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The Nifty futures’ open interest increased 11.96% while
Minifty futures’ open interest decreased by 0.04% as
market closed at 4923.65 levels.
The Nifty Sep future closed at a discount of 9.75 point
against a premium of 8.05 points. The October Series
closed at a Premium of 9.25 points.
The Implied Volatility of at the money options is
increased from 24.69% to 30.67%.
The PCR-OI has decreased from 1.55 to 1.37 points.
The total OI of the market is `1, 41,276.40 cr. and the
stock futures OI is `30634.31cr.
Stocks where cost of carry is positive are ABGSHIP,
RUCHISOYA, TULIP, KFA, and SREINFRA .
View
After yesterdays fall it was obvious that FII's
participation would be high and indeed it was. They
sold `1305 crores worth of shares in cash market
segment. Significant short positions are
formed in index futures by them and index options
there is substantial buying.
Again the way market corrected yesterday there was
unwinding in most of the put options especially 5000
put and in calls it was 4900 strike which added huge
OI. Looking at the rise in IV's and more that of call,
we believe its blend of call buying and selling.
We believe market is disappointed due to not much
been delivered in form of quantitative easing and
FED agreeing that there are serious problems in
economy and recessions probability is quite
high. According to us all these things were already
known to market since quite some time. SGXNIFTY
suggests that market may open somewhere around
4850. At these levels we suggest to square-off short
positions if formed and form some contra long as we
expect bounce back in market.
Historical Volatility
SCRIP HV
BHARTIARTL 38.34
GODREJIND 63.61
SIEMENS 36.60
TATAGLOBAL 54.59
PETRONET 47.91
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased 11.96% while
Minifty futures’ open interest decreased by 0.04% as
market closed at 4923.65 levels.
The Nifty Sep future closed at a discount of 9.75 point
against a premium of 8.05 points. The October Series
closed at a Premium of 9.25 points.
The Implied Volatility of at the money options is
increased from 24.69% to 30.67%.
The PCR-OI has decreased from 1.55 to 1.37 points.
The total OI of the market is `1, 41,276.40 cr. and the
stock futures OI is `30634.31cr.
Stocks where cost of carry is positive are ABGSHIP,
RUCHISOYA, TULIP, KFA, and SREINFRA .
View
After yesterdays fall it was obvious that FII's
participation would be high and indeed it was. They
sold `1305 crores worth of shares in cash market
segment. Significant short positions are
formed in index futures by them and index options
there is substantial buying.
Again the way market corrected yesterday there was
unwinding in most of the put options especially 5000
put and in calls it was 4900 strike which added huge
OI. Looking at the rise in IV's and more that of call,
we believe its blend of call buying and selling.
We believe market is disappointed due to not much
been delivered in form of quantitative easing and
FED agreeing that there are serious problems in
economy and recessions probability is quite
high. According to us all these things were already
known to market since quite some time. SGXNIFTY
suggests that market may open somewhere around
4850. At these levels we suggest to square-off short
positions if formed and form some contra long as we
expect bounce back in market.
Historical Volatility
SCRIP HV
BHARTIARTL 38.34
GODREJIND 63.61
SIEMENS 36.60
TATAGLOBAL 54.59
PETRONET 47.91
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