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The Nifty futures’ open interest increased by 4.87% while
Minifty futures’ open interest increased by 0.88% as
market closed at 4812.35 levels.
The Nifty Nov. future closed at a Discount of 7.05 point
against a Premium of 4.95 points. The December Series
closed at a Premium of 17.75 points.
The Implied Volatility of at the money options is
increased from 26.70% to 31.22%.
The PCR-OI has decreased from 0.98 points to 0.96
points.
The total OI of the market is `1,49,503.45cr. and the
stock futures OI are `31,357.23cr.
Few of the Liquid counters where we have seen high
rollovers are MCLEODRUSS, RUCHISOYA,
BHARATFORG, GITANJALI and MUNDRAPORT
View
FII’s continue to sell in cash market segment; they
were net sellers of worth `953/- cr. in yesterday’s
trading session. On Derivatives front they were net
buyers in index futures but the quantum of buying
was quite minimal, while in index options they were
net sellers.
On Options front in November series lot of
unwinding was seen in both call and put options in
yesterday’s trading session. We have seen lot of
activity happening in December series options, in put
options 4500 put option have seen the maximum
buildup we feel it’s much of buying in this strike price,
while in call options 5100-5200 strike price have
seen the maximum buildup indicating good amount
of call writing happening in this strike price.
HDFC has strong support around `620-625 zone.
Though off late the open interest change barring day
before has been subdued, shorts formed at the end
of October series are still active in the counter. We
expect counter to breach this support and trade
downwards. Go short with target price of `586 and
stop loss of `668. Short in December series.
Note:-Comment about rollovers in comment column....i.e. highest rollovers in
stock with liquidity more than 1000 contracts.
Historical Volatility
SCRIP HV
JINDALSWHL 84.17
ABAN 81.74
DELTACORP 82.00
BGRENERGY 67.98
TITAN 54.34
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased by 4.87% while
Minifty futures’ open interest increased by 0.88% as
market closed at 4812.35 levels.
The Nifty Nov. future closed at a Discount of 7.05 point
against a Premium of 4.95 points. The December Series
closed at a Premium of 17.75 points.
The Implied Volatility of at the money options is
increased from 26.70% to 31.22%.
The PCR-OI has decreased from 0.98 points to 0.96
points.
The total OI of the market is `1,49,503.45cr. and the
stock futures OI are `31,357.23cr.
Few of the Liquid counters where we have seen high
rollovers are MCLEODRUSS, RUCHISOYA,
BHARATFORG, GITANJALI and MUNDRAPORT
View
FII’s continue to sell in cash market segment; they
were net sellers of worth `953/- cr. in yesterday’s
trading session. On Derivatives front they were net
buyers in index futures but the quantum of buying
was quite minimal, while in index options they were
net sellers.
On Options front in November series lot of
unwinding was seen in both call and put options in
yesterday’s trading session. We have seen lot of
activity happening in December series options, in put
options 4500 put option have seen the maximum
buildup we feel it’s much of buying in this strike price,
while in call options 5100-5200 strike price have
seen the maximum buildup indicating good amount
of call writing happening in this strike price.
HDFC has strong support around `620-625 zone.
Though off late the open interest change barring day
before has been subdued, shorts formed at the end
of October series are still active in the counter. We
expect counter to breach this support and trade
downwards. Go short with target price of `586 and
stop loss of `668. Short in December series.
Note:-Comment about rollovers in comment column....i.e. highest rollovers in
stock with liquidity more than 1000 contracts.
Historical Volatility
SCRIP HV
JINDALSWHL 84.17
ABAN 81.74
DELTACORP 82.00
BGRENERGY 67.98
TITAN 54.34
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