Aug 18, 2014
Nifty Vs OI
The Nifty futures open interest increased by 2.84% while
BankNifty futures open interest has increased by 3.01%
as market closed at 7791.70 levels.
The Nifty August future closed at premium of 12.00 point
against a premium of 6.80 points. The September series
closed at a premium of 45.00 points.
The Implied Volatility of at the money options has
decreased from 11.81% to 10.87%.
Nifty PCR-OI has increased from 0.94 to 0.99 levels.
The total OI of the market is Rs. 1,90,957/- cr. and the
stock futures OI is Rs. 53,384/- cr.
Few of the liquid counters stocks where we have seen
high cost of carry are TATAMTRDVR, IBREALEST,
MCLEODRUSS, JPPOWER and GMRINFRA.
FIIs were net buyer in cash market segment of worth
Rs. 625 crores. In F&O segment again they bought of
worth Rs. 604 crores in Index Futures with rise in
open interest indicating fresh long positions.
In Index options they were net seller with rise in open
interest indicating fresh short formation, PCR-OI has
jumped higher due to significant buildup in put
options while implied volatility plunged 100 basis
points. In put options we saw significant buildup in
7700 & 7800 strike price and we believe these are
short positions formed by FIIs. On the other hand we
saw some buildup in 7900 call options followed by
unwinding in 7700 call options which is due to profit
booking. Maximum open interest in current series is
seen in 8000 call and 7600 put options.
Aug 18, 2014
FII Statistics for 14-Aug-2014
Turnover on 14-Aug-2014
Nifty Spot =7791.70
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 18, 2014
Ratio Put Spread
Loss booked on 12-08-2014.
Research Team Tel: 022 - 39357800
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