July 28, 2014
Nifty Vs OI
The Nifty futures open interest decreased by 5.82%
while BankNifty futures open interest has increased
by 3.86% as market closed at 7790.45 levels.
The Nifty July future closed at premium of 4.75 point
against a premium of 3.15 points. The August series
closed at a premium of 30.75 points.
The Implied Volatility of at the money options has
increased from 11.87% to 11.88%.
Nifty PCR-OI has decreased from 0.97 to 0.94 levels.
The total OI of the market is Rs. 2,18,833/- cr. and
the stock futures OI is Rs. 57,347/- cr.
Few of the liquid counters stocks where we have
seen high roll-over are BATAINDIA, ALBK, IBREALEST,
LUPIN and ANDHRABANK.
FIIs activity in cash market segment was
subdued. In F&O segment they were marginal
seller in Index Futures with good amount of rise
in open interest indicating blend of both long &
short positions in last trading session.
In Index options FIIs were net buyer with fall in
open interest which indicates short positions
formed earlier were covered. Interestingly in put
options we saw good amount of unwinding in
7600-7800 strike price, we believe these are FIIs
short positions which got covered on
Friday. Otherwise we couldn’t see any relevant
buildup in put options. On the other hand in call
options 7800 strike price added decent buildup
in last trading session. Maximum buildup in
current series is witnessed in 8000 call and 7700
Roll-over in Nifty and BankNifty is
July 28, 2014
FII Statistics for 25-July-2014
Turnover on 25-July-2014
Nifty Spot =7790.45
Lot Size = 50
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
July 28, 2014
Ratio Bull Call Spread
Long Put Ladder
Profit booked on 25-07-2014.
Ratio Bull Call Spread
Research Team Tel: 022 - 39357800
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