Nifty traded on a negative note amid selling pressure in select frontline stocks. Nifty lost by 1.69% to close at 5414.75 levels, in the previous trading session.
Nifty Futures for the Aug Series were trading at a premium of 2.00 points against a discount of -2.85 points. Futures open interest has increased to 1.91 Cr shares, which indicates addition of long positions, in the previous trading session.
Open interest of all Call options for the Aug series has increased to 4.99 Crore shares, the average implied volatility has increased to 24.82%, which indicates addition of long positions, in the previous trading session.
Call options strikes of 5700 has 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 decreased to 4.15 Cr shares, the average implied volatility has increased to 27.82%, which indicates closure of short positions, in the previous trading session.
Put options strikes of 5400 to 5600 have seen closure of open interest, for the Aug series in the previous trading session.
Nifty Put-Call ratio of open interest has decreased to 0.99 for the Aug series, which indicates addition of open interest in put options, in the previous trading session.
FIIs were net seller in the F&O segment, to the tune of Rs 2302 Cr in the Previous trading session.
Overall derivatives data for the Aug series indicates that Nifty Futures and Call have seen addition of long positions, while Put options have seen closure of short positions, for the Aug series in the previous trading session.