Jun 05, 2013
Nifty Vs OI
The Nifty futures open interest decreased by 1.43% while
BankNifty futures open interest is decreased by 1.64% as
market closed at 5919.45 levels.
The Nifty Jun future closed at premium of 12.90 point
against a premium of 19.90 points. The July series
closed at a premium of 27.25 points.
The Implied Volatility of at the money options has
increased from 16.42% to 16.76%.
Nifty PCR-OI has remained unchanged at 0.98 levels.
The total OI of the market is Rs. 1,17,058/- cr. and the
stock futures OI is Rs.28,967/- cr.
Few of the liquid counters where we have seen high cost
of carry are SUNPHARMA, GMRINFRA, GSPL, RENUKA
FII’s activity in cash market segment has slowed
down a bit; they were net buyers worth of Rs.85/- cr.
only. On derivatives front they continue to unwind
their long positions in index futures, while in index
options some long buildup was seen by them in
On options front 6100 call option has seen decent
amount of buildup in open interest, while in put
option 5600 and 5900 strike has seen maximum
buildup followed by some unwinding in 6000-6100
put option in yesterday’s trading session.
TATAMTRDVR has seen significant amount of short
buildup in last series and with rollover on the higher
side majority of these positions has got carried
forward. The bounce on expiry day was mainly due
to short covering and the stock has seen fresh
accumulation of shorts in yesterday’s trade. With
stock facing resistance at around
we feel the counter could see some downward
pressure in near term which could take the stock to
160. Go short at around
169-170 with the
stop loss of
Jun 05, 2013
FII Statistics for 04-June-2013
Turnover on 04-June-2013
Nifty Spot =5919.45
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Jun. Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Jun 05, 2013
Long call ladder
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