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HIGHLIGHTS:

Nifty futures yesterday closed at 20037 on a positive note with 0.50% Decrease in the open interest indicating Short Covering. Nifty Futures yesterday closed at a premium of 40 points compared to it’s previous day premium of 52 points. BankNifty yesterday closed at 45698 on positive note with 3.74% decrease in open interest indicating Short Covering. BankNifty Futures yesterday closed at a premium of 127 points compared to its previous day premium of 163 points.

In Yesterday Trading Session FII's

In Yesterday Trading Session FII's Bought Index Futures to the tune of 788 CR,

Sold Index Option worth 12464 CR Bought Stock Futures to the tune of 132 CR

Net Sold in the derivative segment to the tune of 11831 crores.

While in Cash Segment FII Bought 1473 CR & DII Bought 366 CR

India VIX index is at 11.35 v/s 10.78 ATM CE IV 10.57 & PE IV 11.17

Yesterday Index options PCR is at 1.47 as compared to 1.38

Nifty Put options OI distribution shows that 19900 has highest OI concentration followed by 19800 & 20000 which may act as support for current expiry.

Nifty Call strike 20000 followed by 20100 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 45300 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