Sept 15, 2014
Nifty Vs OI
The Nifty futures open interest decreased by 1.04% while
BankNifty futures open interest has increased by 0.20%
as market closed at 8105.50 levels.
The Nifty September future closed at premium of 32.35
point against a premium of 33.70 points. The October
series closed at a premium of 74.90 points.
The Implied Volatility of at the money options has
decreased from 11.81% to 11.63%.
Nifty PCR-OI remains unchanged at 0.96 levels.
The total OI of the market is Rs. 2,05,876/- cr. and the
stock futures OI is Rs. 57,770/- cr.
Few of the liquid counter stocks where we have seen high
cost of carry are GMRINFRA, EICHERMOT, JPPOWER,
HDFCBANK and HDIL.
FIIs were net buyer in cash market segment of worth
Rs. 182 crores. In Index Futures they were net seller
with fall in open interest indicating continuation of
long unwinding in last trading session. In Stock
Futures even they were net seller of Rs. 636 crores
with some rise in open interest which may be due to
long unwinding & short formation.
In Index Options they were marginal seller with rise
in open interest which suggests blend of both long
and short positions. In call options 8100 & 8300
strike prices were active and they also added some
buildup. We have notice 8300 strike adding open
interest from last two three trading sessions due to
which maximum buildup of current series has shifted
to 8300 strike price. On the other hand we hardly
saw reasonable activity in put options, majority of
addition in open interest was seen in 8100 put
options. While maximum buildup that of put options
remains at 8000 strike price.
Sept 15, 2014
FII Statistics for 12-Sept-2014
Turnover on 12-Sept-2014
Nifty Spot =8105.50
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 15, 2014
Long call ladder
Long put ladder
Research Team Tel: 022 - 39357800
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