September 29, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 1.74%
BankNifty futures open interest has increased by 0.46% as
market closed at 7795.70 levels.
The Nifty October future closed at a premium of 29.80
points against a premium of 27.20 points. The November
series closed at a premium of 65.00 points.
The Implied Volatility of at the money options has
increased from 19.03% to 20.80%.
Nifty PCR-OI has decreased from 0.93 to 0.90 levels.
The total OI of the market is Rs. 1,70,282/- cr. and the
stock futures OI is Rs. 52,639/- cr.
Few of the liquid counters where we have seen high cost of
carry are GMRINFRA, NHPC, DHFL, UNITECH and
FIIs continue selling in cash market segment; they
sold to the tune of Rs. 650 crores. In Index Futures
they were marginal buyers with rise in OI,
suggesting blend of long and short in last trading
In Index Options front, they bought of Rs. 1705
crores with decent rise in OI. In call options, OI
addition was seen in the range of 8000-8500
strikes. On the other hand in put options, good
amount of build-up was seen in 7500 and 7800
strike. Maximum OI is seen in 8300 call and 7500
FII’s continue to form shorts in cash segment, while
too many shorts formed in Index Futures are still in
the system. Even though we saw decent bounce in
Nifty and BankNifty yesterday but it couldn’t sustain
and closed in red. This indicates market may
remain in pressure and we may revisit the previous
support of 7550-7500 levels. We would suggest
selling on rise.
September 29, 2015
FII Statistics for 28-September 2015
Turnover on 28-September 2015
Nifty Spot = 7795.70
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Oct. Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
September 29, 2015
September 28, 2015
Research Team Tel: 022 - 39357800
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