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The Nifty futures’ open interest increased by 5.06% while
Minifty futures’ open interest decreased by 3.94% as
market closed at 5833.75 levels.
The Nifty April future closed at a premium of 24.95
points, against a premium of 51.50 points in the last
trading session. On the other hand, May future closed at
a premium of 42.80 points.
The PCR-OI increased from 1.67 to 1.79 levels.
The Implied volatility of At-the-money options increased
from 19.00% to 20.25% for April series.
The total OI of the market is `1,67,061cr and the stock
futures OI is `35,192cr.
Rollover for Nifty futures is 70.54%, while for Banknifty
futures it is 75.74%. Market wide rollover is 80.86%.
View
FIIs were buying significantly in the Index futures.
Open interest was down due to expiry. They were net
buyers of `3325cr in the cash market segment.
Yesterday, considerable buildup was observed in
most of the call and put options. In new series, the
5800 call and 5500 put options have highest open
interest.
TATAMOTORS has given a positive move mainly on
the back of short covering. Stock has its immediate
resistance around `1250-1260. Traders can trade
with negative bias around resistance for the target of
`1200 with a stop loss of `1285.
In new series, rollover is high in Indices as well as
market wide. Few large-cap stocks where rollover is
less in open interest terms are M&M, ONGC,
RELIANCE, SBIN and LT.
Historical Volatility
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased by 5.06% while
Minifty futures’ open interest decreased by 3.94% as
market closed at 5833.75 levels.
The Nifty April future closed at a premium of 24.95
points, against a premium of 51.50 points in the last
trading session. On the other hand, May future closed at
a premium of 42.80 points.
The PCR-OI increased from 1.67 to 1.79 levels.
The Implied volatility of At-the-money options increased
from 19.00% to 20.25% for April series.
The total OI of the market is `1,67,061cr and the stock
futures OI is `35,192cr.
Rollover for Nifty futures is 70.54%, while for Banknifty
futures it is 75.74%. Market wide rollover is 80.86%.
View
FIIs were buying significantly in the Index futures.
Open interest was down due to expiry. They were net
buyers of `3325cr in the cash market segment.
Yesterday, considerable buildup was observed in
most of the call and put options. In new series, the
5800 call and 5500 put options have highest open
interest.
TATAMOTORS has given a positive move mainly on
the back of short covering. Stock has its immediate
resistance around `1250-1260. Traders can trade
with negative bias around resistance for the target of
`1200 with a stop loss of `1285.
In new series, rollover is high in Indices as well as
market wide. Few large-cap stocks where rollover is
less in open interest terms are M&M, ONGC,
RELIANCE, SBIN and LT.
Historical Volatility
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