Mar 09, 2015
Nifty Vs OI
The Nifty futures open interest decreased by
BankNifty futures open interest has increased by 4.31%
as market closed at 8937.75 levels.
The Nifty March future closed at premium of
points against a premium of 33.70 points. The April
series closed at a premium of 119.00 points.
The Implied Volatility of at the money options has
decreased from 14.21% to 13.47%.
Nifty PCR-OI has increased from 0.96 to 0.98 levels.
The total OI of the market is Rs. 2,21,055/- cr. and the
stock futures OI is Rs. 73,755/- cr.
Few of the liquid counters where we have seen high cost
of carry are HDFCBANK, STAR, JPASSOCIAT,
JISLJALEQS and IDFC.
FIIs activity in cash market segment was subdued. In
Index Futures they were marginal buyers with decent
fall in open interest indicating blend of long
unwinding and short covering in last trading session.
In Index Options again their activity was muted. In
call options we saw some buildup in 9000, 9100 &
9300 strike prices, followed by good amount of
unwinding in 9400 call options. On the other hand in
put options 8700 & 8900 strikes continue to add
some buildup. Maximum buildup in current series is
seen in 9000 call & 8500 put options.
From last two sessions we saw FIIs activity to be
marginal while from start of series they have been
going long in Index Futures. We still haven’t witness
unwinding of all those positions formed a month
back, in fact we have been witnessing fresh longs,
this suggests these guy are still holding on to their
long position and are expecting further upside. We
believe domestic participant who all were stuck in
longs at higher levels have unwounded their positions
due to which we saw fall from higher levels in
Mar 09, 2015
FII Statistics for 05-Mar-2015
Turnover on 05-Mar-2015
Nifty Spot =8937.75
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Mar Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Mar 09, 2015
Research Team Tel: 022 - 39357800
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