Nifty traded on a negative note amid selling pressure in select frontline stocks. Nifty lost by 0.05% to close at 5285.00 levels, in the previous trading session.
Nifty Futures for the Sep Series were trading at a premium of 19.00 points against a premium of 14.90 points. Futures open interest has increased to 1.27 Cr shares, which indicates addition of long positions, in the previous trading session.
Open interest of all Call options for the Sep series has increased to 2.01 Crore shares, the average implied volatility has increased to 27.91%, which indicates addition of long positions, in the previous trading session.
Call options strikes of 5000 to 5700 have seen addition of open interest, for the Sep series in the previous trading session.
Open interest of all Put options for the Sepseries has increased to 2.71 Cr shares, the average implied volatility has decreased to 30.00%, which indicates addition of short positions, in the previous trading session.
Put options strikes of 4700 to 5100 have seen addition of open interest, for the Sep series in the previous trading session.
Nifty Put-Call ratio of open interest has increased to 1.35 for the Sep 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 784 Cr in the Previous trading session.
Overall derivatives data for the Sep series indicates that Nifty Futures and Call options have seen addition of long positions, while Put options have seen addition of short positions, for the Sep series in the previous trading session.