Feb 25, 2015
Nifty Vs OI
The Nifty futures open interest increased by
BankNifty futures open interest has increased by 0.13%
as market closed at 8762.10 levels.
The Nifty February future closed at premium of 11.20
points against a discount of 1.50 points. The March
series closed at a premium of 63.10 points.
The Implied Volatility of at the money options has
decreased from 19.29% to 18.81%.
Nifty PCR-OI has increased from 0.86 to 0.87 levels.
The total OI of the market is Rs. 2,56,399/- cr. and the
stock futures OI is Rs. 76,237/- cr.
Few of the liquid counters where we have seen high cost
of carry are UNITECH, TATAPOWER, TITAN, JPPOWER
FIIs were net buyers in cash market segment of worth
Rs. 679 crores. In Index Futures they were net sellers
with significant rise in open interest indicating blend
of long & short formation.
In Index Options they bought of worth Rs. 659 crores
with fall in open interest suggesting unwinding of
short positions. We hardly saw any fresh open
interest addition in both call & put options yesterday.
Good amount of unwinding was visible in 8900-
9100 call options and in 8600-8900 put options.
Short positions formed in call options in last few
trading sessions were covered partially yesterday.
Maximum buildup in Nifty options is seen in 9000
call & of put options has got shifted to 8700 strike
We believe market may still correct further and may
test 8650-8700 levels this expiry.
Rollover in Nifty is at 55.17% and of Banknifty is at
Feb 25, 2015
FII Statistics for 24-Feb-2015
Turnover on 24-Feb-2015
Nifty Spot =8762.10
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Feb Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Feb 25, 2015
Ratio Bull Call Spread
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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