Aug 20, 2014
Nifty Vs OI
The Nifty futures open interest increased by 2.75% while
BankNifty futures open interest has increased by 5.88%
as market closed at 7897.50 levels.
The Nifty August future closed at premium of 12.15 point
against a premium of 3.45 points. The September series
closed at a premium of 43.05 points.
The Implied Volatility of at the money options has
increased from 11.32% to 11.69%.
Nifty PCR-OI has decreased from 1.07 to 1.06 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 UBL, ACC, SIEMENS, HDFCBANK
Yesterday market gave an upswing and made a new
life time high of 7918.55. FIIs also participated in
this move and were net buyer in cash market
segment of worth Rs. 559 crores. In F&O segment
again they were net buyer in Index Futures with rise in
open interest indicating fresh long positions in
yesterday’s trading session.
In Index options they bought in a big way of worth Rs.
2852 crores with rise in open interest indicating
significant long formation. We are continuously
seeing addition in
7700-7900 put options and
yesterday even the quantum was huge. We believe
FIIs are going long in these put strikes and at the
same time they are forming fresh long positions in
Index Futures which suggest they are hedging their
futures positions. On the other hand in call options
we saw out-the-money strike prices 8000 & 8100 to
be quite active, they added good amount of buildup
in last trading session. Maximum open interest in
current series is seen in 8000 call and of put options
has shifted from 7600 to 7700 which will now act as
a support for Nifty.
Aug 20, 2014
FII Statistics for 19-Aug-2014
Turnover on 19-Aug-2014
Nifty Spot =7897.50
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 20, 2014
Ratio Put Spread
Loss booked on 12-08-2014.
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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