Aug 08, 2014
Nifty Vs OI
The Nifty futures open interest decreased by 3.62% while
BankNifty futures open interest has decreased by 1.40%
as market closed at 7649.25 levels.
The Nifty August future closed at premium of 20.40 point
against a premium of 19.40 points. The September
series closed at a premium of 58.60 points.
The Implied Volatility of at the money options has
decreased from 13.45% to 13.03%.
Nifty PCR-OI has decreased from 0.86 to 0.84 levels.
The total OI of the market is Rs. 1,45,359/- cr. and the
stock futures OI is Rs. 51,095/- cr.
Few of the liquid counters stocks where we have seen
high cost of carry are OFSS, GMRINFRA, UNITECH,
AMBUJACEM and TATACOMM.
FIIs activity in cash market segment was subdued. In
F&O segment they were net seller in Index Futures
with fall in open interest indicating unwinding of long
positions formed earlier in last trading session.
In Index options FIIs were net buyer with rise in open
interest indicating some fresh long formation, PCR-OI
decreased yesterday mainly due to unwinding in put
options. Yesterday we have hardly seen any
reasonable buildup in both call & put options, 7300
put options showed some unwinding due to which
maximum buildup has now shifted to
options which is a major support zone for market.
Maximum open interest in current series in call
options is seen in 8000 strike price.
Large cap stocks where we have seen good amount
of rise in open interest are ACC, HEROMOTOCO,
AMBUJACEM, M&M and TCS.
Aug 08, 2014
FII Statistics for 07-Aug-2014
Turnover on 07-Aug-2014
Nifty Spot =7649.25
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Aug Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Aug 08, 2014
Ratio Put Spread
Research Team Tel: 022 - 39357800
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