- The Nifty futures open interest decreased by 2.65% while Bank Nifty futures open interest is decreased by 9.51% as market closed at 6056.15 levels.
- The Nifty November future closed at premium of 32.80
- Point against a premium of 43.40 points. The December series closed at a premium of 85.20 points.
- The Implied Volatility of at the money options has decreased from 18.44% to 16.30%.
- Nifty PCR-OI has decreased from 0.96 to 0.95 levels.
- The total OI of the market is Rs. 1, 38,312/- cr. and the stock futures OI is Rs. 32,214/- cr.
- Few of the liquid counters where we have seen high cost of carry are UNITECH, KTKBANK, ADANIPOWER, ASHOKLEY and JSWENERGY.