September 04, 2015
Nifty Vs OI
The Nifty futures open interest has decreased by 0.38%
BankNifty futures open interest has decreased by 9.60% as
market closed at 7823.00 levels.
The Nifty September future closed at a premium of 19.55
points against a premium of 25.15 points. The October
series closed at a premium of 60.80 points.
The Implied Volatility of at the money options has
decreased from 27.01% to 24.20%.
Nifty PCR-OI remains unchanged at 0.99 levels.
The total OI of the market is Rs. 2,12,740/- cr. and the
stock futures OI is Rs. 56,492/- cr.
Few of the liquid counters where we have seen high cost of
carry are JPASSOCIAT, GMRINFRA, UNITECH, GLENMARK
FIIs were net sellers in cash market segment to the
tune of Rs. 394 crores. They bought Index Futures
of Rs. 458 crores with rise in OI suggesting fresh
In Index Options, they were net buyers of Rs. 268
crores with good amount of rise OI. In call options
we saw build-up in 8200 and 8400 strikes which
may be shorts as IV’s plunged yesterday. On the
other hand in put options,
added good amount of build-up, some OI addition
was also seen in 7000 & 7500 strikes. Maximum
OI is seen in 8500 call and 7800 put options.
We are witnessing continuous selling in equities by
bigger hands and majority of positions in Nifty and
BankNifty are shorts. Yesterday’s bounce was
mainly due to short covering and we are hardly
seeing any fresh buying interest. We believe it’s a
sell on rise market and 8100-8200 is a major
resistance for Nifty.
September 04, 2015
FII Statistics for 03-September 2015
Turnover on 03-September 2015
Nifty Spot = 7823.00
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 04, 2015
August 31, 2015
Research Team Tel: 022 - 39357800
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