The India VIX index is at 16.06 vs 15.45, ATM CE IV 17.59 & PE IV 18.35 - Axis Securities Ltd
HIGHLIGHTS:
Nifty futures closed at 21698 yesterday on a negative note with 1.43% Increase in the open interest indicating Short Build Up.
It closed at a premium of 82 points compared to its previous day’s premium of 60 points
Bank Nifty closed at 45091 yesterday on a negative note with a 3.41% Increase in open interest indicating Short Build Up.
It closed at a premium of 209 points compared to its previous day’s premium of 265 points.
In Yesterday’s Trading Session FII's Sold Index Futures to the tune of 126 Cr,
Sold Index Option worth 12112 Cr,
Bought Stock Futures to the tune of 1606 Cr,
Net Sold in the derivative segment to the tune of 11111 Cr.
In Cash Segment FII Bought 126.60 Cr & DII Bought 1711.75 Cr
The India VIX index is at 16.06 vs 15.45, ATM CE IV 17.59 & PE IV 18.35
Index options PCR is at 0.85 vs 1.00 to its previous day closing.
Nifty Put options OI distribution shows that 21500 has the highest OI concentration followed by 21300 and 21400 which may act as support for current expiry
Nifty Call options OI shows that 22000 has the highest OI followed by 21800 which may act as resistance for current expiry.
BankNifty Put options OI distribution shows that 44500 has the highest OI concentration followed 44800 which may act as support for the current expiry.
BankNifty Call strike 45000 followed by 45400 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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