India VIX index is at 11.83 v/s 11.69 ATM CE IV 11.82 & PE IV 13.09 - Axis Securities
HIGHLIGHTS:
Nifty futures yesterday closed at 20125 on a positive note with 0.79% Increase in the open interest indicating Long Build Up. Nifty Futures yesterday closed at a premium of 55 points compared to it’s previous day premium of 53 points. BankNifty yesterday closed at 46002 on positive note with 7.07% Decrease in open interest indicating Short Covering. BankNifty Futures yesterday closed at a premium of 92 points compared to its previous day premium of 117 points.
In Yesterday Trading Session FII's
Bought Index Futures to the tune of 1269 CR,
Sold Index Option worth 31407 CR Bought Stock Futures to the tune of 4547 CR
Net Sold in the derivative segment to the tune of 25233 crores.
While in Cash Segment
FII Sold 1632 CR & DII Bought 850 CR
India VIX index is at 11.83 v/s 11.69 ATM CE IV 11.82 & PE IV 13.09
Yesterday Index options PCR is at 1.25 as compared to 1.18
Nifty Put options OI distribution shows that 19900 has highest OI concentration followed by 20000 & 19700 which may act as support for current expiry.
Nifty Call strike 20100 followed by 20200 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 46000 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
For More Axis Securities Disclaimer https://simplehai.axisdirect.in/disclaimer-home
SEBI Registration number is INZ000161633
Tag News
Daily Market Analysis : Markets edged lower and lost over half a percent, in continuation to...