June 19, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 8.30%
BankNifty futures open interest has decreased by 7.53%
as market closed at 8174.60 levels.
The Nifty June future closed at a discount of 17.05 points
against discount of 12.50 points. The July series closed
at a premium of 2.95 points.
The Implied Volatility of at the money options has
decreased from 16.18% to 14.21%.
Nifty PCR-OI has increased from 0.89 to 0.96 levels.
The total OI of the market is Rs. 2,33,917/- cr. and the
stock futures OI is Rs. 61,789/- cr.
Few of the liquid counters where we have seen high cost
of carry are UNITECH, JPASSOCIAT, ADANIPOWER,
FII's were sellers in cash market segment; they sold
of Rs. 784 crores of equity cash. In Index futures
they were buyers of worth Rs. 144 crores with
significant rise in open interest suggesting blend of
both long and short positions in last trading
In Index options front, FIIs bought of worth Rs.
1697 crores with rise in open interest indicating
long formation. In call options we hardly saw open
interest addition in any strike; huge unwinding was
visible in 8000-8200 call options. On the other
hand in put options 8000 & 8100 strikes added
significant open interest which is long positions
formed by FII’s, while 7900 & 8200 put options
also added decent open interest. Maximum
buildup in current series is seen in 8300 call and of
put options has shifted to 8000 strike.
We are hardly seeing any buying interest in Index
Futures by FIIs, continuous buildup in put options is
visible from past few days and we believe these are
longs getting formed. We believe 8200-8250 is a
major resistance for Nifty and one should form
shorts near its resistance levels.
June 19, 2015
FII Statistics for 18-June 2015
Turnover on 18-June 2015
Nifty Spot = 8174.60
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (June Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
June 19, 2015
June 01, 2015
Ratio Bull Call Spread
June 08, 2015
Ratio Bull Call Spread
June 15, 2015
Research Team Tel: 022 - 39357800
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