Please Share:: 
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest decreased 1.24% while
Minifty futures’ open interest decreased by 6.68% as
market closed at 4898.80 levels.
The Nifty Aug future closed at a premium of 11.65 point
against a premium of 5.20 points, while the Sep futures
closed at a premium of 17.50 points.
The Implied Volatility of at the money options increased
from 28.50% to 31.25% for Aug. series, and for Sep.
series it is 24.00%.
The PCR-OI has increased from 0.94 to 0.95 points.
The total OI of the market is `146,966cr and the stock
futures OI is `31,166cr.
Rollover for Nifty futures is 23.93% and for Minifty it is
29.65%. The market wide rollover is 30.64%.
View
FIIs unwound some of their long positions in the
Index futures but formed some long positions in the
stock futures. They were net sellers of `786cr in the
cash market segment.
In the last trading session, considerable unwinding
was observed in the 4800 and 4900 call option and
in 5000 put option of August series. In September
series, the 5000 call and 4800 put options have
highest open interest.
Small buying was visible in CIPLA form lower levels.
We may see a small positive move in the counter.
Traders can trade with positive bias with a stop loss
of `284 for the target of `302.
Few stocks where Rollover is high are IBREALEST,
SBIN, IVRCLINFRA, LT and AXISBANK. These stocks
have significant short positions and high rollover is
suggesting that participants are rolling over their
short positions.
Historical Volatility
SCRIP HV
NATIONALUM 63.04
RUCHISOYA 43.48
MPHASIS 69.03
AUROPHARMA 70.74
CUMMINSIND 30.89
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest decreased 1.24% while
Minifty futures’ open interest decreased by 6.68% as
market closed at 4898.80 levels.
The Nifty Aug future closed at a premium of 11.65 point
against a premium of 5.20 points, while the Sep futures
closed at a premium of 17.50 points.
The Implied Volatility of at the money options increased
from 28.50% to 31.25% for Aug. series, and for Sep.
series it is 24.00%.
The PCR-OI has increased from 0.94 to 0.95 points.
The total OI of the market is `146,966cr and the stock
futures OI is `31,166cr.
Rollover for Nifty futures is 23.93% and for Minifty it is
29.65%. The market wide rollover is 30.64%.
View
FIIs unwound some of their long positions in the
Index futures but formed some long positions in the
stock futures. They were net sellers of `786cr in the
cash market segment.
In the last trading session, considerable unwinding
was observed in the 4800 and 4900 call option and
in 5000 put option of August series. In September
series, the 5000 call and 4800 put options have
highest open interest.
Small buying was visible in CIPLA form lower levels.
We may see a small positive move in the counter.
Traders can trade with positive bias with a stop loss
of `284 for the target of `302.
Few stocks where Rollover is high are IBREALEST,
SBIN, IVRCLINFRA, LT and AXISBANK. These stocks
have significant short positions and high rollover is
suggesting that participants are rolling over their
short positions.
Historical Volatility
SCRIP HV
NATIONALUM 63.04
RUCHISOYA 43.48
MPHASIS 69.03
AUROPHARMA 70.74
CUMMINSIND 30.89
No comments:
Post a Comment