Please Share:: 
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased 8.89% while
Minifty futures’ open interest increased by 2.43% as
market closed at 5015.45 levels.
The Nifty Oct. future closed at a Premium of 14.70 point
against a Discount of 2.95 points. The November Series
closed at a Premium of 28.90 points.
The Implied Volatility of at the money options is
decreased from 29.86% to 28.50%.
The PCR-OI has increased from 1.24 to 1.50 points.
The total OI of the market is `1, 46,883.50cr. And the
stock futures OI are `31,400cr.
Stocks where cost of carry is positive are ABGSHIP,
TRIVENI, JSWISPAT, BEL and BAJAJHLDG.
View
Liquidity seems to be hard to come by FII's atleast in
cash market segment. Their rollover in index futures
seems to be more than other market participants.
They squared off many of their options in sept series
rather than allowing them to expire.
Decent built-up was observed in puts in the strike
ranging from 4700 to 5000. In call it was 5200 call
which added significant open interest and as IV's
continue to trade at higher levels, this call built-up
may well be buying.
IBREALEST has seen signficant addition of OI and
strong rollovers. It is near to very strong support zone
of `72-74. Go long around `75-76 with target of
`87 and stop loss of `71.
JPASSOCIAT has rallied in last expiry mainly due to
short covering and rollover are also very less. We
suggest shorting this counter around its strong
resistance of `75-76 with target of `68 and stop loss
of `78.
Historical Volatility
SCRIP HV
SUNTV 57.79
KFA 67.96
BOSCHLTD 22.57
RUCHISOYA 57.53
BOMDYEING 58.68
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased 8.89% while
Minifty futures’ open interest increased by 2.43% as
market closed at 5015.45 levels.
The Nifty Oct. future closed at a Premium of 14.70 point
against a Discount of 2.95 points. The November Series
closed at a Premium of 28.90 points.
The Implied Volatility of at the money options is
decreased from 29.86% to 28.50%.
The PCR-OI has increased from 1.24 to 1.50 points.
The total OI of the market is `1, 46,883.50cr. And the
stock futures OI are `31,400cr.
Stocks where cost of carry is positive are ABGSHIP,
TRIVENI, JSWISPAT, BEL and BAJAJHLDG.
View
Liquidity seems to be hard to come by FII's atleast in
cash market segment. Their rollover in index futures
seems to be more than other market participants.
They squared off many of their options in sept series
rather than allowing them to expire.
Decent built-up was observed in puts in the strike
ranging from 4700 to 5000. In call it was 5200 call
which added significant open interest and as IV's
continue to trade at higher levels, this call built-up
may well be buying.
IBREALEST has seen signficant addition of OI and
strong rollovers. It is near to very strong support zone
of `72-74. Go long around `75-76 with target of
`87 and stop loss of `71.
JPASSOCIAT has rallied in last expiry mainly due to
short covering and rollover are also very less. We
suggest shorting this counter around its strong
resistance of `75-76 with target of `68 and stop loss
of `78.
Historical Volatility
SCRIP HV
SUNTV 57.79
KFA 67.96
BOSCHLTD 22.57
RUCHISOYA 57.53
BOMDYEING 58.68
No comments:
Post a Comment