13-09-2023 10:22 AM | Source: Axis Securities
India VIX index is at 11.69 v/s 10.57 ATM CE IV 11.35 & PE IV 12.18 - Axis Securities Ltd

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HIGHLIGHTS:

Nifty futures yesterday closed at 20046 on a positive note with 0.50% Increase in the open interest indicating Long Build Up. Nifty Futures yesterday closed at a premium of 53 points compared to it’s previous day premium of 40 points. BankNifty yesterday closed at 45628 on negative note with 0.56% decrease in open interest indicating Long Unwinding. BankNifty Futures yesterday closed at a premium of 117 points compared to its previous day premium of 127 points

In Yesterday Trading Session FII's


Bought Index Futures to the tune of 1106 CR,

Bought Index Option worth 27027 CR Sold Stock Futures to the tune of 1322 CR

Net Bought in the derivative segment to the tune of 25977 crores.

While in Cash Segment FII Sold 1047 CR & DII Bought 259 CR

India VIX index is at 11.69 v/s 10.57 ATM CE IV 11.35 & PE IV 12.18

Yesterday Index options PCR is at 1.18 as compared to 1.47

Nifty Put options OI distribution shows that 19900 has highest OI concentration followed by 19600 & 19800 which may act as support for current expiry.

Nifty Call strike 20100 followed by 20500 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 45200 which may act as support for current expiry.

BankNifty Call strike 46000 followed by 45500 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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