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The Nifty futures’ open interest decreased by 17.91%
while Minifty futures’ open interest decreased by 17.03%
as market closed at 5201.80 levels.
The Nifty Nov. future closed at a Premium of 30.25 point
against a Premium of 37.55 points. The November
Series closed at a Premium of 48.15 points.
The Implied Volatility of at the money options is
decreased from 27.92% to 21.05%.
The PCR-OI is decreased from 1.47 to 1.56 points.
The total OI of the market is `1,00,064.50cr. and the
stock futures OI are `39,767.12cr.
Stocks were cost of carry is positive are JSWISPAT,
GUJFLUORO, TRIVENI, NATIONALUM and GVKPIL
View
Though FII’s have not bought much in cash market
segment in past few days but on expiry day they
formed significant long positions in index futures in
November series and that’s the reason we have such
a strong rollovers in NIFTY.
In new series we are witnessing buying interest in call
options in strike prices as high as 5500. We say its
buying because implied volatility is at relatively very
low levels if compared with past couple of months.
Activity in puts unlike past in not happening in very
deep out-of-money options.
We have to coup with two positive trading sessions in
which global markets have significantly rallied.
SGXNIFTY suggests more than 200 points gap up
opening. We believe even after gap up opening we
may witness short covering taking market further up.
TATAGLOBAL (87.07%) has seen some bounce from
support of `84-85. Fresh formation of long positions
quite likely in this counter and we expect upside move
up to `98 levels in the same. Fix stop loss of `85.
Historical Volatility
SCRIP HV
BRFL 28.25
OPTOCIRCUI 56.89
DIVISLAB 23.38
OFSS 38.10
VIDEOIND 25.16
India Equity Research Reports, IPO and Stock News
Visit http://indiaer.blogspot.com/ for complete details �� ��
Comments
The Nifty futures’ open interest decreased by 17.91%
while Minifty futures’ open interest decreased by 17.03%
as market closed at 5201.80 levels.
The Nifty Nov. future closed at a Premium of 30.25 point
against a Premium of 37.55 points. The November
Series closed at a Premium of 48.15 points.
The Implied Volatility of at the money options is
decreased from 27.92% to 21.05%.
The PCR-OI is decreased from 1.47 to 1.56 points.
The total OI of the market is `1,00,064.50cr. and the
stock futures OI are `39,767.12cr.
Stocks were cost of carry is positive are JSWISPAT,
GUJFLUORO, TRIVENI, NATIONALUM and GVKPIL
View
Though FII’s have not bought much in cash market
segment in past few days but on expiry day they
formed significant long positions in index futures in
November series and that’s the reason we have such
a strong rollovers in NIFTY.
In new series we are witnessing buying interest in call
options in strike prices as high as 5500. We say its
buying because implied volatility is at relatively very
low levels if compared with past couple of months.
Activity in puts unlike past in not happening in very
deep out-of-money options.
We have to coup with two positive trading sessions in
which global markets have significantly rallied.
SGXNIFTY suggests more than 200 points gap up
opening. We believe even after gap up opening we
may witness short covering taking market further up.
TATAGLOBAL (87.07%) has seen some bounce from
support of `84-85. Fresh formation of long positions
quite likely in this counter and we expect upside move
up to `98 levels in the same. Fix stop loss of `85.
Historical Volatility
SCRIP HV
BRFL 28.25
OPTOCIRCUI 56.89
DIVISLAB 23.38
OFSS 38.10
VIDEOIND 25.16
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