Nifty traded on a negative note amid selling pressure in select frontline stocks. Nifty lost by -1.39% to close at 5907.50 levels, in the previous trading session.
Nifty Futures for the Aug Series were trading at a premium of 36.40 points against a premium of 46.25 points. Futures open interest has increased to 1.80 Cr shares, which indicates addition of short positions, in the previous trading session.
Open interest of all Call options for the Aug series has increased to 2.15 Crore shares, the average implied volatility has decreased to 13.64%, which indicates addition of short positions, in the previous trading session.
Call options strikes of 5800 to 6000 have seen addition of open interest, for the Aug series in the previous trading session.
Open interest of all Put options for the Aug series has increased to 2.45 Cr shares, the average implied volatility has decreased to 17.00%, which indicates addition of short positions, in the previous trading session.
Put options strikes of 5500 to 5900 have seen addition of open interest, for the Aug series in the previous trading session.
Nifty Put-Call ratio of open interest has increased to 1.14 for the Aug series, which indicates addition of open interest in call options, in the previous trading session.
FIIs were net buyers in the F&O segment, to the tune of Rs 1270 Cr in the Previous trading session.
Overall derivatives data for the Aug series indicates that Nifty Futures, Call and Put options have seen addition of short positions, for the Aug series in the previous trading session.