Nifty Vs OI
The Nifty futures open interest has decreased by 2.76%
BankNifty futures open interest has increased by 1.29%
as market closed at 8529.45 levels.
The Nifty July future closed at a premium of 15.55 points
against premium of 24.80 points. The August series
closed at a premium of 51.15 points.
The Implied Volatility of at the money options has
decreased from 12.77% to 12.39%.
Nifty PCR-OI has decreased from 1.21 to 1.16 levels.
The total OI of the market is Rs. 2,43,441/- cr. and the
stock futures OI is Rs. 65,911/- cr.
Few of the liquid counters where we have seen high cost
of carry are
FEDERALBNK, IFCI, BEL, PIDILITIND and
Yesterday, FII's were net sellers in cash market,
where they sold equity of worth Rs. 226 crores.
Whereas, they bought index futures worth Rs 1256
crores with some fall in open interest, suggesting
combination of both long formation and short
covering in last trading session.
In Index options front, FIIs were net sellers of Rs.
806 crores with fall in open interest. We saw good
amount of buildup in 8500 & 8600 call options.
Whereas, in put options, we hardly saw any strike
adding open interest, huge amount of unwinding
was seen in 8400-8600 strike. This may be due to
profit booking by those guys, who were long.
Maximum buildup in current series is seen in 8600
call and 8500 put options.
Despite market correcting in second half, we saw
FIIs buying figure in Index Futures. Last week also
they had formed meaningful longs in Index
Futures. We believe one should buy on dips in this
market. The immediate support for Nifty is placed
at 8450-8500 levels.
FII Statistics for 21-July 2015
Turnover on 21-July 2015
Nifty Spot = 8529.45
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
July 20, 2015
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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