The Nifty futures open interest decreased by 1.24% while BankNifty futures open interest is decreased by 1.00% as market closed at 5983.55 levels.
The Nifty May future closed at premium of 1.85 point against a discount of 0.95 points. The June series closed at a premium of 15.65 points.
The Implied Volatility of at the money options has decreased from 17.88% to 15.27%.
Nifty PCR-OI has remained unchanged at 1.12 levels.
The total OI of the market is Rs. 1,69,654/- cr. and the stock futures OI is Rs.33,662/- cr.
Few of the liquid counters where we have seen high rollover are KTKBANK, MCLEODRUSS, IOB, BHEL and ANDHRABANK.