Mar 30, 2015
Nifty Vs OI
The Nifty futures open interest has decreased by 1.81%
BankNifty futures open interest has decreased by 4.16%
as market closed at 8341.40 levels.
The Nifty April future closed at premium of 93.50 points
against a premium of 113.60 points. The May series
closed at a premium of 147.40 points.
The Implied Volatility of at the money options has
decreased from 15.04% to 13.86%.
Nifty PCR-OI has decreased from 0.86 to 0.83 levels.
The total OI of the market is Rs. 1,75,438/- cr. and the
stock futures OI is Rs. 64,004/- cr.
Few of the liquid counters where we have seen high cost
of carry are JPPOWER, DISHTV, GMRINFRA, HDFCBANK
FIIs were net sellers in cash market segment of worth
Rs. 320 crores. In Index Futures they were net buyers
with fall in open interest indicating covering of short
positions formed earlier.
In Index Options they bought significantly of worth
Rs. 3504 crores with significant rise in open interest
suggesting fresh long formation. In call options
8400-8800 strikes added good amount of buildup,
we believe these are long positions of FIIs. On the
other hand in put options 8000 & 8400 strikes added
good amount of buildup. Maximum buildup in
current series is seen in 9000 call & 8200 put option.
Seeing Friday’s stats we believe we may see some
bounce in market. One should not go aggressively
long and those who are long should book profit at
Mar 30, 2015
FII Statistics for 27-Mar-2015
Turnover on 27-Mar-2015
Nifty Spot = 8341.40
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Mar Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
Mar 30, 2015
Research Team Tel: 022 - 39357800
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