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The Nifty futures’ open interest decreased by 0.65% while
Minifty futures’ open interest decreased by 4.75% as
market closed at 5030.45 levels.
The Nifty Nov. future closed at a Premium of 14.45 point
against a Premium of 9.70 points. The December Series
closed at a Premium of 42.00 points.
The Implied Volatility of at the money options is
decreased from 24.85% to 23.79%.
The PCR-OI has decreased from 1.21 points to 1.13
points.
The total OI of the market is `1,34,439.30cr. and the
stock futures OI are `32,438.05cr.
Stocks were cost of carry is positive are RUCHISOYA,
FSL, NCC, PTC and ADANIPOWER.
View
It’s quite clear now that FII’s are on sell mode.
Yesterday too they sold in cash market segment and
shorted in index futures significantly. They are also
hedging their short exposure by buying some at-themoney
calls.
PCR-OI has fallen substantially especially because of
yesterdays development in options segment. We saw
most of the puts in November series unwinding
positions while 5000 and 5200 saw substantial builtup.
TATAMOTORS have relatively less open interest ever
since it corrected from 200+ levels. We expect some
formation of short positions in the counter. We
suggest shorting around 183-185 with target of 172
and stop loss of 187.
Historical Volatility
SCRIP HV
BRFL 50.22
MPHASIS 59.54
MUNDRAPORT 69.83
SREINFRA 72.75
KFA 108.92
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest decreased by 0.65% while
Minifty futures’ open interest decreased by 4.75% as
market closed at 5030.45 levels.
The Nifty Nov. future closed at a Premium of 14.45 point
against a Premium of 9.70 points. The December Series
closed at a Premium of 42.00 points.
The Implied Volatility of at the money options is
decreased from 24.85% to 23.79%.
The PCR-OI has decreased from 1.21 points to 1.13
points.
The total OI of the market is `1,34,439.30cr. and the
stock futures OI are `32,438.05cr.
Stocks were cost of carry is positive are RUCHISOYA,
FSL, NCC, PTC and ADANIPOWER.
View
It’s quite clear now that FII’s are on sell mode.
Yesterday too they sold in cash market segment and
shorted in index futures significantly. They are also
hedging their short exposure by buying some at-themoney
calls.
PCR-OI has fallen substantially especially because of
yesterdays development in options segment. We saw
most of the puts in November series unwinding
positions while 5000 and 5200 saw substantial builtup.
TATAMOTORS have relatively less open interest ever
since it corrected from 200+ levels. We expect some
formation of short positions in the counter. We
suggest shorting around 183-185 with target of 172
and stop loss of 187.
Historical Volatility
SCRIP HV
BRFL 50.22
MPHASIS 59.54
MUNDRAPORT 69.83
SREINFRA 72.75
KFA 108.92
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