Nifty Futures September series trading at premium of 10.40 points - ZENMoney

Nifty traded on a positive note amid buying interest in select frontline stocks. Nifty gained by 3.81% to close at 5896.75 levels, in the previous trading session.

Nifty Futures for the Sep Series were trading at a premium of 10.40 points against a premium of 17.40 points. Futures open interest has increased to 2.01 Cr shares, which indicates addition of short positions, in the previous trading session.

Open interest of all Call options for the Sep series has increased to 3.55 Crore shares, the average implied volatility has increased to 26.09%, which indicates addition of long positions, in the previous trading session.

Call options strikes of 6000 to 6200 have seen addition of open interest, for the Sep series in the previous trading session.

Open interest of all Put options for the Sep series has increased to 5.67 Cr shares, the average implied volatility has increased to 29.18%, which indicates addition of long positions, in the previous trading session.

Put options strikes of 5500 to 5900 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 1.60 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 1772 Cr in the Previous trading session.

Overall derivatives data for the Sep series indicates that Nifty Futures have seen addition of short positions, while Call and Put options have seen addition of long positions, for the Sep series in the previous trading session.

Source : Equity Bulls

Keywords