India VIX index is at 10.28 v/s 10.41 ATM CE IV 9.81 & PE IV 11.40 - Axis Securities Ltd
HIGHLIGHTS:
Nifty futures yesterday closed at 19813 on a negative note with 1.61% Decrease in the open interest indicating Long Unwinding.
Nifty Futures yesterday closed at a premium of 79 points compared to it’s previous day premium of 90 points.
BankNifty yesterday closed at 45748 on negative note with 1.07% Increase in open interest indicating Short Build Up.
BankNifty Futures yesterday closed at a premium of 155 points compared to its previous day premium of 210 points.
In Yesterday Trading Session FII's
Sold Index Futures to the tune of 45 CR,
Bought Index Option worth 5122 CR
Sold Stock Futures to the tune of 858 CR
Net Bought in the derivative segment to the tune of 4135 crores.
While in Cash Segment
FII Sold -93 CR & DII Bought 1036 CR
India VIX index is at 10.28 v/s 10.41 ATM CE IV 9.81 & PE IV 11.40
Yesterday Index options PCR is at 0.92 as compared to 1.00
Nifty Put options OI distribution shows that 19600 has highest OI concentration followed by 19700 & 19500 which may act as support for current expiry.
Nifty Call strike 19800 followed by 20000 witnessed significant OI concentration and may act as resistance for current expiry.
BankNifty Put options OI distribution shows that 45500 has highest OI concentration followed 454600 which may act as support for current expiry.
BankNifty Call strike 46000 followed by 45500 witnessed significant OI concentration and may act as resistance for current expiry.
Nifty Options OI Distribution-Weekly
Bank Nifty Options OI Distribution-Weekly
To Read Complete Report & Disclaimer Click Here
For More Axis Securities Disclaimer https://simplehai.axisdirect.in/disclaimer-home
SEBI Registration number is INZ000161633
Views express by all participants are for information & academic purpose only. Kindly read disclaimer before referring below views. Click Here For Disclaimer