September 14, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 0.58%
BankNifty futures open interest has decreased by 3.99% as
market closed at 7789.30 levels.
The Nifty September future closed at a premium of 0.05
points against a premium of 20.15 points. The October
series closed at a premium of 34.00 points.
The Implied Volatility of at the money options has
increased from 25.80% to 26.37%.
Nifty PCR-OI has decreased from 0.95 to 0.93 levels.
The total OI of the market is Rs. 2,31,093/- cr. and the
stock futures OI is Rs. 56,897/- cr.
Few of the liquid counters where we have seen high cost of
carry are JPPOWER, UNITECH, JPASSOCIAT, JSWENERGY
FIIs were net sellers in cash market segment to the
tune of Rs. 754 crores. While in Index Futures they
bought of worth Rs. 240 crores with rise in OI,
suggesting fresh long formation in last trading
In Index Options, they sold significantly of Rs. 1233
crores with rise in OI. In call options we saw build-
up in 8000 strike. While in put options, we hardly
witness any strike adding decent fresh OI.
Unwinding was visible in 7200 and 7400 put
options. Maximum OI is seen in 8000 call and
7500 put options.
We are witnessing continuous selling in equities by
bigger hands and majority of positions in Nifty and
BankNifty futures are short. Even though Nifty gave
a decent bounce in last three-four trading sessions,
but we hardly saw any meaningful buying interest
in Nifty. We still believe it’s a sell on rise market;
7900-7950 is an immediate resistance for Nifty.
September 14, 2015
FII Statistics for 11-September 2015
Turnover on 11-September 2015
(` in cr.)
(` in cr.)
Nifty Spot = 7789.30
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 14, 2015
August 31, 2015
September 07, 2015
Research Team Tel: 022 - 39357800
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