07-12-2023 10:01 AM | Source: Axis Securities Ltd
India VIX index is at 11.01 v/s 11.46 ATM CE IV 11.81 & PE IV 8.65 - Axis Securities
News By Tags | #5481 #2730 #879 #1014 #59

Follow us Now on Telegram ! Get daily 10 - 12 important updates on Business, Finance and Investment. Join our Telegram Channel

HIGHLIGHTS:

Nifty futures yesterday closed at 19501 on a positive note with 1.42% Decrease in the open interest indicating Short Covering.

Nifty Futures yesterday closed at a premium of 62 points compared to it’s previous day premium of 54 points.

BankNifty yesterday closed at 44872 on negative note with 0.22% Decrease in open interest indicating Long Unwinding.

BankNifty Futures yesterday closed at a premium of 126 points compared to its previous day premium of 84 points.

In Yesterday Trading Session FII's

Bought Index Futures to the tune of 153 CR,

Bought Index Option worth 1143 CR

Sold Stock Futures to the tune of 988 CR

Net Buyers in the derivative segment to the tune of 505 crores.

While in Cash Segment FII Bought 1197 CR & DII Sold 7 CR

India VIX index is at 11.01 v/s 11.46 ATM CE IV 11.81 & PE IV 8.65

Yesterday Index options PCR is at 1.08 as compared to 0.98

Nifty Put options OI distribution shows that 19400 has highest OI concentration followed by 19300 & 19000 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 45200 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