July 18, 2014
Nifty Vs OI
The Nifty futures open interest increased by 2.09% while
BankNifty futures open interest has decreased by 5.23%
as market closed at 7640.45 levels.
The Nifty July future closed at premium of 18.30 point
against a premium of 18.65 points. The August series
closed at a premium of 55.75 points.
The Implied Volatility of at the money options has
decreased from 13.20% to 12.93%.
Nifty PCR-OI has increased from 0.78 to 0.82 levels.
The total OI of the market is Rs. 1,89,173/- cr. and the
stock futures OI is Rs. 53,353/- cr.
Few of the liquid counters stocks where we have seen
high cost of carry are GMRINFRA, HDIL, NHPC,
ADANIPOWER and KTKBANK.
FIIs bought significantly in cash market segment of
worth Rs. 1912 crores. In F&O segment they were net
buyer with marginal change in open interest in Index
Futures indicating blend of both long positions and
covering of short positions formed earlier.
In Index Options FIIs bought of worth Rs. 631 crores
with marginal change in open interest which is again
a mix of both long & short covering. In call options
we saw 7700 call options adding good amount of
open interest with fall in implied volatility of call
options indicating fresh short positions formed
yesterday. On the other hand in put options we are
continuously witnessing buildup in 7500 & 7600
strike prices from last two trading sessions which may
be long positions. Maximum buildup in current series
is seen in 8000 call and 7500 put options.
July 18, 2014
FII Statistics for 17-July-2014
Turnover on 17-July-2014
Nifty Spot =7640.45
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (July Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
July 18, 2014
Ratio Bull Call Spread
Long Put Ladder
Research Team Tel: 022 - 39357800
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