Oct 27, 2014
Nifty Vs OI
The Nifty futures open interest increased by 3.97% while
BankNifty futures open interest has increased by 0.49%
as market closed at 7995.90 levels.
The Nifty October future closed at premium of 17.90
points against a premium of
18.65 points. The
November series closed at a premium of 61.50 points.
The Implied Volatility of at the money options has
decreased from 12.20% to 11.02%.
Nifty PCR-OI has decreased from 0.88 to 0.87 levels.
The total OI of the market is Rs. 2,23,491/- cr. and the
stock futures OI is Rs. 58,120/- cr.
Few of the liquid counter stocks where we have seen high
cost of carry are JPPOWER, IBREALEST, SUNTV, NHPC
In last trading session NIFTY continued it’s positive
moves. FIIs activity in cash market segment was
subdued on Wednesday. In Index Futures they were
net buyers with rise in open interest indicating fresh
In Index Options they bought significantly of worth
992 crores with some rise in open interest
signifying long formation in last trading session. PCR-
OI decreased mainly due to unwinding in call
options, while IV’s plunged. We witnessed 8200 call
options adding some open interest, followed by
significant unwinding in 7900 & 8000 call options
which may be due to profit booking. On the other
hand in put options
7700 & 7800 call options
continue adding some open interest while some
unwinding in lower strike price of 7300 & 7400 put
options was also witnessed; these must be long
positions which got squared off assuming further
strength in market.
Seeing continues buying in Index Futures by FIIs we
believe market may continue it’s up move. We
suggest to trade with positive bias.
Oct 27, 2014
FII Statistics for 22-Oct-2014
Turnover on 22-Oct-2014
Nifty Spot =7995.90
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Oct Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Oct 27, 2014
Did not trigger.
Ratio Bull Call Spread
Ratio Bear Put Spread
Loss booked on 22-10-2014.
Ratio Bear Put Spread
Research Team Tel: 022 - 39357800
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