Aug 13, 2014
Nifty Vs OI
The Nifty futures open interest increased by 3.63% while
BankNifty futures open interest has increased by 2.48%
as market closed at 7727.05 levels.
The Nifty August future closed at premium of 21.20 point
against a premium of 15.45 points. The September
series closed at a premium of 54.65 points.
The Implied Volatility of at the money options has
decreased from 13.56% to 12.45%.
Nifty PCR-OI has increased from 0.79 to 0.89 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 JPPOWER, GMRINFRA, RCOM,
ANDHRABANK and HINDALCO.
FIIs were net buyer in cash market segment of worth
370 crores. In F&O segment they bought
significantly of worth Rs. 1390 crores in Index Futures
with fall in open interest indicating covering of short
positions formed earlier. While in Stock Futures also
FIIs were quite active in last two trading sessions, they
were net buyer with marginal rise in open interest
yesterday which suggests blend of both long & short
In Index options they bought reasonable with rise in
open interest indicating huge fresh long formation,
PCR-OI has jumped higher due to significant buildup
in call options. We witnessed significant buildup in
both 7600 & 7700 put options and we believe this
may be FIIs long positions. On the other hand in call
8000 strike price showed some buildup
followed by decent unwinding in 7600, 7700 and
7900 strikes which is mostly profit booking.
Maximum open interest in current series is seen in
8000 call option and of put options has shifted from
7500 to 7600 strike.
Aug 13, 2014
FII Statistics for 12-Aug-2014
Turnover on 12-Aug-2014
Nifty Spot =7727.05
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 13, 2014
Ratio Put Spread
Loss booked on 12-08-2014.
Research Team Tel: 022 - 39357800
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