The Nifty futures open interest increased by 11.57% while BankNifty futures open interest is increased by 9.45% as market closed at 6146.75 levels.
The Nifty May future closed at premium of 14.75 point against a premium of 10.60 points. The June series closed at a premium of 20.00 points.
The Implied Volatility of at the money options has increased from 15.86% to 17.04%.
Nifty PCR-OI has increased from 1.19 to 1.25 levels.
he total OI of the market is Rs. 1,63,941/- cr. and the stock futures OI is Rs.33,066/- cr.
Few of the liquid counters where we have seen high cost of carry are TATAMTRDVR, UCOBANK, PTC, GSPL and ANDHRABANK.