Oct 14, 2014
Nifty Vs OI
The Nifty futures open interest decreased by 3.29% while
BankNifty futures open interest has increased by 8.67%
as market closed at 7884.25 levels.
The Nifty October future closed at premium of 27.15
point against a premium of 26.85 points. The November
series closed at a premium of 77.10 points.
The Implied Volatility of at the money options has
increased from 13.61% to 13.76%.
Nifty PCR-OI remains unchanged at 0.88 levels.
The total OI of the market is Rs. 1,94,997/- cr. and the
stock futures OI is Rs. 53,015/- cr.
Few of the liquid counter stocks where we have seen high
cost of carry are JPASSOCIAT,
UCOBANK and COALINDIA.
NIFTY was under pressure in the first half but
recovered in the next half and closed on a positive
note. FIIs continue selling in cash market segment;
they were net seller of worth Rs. 671 crores. In Index
Futures again they sold considerably with some fall in
open interest indicating both unwinding of long
positions formed earlier and short formation in last
In Index Options FIIs bought of worth Rs. 648 crores
with rise in open interest suggesting fresh long
formation, implied volatility more or less is in line.
We witnessed that the only strike price that added
decent buildup yesterday was 7800 put options and
we believe FIIs have gone long in this strike. In call
options we hardly saw any relevant buildup, majority
was activity was seen in 7800 call options.
Seeing the quantum of long unwinding in Index
Futures & buying in put options by FIIs in last two
trading session we believe market may trade with
negative bias and the support zone of 7800 may be
Oct 14, 2014
FII Statistics for 13-Oct-2014
Turnover on 13-Oct-2014
Nifty Spot =7884.25
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Oct Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Oct 14, 2014
Did not trigger.
Ratio Bull Call Spread
Ratio Bear Put Spread
Research Team Tel: 022 - 39357800
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