Nifty traded on a positive note amid buying interest in select frontline stocks. Nifty gained by 0.78% to close at 5780.05 levels, in the previous trading session.
Nifty Futures for the Oct Series were trading at a premium of 48.40 points against a premium of 56.15 points. Futures open interest has decreased to 1.63 Cr shares, which indicates closure of long positions, in the previous trading session.
Open interest of all Call options for the Oct series has increased to 2.87 Crore shares, the average implied volatility has decreased to 24.00%, which indicates addition of short positions, in the previous trading session.
Call options strikes of 6000 to 6300 have seen addition of open interest, for the Oct series in the previous trading session.
Open interest of all Put options for the Oct series has increased to 3.56 Cr shares, the average implied volatility has increased to 23.91%, which indicates addition of long positions, in the previous trading session.
Put options strikes of 5400 and 5600 have seen addition of open interest, for the Oct series in the previous trading session. Nifty Put-Call ratio of open interest has increased to 1.24 for the Oct series, which indicates addition 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 524 Cr in the Previous trading session.
Overall derivatives data for the Oct series indicates that Nifty Futures have seen closure of long positions, while Call options have seen addition of short positions, while Put options have seen addition of long positions, for the Oct series in the previous trading session.