August 10, 2015
Nifty Vs OI
The Nifty futures open interest has decreased by 0.12%
BankNifty futures open interest has decreased by 6.23%
as market closed at 8564.60 levels.
The Nifty August future closed at a premium of 29.50
points against premium of 26.35 points. The September
series closed at a premium of 69.25 points.
The Implied Volatility of at the money options has
increased from 12.97% to 13.15%.
Nifty PCR-OI remained unchanged at 0.99 levels.
The total OI of the market is Rs. 2,13,910/- cr. and the
stock futures OI is Rs. 66,874/- cr.
Few of the liquid counters where we have seen high cost
of carry are JPPOWER, JPASSOCIAT, RCOM, UNITECH
Friday, FII's activity in cash market segment was
subdued. In Index Futures they were marginal
buyers with some rise in OI which may be blend of
long and shorts.
In Index options front, FIIs were net buyer of Rs.
242 crores with rise in open interest. We saw some
buildup in 8800 call options. Whereas, in put
options, 8200 and 8300 strikes added some 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
Seeing the overall data, we believe Nifty may
strengthen further as we are seeing continues fresh
buying in Index Futures. Nifty has an immediate
resistance at 8700-8750 levels.
Large cap counters like BHEL, COALINDIA, M&M,
BPCL and DLF added good amount of open
interest in Friday’s trading session..
August 10, 2015
FII Statistics for 07-August 2015
Turnover on 07-August 2015
Nifty Spot = 8564.60
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 10, 2015
August 03, 2015
Bear Put Spread
Research Team Tel: 022 - 39357800
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