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The Nifty futures’ open interest increased 4.47% while
Minifty futures’ open interest decreased by 0.60% as
market closed at 5118.50 levels.
The Nifty Aug future closed at a premium of 7.70 points
against at par in the last trading session, while the Sep
futures closed at a premium of 19.40 points.
The Implied Volatility of at the money options increased
from 24.50% to 28.85%.
The PCR-OI increased from 0.93 to 0.96 points.
The total OI of the market is `124,480cr and the stock
futures OI is `30,753cr.
Few liquid stocks where CoC is positive are SUZLON,
MTNL, INDIAINFO, UCOBANK and PFC.
View
FIIs formed some long positions in the Index futures
and covered some of their short positions in the stock
futures though they continued their cash base selling.
They were net sellers of `1,386cr in the cash market
segment in last trading session.
Global cues are negative. US markets closed down
more than 5% and SGX Nifty is suggesting opening
around 4900 levels.
Yesterday, significant unwinding was observed from
5200 and above Put options and significant build up
was observed from the 4600 to 4800 Put options.
Amongst call options, the 5100 and 5200 strike
added huge open interest.
IV has increased significantly to 28.85% it means
participants are buying cover for their open positions.
Although the IV is suggesting that the market is in
oversold zone, global cues are suggesting further
substantial downside quite likely.
Historical Volatility
SCRIP HV
MOSERBAER 67.04
SREINFRA 74.12
DHANBANK 58.63
TATAMOTORS 48.60
TULIP 35.33
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased 4.47% while
Minifty futures’ open interest decreased by 0.60% as
market closed at 5118.50 levels.
The Nifty Aug future closed at a premium of 7.70 points
against at par in the last trading session, while the Sep
futures closed at a premium of 19.40 points.
The Implied Volatility of at the money options increased
from 24.50% to 28.85%.
The PCR-OI increased from 0.93 to 0.96 points.
The total OI of the market is `124,480cr and the stock
futures OI is `30,753cr.
Few liquid stocks where CoC is positive are SUZLON,
MTNL, INDIAINFO, UCOBANK and PFC.
View
FIIs formed some long positions in the Index futures
and covered some of their short positions in the stock
futures though they continued their cash base selling.
They were net sellers of `1,386cr in the cash market
segment in last trading session.
Global cues are negative. US markets closed down
more than 5% and SGX Nifty is suggesting opening
around 4900 levels.
Yesterday, significant unwinding was observed from
5200 and above Put options and significant build up
was observed from the 4600 to 4800 Put options.
Amongst call options, the 5100 and 5200 strike
added huge open interest.
IV has increased significantly to 28.85% it means
participants are buying cover for their open positions.
Although the IV is suggesting that the market is in
oversold zone, global cues are suggesting further
substantial downside quite likely.
Historical Volatility
SCRIP HV
MOSERBAER 67.04
SREINFRA 74.12
DHANBANK 58.63
TATAMOTORS 48.60
TULIP 35.33
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