Sept 01, 2014
Nifty Vs OI
The Nifty futures open interest decreased by
while BankNifty futures open interest has decreased by
34.59% as market closed at 7936.05 levels.
The Nifty September future closed at premium of 32.05
point against a premium of 36.80 points. The October
series closed at a premium of 66.50 points.
The Implied Volatility of at the money options has
increased from 12.12% to 12.54%.
Nifty PCR-OI has decreased from 0.99 to 0.74 levels.
The total OI of the market is Rs. 1,35,958/- cr. and the
stock futures OI is Rs. 50,508/- cr.
Few of the liquid counter stocks where we have seen high
cost of carry are JPPOWER, IBREALEST, JPASSOCIAT,
ASHOKLEY and UNITECH.
On Thursday Nifty closed on a positive note. FIIs
were net seller in cash market segment of worth Rs.
710 crores. In F&O segment they were net buyer in
Index Futures and in Index Options they were
marginal buyer, while open interest rose significantly
due to expiry.
In Index options reasonable amount of buildup was
seen in 8000 & 8100 call options while maximum
open interest in September series is seen in 8000
strike price of call options. On the other hand in put
options decent amount of buildup was seen in the
range of 7600-8000 strike prices. Maximum open
interest in put options has shifted from 7800 to 7900
strike price in current series.
Roll-over in NIFTY and BANKNIFTY is in line at
73.41% & 58.71% respectively.
Sept 01, 2014
FII Statistics for 28-Aug-2014
Turnover on 28-Aug-2014
Nifty Spot =7936.05
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Aug Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Sept 01, 2014
Ratio Put Spread
Marginal loss on expiry.
Loss booked on 12-08-2014.
Ratio Bull Call Spread
Marginal loss on expiry.
Loss booked on expiry.
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