Aug 22, 2014
Nifty Vs OI
The Nifty futures open interest decreased by 0.29% while
BankNifty futures open interest has increased by 10.96%
as market closed at 7891.10 levels.
The Nifty August future closed at premium of 12.05 point
against a premium of 15.40 points. The September
series closed at a premium of 45.40 points.
The Implied Volatility of at the money options has
decreased from 11.48% to 11.07%.
Nifty PCR-OI has decreased from 1.03 to 1.01 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 SUNTV, BPCL, RCOM, ALBK and
Yesterday Nifty moved in a range of 20-30 points
and closed on a positive note. FIIs were net buyer in
cash market segment of worth Rs. 412 crores, while
in F&O segment they were net seller in Index Futures
with some rise in open interest indicating very mirror
short positions in yesterday’s trading session. They
were also quite active in Stock Futures yesterday,
wherein they bought of worth Rs. 674 crores with
marginal change in open interest which is mix of
both long & short positions.
In Index options FIIs were net buyer with rise in open
interest indicating good amount of long formation. In
yesterday’s trading session we hardly saw any
reasonable activity in call options, majority of open
interest addition was seen in 8000 call options. In put
options decent amount of buildup in
witnessed and we believe these are FIIs long positions
formed in last trading session. Maximum open
interest in current series is seen in 8000 call & 7700
Large caps counters where we have seen good
amount of addition in open interest are HDFC,
Aug 22, 2014
FII Statistics for 21-Aug-2014
Turnover on 21-Aug-2014
Nifty Spot =7891.10
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 22, 2014
Ratio Put Spread
Loss booked on 12-08-2014.
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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