Market Commentary

FIIs were net sellers in F&O segment - ZENMoney



Posted On : 2013-09-12 22:23:46( TIMEZONE : IST )

FIIs were net sellers in F&O segment - ZENMoney

Nifty traded on a negative note amid selling pressure in select frontline stocks. Nifty lost by 1.06% to close at 5850.70 levels, in the previous trading session.

Nifty Futures for the Sep Series were trading at a premium of 9.75 points against a premium of 26.50 points. Futures open interest has decreased to 1.89 Cr shares, which indicates closure of long positions, in the previous trading session.

Open interest of all Call options for the Sep series has increased to 3.79 Crore shares, the average implied volatility has decreased to 27.45%, which indicates addition of short positions, in the previous trading session.

Call options strikes of 6200 has 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 decreased to 5.71 Cr shares, the average implied volatility has increased to 30.00%, which indicates closure of short positions, in the previous trading session.

Put options strikes of 5500, 5600 and 5900 have seen addition of open interest, for the Sep series in the previous trading session.

Nifty Put-Call ratio of open interest has decreased to 1.51 for the Sep series, which indicates closure of open interest in call options, in the previous trading session.

FIIs were net sellers in the F&O segment, to the tune of Rs 1412 Cr in the Previous trading session.

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

Source : Equity Bulls

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