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The Nifty futures’ open interest increased 5.73% while
Minifty futures’ open interest increased by 3.79% as
market closed at 4839.60 levels.
The Nifty Sep future closed at a premium of 24.50 point
against a premium of 2.90 points. The October series
closed at a premium of 34.95 points.
The Implied Volatility of at the money options increased
from 24.00% to 26.50% for Sep. series.
The PCR-OI has decreased from 0.95 to 0.88 points.
The total OI of the market is `155,301cr and the stock
futures OI is `31,088cr.
Rollover for Nifty futures is 70.88% and for Minifty it is
70.10%. The market wide rollover is 77.52%.
View
FIIs did some selling in the Index futures and buying
in the stock futures. Open interest has decreased
substantially because of expiry of August series. They
were net sellers of `1,441cr in the cash market
segment.
In the last trading session, most of the call and put
options added considerable open interest though the
4800 put and 5000 call options have highest open
interest in September expiry.
In the new series, market wide rollover is less in terms
of open interest and percentage. Many stocks
witnessed significant unwinding during the month.
Few large cap stocks where open interest has
decreased are RELINFRA, BHARTIARTL, BHEL, GAIL
and RELIANCE.
NTPC has strong support around 165-167 levels.
Positional traders can use this level to trade positively.
We may see a positive move around `176. Keep a
stop loss of `162.
Historical Volatility
SCRIP HV
GMRINFRA 52.36
JPPOWER 62.30
FORTIS 42.57
OFSS 39.30
ABB 34.54
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased 5.73% while
Minifty futures’ open interest increased by 3.79% as
market closed at 4839.60 levels.
The Nifty Sep future closed at a premium of 24.50 point
against a premium of 2.90 points. The October series
closed at a premium of 34.95 points.
The Implied Volatility of at the money options increased
from 24.00% to 26.50% for Sep. series.
The PCR-OI has decreased from 0.95 to 0.88 points.
The total OI of the market is `155,301cr and the stock
futures OI is `31,088cr.
Rollover for Nifty futures is 70.88% and for Minifty it is
70.10%. The market wide rollover is 77.52%.
View
FIIs did some selling in the Index futures and buying
in the stock futures. Open interest has decreased
substantially because of expiry of August series. They
were net sellers of `1,441cr in the cash market
segment.
In the last trading session, most of the call and put
options added considerable open interest though the
4800 put and 5000 call options have highest open
interest in September expiry.
In the new series, market wide rollover is less in terms
of open interest and percentage. Many stocks
witnessed significant unwinding during the month.
Few large cap stocks where open interest has
decreased are RELINFRA, BHARTIARTL, BHEL, GAIL
and RELIANCE.
NTPC has strong support around 165-167 levels.
Positional traders can use this level to trade positively.
We may see a positive move around `176. Keep a
stop loss of `162.
Historical Volatility
SCRIP HV
GMRINFRA 52.36
JPPOWER 62.30
FORTIS 42.57
OFSS 39.30
ABB 34.54
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