Nifty Vs OI
The Nifty futures open interest has decreased by 1.48%
BankNifty futures open interest has increased by 2.05%
as market closed at 8375.05 levels.
The Nifty July future closed at a premium of 2.60 points
against premium of 13.95 points. The August series
closed at a premium of 42.90 points.
The Implied Volatility of at the money options has
decreased from 15.90% to 15.66%.
Nifty PCR-OI has decreased from 0.90 to 0.94 levels.
The total OI of the market is Rs. 2,72,684/- cr. and the
stock futures OI is Rs. 72,623/- cr.
Few of the liquid counters where we have seen high cost
of carry are UNITECH, INDIACEM, SUNTV, BOSCHLTD
Yesterday, FIIs were net sellers in both cash market
and in Index Futures. They sold equities of worth
Rs. 186 crores and in Index Futures they sold
significantly of Rs. 1391 crores with fall in open
interest. This suggests blend of long unwinding
and short formation in last trading session.
In Index options front, FIIs bought of Rs. 2031
crores with marginal change in open interest
which indicates blend of longs and short covering.
In call options we hardly saw any strike adding
relevant build-up, in 8450 call options some OI
addition was visible. Significant amount of
unwinding was also witness is 8300 and 8400 call
options. Whereas, in put options, decent buildup
was seen in 8300 & 8350 strikes, followed by huge
unwinding in 8400 & 8500 put option. Maximum
buildup in current series has shifted to 8500 call
and 8300 put options.
Rollover in Nifty and BankNifty is on the higher
side at 53.25% & 52.22% respectively and we
believe these are mostly longs.
FII Statistics for 29-July 2015
Turnover on 29-July 2015
Nifty Spot = 8375.05
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
July 27, 2015
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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