September 11, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 2.85%
BankNifty futures open interest has increased by 5.52% as
market closed at 7788.10 levels.
The Nifty September future closed at a premium of 20.15
points against a premium of 8.10 points. The October
series closed at a premium of 57.45 points.
The Implied Volatility of at the money options has
increased from 24.76% to 25.80%.
Nifty PCR-OI has increased from 0.94 to 0.95 levels.
The total OI of the market is Rs. 2,29,517/- cr. and the
stock futures OI is Rs. 56,954/- cr.
Few of the liquid counters where we have seen high cost of
carry are JUSTDIAL, JPPOWER, UNITECH, NHPC and
FIIs were net sellers in both cash market segment
and in Index Futures. They sold equities to the tune
of Rs. 121 crores and Index Futures of worth Rs.
273 crores with rise in OI suggesting short
In Index Options, they were net buyers of Rs. 357
crores with rise in OI. In call options we saw build-
8300 strikes, followed by
unwinding in 7500 strike. On the other hand in put
7700 strikes added good
amount of OI. While some build-up was also seen
7000-7100 strikes, which may be shorts.
Maximum OI is seen in 8500 call and 7200 put
We are witnessing continuous selling in equities by
bigger hands and majority of positions in Nifty and
BankNifty futures are short. Even though Nifty gave
a decent bounce in last three trading sessions, we
are hardly seeing any meaningful buying interest in
Nifty. We still believe it’s a sell on rise market;
7900-7950 is an immediate resistance for Nifty.
September 11, 2015
FII Statistics for 10-September 2015
Turnover on 10-September 2015
Nifty Spot = 7788.10
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Sept. Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
September 11, 2015
August 31, 2015
September 07, 2015
Research Team Tel: 022 - 39357800
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