Aug 12, 2014
Nifty Vs OI
The Nifty futures open interest increased by 2.26% while
BankNifty futures open interest has decreased by 2.08%
as market closed at 7625.95 levels.
The Nifty August future closed at premium of 15.45 point
against a premium of 20.40 points. The September
series closed at a premium of 52.05 points.
The Implied Volatility of at the money options has
increased from 13.03% to 13.56%.
Nifty PCR-OI remains unchanged at 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 GMRINFRA, TATAMTRDVR,
HDFCBANK, FEDERALBNK and IRB.
FIIs were net seller in cash market segment of worth
Rs. 162 crores. In F&O segment they were net buyer
in Index Futures with rise in open interest indicating
some long formation in last trading session. In Stock
Futures FIIs were quite active yesterday, they bought
of worth Rs. 498 crores with marginal rise in open
interest which suggests blend of both long & short
In Index options FIIs were net buyer with rise in open
interest indicating some fresh long formation, PCR-OI
remained unchanged while implied volatility
increased. We saw some fresh buildup in 8000 call
options which is strengthening the resistance level of
8000 mark. On the other hand in put options decent
amount of buildup was seen in 7600 strike price
which maybe long positions formed by FIIs.
Maximum open interest in current series is seen in
8000 call & 7500 put options.
Aug 12, 2014
FII Statistics for 11-Aug-2014
Turnover on 11-Aug-2014
Nifty Spot =7625.95
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 12, 2014
Ratio Put Spread
Research Team Tel: 022 - 39357800
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