Aug 14, 2014
Nifty Vs OI
The Nifty futures open interest increased by 9.95% while
BankNifty futures open interest has increased by 2.34%
as market closed at 7727.05 levels.
The Nifty August future closed at premium of 6.80 point
against a premium of 21.20 points. The September
series closed at a premium of 40.00 points.
The Implied Volatility of at the money options has
decreased from 12.45% to 11.81%.
Nifty PCR-OI has increased from 0.89 to 0.94 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 DABUR, JPPOWER, BIOCON,
NMDC and RANBAXY.
FIIs were net buyer in cash market segment of worth
Rs. 718 crores. In F&O segment they again they
bought of worth Rs. 717 crores in Index Futures with
significant rise in open interest after long time which
can be blend of both long & short positions.
In Index options they were net buyer with rise in open
interest indicating fresh long formation, PCR-OI has
jumped higher due to significant buildup in call
options. Yesterday we saw good amount of buildup
in 7700 put options and seeing the FIIs figure we
believe it may be long positions which we are
continuously observing from last two trading sessions.
On the other hand in call options we hardly saw any
7900 strike price was
comparatively active and also added some buildup in
last trading session. Maximum open interest in
current series is seen in 8000 call and 7600 put
Aug 14, 2014
FII Statistics for 13-Aug-2014
Turnover on 13-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 14, 2014
Ratio Put Spread
Loss booked on 12-08-2014.
Research Team Tel: 022 - 39357800
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