The Nifty futures open interest increased by 2.46% while BankNifty futures open interest is increased by 4.44% as market closed at 6024.05 levels.
The Nifty Jan. future closed at premium of 33.45 point against a premium of 26.00 points. The Feb. series closed at a premium of 75.90 points.
The Implied Volatility of at the money options is increased from 11.88% to 12.06%. Nifty PCR-OI has increased from 1.04 to 1.07 levels.
The total OI of the market is Rs.1,48,697/- cr. and the stock futures OI are Rs.39,179/- cr.
Few of the liquid counters where we have seen high cost of carry are ABIRLANUVO, GVKPIL, GMRINFRA, INDHOTEL and AUROPHARMA.