June 01, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 22.65%
BankNifty futures open interest has increased by 1.35%
as market closed at 8433.65 levels.
The Nifty June future closed at a premium of
points against a discount of 0.45 points. The July series
closed at a premium of 59.00 points.
The Implied Volatility of at the money options has
decreased from 16.45% to 15.54%.
Nifty PCR-OI remained unchanged at 0.95 levels.
The total OI of the market is Rs. 1,74,875/- cr. and the
stock futures OI is Rs. 62,378/- cr.
Few of the liquid counters where we have seen high cost
of carry are UNITECH, ADANIPOWER, TATAPOWER,
VEDL and RPOWER.
FII's were buyers in both cash and future market.
Yesterday, they bought Rs. 2284 crores of equity
cash; whereas they were net buyers by Rs 3825
crores in Index futures with rise in open interest
suggesting formation of long positions.
In Index options front, FIIs were net buyer of Rs.
2713 crores with rise in open interest indicating
fresh long formation. We saw good amount of
buildup in 8400 to 8900 call options, wherein
8700 and 8800 call options were most active.
Whereas, in put options, 8000 to 8400 strikes
added decent amount of open interest. 8200-8300
put options added more than 20,000. Maximum
buildup in current series in seen in 8800 call and
8000 put options.
Seeing the quantum of buying in last trading
session we believe one should avoid going short in
this market as of now. 8450-8500 is a major
resistance for Nifty, one should watch for this level.
June 01, 2015
FII Statistics for 29-May 2015
Turnover on 29-May 2015
Nifty Spot = 8433.65
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (June Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
June 01, 2015
Research Team Tel: 022 - 39357800
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