Mar 26, 2015
Nifty Vs OI
The Nifty futures open interest has decreased by 2.82%
BankNifty futures open interest has decreased by 0.47%
as market closed at 8530.80 levels.
The Nifty March future closed at premium of 4.20 points
against a premium of 30.90 points. The April series
closed at a premium of 80.20 points.
The Implied Volatility of at the money options has
increased from 15.07% to 17.73%.
Nifty PCR-OI has decreased from 0.89 to 0.85 levels.
The total OI of the market is Rs. 2,59,021/- cr. and the
stock futures OI is Rs. 74,222/- cr.
Few of the liquid counters where we have seen high cost
of carry are JPPOWER, BHARATFORG, EXIDEIND, IDEA
FIIs continue to buy in cash market segment of worth
Rs. 813 crores. In Index Futures they were net sellers
of Rs. 1386 crores with good amount of fall in open
interest suggesting long unwinding in last trading
In Index Options they bought of worth Rs.
crores with rise in open interest indicating long
formations. In call options 8550 & 8600 strike added
significant buildup and we believe these are long
formation. On the other hand in put options 8400-
8450 strikes added some buildup while huge amount
of unwinding was visible in
8600 put options
assuming market to move above this level. Maximum
buildup in current series is seen in 9000 call & 8500
Seeing Index Options data we believe we may see a
bounce in Nifty. 8600 call options added more than
90,000 contracts; one can go long in 8600 call
option for the expiry.
Nifty rollover is on the lower side at 58.23% and of
BankNifty is on the higher side at 45.44%.
Mar 26, 2015
FII Statistics for 25-Mar-2015
Turnover on 25-Mar-2015
Nifty Spot = 8530.80
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Mar Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Mar 26, 2015
Profit booked on 10-03-15
Long Call Ladder
Research Team Tel: 022 - 39357800
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