August 07, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 1.58%
BankNifty futures open interest has increased by 3.65%
as market closed at 8588.65 levels.
The Nifty August future closed at a premium of 26.35
points against premium of 24.70 points. The September
series closed at a premium of 64.05 points.
The Implied Volatility of at the money options has
decreased from 12.98% to 12.97%.
Nifty PCR-OI has increased from 0.96 to 0.99 levels.
The total OI of the market is Rs. 2,11,613/- cr. and the
stock futures OI is Rs. 66,620/- cr.
Few of the liquid counters where we have seen high cost
of carry are UNITECH, JPASSOCIAT, JISLJALEQS,
HDFCBANK and SOUTHBANK.
Yesterday, FII's were net buyer in both cash market
segment and in Index Futures. They bought of
worth Rs. 108 crores of equity cash and Rs. 266/-
crores of Index Futures with rise in OI. This
suggests continuation of fresh longs in Index
In Index options front, FIIs were net buyer of Rs.
853 crores with rise in open interest. We saw
decent amount of buildup in 8600 call options.
Whereas, in put options, 8200 and 8400 to 8600
strikes added good amount of open interest which
may be FII’s long in order to hedge their longs in
Index Futures. Maximum buildup in current series
in seen in 8800 call and 8200 put options.
Seeing the long rollovers in Nifty and fresh buying
in Index Futures we believe market may show
further strength. 8700-8800 is the next resistance
zone for Nifty.
August 07, 2015
FII Statistics for 06-August 2015
Turnover on 06-August 2015
Nifty Spot = 8588.65
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (August Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
August 07, 2015
August 03, 2015
Bear Put Spread
Research Team Tel: 022 - 39357800
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