Nifty Vs OI
The Nifty futures open interest has increased by 1.40%
BankNifty futures open interest has increased by 0.44%
as market closed at 8454.10 levels.
The Nifty July future closed at a premium of 11.80 points
against premium of 22.30 points. The August series
closed at a premium of 52.30 points.
The Implied Volatility of at the money options has
decreased from 14.35% to 13.70%.
Nifty PCR-OI has increased from 1.06 to 1.07 levels.
The total OI of the market is Rs. 2,26,496/- cr. and the
stock futures OI is Rs. 62,955/- cr.
Few of the liquid counters where we have seen high cost
of carry are AMTEKAUTO, JPPOWER, GMRINFRA, SRF
Yesterday, FII's were net buyers in both cash
market and Index Futures. They bought equity of
Rs. 269 crores. In Index Futures they bought of
worth Rs. 888 crores with rise in OI suggesting
fresh long formation.
In Index options front, FIIs were net buyers of Rs.
911 crores with marginal change in open interest
indicating blend of longs and short covering. We
saw some buildup in 8600 & 8800 call options,
while some unwinding was visible in 8400 call
option. Whereas, in put options, decent amount of
open interest addition was seen in 8400 strike,
followed by unwinding in
8100 put options.
Maximum buildup in current series has shifted to
8500 call and 8300 put options.
Seeing the over-all data we believe market Nifty
may show strength from current levels. We
suggest one should hold on to their longs and
trade with a positive bias.
FII Statistics for 14-July 2015
Turnover on 14-July 2015
Nifty Spot = 8454.10
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (July Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
June 29, 2015
Ratio Bear Put Spread
July 06, 2015
Ratio Bull Call Spread
July 13, 2015
Long Put Ladder
Research Team Tel: 022 - 39357800
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