Aug 28, 2014
Nifty Vs OI
The Nifty futures open interest increased by 15.31% while
BankNifty futures open interest has increased by 6.13%
as market closed at 7936.05 levels.
The Nifty August future closed at discount of 4.45 point
against a premium of 2.50 points. The September series
closed at a premium of 36.80 points.
The Implied Volatility of at the money options has
increased from 11.86% to 12.12%.
Nifty PCR-OI remains unchanged at 0.99 levels.
The total OI of the market is Rs. 2,21,631/- cr. and the
stock futures OI is Rs. 58,508/- cr.
Few of the lage cap stocks where we have seen low roll-
over are ICICIBANK, HEROMOTOCO, M&M,
MCDOWELL-N and CIPLA.
FIIs continue buying in cash market segment, they
were net buyer of worth Rs. 290 crores, while in F&O
segment again they bought in Index Futures with
significant rise in open interest indicating mix of both
long and short positions.
In Index options FIIs were marginal seller with some
rise in open interest indicating blend of both long
and short positions. PCR-OI remained unchanged
while implied volatility increased in last trading
session. In call options we saw 8000 strike price
adding some buildup followed by unwinding in 7800
& 7900 call options. On the other hand in put
options we saw good amount of buildup in 7900 &
7950 strike price. We also witnessed decent amount
of unwinding in 7700 & 7800 put options. Maximum
open interest in current series is seen in 8000 call
and of put options has shifted from 7800 to 7900
Roll-over in NIFTY and BANKNIFTY is on inline at
56.01% & 44.16% respectively.
Aug 28, 2014
FII Statistics for 27-Aug-2014
Turnover on 27-Aug-2014
Nifty Spot =7936.05
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 28, 2014
Ratio Put Spread
Loss booked on 12-08-2014.
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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