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The Nifty futures’ open interest increased by 0.75% while
Minifty futures’ open interest decreased by 12.16% as
market closed at 5091.90 levels.
The Nifty Oct. future closed at a Premium of 10.95 point
against a Premium of 10.25 points. The November
Series closed at a Premium of 27.80 points.
The Implied Volatility of at the money options is
increased from 21.85% to 23.66%.
The PCR-OI is decreased from 1.55 to 1.47.
The total OI of the market is `1,36,793.60cr. And the
stock futures OI are `32,228.36cr.
Stocks where cost of carry is positive are GVKPIL, TTML,
VIDEOIND, TATAGLOBAL, and CUMMINSIND.
View
We have seen cash based selling by the FII’s
yesterday; they were net seller’s worth of `472/- cr.
In derivatives segment we have seen fresh short
positions buildup in Index futures while in Index
options they were net buyers and most of the buildup
was visible in call options.
On Options front Nifty 5000-5200 call options have
added significant amount of open interest while in
put options we have seen some buildup in 4500
strike price.
BANKNIFTY has witnessed unwinding in yesterday’s
session, however rollovers are on the higher side just
like last month, they are around 53%. NIFTY has
seen average rollover of 36% so far.
SUZLON has been stabilizing around current levels
and has meaningful short positions standing in it. We
are witnessing stock moving towards its strong
support of `35. Buy with target of `41 with stop loss
of `34.
Historical Volatility
SCRIP HV
EXIDEIND 53.54
LICHSGFIN 49.73
HDFC 37.90
SREINFRA 65.16
RANBAXY 30.40
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased by 0.75% while
Minifty futures’ open interest decreased by 12.16% as
market closed at 5091.90 levels.
The Nifty Oct. future closed at a Premium of 10.95 point
against a Premium of 10.25 points. The November
Series closed at a Premium of 27.80 points.
The Implied Volatility of at the money options is
increased from 21.85% to 23.66%.
The PCR-OI is decreased from 1.55 to 1.47.
The total OI of the market is `1,36,793.60cr. And the
stock futures OI are `32,228.36cr.
Stocks where cost of carry is positive are GVKPIL, TTML,
VIDEOIND, TATAGLOBAL, and CUMMINSIND.
View
We have seen cash based selling by the FII’s
yesterday; they were net seller’s worth of `472/- cr.
In derivatives segment we have seen fresh short
positions buildup in Index futures while in Index
options they were net buyers and most of the buildup
was visible in call options.
On Options front Nifty 5000-5200 call options have
added significant amount of open interest while in
put options we have seen some buildup in 4500
strike price.
BANKNIFTY has witnessed unwinding in yesterday’s
session, however rollovers are on the higher side just
like last month, they are around 53%. NIFTY has
seen average rollover of 36% so far.
SUZLON has been stabilizing around current levels
and has meaningful short positions standing in it. We
are witnessing stock moving towards its strong
support of `35. Buy with target of `41 with stop loss
of `34.
Historical Volatility
SCRIP HV
EXIDEIND 53.54
LICHSGFIN 49.73
HDFC 37.90
SREINFRA 65.16
RANBAXY 30.40
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