Mar 20, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 0.08%
BankNifty futures open interest has increased by 5.55%
as market closed at 8634.65 levels.
The Nifty March future closed at premium of 1.20 points
against a premium of 18.80 points. The April series
closed at a premium of 74.30 points.
The Implied Volatility of at the money options has
decreased from 17.43% to 15.21%.
Nifty PCR-OI has decreased from 0.89 to 0.87 levels.
The total OI of the market is Rs. 2,50,288/- cr. and the
stock futures OI is Rs. 74,414 /- cr.
Few of the liquid counters where we have seen high cost
of carry are IGL, UNITECH, JPPOWER, M&MFIN and
Despite significant fall from the higher levels
yesterday FIIs bought in cash market segment of
worth Rs. 1428 crores. In Index Futures they activity
In Index Options they bought of worth Rs.
crores with rise in open interest indicating fresh long
formation. In call options 8600-8800 strikes added
decent buildup which may be long positions formed
by FIIs. Some unwinding was 8900 & 9100 call
options. On the other hand in put options 8600 strike
added some buildup while some unwinding was
visible in 8500 put options. Maximum buildup in
current series is seen in 9000 call & 8400 put option.
FIIs data still haven’t showed any negative signal,
despite yesterday’s fall they bought heavily in cash
market and have also bought call options. We
believe Nifty will be in a range of 8600 on the lower
side & 8900-8950 on the higher side. One should
buy as Nifty is near the lower side of the range now.
Mar 20, 2015
FII Statistics for 19-Mar-2015
Turnover on 19-Mar-2015
Nifty Spot = 8634.65
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Mar Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Mar 20, 2015
Profit booked on 10-03-15
Long Call Ladder
Research Team Tel: 022 - 39357800
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