Aug 21, 2014
Nifty Vs OI
The Nifty futures open interest decreased by 0.18% while
BankNifty futures open interest has decreased by 1.26%
as market closed at 7875.30 levels.
The Nifty August future closed at premium of 15.40 point
against a premium of 12.15 points. The September
series closed at a premium of 46.80 points.
The Implied Volatility of at the money options has
decreased from 11.69% to 11.48%.
Nifty PCR-OI has decreased from 1.06 to 1.03 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 IGL, JPPOWER, ASIANPAINT,
HDFCBANK and HEXAWARE.
FIIs were net buyer in cash market segment of worth
Rs. 251 crores, while in F&O segment again they
were net buyer in Index Futures with rise in open
interest indicating continuation of fresh long positions
in yesterday’s trading session.
In Index options they were marginal buyer with
reasonable rise in open interest indicating blend of
both long and short positions. In yesterday’s trading
session we hardly saw any reasonable activity in both
call and put options, majority of open interest
addition was seen in
8100 call options. In put
options some unwinding in 7600 was witnessed.
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.
Large caps counters where we have seen good
amount of addition in open interest are
KOTAKBANK, TCS, ACC, ONGC and RANBAXY.
Aug 21, 2014
FII Statistics for 20-Aug-2014
Turnover on 20-Aug-2014
Nifty Spot =7875.30
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 21, 2014
Ratio Put Spread
Loss booked on 12-08-2014.
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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