Please Share:: 
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest decreased 1.64% while
Minifty futures’ open interest increased by 1.16% as
market closed at 4867.75 levels.
The Nifty Sep future closed at a premium of 2.95 point
against a premium of 8.05 points. The October Series
closed at a Premium of 18.20 points.
The Implied Volatility of at the money options is
decreased from 30.67% to 29.22%.
The PCR-OI has decreased from 1.37 to 1.27 points.
The total OI of the market is `1, 42,621.20cr. and the
stock futures OI is `30,730.27cr.
Stocks where cost of carry is positive are BEL,
RUCHISOYA, GTL, NEYVELILIG and JSWENERGY.
View
There has been relentless selling in cash market by
FII's but in index future their aggression in forming
short positions is not clearly visible. Quantum of
shorts formed is less compared to nature of fall in
market.
Except 4600 put option most of the puts have seen
substantial unwinding. 4800 call has added 31216
contracts. Significant rise in IV's of call suggests that
it’s more of buying of call option.
In falling market of Fridays, IDFC managed to keep
itself in slight green territory with addition of open
interest and CoC turning from negative to positive.
Stock is near its support, we suggest formation of
long position around `107-108 with target of `116
and stop loss of `103.
Both HDFC and HDFCBANK have seen very high
volumes in cash market segment and some shorting
was visible in futures. These stocks may show high
volatility; traders can be active here on both sides
Historical Volatility
SCRIP HV
JISLJALEQS 52.76
ABB 40.24
CHAMBLFERT 65.17
NMDC 58.52
BEL 29.93
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest decreased 1.64% while
Minifty futures’ open interest increased by 1.16% as
market closed at 4867.75 levels.
The Nifty Sep future closed at a premium of 2.95 point
against a premium of 8.05 points. The October Series
closed at a Premium of 18.20 points.
The Implied Volatility of at the money options is
decreased from 30.67% to 29.22%.
The PCR-OI has decreased from 1.37 to 1.27 points.
The total OI of the market is `1, 42,621.20cr. and the
stock futures OI is `30,730.27cr.
Stocks where cost of carry is positive are BEL,
RUCHISOYA, GTL, NEYVELILIG and JSWENERGY.
View
There has been relentless selling in cash market by
FII's but in index future their aggression in forming
short positions is not clearly visible. Quantum of
shorts formed is less compared to nature of fall in
market.
Except 4600 put option most of the puts have seen
substantial unwinding. 4800 call has added 31216
contracts. Significant rise in IV's of call suggests that
it’s more of buying of call option.
In falling market of Fridays, IDFC managed to keep
itself in slight green territory with addition of open
interest and CoC turning from negative to positive.
Stock is near its support, we suggest formation of
long position around `107-108 with target of `116
and stop loss of `103.
Both HDFC and HDFCBANK have seen very high
volumes in cash market segment and some shorting
was visible in futures. These stocks may show high
volatility; traders can be active here on both sides
Historical Volatility
SCRIP HV
JISLJALEQS 52.76
ABB 40.24
CHAMBLFERT 65.17
NMDC 58.52
BEL 29.93
No comments:
Post a Comment