Apr 09, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 3.25%
BankNifty futures open interest has increased by 2.61%
as market closed at 8714.40 levels.
The Nifty April future closed at premium of 48.25 points
against a premium of 51.00 points. The May series
closed at a premium of 94.35 points.
The Implied Volatility of at the money options has
decreased from 13.26% to 13.15%.
Nifty PCR-OI has increased from 1.01 to 1.04 levels.
The total OI of the market is Rs. 2,06,210/- cr. and the
stock futures OI is Rs. 67,396/- cr.
Few of the liquid counters where we have seen high cost
of carry are ZEEL, JPPOWER, RCOM, POWERGRID and
FIIs were net sellers in cash market segment of worth
Rs. 479 crores. While in Index Futures they were net
buyers of worth Rs. 1173 crores with rise in open
interest suggesting long formation in last trading
In Index Options they were marginal sellers with rise
in open interest indicating blend short & long
formation. In call options 8800 & 9000 strikes added
decent amount of buildup, we believe these are short
positions. Unwinding was also visible in 8500 &
8700 call options. On the other hand in put options
8500-8700 strikes added huge buildup. Maximum
buildup in current series is seen in 9000 call & 8400
Yesterday we saw good amount of buildup in Index
Futures and we believe FIIs have formed these long
positions. Nifty has resistance near 8800-8850 levels
which may be tested, but we won’t suggested to go
aggressively long as from start of this series we have
been seeing huge buying in put options.
Apr 09, 2015
FII Statistics for 08-Apr-2015
Turnover on 08-Apr-2015
Nifty Spot = 8714.40
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Apr Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Apr 09, 2015
Long Call Ladder
Ratio Bear Put Spread
Research Team Tel: 022 - 39357800
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