The Nifty futures open interest increased by 4.32% while BankNifty futures open interest is increased by 0.29% as market closed at 5822.25 levels.
The Nifty Jun future closed at premium of 0.45 point against a discount of 1.60 points. The July series closed at a premium of 18.65 points.
The Implied Volatility of at the money options has increased from 18.04% to 20.12%.
Nifty PCR-OI has increased from 0.93 to 0.94 levels.
The total OI of the market is Rs. 1,49,710/- cr. and the stock futures OI is Rs.30,887/- cr.
Few of the liquid counters where we have seen high cost of carry are IVRCLINFRA, IFCI, SINTEX, GMRINFRA and INDIACEM.