Nifty Futures open interest decreased by 2.44% - Angel Broking

The Nifty futures open interest decreased by 2.44% while BankNifty futures open interest is decreased by 1.05% as market closed at 5834.40 levels.

The Nifty Apr. future closed at discount of 1.55 point against a discount of 0.10 points. The May series closed at a premium of 13.75 points.

The Implied Volatility of at the money options has increased from 12.35% to 14.86%.

Nifty PCR-OI has increased from 1.15 to 1.17 levels.

The total OI of the market is Rs. 1,56,535/- cr. and the stock futures OI is Rs.31,408/- cr.

Few of the large cap names where we have seen high rollovers are BHEL, BAJAJ-AUTO, DLF, BPCL and MARUTI.

Source : Equity Bulls

Keywords