Nifty Vs OI
The Nifty futures open interest has increased by 5.60%
BankNifty futures open interest has increased by 4.58%
as market closed at 8633.50 levels.
The Nifty July future closed at a premium of 14.90 points
against premium of 15.55 points. The August series
closed at a premium of 52.05 points.
The Implied Volatility of at the money options has
decreased from 12.39% to 12.33%.
Nifty PCR-OI has increased from 1.16 to 1.22 levels.
The total OI of the market is Rs. 2,53,988/- cr. and the
stock futures OI is Rs. 68,352/- cr.
Few of the liquid counters where we have seen high cost
of carry are JPPOWER, IFCI, NHPC, ADANIPOWER and
Yesterday, FII's were net buyers in cash market
segment, where they bought of worth Rs. 450
crores. Whereas, they sold index futures worth Rs
295 crores with decent rise in open interest,
suggesting combination of both long and short
formation in last trading session.
In Index options front, FIIs were net buyers of Rs.
716 crores with some rise in open interest. We saw
some buildup in 8700-8900 call options, followed
by good amount of unwinding in
strikes. Whereas, in put options, significant
amount of open interest addition was seen in
8500-8700 strikes, which may be short position.
Maximum buildup in current series in seen in 8700
call and 8500 put options.
Seeing the over-all data we would suggest holding
on to your longs and if any dips near 8500-8550
can be a buying opportunity.
FII Statistics for 22-July 2015
Turnover on 22-July 2015
Nifty Spot = 8633.50
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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