The Nifty futures open interest increased by 1.04% while BankNifty futures open interest is increased by 1.04% as market closed at 5667.65 levels.
The Nifty Jun future closed at discount of 5.80 point against a discount of 7.45 points. The July series closed at a premium of 11.00 points.
The Implied Volatility of at the money options has decreased from 18.68% to 17.39%.
Nifty PCR-OI has increased from 0.87 to 0.89 levels. The total OI of the market is Rs. 1,62,582/- cr. and the
stock futures OI is Rs.31,863/- cr.
Few of the liquid counters where we have seen high cost of carry are BHARATFORG, VOLTAS, JSWENERGY, GMRINFRA and DISHTV.