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The Nifty futures’ open interest decreased 5.48% while
Minifty futures’ open interest decreased by 4.13% as
market closed at 4948.90 levels.
The Nifty Aug future closed at a discount of 1.50 point
against a premium of 11.65 points, while the Sep futures
closed at a premium of 3.35 points.
The Implied Volatility of at the money options decreased
from 31.25% to 29.50% for Aug. series, and for Sep.
series it is 22.50%.
The PCR-OI has increased from 0.95 to 0.97 points.
The total OI of the market is `146,966cr and the stock
futures OI is `31,166cr.
Rollover for Nifty futures is 36.97% and for Minifty it is
37.94%. The market wide rollover is 45.16%.
View
FIIs covered some of their short positions in the Index
futures and the stock futures. They were net sellers of
`100cr in the cash market segment.
In the last trading session, considerable unwinding
was observed in the 4800 call and build up was
observed in the 5100 call. On the other hand,
unwinding was observes in the 4600 put and build
up from 4800 to 5000 Put options.
Over a month, BANKNIFTY and MINIFTY added
significant open interest, while the NIFTY futures are
showing less rollover. Amongst Metal counters,
HINDALCO, JINDALSAW and TATASTEEL added
substantial open interest and rollover is also high.
PFC has significant short positions and in the past
two trading sessions some long formations was
observed in the counter. We may see some short
covering up to `158-160. Traders can trade with
positive bias with a stop loss of `145.
Historical Volatility
SCRIP HV
GMDCLTD 54.85
TCS 54.25
BAJAJ-AUTO 37.54
RUCHISOYA 49.26
JISLJALEQS 54.78
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
The Nifty futures’ open interest decreased 5.48% while
Minifty futures’ open interest decreased by 4.13% as
market closed at 4948.90 levels.
The Nifty Aug future closed at a discount of 1.50 point
against a premium of 11.65 points, while the Sep futures
closed at a premium of 3.35 points.
The Implied Volatility of at the money options decreased
from 31.25% to 29.50% for Aug. series, and for Sep.
series it is 22.50%.
The PCR-OI has increased from 0.95 to 0.97 points.
The total OI of the market is `146,966cr and the stock
futures OI is `31,166cr.
Rollover for Nifty futures is 36.97% and for Minifty it is
37.94%. The market wide rollover is 45.16%.
View
FIIs covered some of their short positions in the Index
futures and the stock futures. They were net sellers of
`100cr in the cash market segment.
In the last trading session, considerable unwinding
was observed in the 4800 call and build up was
observed in the 5100 call. On the other hand,
unwinding was observes in the 4600 put and build
up from 4800 to 5000 Put options.
Over a month, BANKNIFTY and MINIFTY added
significant open interest, while the NIFTY futures are
showing less rollover. Amongst Metal counters,
HINDALCO, JINDALSAW and TATASTEEL added
substantial open interest and rollover is also high.
PFC has significant short positions and in the past
two trading sessions some long formations was
observed in the counter. We may see some short
covering up to `158-160. Traders can trade with
positive bias with a stop loss of `145.
Historical Volatility
SCRIP HV
GMDCLTD 54.85
TCS 54.25
BAJAJ-AUTO 37.54
RUCHISOYA 49.26
JISLJALEQS 54.78
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