Feb 19, 2015
Nifty Vs OI
The Nifty futures open interest increased by 0.30% levels
BankNifty futures open interest has decreased by 1.18%
as market closed at 8869.10 levels.
The Nifty February future closed at premium of 22.20
points against a premium of 35.70 points. The March
series closed at a premium of 79.45 points.
The Implied Volatility of at the money options has
increased from 16.40% to 16.44%.
Nifty PCR-OI has increased from 0.95 to 0.97 levels.
The total OI of the market is Rs. 2,40,738/- cr. and the
stock futures OI is Rs. 73.788/- cr.
Few of the liquid counters where we have seen high cost
of carry are HDIL, IBREALEST,
IFCI, STAR and
FIIs bought significantly in cash market segment, they
were net buyers of Rs. 2187 crores. They also bought
in Index Futures of worth Rs. 284 crores with rise in
open interest indicating fresh long positions.
In Index Options they were net buyers of Rs. 572
crores with marginal change in open interest which
suggests blend of long & short covering. We witness
9000-9100 call options adding decent open interest
which may be mix of both long & short positions.
Unwinding in lower strikes 8600-8900 call options
was also visible. On the other hand in put options we
hardly saw any relevant buildup, 8700 & 8800 put
options were active amongst others. Maximum
buildup in Nifty options is seen in 9000 call & 8500
From last few days we are witnessing some fresh long
formation & short covering in Index Futures and we
believe FIIs are still long on Nifty. We expect Nifty to
continue it’s up move and to breach resistance zone
of 8900-8950 levels.
Feb 19, 2015
FII Statistics for 18-Feb-2015
Turnover on 18-Feb-2015
Nifty Spot =8869.10
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Feb Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Feb 19, 2015
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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