India VIX index is at 10.94 v/s 11.01 ATM CE IV 9.58 & PE IV 7.82 - Axis Securities
HIGHLIGHTS:
Nifty futures yesterday closed at 19475 on a positive note with 2.43% Increase in the open interest indicating Long Build Up.
Nifty Futures yesterday closed at a premium of 61points compared to it’s previous day premium of 71 points
BankNifty yesterday closed at 44776 on negative note with 8.73% Decrease in open interest indicating Long Unwinding.
BankNifty Futures yesterday closed at a premium of 111 points compared to its previous day premium of 164 points.
In Yesterday Trading Session FII's
Sold Index Futures to the tune of 907 CR,
Bought Index Option worth 20189 CR
Sold Stock Futures to the tune of 1965 CR
Net Buyers in the derivative segment to the tune of 17362 crores
While in Cash Segment
FII Bought 2238 CR & DII Sold 1197 CR
India VIX index is at 10.94 v/s 11.01 ATM CE IV 9.58 & PE IV 7.82
Yesterday Index options PCR is at 0.92 as compared to 0.08
Nifty Put options OI distribution shows that 19500 has highest OI concentration followed by 19400 & 19200 which may act as support for current expiry.
Nifty Call strike 19500 followed by 19600 witnessed significant OI concentration and may act as resistance for current expiry.
BankNifty Put options OI distribution shows that 45000 has highest OI concentration followed 44500 which may act as support for current expiry
BankNifty Call strike 45000 followed by 44800 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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Bank Nifty index closed the week on a negative note By Ms. Yesha Shah, Samco Securities