Nifty traded on a positive note amid buying interest in select frontline stocks. Nifty gained by 1.14% to close at 5836.95 levels, in the previous trading session. Nifty Futures for the Jul Series were trading at a premium of 3.15 points against a discount of 3.05 points. Futures open interest has increased to 1.50 cr shares, which indicates addition of long positions, in the previous trading session.
Open interest of all Call options for the Jul series has increased to 3.22 Crore shares, the average implied volatility has increased to 14.09%, which indicates addition of long positions, in the previous trading session. Call options strikes of 5800 & 5900 have seen addtion of open interest, for the Jul series in the previous trading session.
Open interest of all Put options for the Jul series has increased to 4.18 Cr shares, the average implied volatility has decreased to 21.64%, which indicates addition of short positions, in the previous trading session. Put options strikes of 5400 to 5800 have seen addition of open interest, for the Jul series in the previous trading session.
Nifty Put-Call ratio of open interest is increased to 1.30 for the Jul series, which indicates addition of open interest in Put options, in the previous trading session.
FIIs were net buyers in the F&O segment, to the tune of Rs 1510 Cr in the Previous trading session.
Overall derivatives data for the Jul series indicates that Nifty Futures have seen addition of long positions, Call options have seen addition of long positions, while Put options have seen addition of Short positions, for the Jul series in the previous trading session.