July 22, 2014
Nifty Vs OI
The Nifty futures open interest increased by 1.48% while
BankNifty futures open interest has increased by 1.79%
as market closed at 7684.20 levels.
The Nifty July future closed at premium of 2.00 point
against a premium of 5.45 points. The August series
closed at a premium of 40.75 points.
The Implied Volatility of at the money options has
decreased from 13.05% to 12.80%.
Nifty PCR-OI remains unchanged at 0.87 levels.
The total OI of the market is Rs. 2,06,431/- cr. and the
stock futures OI is Rs. 56,964/- cr.
Few of the liquid counters stocks where we have seen
high cost of carry are GMRINFRA, OFSS, ABIRLANUVO,
IDEA and RCOM.
FIIs activity in cash market segment was subdued. In
F&O segment they were net buyer in Index Futures
with marginal change in open interest indicating
short positions formed earlier were covering in last
In Index Options FIIs were net seller with some rise in
open interest indicating short formation. Yesterday
7900 strike price of call options was quite active,
some fresh buildup was also seen in the same strike
price. On the other hand in put options we are
continuously witnessing buildup in 7500 & 7600
strike prices from last 3-4 trading sessions,
strike price yesterday again added more than 19,000
contracts. Maximum buildup in current series is seen
in 8000 call and 7500 put options.
July 22, 2014
FII Statistics for 21-July-2014
Turnover on 21-July-2014
Nifty Spot =7684.20
Lot Size = 50
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
July 22, 2014
Ratio Bull Call Spread
Long Put Ladder
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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