India VIX index is at 11.65v/s 11.48 ATM CE IV 11.75 & PE IV 12.61 - Axis Securities Ltd
HIGHLIGHTS:
Nifty futures yesterday closed at 19693 on a negative note with 13.70% Decrease in the open interest indicating Long Unwinding.
Nifty Futures yesterday closed at a premium of 20 points compared to it’s previous day premium of 31 points.
BankNifty yesterday closed at 45980 on negative note with 19.65% Decrease in open interest indicating Long Unwinding.
BankNifty Futures yesterday closed at a premium of 57 points compared to its previous day premium of 33 points.
In Yesterday Trading Session FII's
Bought Index Futures to the tune of 316 CR,
Sold Index Option worth 11383 CR
Bought Stock Futures to the tune of 1098 CR
Net Sold in the derivative segment to the tune of 9791 crores.
While in Cash Segment
FII Sold 83 CR & DII Bought 935 CR
India VIX index is at 11.65v/s 11.48 ATM CE IV 11.75 & PE IV 12.61
Yesterday Index options PCR is at 0.82 as compared to 1.41
Nifty Put options OI distribution shows that 19700 has highest OI concentration followed by 19500 & 19800 which may act as support for current expiry.
Nifty Call strike 19800 followed by 20000 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 45700 which may act as support for current expiry.
BankNifty Call strike 46000 followed by 46200 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
Top News
Chief Minister K. Chandrasekhar Rao to lay foundation stone for Hyderabad Airport Express Me...
More News
Market is expected to open on a flattish note and likely to witness range bound move during ...