India VIX index is at 11.48 v/s 11.78 ATM CE IV 12.47 & PE IV 9.66 - Axis Securities Ltd
HIGHLIGHTS:
Nifty futures yesterday closed at 19777 on a negative note with 7.54% Increase in the open interest indicating Long Unwinding.
Nifty Futures yesterday closed at a premium of 31 points compared to it’s previous day discount of 9 points.
BankNifty yesterday closed at 46108 on negative note with 6.75% Decrease in open interest indicating Long Unwinding.
BankNifty Futures yesterday closed at a premium of 33 points compared to its previous day discount of 35 points.
In Yesterday Trading Session FII's
Sold Index Futures to the tune of 1415 CR,
Bought Index Option worth 13837 CR
Sold Stock Futures to the tune of 356 CR
Net Bought in the derivative segment to the tune of 12656 crores. While in Cash Segment
FII Sold 1999 CR & DII Bought 1291 CR
India VIX index is at 11.48 v/s 11.78 ATM CE IV 12.47 & PE IV 9.66
Yesterday Index options PCR is at 1.41 as compared to 1.34
Nifty Put options OI distribution shows that 19800 has highest OI concentration followed by 19500 & 19700 which may act as support for current expiry.
Nifty Call strike 20000 followed by 19900 witnessed significant OI concentration and may act as resistance for current expiry.
BankNifty Put options OI distribution shows that 46000 has highest OI concentration followed 45800 which may act as support for current expiry.
BankNifty Call strike 46000 followed by 46500 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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