August 03, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 4.29%
BankNifty futures open interest has increased by 5.69%
as market closed at 8532.85 levels.
The Nifty August future closed at a premium of 36.80
points against premium of 39.95 points. The September
series closed at a premium of 74.25 points.
The Implied Volatility of at the money options has
decreased from 14.23% to 13.42%.
Nifty PCR-OI has increased from 0.85 to 0.91 levels.
The total OI of the market is Rs. 1,84,198/- cr. and the
stock futures OI is Rs. 64,552/- cr.
Few of the liquid counters where we have seen high cost
of carry are SOUTHBANK, MCLEODRUSS, RPOWER,
NHPC and JPPOWER.
Friday, FIIs were net sellers in cash market of worth
Rs. 277 crores. In Index Futures they bought of Rs.
1154 crores with good amount of rise in open
interest suggesting fresh longs in last trading
In Index options front, FIIs bought of Rs.
crores with rise in open interest. In call options
build-up was seen in 8800 strike, followed by
some profit booking in 8500 call options. Whereas
in put options good amount of open interest
addition was visible in 8300-8600 strikes, while
deep out of the money strike 8000 put option also
added some build-up. Maximum buildup in August
series is seen in 8800 call and 8200 put options.
Seeing the long rollover in Nifty and Friday’s
buying in Index Futures we believe market may
show further strength.
8700-8800 is the next
resistance zone for Nifty.
August 03, 2015
FII Statistics for 31-July 2015
Turnover on 31-July 2015
Nifty Spot = 8532.85
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (August Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
August 03, 2015
Research Team Tel: 022 - 39357800
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