September 18, 2015
Nifty Vs OI
The Nifty futures open interest has decreased by 1.98%
BankNifty futures open interest has decreased by 5.27% as
market closed at 7899.15 levels.
The Nifty September future closed at a discount of 2.85
points against a discount of 0.55 points. The October
series closed at a premium of 32.00 points.
The Implied Volatility of at the money options has
decreased from 27.26% to 25.87%.
Nifty PCR-OI has increased from 0.93 to 0.95 levels.
The total OI of the market is Rs. 2,40,275/- cr. and the
stock futures OI is Rs. 57,936/- cr.
Few of the liquid counters where we have seen high cost of
UNITECH, GMRINFRA, JPASSOCIAT,
SOUTHBANK and ENGINERSIN.
Wednesday, FIIs were net sellers in cash market
segment to the tune of Rs. 337 crores. They sold
Index Futures marginally with fall in OI, suggesting
mix of long unwinding and short covering in last
In Index Options front, they were net sellers of Rs.
287 crores with marginal change in OI. In call
options we saw build-up in 7800 and 8200 strikes,
followed by unwinding in
options. While in put options, 7800 strike added
good amount of OI, some build-up was also visible
in 7500 & 7900 put option. Maximum OI is seen
in 8200 call and 7800 put options.
We continue to see meaningful selling in equities
by bigger hands. Even though Nifty gave a decent
bounce, we are hardly witnessing any substantial
buying interest in Nifty. We still believe it’s a sell on
rise market; 7900-8000 is an immediate resistance
September 18, 2015
FII Statistics for 16-September 2015
Turnover on 16-September 2015
Nifty Spot = 7899.15
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Sept. Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
September 18, 2015
August 31, 2015
September 07, 2015
September 14, 2015
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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