September 30, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 16.21%
BankNifty futures open interest has increased by 1.17% as
market closed at 7843.30 levels.
The Nifty October future closed at a premium of 32.55
points against a premium of 29.80 points. The November
series closed at a premium of 70.70 points.
The Implied Volatility of at the money options has
decreased from 20.80% to 20.40%.
Nifty PCR-OI has increased from 0.90 to 0.91 levels.
The total OI of the market is Rs. 1,82,257/- cr. and the
stock futures OI is Rs. 54,214/- cr.
Few of the liquid counters where we have seen high cost of
carry are GMRINFRA, JPASSOCIAT, AMTEKAUTO,
SOUTHBANK and ADANIPOWER.
FIIs continue selling in cash market segment; they
sold to the tune of Rs. 1112 crores. In Index
Futures again they were sellers of Rs. 519 crores
with marginal change in OI, suggesting blend of
long unwinding and fresh short in last trading
In Index Options front, they bought of Rs. 3614
crores with good amount of rise in OI. In call
options, OI addition was seen in the range of
7800-8200 strikes. On the other hand in put
options, good amount of build-up was seen
between 7000-7700 strikes. Maximum OI is seen
in 8200 call and 7500 put options.
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
at those higher levels. 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 30, 2015
FII Statistics for 29-September 2015
Turnover on 29-September 2015
Nifty Spot = 7843.30
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 30, 2015
September 28, 2015
Research Team Tel: 022 - 39357800
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