June 16, 2015
Nifty Vs OI
The Nifty futures open interest has decreased by 3.87%
BankNifty futures open interest has increased by 5.43%
as market closed at 8013.90 levels.
The Nifty June future closed at a discount of 4.70 points
against discount of 4.20 points. The July series closed at
a premium of 26.55 points.
The Implied Volatility of at the money options has
increased from 15.96% to 16.68%.
Nifty PCR-OI has increased from 0.85 to 0.89 levels.
The total OI of the market is Rs. 2,23,048/- cr. and the
stock futures OI is Rs. 58,979/- cr.
Few of the liquid counters where we have seen high cost
of carry are JPPOWER, UNITECH, SOUTHBANK, NHPC
FII's were sellers in cash market segment; they sold
of Rs. 604 crores of equity cash. In Index futures
they were marginal sellers with fall in open interest
suggesting unwinding of long positions in last
In Index options front, FIIs sold of worth Rs. 247
crores with some rise in open interest indicating
short formation. In call options we hardly saw any
open interest addition yesterday; good amount of
unwinding was visible in the range of 8000-8600
call options. On the other hand in put options
7700 strike added decent open interest which is
FIIs long positions. Maximum buildup in current
series is seen in 8500 call and of put options has
got shifted to 7800 strike.
We are hardly seeing any buying interest in Index
Futures by FIIs, continuous buildup in 7800 put
options is visible from past few days and we
believe these are longs getting formed. We would
suggest being light in this market till we see any
June 16, 2015
FII Statistics for 15-June 2015
Turnover on 15-June 2015
Nifty Spot = 8013.90
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (June Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
June 16, 2015
June 01, 2015
Ratio Bull Call Spread
June 08, 2015
Ratio Bull Call Spread
June 15, 2015
Research Team Tel: 022 - 39357800
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