Feb 12, 2015
Nifty Vs OI
The Nifty futures open interest decreased by 0.31% levels
BankNifty futures open interest has increased by 2.50%
as market closed at 8627.40 levels.
The Nifty February future closed at premium of 43.50
points against a premium of 45.85 points. The March
series closed at a premium of 101.30 points.
The Implied Volatility of at the money options has
decreased from 17.20% to 15.76%.
Nifty PCR-OI has increased from 0.87 to 0.89 levels.
The total OI of the market is Rs. 2,17,522/- cr. and the
stock futures OI is Rs. 69,644/- cr.
Few of the liquid counters where we have seen high cost
of carry are BHARTIARTL, WIPRO, GMRINFRA,
JISLJALEQS and BOSCHLTD.
FIIs were net sellers in cash market segment of Rs.
371 crores. Yesterday FIIs activity was marginal in
both Index Futures & Index Options. They sold of
worth Rs. 202 crores in Index Futures with fall in
open interest suggesting unwinding of long positions
in last trading session.
We hardly witness relevant buildup in both call & put
options. Decent amount of unwinding was visible in
8600 & 8900 call and 8300 put options. Maximum
buildup in Nifty options is seen in 9000 call & 8500
Nifty corrected without any short formation and we
believe long positions formed by FIIs last series are
still in system. We suggest not going short in this
market and staying light.
Market may remain in a range of 8350-8400 on the
lower side and 8900-8950 on the higher side.
Feb 12, 2015
FII Statistics for 11-Feb-2015
Turnover on 11-Feb-2015
Nifty Spot =8627.40
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Feb Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Feb 12, 2015
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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