Jan 29, 2015
Nifty Vs OI
The Nifty futures open interest increased by
levels BankNifty futures open interest has increased by
0.76% as market closed at 8914.30 levels.
The Nifty January future closed at discount of 9.65 points
against a premium of 12.15 points. The February series
closed at a premium of 52.80 points.
The Implied Volatility of at the money options has
increased from 16.77% to 17.90%.
Nifty PCR-OI has decreased from 1.37 to 1.33 levels.
The total OI of the market is Rs. 2,54,327/- cr. and the
stock futures OI is Rs. 68,980/- cr.
Few of the liquid counters where we have seen high
rollover are GRASIM, HDFCBANK, RANBAXY, LUPIN and
FIIs continue buying in cash market segment; they
were net buyers of worth Rs. 1723 crores. In Index
Futures they sold after long time of Rs. 1300 crores
with rise in open interest suggesting short formations
in last trading session.
In Index Options they bought marginally with rise in
open interest indicating blend of short and long
formation. We witness good amount of open interest
addition in 8800 & 8900 put option, which may be
short formations in the hopes market to expire above
these levels. Decent amount of unwinding was also
seen in the range of 8400-8700 put options. On the
other hand in call options some open interest
addition was seen in 9000-9100 strike price which
may be long positions, unwinding in lower strikes
8400-8900 was also visible in last trading session.
Rollover in Nifty and BankNifty is on the higher side
at 66.15% & 49.48% respectively.
Jan 29, 2015
FII Statistics for 28-Jan-2015
Turnover on 28- Jan -2015
Nifty Spot =8914.30
Lot Size = 50
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Jan Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Jan 29, 2015
Loss booked on 02-01-2015.
Ratio Put Spread
Ratio Put Spread
Research Team Tel: 022 - 39357800
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