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The Nifty futures’ open interest increased 5.59% while
Minifty futures’ open interest increased by 0.69% as
market closed at 4945.90 levels.
The Nifty Sep future closed at a Discount of 9.25 point
against a Premium of 6.10 points. The October Series
closed at a Discount of 2.95 points.
The Implied Volatility of at the money options is
decreased from 29.88% to 29.86%.
The PCR-OI has decreased from 1.27 to 1.24 points.
The total OI of the market is `1, 45,821cr. and the stock
futures OI is `30,362cr.
Stocks where cost of carry is positive are RUCHISOYA,
AREVAT&D, SKUMARSYNF, BOSCHLTD and NHPC.
View
FII's bought in cash market in a falling market though
quantum was very less. In index futures their net
activity is muted but open interest has gone up by
12% indicating some volatility in market for today.
4900 call was the only option strike in this series
which added substantial open interest to comment
on. We believe it’s more of buying then selling.
Nifty rollovers are at 48.95% which is slightly on
the lower side; however rollover of 67.27% in
BankNifty is on higher side. DJIA and S&P500 futures
have shown no rollovers indicating that its only
market makers who are active in it.
ZEEL has been consolidating in the range of `112-
116 for quite some time. There is addition of 10% in
OI with significant volumes in futures and cash
segment. Form long positions with target price of
`124 and stop loss of `111.
Historical Volatility
SCRIP HV
MAX 57.45
BALRAMCHIN 49.16
ROLTA 52.91
BPCL 24.77
MCLEODRUSS 39.21
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest increased 5.59% while
Minifty futures’ open interest increased by 0.69% as
market closed at 4945.90 levels.
The Nifty Sep future closed at a Discount of 9.25 point
against a Premium of 6.10 points. The October Series
closed at a Discount of 2.95 points.
The Implied Volatility of at the money options is
decreased from 29.88% to 29.86%.
The PCR-OI has decreased from 1.27 to 1.24 points.
The total OI of the market is `1, 45,821cr. and the stock
futures OI is `30,362cr.
Stocks where cost of carry is positive are RUCHISOYA,
AREVAT&D, SKUMARSYNF, BOSCHLTD and NHPC.
View
FII's bought in cash market in a falling market though
quantum was very less. In index futures their net
activity is muted but open interest has gone up by
12% indicating some volatility in market for today.
4900 call was the only option strike in this series
which added substantial open interest to comment
on. We believe it’s more of buying then selling.
Nifty rollovers are at 48.95% which is slightly on
the lower side; however rollover of 67.27% in
BankNifty is on higher side. DJIA and S&P500 futures
have shown no rollovers indicating that its only
market makers who are active in it.
ZEEL has been consolidating in the range of `112-
116 for quite some time. There is addition of 10% in
OI with significant volumes in futures and cash
segment. Form long positions with target price of
`124 and stop loss of `111.
Historical Volatility
SCRIP HV
MAX 57.45
BALRAMCHIN 49.16
ROLTA 52.91
BPCL 24.77
MCLEODRUSS 39.21
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