The Nifty futures open interest increased by 3.20% while BankNifty futures open interest is increased by 2.86% as market closed at 5609.10 levels.
The Nifty Jun future closed at discount of 0.80 point against a discount of 1.95 points. The July series closed at a premium of 10.05 points.
The Implied Volatility of at the money options has decreased from 21.02% to 20.10%.
Nifty PCR-OI has increased from 0.88 to 0.89 levels. The total OI of the market is Rs. 1,69,607/- cr. and the
stock futures OI is Rs.32,653/- cr.
Few of the liquid counters where we have seen high rollover are SIEMENS, HEXAWARE, BIOCON, HINDZINC and JSWENERGY.