Today Stock Nifty Derivative Report 28 November

Comments

  • The Nifty futures open interest increased by 4.96% while Bank Nifty futures open interest is decreased by 1.53% as market closed at 6057.10 levels.
  • The Nifty November future closed at premium of 12.60point against a premium of 12.85 points. The December series closed at a premium of 59.15 points.
  • The Implied Volatility of at the money options has decreased from 19.93% to 18.71%.
  • Nifty PCR-OI remains unchanged at 0.89 levels.
  • The total OI of the market is Rs. 1, 61,992/- cr. and the stock futures OI is Rs. 37,155/- cr.
  • Few of the large caps where we have seen low rollover are BANKBARODA, JINDALSTEL, ASIANPAINT, GAIL and CAIRN.

 Nifty Vs OI

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  • FII’s activity in cash market segment was subdued yesterday. On derivatives front they were marginal seller in index futures with good amount of rise in open interest, while in index options some short buildup was seen in yesterday’s trading session.
  • In options front significant amount of buildup was seen in 6050 call option, some buildup was also seen in 6100 & 6150 strike. In put options some buildup was seen in 5950 & 6050 strikes, followed by decent unwinding in 6100 strike in yesterday’s trading session.
  • Rollover in Nifty & Bank nifty is 63.89% and 47.37% respectively.

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