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The Nifty futures’ open interest increased by 5.67% while
Minifty futures’ open interest increased by 12.53% as
market closed at 4934.75 levels.
The Nifty Nov. future closed at a Discount of 1.80 point
against a Premium of 14.45 points. The December Series
closed at a Premium of 25.90 points.
The Implied Volatility of at the money options is
increased from 23.79% to 25.92%.
The PCR-OI has decreased from 1.13 points to 1.02
points.
The total OI of the market is `1,38,537.06cr. and the
stock futures OI are `31,790.52cr.
Stocks were cost of carry is positive are RUCHISOYA,
GITANJALI, LITL, TITAN and BAJAJHIND.
View
More than Rs. 1000 crores of short positions were
formed in index futures by FII's in yesterdays trading
session and cash selling in moderate quantum
continued. They are also buying index calls for
hedging their short exposure.
4900 and 5000 call have added huge open interest
and we believe its more of buying because overall
implied volatility has increased to around 26%
and within that call IV's have shot up significantly.
NIFTY and BANKNIFTY have added significant open
interest yesterday and CoC has gone in negative
terrain. This is because there is more shorting
pressure in FNO market but quantum of selling in
cash market is moderate.
TATASTEEL is nearing its strong support of `390-
395. It may take support there but eventually we
believe that fresh formation of short positions would
take counter below those levels. Short below `390 or
around `410 for target of `363 and stop loss of
`418.
Historical Volatility
SCRIP HV
INDIAINFO 72.83
SUZLON 98.12
APIL 57.85
IGL 33.21
HINDZINC 46.39
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased by 5.67% while
Minifty futures’ open interest increased by 12.53% as
market closed at 4934.75 levels.
The Nifty Nov. future closed at a Discount of 1.80 point
against a Premium of 14.45 points. The December Series
closed at a Premium of 25.90 points.
The Implied Volatility of at the money options is
increased from 23.79% to 25.92%.
The PCR-OI has decreased from 1.13 points to 1.02
points.
The total OI of the market is `1,38,537.06cr. and the
stock futures OI are `31,790.52cr.
Stocks were cost of carry is positive are RUCHISOYA,
GITANJALI, LITL, TITAN and BAJAJHIND.
View
More than Rs. 1000 crores of short positions were
formed in index futures by FII's in yesterdays trading
session and cash selling in moderate quantum
continued. They are also buying index calls for
hedging their short exposure.
4900 and 5000 call have added huge open interest
and we believe its more of buying because overall
implied volatility has increased to around 26%
and within that call IV's have shot up significantly.
NIFTY and BANKNIFTY have added significant open
interest yesterday and CoC has gone in negative
terrain. This is because there is more shorting
pressure in FNO market but quantum of selling in
cash market is moderate.
TATASTEEL is nearing its strong support of `390-
395. It may take support there but eventually we
believe that fresh formation of short positions would
take counter below those levels. Short below `390 or
around `410 for target of `363 and stop loss of
`418.
Historical Volatility
SCRIP HV
INDIAINFO 72.83
SUZLON 98.12
APIL 57.85
IGL 33.21
HINDZINC 46.39
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