Nifty Futures open interest increased by 0.36% - Angel Broking

The Nifty futures open interest increased by 0.36% while BankNifty futures open interest is increased by 19.81% as market closed at 5886.20 levels.

The Nifty August future closed at premium of 39.05 point against a premium of 36.40 points. The September series closed at a premium of 70.30 points.

The Implied Volatility of at the money options has decreased from 17.36% to 15.88%.

Nifty PCR-OI has remained unchanged at 1.00 levels.

The total OI of the market is Rs. 1,07,550/- cr. and the stock futures OI is Rs. 27,535/- cr.

Few of the liquid counters where we have seen high cost of carry are STER, ASHOKLEY, JSWENERGY, RAYMOND and IRB.

Source : Equity Bulls

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