India VIX index is at 10.57 v/s 11.19 ATM CE IV 7.57 & PE IV 9.57 - Axis Securities
HIGHLIGHTS:
Nifty futures yesterday closed at 19576 on a positive note with 3.70% Increase in the open interest indicating Long Build Up.
Nifty Futures yesterday closed at a premium of 59 points compared to it’s previous day premium of 87 points.
BankNifty yesterday closed at 45002 on positive note with 3.02% Decrease in open interest indicating Short Covering.
BankNifty Futures yesterday closed at a premium of 122 points compared to its previous day premium of 209 points.
In Yesterday Trading Session FII's
Bought Index Futures to the tune of 1105 CR,
Sold Index Option worth 1909 CR
Bought Stock Futures to the tune of 1954 CR
Net Bought in the derivative segment to the tune of 836 crores.
While in Cash Segment
FII Sold -556 CR & DII Bought 367 CR
India VIX index is at 10.57 v/s 11.19 ATM CE IV 7.57 & PE IV 9.57
Yesterday Index options PCR is at 1.04 as compared to 0.77
Nifty Put options OI distribution shows that 19400 has highest OI concentration followed by 19500 & 19500 which may act as support for current expiry.
Nifty Call strike 19600 followed by 20000 witnessed significant OI concentration and may act as resistance for current expiry.
BankNifty Put options OI distribution shows that 44500 has highest OI concentration followed 45000 which may act as support for current expiry.
BankNifty Call strike 45000 followed by 45200 witnessed significant OI concentration and may act as resistance for current expiry.
Nifty Options OI Distribution-Weekly
Bank Nifty Options OI Distribution-Weekly
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