Nifty traded on a negative note amid selling pressure in select frontline stocks. Nifty lost by -0.62% to close at 5813.60 levels, in the previous trading session.
Nifty Futures for the Jun Series were trading at a discount of 1.60 points as against a discount of 2.30 points. Futures open interest has increased to 1.77 cr shares, which indicates addition of long positions, in the previous trading session.
Open interest of all Call options for the Jun series has increased to 4.82 Crore shares, the average implied volatility has increased to 15.55%, which indicates addition of long positions, in the previous trading session.
Call options strikes of 5800 to 6000 have seen addition of open interest, for the Jun series in the previous trading session.
Open interest of all Put options for the Jun series has decreased to 4.26 Cr shares, the average implied volatility has decreased to 23.27%, which indicates closure of long positions, in the previous trading session.
Put options strikes of 5300 to 5500 have seen closure of open interest, for the Jun series in the previous trading session.
Nifty Put-Call ratio of open interest is decreased to 0.88 for the Jun series, which indicates closure of open interest in put options, in the previous trading session.
FIIs were net sellers in the F&O segment, to the tune of Rs -33 Cr in the Previous trading session.
Overall derivatives data for the Jun series indicates that Nifty Futures and Call options have seen addition of long positions, while Put options have seen closure of long positions, for the June series in the previous trading session.