Oct 07, 2014
Nifty Vs OI
The Nifty futures open interest decreased by 0.16% while
BankNifty futures open interest has decreased by 0.15%
as market closed at 7945.55 levels.
The Nifty October future closed at premium of 38.10
point against a premium of 35.00 points. The November
series closed at a premium of 63.05 points.
The Implied Volatility of at the money options has
decreased from 12.36% to 12.32%.
Nifty PCR-OI remains unchanged at 0.90 levels.
The total OI of the market is Rs. 1,78,329/- cr. and the
stock futures OI is Rs. 51,735/- cr.
Few of the liquid counter stocks where we have seen high
cost of carry are LUPIN, IGL, IFCI, TATAMTRDVR and
In last trading session Nifty was in range and gave a
closing in red. FIIs activity in cash market segment
and in Index Futures was subdued.
In Index Options they bought of worth Rs. 762 crores
with rise in open interest indicating formation of long
positions in last trading session. PCR-OI has
remained unchange while implied volatility still is in
line. In put options
7500 strike price added
reasonable amount of open interest followed by
profit booking by buyers of 7900 put options. We
believe these additions of contracts in 7500 put
options are long positions formed by FIIs. On the
other hand in call options we hardly saw any relevant
activity, 8100 strike price showed majority of buildup
in last trading session. Maximum buildup in current
series in call options still remains at 8200 strike price
and that of put options has shifted to 7800 strike
Large cap counters wherein we saw good amount of
open interest addition are HEROMOTOCO,
HCLTECH, JINDALSTEL, GAIL and TECHM.
Oct 07, 2014
FII Statistics for 01-Oct-2014
Turnover on 01-Oct-2014
Nifty Spot =7945.55
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Oct Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Oct 07, 2014
Did not trigger.
Research Team Tel: 022 - 39357800
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