June 05, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 1.57%
BankNifty futures open interest has increased by 3.45%
as market closed at 8130.65 levels.
The Nifty June future closed at a premium of
points against a premium of 1.25 points. The July series
closed at a premium of 46.45 points.
The Implied Volatility of at the money options has
increased from 17.08% to 17.58%.
Nifty PCR-OI was unchanged at 0.88 levels.
The total OI of the market is Rs. 1,99,913/- cr. and the
stock futures OI is Rs. 59,746/- cr.
Few of the liquid counters where we have seen high cost
of carry are JPPOWER, BEL, IFCI, SIEMENS and IOB.
FII's were net buyers in cash market of worth Rs.
511 crores; whereas they were marginal sellers in
Index futures with rise in open interest suggesting
blend of long and short formation in yesterday’s
In Index options front, FIIs bought significantly of
worth Rs. 1571 crores with rise in open interest
indicating fresh long formation. We saw some
buildup in 8200-8300 and 8500 call options,
which may be long positions expecting Nifty to give
some bounce. Whereas, in put options some
buildup was seen in the range of 7700-8000
strikes, followed by unwinding in 8100 and 8300
put options. Maximum buildup in current series has
shifted from 9000 to 8500 call options and of put
options still remains at 8000 strike price.
Seeing the overall data we believe it’s a sell on rise
market; any bounce can be a shorting opportunity.
June 05, 2015
FII Statistics for 04-June 2015
Turnover on 04-June 2015
Nifty Spot = 8130.65
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (June Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
June 05, 2015
June 01, 2015
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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