India VIX index is at 11.63 v/s 11.94 ATM CE IV 8.36 & PE IV 9.12 - Axis Securities
HIGHLIGHTS :
Nifty futures yesterday closed at 17657 on a positive note with 1.65% decrease in the open interest indicating Short Covering Nifty Futures yesterday closed at a premium of 33 points compared to it’s previous day premium of 31 points. BankNifty yesterday closed at 42146 on negative note with 3.96% Decrease in open interest indicating Long unwinding. BankNifty Futures yesterday closed at a premium of 28 points compared to its previous day premium of 7 points
In Yesterday Trading Session FII's
Bought Index Futures to the tune of 104 CR, Sold Index Option worth 3896 CR
Bought Stock Futures to the tune of 468 CR Net Sellers in the derivative segment to the tune of 3275 crores.
While in Cash Segment FII Sold 2117 CR & DII Bought 1633 CR
India VIX index is at 11.63 v/s 11.94 ATM CE IV 8.36 & PE IV 9.12
Yesterday Index options PCR is at 0.93 as compared to 0.87
Nifty Put options OI distribution shows that 17700 has highest OI concentration followed by 17600 & 17500 which may act as support for current expiry.
Nifty Call strike 17700 followed by 18000 witnessed significant OI concentration and may act as resistance for current expiry.
BankNifty Put options OI distribution shows that 42000 has highest OI concentration followed 42200 which may act as support for current expiry.
BankNifty Call strike 42500 followed by 42000 witnessed significant OI concentration and may act as resistance for current expiry.
Bank Nifty Options OI Distribution-Weekly
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