Aug 05, 2014
Nifty Vs OI
The Nifty futures open interest increased by 2.43% while
BankNifty futures open interest has decreased by 1.04%
as market closed at 7683.65 levels.
The Nifty August future closed at premium of 34.55 point
against a premium of 20.00 points. The September
series closed at a premium of 66.75 points.
The Implied Volatility of at the money options has
decreased from 14.31% to 13.83%.
Nifty PCR-OI has increased from 0.80 to 0.86 levels.
The total OI of the market is Rs. 1,45,359/- cr. and the
stock futures OI is Rs. 51,095/- cr.
Few of the liquid counters stocks where we have seen
high cost of carry are DISHTV,
GMRINFRA and BAJAJ-AUTO.
FIIs were net buyer in cash market segment of worth
Rs. 372 crores. In F&O segment they were net buyer
in Index Futures with rise in open interest indicating
some fresh long formation.
In Index options FIIs were net seller with rise in open
interest indicating short formation, PCR-OI has
further increased with fall in implied volatility which
suggests selling pressure in put options. 7500 &
7600 put options were quite active yesterday and
they added more than 25,000 contracts which we
believe are FIIs short positions. On the other hand in
call options we hardly saw any reasonable buildup,
7700 strike price showed maximum activity.
Maximum open interest in current series in seen in
8000 call & 7300 put options.
Aug 05, 2014
FII Statistics for 04-Aug-2014
Turnover on 04-Aug-2014
Nifty Spot =7683.65
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
Aug 05, 2014
Ratio Put Spread
Research Team Tel: 022 - 39357800
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