Nifty traded on a negative note amid selling interest in select frontline stocks. Nifty lost by 0.71% to close at 6045.85 levels, in the previous trading session.
Nifty Futures for the Oct Series were trading at a premium of 25.15 points against a premium of 21.60 points. Futures open interest has increased to 1.92 Cr shares, which indicates addition of long positions, in the previous trading session.
Open interest of all Call options for the Oct series has decreased to 3.60 Crore shares, the average implied volatility has decreased to 20.27%, which indicates closure of long positions, in the previous trading session.
Call options strikes of 6200 has 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 5.03 Cr shares, the average implied volatility has decreased to 21.91%, which indicates addition of short positions, in the previous trading session.
Put options strikes of 5500 to 5700 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 1.40 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 1591 Cr in the Previous trading session.
Overall derivatives data for the Oct series indicates that Nifty Futures have seen addition of long positions, while Call options have seen closure of long positions, whereas Put options have seen addition of short positions, for the Oct series in the previous trading session.