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Call-OI indicates positive momentum may continue till 6000-6100
Nifty spot has closed at 5826 this week, against a close of 5654 last week. The Put-Call Ratio is at 1.30 levels and the annualized Cost
of Carry (CoC) is positive 8.19%. The Open Interest of Nifty Futures decreased by 12.46%, due to expiry.
The Nifty PCR is at 1.30 levels. In April series, build up in put
options are scattered from 5400 to 5700 strike. All these puts
have almost same open interest. Among call options, the 6000
strike has highest positions, below this strike the 5800 call is
also showing good amount of open interest. Many large cap
stocks were showing long formations in the week gone by. FIIs
are also considerably buying in the Index futures and in cash
segment. We expect positive move to continue. Buy on dips
strategy is advisable in the market.
Put-Call Ratio Analysis Futures Annual Volatility Analysis
Historical volatility of Nifty has decreased from 27.24% to
24.22%. IV of at-the-money options increased from 17.50% to
18.50%. Over the week, few liquid counters where HV has
increased significantly are PATNI, PIRHEALTH, STRTECH,
STERLINBIO and BRFL. Stocks where HV has decreased
significantly are KOTAKBANK, CANBK, ASHOKLEY, TATASTEEL
and RANBAXY.
Nifty April futures closed at a premium of 35.30 points against
a premium of 46.90 points last week and the May futures closed
at a premium of 55.20 points. Few liquid stocks where Costof-
Carry is positive are MCLEODRUSS, LITL, GVKPIL, ALOKTEXT
and HCC. Stocks where Cost-of-Carry is negative are PATNI,
ABB, HINDUNILVR, EXIDEIND and HEROHONDA.
Total open interest of the market is `1,08,445cr against
`1,52,222cr last week and the stock futures open interest
decreased from `35,405cr to `30,428cr. April series witnessed
high rollover in Index futures and many mid-cap stock futures.
Few liquid stocks where open interest increased significantly
are TECHM, PATELENG, HINDOILEXP, LITL and TVSMOTOR.
Stocks where open interest decreased significantly are ONGC,
UNITECH, ACC, MOSERBAER and EDUCOMP.
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Call-OI indicates positive momentum may continue till 6000-6100
Nifty spot has closed at 5826 this week, against a close of 5654 last week. The Put-Call Ratio is at 1.30 levels and the annualized Cost
of Carry (CoC) is positive 8.19%. The Open Interest of Nifty Futures decreased by 12.46%, due to expiry.
The Nifty PCR is at 1.30 levels. In April series, build up in put
options are scattered from 5400 to 5700 strike. All these puts
have almost same open interest. Among call options, the 6000
strike has highest positions, below this strike the 5800 call is
also showing good amount of open interest. Many large cap
stocks were showing long formations in the week gone by. FIIs
are also considerably buying in the Index futures and in cash
segment. We expect positive move to continue. Buy on dips
strategy is advisable in the market.
Put-Call Ratio Analysis Futures Annual Volatility Analysis
Historical volatility of Nifty has decreased from 27.24% to
24.22%. IV of at-the-money options increased from 17.50% to
18.50%. Over the week, few liquid counters where HV has
increased significantly are PATNI, PIRHEALTH, STRTECH,
STERLINBIO and BRFL. Stocks where HV has decreased
significantly are KOTAKBANK, CANBK, ASHOKLEY, TATASTEEL
and RANBAXY.
Nifty April futures closed at a premium of 35.30 points against
a premium of 46.90 points last week and the May futures closed
at a premium of 55.20 points. Few liquid stocks where Costof-
Carry is positive are MCLEODRUSS, LITL, GVKPIL, ALOKTEXT
and HCC. Stocks where Cost-of-Carry is negative are PATNI,
ABB, HINDUNILVR, EXIDEIND and HEROHONDA.
Total open interest of the market is `1,08,445cr against
`1,52,222cr last week and the stock futures open interest
decreased from `35,405cr to `30,428cr. April series witnessed
high rollover in Index futures and many mid-cap stock futures.
Few liquid stocks where open interest increased significantly
are TECHM, PATELENG, HINDOILEXP, LITL and TVSMOTOR.
Stocks where open interest decreased significantly are ONGC,
UNITECH, ACC, MOSERBAER and EDUCOMP.
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