Feb 16, 2015
Nifty Vs OI
The Nifty futures open interest increased by 2.66% levels
BankNifty futures open interest has increased by 1.17%
as market closed at 8808.50 levels.
The Nifty February future closed at premium of 36.05
points against a premium of 40.63 points. The March
series closed at a premium of 91.60 points.
The Implied Volatility of at the money options has
decreased from 15.89% to 14.96%.
Nifty PCR-OI has increased from 0.90 to 0.98 levels.
The total OI of the market is Rs. 2,40,738/- cr. and the
stock futures OI is Rs. 73.788/- cr.
Few of the liquid counters where we have seen high cost
of carry are UNITECH, JSWSTEEL, JISLJALEQS,
ANDHRABANK and HDFCBANK.
FIIs were net buyers in cash market segment of Rs.
390 crores. They also bought significantly in Index
Futures of worth Rs. 1137 crores with rise in open
interest indicating fresh fresh long formation in last
In Index Options they were net buyers of Rs. 249
crores with rise in open interest which suggest long
formation. We witness 8700 & 8800 put options
adding reasonable open interest which may be blend
of long & short positions. Some buildup was also
visible in 8400 put options. On the other hand in call
options we hardly saw any strike prices adding
relevant buildup, decent amount of profit booking
was visible in 8600-8900 call options. Maximum
buildup in Nifty options is seen in 9000 call & 8600
Nifty corrected without reasonable long unwinding or
short formation and we believe long positions formed
by FIIs last series are still in system. We expect Nifty
to continue it’s up moves and to breach resistance
zone of 8900-8950 levels.
Feb 16, 2015
FII Statistics for 13-Feb-2015
Turnover on 13-Feb-2015
Nifty Spot =8805.50
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 16, 2015
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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