Mar 12, 2015
Nifty Vs OI
The Nifty futures open interest increased by
BankNifty futures open interest has increased by 3.57%
as market closed at 8699.95 levels.
The Nifty March future closed at premium of
points against a premium of 48.25 points. The April
series closed at a premium of 121.60 points.
The Implied Volatility of at the money options has
increased from 15.84% to 15.93%.
Nifty PCR-OI has increased from 0.94 to 0.95 levels.
The total OI of the market is Rs. 2,31,168.2/- cr. and the
stock futures OI is Rs. 73,417.75/- cr.
Few of the liquid counters where we have seen high cost
of carry are UNITECH, HDFCBANK, IGL, JPPOWER, and
FIIs were net sellers in cash market segment of worth
Rs. 444 crores. In Index Futures they bought of Rs.
337 crores with marginal change in open interest
indicating blend of short covering & long formation
in last trading session.
In Index Options FIIs activity was muted. We saw
8800-9100 call options added decent open interest
with rise in implied volatility suggesting fresh long
formation in these higher strikes. On the other hand
in put options 8600 strike added some buildup.
Maximum buildup in current series is seen in 9000
call & 8500 put option.
Yesterday we hardly saw any relevant activity; FIIs
data still haven’t showed any negative signal in fact
we saw buying figure in Index Futures yesterday. Still
their long positions are in system and they have also
bought call options of 8800-9000 strikes in this week
which they are still holding. We suggest not to short
this market aggressively and trade stock specific.
Mar 12, 2015
FII Statistics for 11-Mar-2015
Turnover on 11-Mar-2015
Nifty Spot =8699.95
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Mar Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Mar 12, 2015
Profit booked on 10-03-15
Long Call Ladder
Research Team Tel: 022 - 39357800
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