Nifty Futures open interest increased by 2.64% - Angel Broking

The Nifty futures open interest increased by 2.64% while BankNifty futures open interest is increased by 2.26% as market closed at 6291.10 levels.

The Nifty January future closed at premium of 50.70 point against a premium of 43.60 points. The Feburary series closed at a premium of 93.85 points.

The Implied Volatility of at the money options has increased from 14.09% to 14.39%.

Nifty PCR-OI has increased from 0.84 to 0.85 levels. The total OI of the market is Rs. 1,11,677/- cr. and the stock futures OI is Rs. 35,267/- cr.

Few of the liquid counters where we have seen high cost of carry are JPPOWER, BATAINDIA, DISHTV, PETRONET and GMRINFRA.

FII's were net buyer in cash market segment, they were net buyer of worth Rs. 309/- cr. On derivatives front they were marginal buyer in index futures with rise in open interest & in index options we hardly saw FII's participation in yesterday's trading session.

In options front we saw marginal buildup in both call & put options. In put option maximum buildup was seen in 6300 strikes in yesterday's trading session.

Source : Equity Bulls

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