August 31, 2015
Nifty Vs OI
The Nifty futures open interest has increased by 4.88%
BankNifty futures open interest has increased by 2.84% as
market closed at 8001.895 levels.
The Nifty September future closed at a premium of 20.75
points against a premium of 42.05 points. The October
series closed at a premium of 60.65 points.
The Implied Volatility of at the money options has
increased from 20.86% to 22.02%.
Nifty PCR-OI has increased from 0.94 to 0.99 levels.
The total OI of the market is Rs. 1,86,410/- cr. and the
stock futures OI is Rs. 56,522/- cr.
Few of the liquid counters where we have seen high cost of
carry are JPPOWER, UNITECH, ARVIND, SUNTV and
Friday Nifty continued to be volatile and had good
volume too. FIIs activity in cash market segment
was subdued. While surprisingly in Index Futures
they bought of Rs. 2512 crores with good amount
of rise in OI suggesting fresh long formation.
In Index Options, FIIs were net buyers to the tune
of Rs.2978 crores with rise in OI. Being start of
new series, build-up is quite scattered. We saw
good amount of OI addition in the range of 8100-
8500 call options. On the other hand, in put
options, we saw reasonable amount in 7400-8100
strikes. Maximum OI in September series is seen in
8500 call and 7800 put options.
Seeing Friday’s buying figure in Index Futures we
would suggest to wait and watch to see FIIs next
August 31, 2015
FII Statistics for 28-August 2015
Turnover on 28-August 2015
Nifty Spot = 8001.95
Lot Size = 25
Note: Above mentioned Bullish or Bearish Spreads in Nifty (Sept. Series) are given as an information and not as a recommendation.
Nifty Put-Call Analysis
August 31, 2015
Research Team Tel: 022 - 39357800
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