Aug 11, 2014
Nifty Vs OI
The Nifty futures open interest decreased by 6.15% while
BankNifty futures open interest has increased by 7.72%
as market closed at 7568.55 levels.
The Nifty August future closed at premium of 23.10 point
against a premium of 20.40 points. The September
series closed at a premium of 61.00 points.
The Implied Volatility of at the money options has
increased from 13.03% to 13.56%.
Nifty PCR-OI has decreased from 0.84 to 0.79 levels.
The total OI of the market is Rs. 1,67,167/- cr. and the
stock futures OI is Rs. 51,227/- cr.
Few of the liquid counters stocks where we have seen
high cost of carry are TATAPOWER, LICHSGFIN,
TATACOMM, TATAMTRDVR and SSLT.
FIIs were net seller in cash market segment of worth
503 crores. In F&O segment they sold
significantly 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 in last trading session mainly due to
buildup in call options. 7600 & 7700 strike price of
call options added good amount of buildup which we
believe are long positions formed by FIIs. On the
other hand in put options decent amount of buildup
was seen in 7100 strike price followed by unwinding
in 7600 & 7700 strikes. Maximum open interest in
current series is seen in
8000 call & 7500 put
Aug 11, 2014
FII Statistics for 08-Aug-2014
Turnover on 08-Aug-2014
Nifty Spot =7568.55
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 11, 2014
Ratio Put Spread
Research Team Tel: 022 - 39357800
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