Jun 06, 2013
Nifty Vs OI
The Nifty futures open interest decreased by 1.42% while
BankNifty futures open interest is decreased by 2.86% as
market closed at 5923.85 levels.
The Nifty Jun future closed at premium of 14.45 point
against a premium of 12.90 points. The July series
closed at a premium of 30.15 points.
The Implied Volatility of at the money options has
decreased from 16.76% to 16.14%.
Nifty PCR-OI has remained unchanged at 0.98 levels.
The total OI of the market is Rs. 1,22,554/- cr. and the
stock futures OI is Rs.29,552/- cr.
Few of the liquid counters where we have seen high cost
of carry are PUNJLLOYD, INDHOTEL, UNITECH,
APOLLOTYRE and JPASSOCIAT.
There has being muted performance by FII’s in cash
market segment since last few trading sessions; they
were net buyers worth of
89/- cr. only. On
derivatives front some long unwinding was seen in
index futures, while in index options long buildup was
observed by them in yesterday’s trade.
On options front 5900 and 6200 call option has
seen good amount of buildup in open interest, while
in put option 5700-5800 strike has seen maximum
buildup in open interest followed by some unwinding
in 6000 strike in yesterday’s trading session.
The recent bounce in CAIRN was mainly due to short
covering and the counter has not seen much of the
long positions getting buildup in this rally. The stock
in last few trading session has seen taking resistance
290-292 levels and hence we feel the
counter could see some downward pressure in near
term which could take the stock to around
short with the stop loss of
Jun 06, 2013
FII Statistics for 05-June-2013
Turnover on 05-June-2013
Nifty Spot =5923.85
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 06, 2013
Long call ladder
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