Nifty Vs OI
The Nifty futures open interest has increased by 1.47%
BankNifty futures open interest has decreased by 6.11%
as market closed at 8603.45 levels.
The Nifty July future closed at a premium of 24.80 points
against premium of 15.20 points. The August series
closed at a premium of 62.35 points.
The Implied Volatility of at the money options has
increased from 12.00% to 12.77%.
Nifty PCR-OI has decreased from 1.22 to 1.21 levels.
The total OI of the market is Rs. 2,45,053/- cr. and the
stock futures OI is Rs. 66,834/- cr.
Few of the liquid counters where we have seen high cost
of carry are JPPOWER, UNITECH, INDIACEM,
KOTAKBANK and PIDILITIND.
Yesterday, FII's were net buyers in cash market
segment of Rs. 714 crores. In Index Futures their
activity was subdued; they sold of worth Rs. 133
crores with rise in OI which suggests some short
In Index options front, FIIs were net sellers of Rs.
697 crores with rise in open interest indicating
short formation. We saw some buildup in 8800 call
options, followed by unwinding in
option. Whereas, in put options, some open
interest addition was seen in 8000 strike and some
unwinding was also visible in 8300 put option.
Maximum buildup in current series has shifted to
8800 call and 8500 put options.
Last week, we witnessed meaningful buying in
Index Futures by FII’s and at the same time huge
shorting in 8400-8600 puts was also visible. We
believe these positions are still in system. Seeing
the above data we suggest staying long and
trading with positive bias in this market.
FII Statistics for 20-July 2015
Turnover on 20-July 2015
Nifty Spot = 8603.45
Lot Size = 25
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
June 29, 2015
Ratio Bear Put Spread
July 06, 2015
Ratio Bull Call Spread
July 13, 2015
Long Put Ladder
July 20, 2015
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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