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The Nifty futures’ open interest decreased by 1.29% while
Minifty futures’ open interest decreased by 1.29% as
market closed at 5221.05 levels.
The Nifty Nov. future closed at a Premium of 16.05 point
against a Premium of 26.20 points. The December Series
closed at a Premium of 43 points.
The Implied Volatility of at the money options is
increased from 21.12% to 21.81%.
The PCR-OI has decreased from 1.35 points to 1.34
points.
The total OI of the market is `1, 26,083.80cr. and the
stock futures OI are `32,484.04cr.
Stocks were cost of carry is positive are JSWISPAT,
KSOILS, TATACOMM, SREINFRA and VIDEOIND.
View
FII's have bought in cash market segment; they were
net buyers of worth `559/- cr. On Derivatives front
they were net buyers in index futures indicating some
fresh long buildup by them on Wednesday’s trading
session, while in index options they were net sellers.
On Options front Nifty 5300 call options has seen
good buildup, while in put options 5000 strike price
have seen maximum build in open interest. IV’s of
both put and call options have being stable from last
few trading sessions.
INFY has been consolidating at higher levels i.e.
between `2800-2850. We have not seen much
addition of open interest and lot of long positions are
still standing in it. Counter also has some negative
news related to misuse of visa to deal with. We
suggest to go short in this counter with stop loss of
`2880 and target of `2725.
Liquidity, implied volatility and options data so far
has not suggested any sort of panic or selling by
strong hands in our market despite turmoil
happening in European region. However it has now
caped the upside too. Selling 5000 put and 5300 call
for combined premium of `90-100/- is advisable.
Historical Volatility
SCRIP HV
SBIN 51.14
BPCL 41.85
IOC 28.77
HINDPETRO 35.97
RANBAXY 35.29
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest decreased by 1.29% while
Minifty futures’ open interest decreased by 1.29% as
market closed at 5221.05 levels.
The Nifty Nov. future closed at a Premium of 16.05 point
against a Premium of 26.20 points. The December Series
closed at a Premium of 43 points.
The Implied Volatility of at the money options is
increased from 21.12% to 21.81%.
The PCR-OI has decreased from 1.35 points to 1.34
points.
The total OI of the market is `1, 26,083.80cr. and the
stock futures OI are `32,484.04cr.
Stocks were cost of carry is positive are JSWISPAT,
KSOILS, TATACOMM, SREINFRA and VIDEOIND.
View
FII's have bought in cash market segment; they were
net buyers of worth `559/- cr. On Derivatives front
they were net buyers in index futures indicating some
fresh long buildup by them on Wednesday’s trading
session, while in index options they were net sellers.
On Options front Nifty 5300 call options has seen
good buildup, while in put options 5000 strike price
have seen maximum build in open interest. IV’s of
both put and call options have being stable from last
few trading sessions.
INFY has been consolidating at higher levels i.e.
between `2800-2850. We have not seen much
addition of open interest and lot of long positions are
still standing in it. Counter also has some negative
news related to misuse of visa to deal with. We
suggest to go short in this counter with stop loss of
`2880 and target of `2725.
Liquidity, implied volatility and options data so far
has not suggested any sort of panic or selling by
strong hands in our market despite turmoil
happening in European region. However it has now
caped the upside too. Selling 5000 put and 5300 call
for combined premium of `90-100/- is advisable.
Historical Volatility
SCRIP HV
SBIN 51.14
BPCL 41.85
IOC 28.77
HINDPETRO 35.97
RANBAXY 35.29
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