The India VIX index is at 13.76 vs 14.45, ATM CE IV 13.00 & PE IV 14.64 - Axis Securities
HIGHLIGHTS:
Nifty futures closed at 21350 yesterday on a positive note with 3.98% decrease in the open interest indicating Short Covering.
It closed at a premium of 95 points compared to its previous day’s premium of 67 points.
Bank Nifty closed at 48105 yesterday on a positive note with a 3.99% decrease in open interest indicating Short Covering.
It closed at a premium of 265 points compared to its previous day’s premium of 35 points.
In Yesterday’s Trading Session FII's
Bought Index Futures to the tune of 212 Cr,
Sold Index Option worth 23427 Cr, Sold Stock Futures to the tune of 2566 Cr,
Net Sellers in the derivative segment to the tune of 25086 Cr.
In Cash Segment FII Sold 1636 Cr & DII Bought 1465 Cr.
The India VIX index is at 13.76 vs 14.45, ATM CE IV 13.00 & PE IV 14.64
Index options PCR is at 1.11 vs 0.66 to its previous day closing.
Nifty Put options OI distribution shows that 21000 has the highest OI concentration followed by 20800 and 20700 which may act as support for current expiry.
Nifty Call options OI shows that 21500 has the highest OI followed by 21600 which may act as resistance for current expiry.
BankNifty Put options OI distribution shows that 47500 has the highest OI concentration followed 48000 which may act as support for the current expiry.
BankNifty Call strike 48000 followed by 47500 witnessed significant OI concentration and may act as resistance for the current expiry.
Nifty Options OI Distribution-Weekly
Bank Nifty Options OI Distribution-Weekly
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