September 03, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 3.62%
BankNifty futures open interest has increased by 19.57%
as market closed at 7717.00 levels.
The Nifty September future closed at a premium of 25.15
points against a premium of 12.95 points. The October
series closed at a premium of 63.20 points.
The Implied Volatility of at the money options has
decreased from 29.15% to 27.01%.
Nifty PCR-OI has decreased from 1.02 to 0.99 levels.
The total OI of the market is Rs. 2,07,703/- cr. and the
stock futures OI is Rs. 55,471/- cr.
Few of the liquid counters where we have seen high cost of
carry are JPPOWER, SRF, UNITECH, WIPRO and HDIL.
Yesterday we witness meaningful selling in both
cash market and in Index Futures by bigger hands.
They sold equities to the tune of Rs. 1573 crores
and Index Futures of worth Rs. 1790 crores with
rise in OI, suggesting blend of fresh short
formation and long unwinding.
In Index Options, they were net buyers of Rs. 476
crores with rise OI. In call options build-up was
scattered in the range of 8000-8500 strikes which
may be blend of long and shorts. On the other
hand in put options, 7500 strike added huge build-
up, some OI addition was also seen in 7400 strike.
Maximum OI is seen in 8500 call and 7800 put
Yesterday FII continued selling significantly in Index
Futures, while many of the large cap counters also
added fresh short positions. Out of the money put
have been continuously adding fresh longs from
last one week. Seeing the above data we believe
it’s a sell on rise in market, one should avoid
bottom fishing at current levels.
September 03, 2015
FII Statistics for 02-September 2015
Turnover on 02-September 2015
Nifty Spot = 7717.00
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Sept. Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
September 03, 2015
August 31, 2015
Research Team Tel: 022 - 39357800
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