India VIX index is at 11.78 v/s 11.60 ATM CE IV 8.25 & PE IV 12.88 - Axis Securities Ltd
HIGHLIGHTS:
Nifty futures yesterday closed at 19970 on a positive note with 2.30% Increase in the open interest indicating Long Build Up.
Nifty Futures yesterday closed at a discount of 9 points compared to it’s previous day premium of 14 points
BankNifty yesterday closed at 46151 on positive note with 6.72% Increase in open interest indicating Long Build Up.
BankNifty Futures yesterday closed at a discount of 35 points compared to its previous day premium of 48 points.
In Yesterday Trading Session FII's
Bought Index Futures to the tune of 996 CR,
Bought Index Option worth 40978 CR
Bought Stock Futures to the tune of 1982 CR
Net Bought in the derivative segment to the tune of 44275 crores.
While in Cash Segmen
FII Bought 3370 CR & DII Sold 193 CR
India VIX index is at 11.78 v/s 11.60 ATM CE IV 8.25 & PE IV 12.88
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 45500 has highest OI concentration followed 45400 which may act as support for current expiry
BankNifty Call strike 46000 followed by 45800 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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