Oct 10, 2014
Nifty Vs OI
The Nifty futures open interest increased by 0.78% while
BankNifty futures open interest has increased by 1.98%
as market closed at 7960.55 levels.
The Nifty October future closed at premium of 29.80
point against a premium of 52.80 points. The November
series closed at a premium of 78.85 points.
The Implied Volatility of at the money options has
decreased from 13.56% to 11.92%.
Nifty PCR-OI has increased from 0.86 to 0.87 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 L&TFH, OFSS, UCOBANK, KTKBANK
Yesterday Nifty recovered from the losses of last 2-3
trading sessions and gave a closing nearly
points up. FIIs activity in cash market segment was
muted. In Index Futures they were net buyer with rise
in open interest indicating some fresh long formation
in yesterday’s trading session.
In Index Options FIIs were net buyers with marginal
change in open interest suggesting blend of both
long & short covering. PCR-OI increased due to open
interest addition in put options while implied volatility
also plunged. In call options we saw writers of 8000
& 8100 strike prices covering their positions due to
significant upward move in market and due to this
maximum open interest in call options has again
shifted to 8200. On the other in put options we
witnessed some open interest addition in 7900 strike
price, followed by unwinding in 7500 & 7700 put
options. Maximum open interest in put options is still
intact at 7800 strike price indicating major support
zone for Nifty. We believe Nifty may trade in the
range of 7800 on the lower side and 8200 on the
Oct 10, 2014
FII Statistics for 09-Oct-2014
Turnover on 09-Oct-2014
Nifty Spot =7960.55
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 10, 2014
Did not trigger.
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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