.35 points.
The Implied Volatility of at the money options has
increased from 11.88% to 11.91%.
Nifty PCR-OI has increased from 0.97 to 0.98 levels.
The total OI of the market is Rs. 1,85,229/- cr. and the
stock futures OI is Rs. 54,283/- cr.
Few of the liquid counter stocks where we have seen high
cost of carry are CIPLA, MCLEODRUSS, HDFCBANK, UPL
Yesterday Nifty was under pressure and it closed on a
slightly negative note. FIIs were net buyer in cash
market segment of worth Rs. 479 crores. In Index
Futures they were net seller with fall in open interest
indicating unwinding of long positions formed earlier
in last trading session.
In Index Options they were net seller with rise in open
interest which suggests selling pressure. In call
options we hardly saw any reasonable amount of
buildup, 8500 strike added majority of buildup. On
the other hand in put options 8100 strike added
some buildup which may be short positions formed
by FIIs. Maximum buildup in current series is seen in
8200 call and 8000 put options.
Large cap counter where we saw good amount of
addition in open interest are ACC, CIPLA, HCLTECH,
TATAMOTORS and BHARTIARTL.
Sept 10, 2014
FII Statistics for 09-Sept-2014
Turnover on 09-Sept-2014
Nifty Spot =8152.92
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
Sept 10, 2014
Long call ladder
Long put ladder
Research Team Tel: 022 - 39357800
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