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The Nifty futures’ open interest increased by 4.34% while
Minifty futures’ open interest increased by 6.40% as
market closed at 4706.45 levels.
The Nifty Nov. future closed at a Discount of 2.55 point
against a Discount of 7.05 points. The December Series
closed at a Premium of 14.20 points.
The Implied Volatility of at the money options is
increased from 31.22% to 36.55%.
The PCR-OI has decreased from 0.96 points to 0.86
points.
The total OI of the market is `1,49,162.60cr. and the
stock futures OI are `29,816.36cr.
Few of the large cap stocks where we have seen low
rollovers are ITC, WIPRO, ONGC, STER and HCLTECH
View
FII’s countinue to sell in cash market segment; they
were net sellers of worth `1186/- cr. On Derivatives
front they were net sellers in index futures and open
interest from the last 3 days have increased
substantially indicating lot of short positions buildup
by them, while in index options also they were net
sellers.
On Options front in November series 4700 and
4800 call options have added significant amount of
open interest, while in put options 4700 and 4800
put options have seen maximum unwinding. In
December series 4500 put options have added
significant amount of open interest and we feel it’s
much of buying in this strike price.
Correction in ITC from `213 to `193 levels has only
seen unwinding of positions. Counter has also
witnessed very less rollover so far and hence it is a
candidate for last one hour high volatile trade. `190
is good support for the counter. We suggest forming
long positions in December series around `191-193
for target of `204 and stop loss of `186.
Historical Volatility
SCRIP HV
SOBHA 62.68
BAJAJHLDNG 22.55
NEYVELILIG 45.45
UNIPHOS 51.26
ABGSHIP 27.33
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased by 4.34% while
Minifty futures’ open interest increased by 6.40% as
market closed at 4706.45 levels.
The Nifty Nov. future closed at a Discount of 2.55 point
against a Discount of 7.05 points. The December Series
closed at a Premium of 14.20 points.
The Implied Volatility of at the money options is
increased from 31.22% to 36.55%.
The PCR-OI has decreased from 0.96 points to 0.86
points.
The total OI of the market is `1,49,162.60cr. and the
stock futures OI are `29,816.36cr.
Few of the large cap stocks where we have seen low
rollovers are ITC, WIPRO, ONGC, STER and HCLTECH
View
FII’s countinue to sell in cash market segment; they
were net sellers of worth `1186/- cr. On Derivatives
front they were net sellers in index futures and open
interest from the last 3 days have increased
substantially indicating lot of short positions buildup
by them, while in index options also they were net
sellers.
On Options front in November series 4700 and
4800 call options have added significant amount of
open interest, while in put options 4700 and 4800
put options have seen maximum unwinding. In
December series 4500 put options have added
significant amount of open interest and we feel it’s
much of buying in this strike price.
Correction in ITC from `213 to `193 levels has only
seen unwinding of positions. Counter has also
witnessed very less rollover so far and hence it is a
candidate for last one hour high volatile trade. `190
is good support for the counter. We suggest forming
long positions in December series around `191-193
for target of `204 and stop loss of `186.
Historical Volatility
SCRIP HV
SOBHA 62.68
BAJAJHLDNG 22.55
NEYVELILIG 45.45
UNIPHOS 51.26
ABGSHIP 27.33
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