Derivative Stats Date: 14 Mar, 2014

SNAPSHOT FOR NIFTY & BANKNIFTY AT DERIVATIVE SIDE

SNAPSHOT FOR NIFTY & BANKNIFTY AT DERIVATIVE SIDEObservations:

  • IO in NIFTY Futures decreased by 0.19% while Bank Nifty Futures increased by 4.41%. NIFTY Futures closed at 6537.80 gaining 18.20pts while Bank Nifty Futures closed at 12129.75 losing 66pts.
  • Nifty March Future closed with a premium of 33pts. While the April series closed at a premium of 81 points.
  • NIFTY PCR – OI increased decreased marginally to 1.43 levels. The Implied Volatility of ATM option increased from decreased from 16.82 to 16.45
  • In the NIFTY Option segment, 6600CE shown maximum OI followed by 6500CE. While 6400PE shown maximum OI followed by 6200PE.

NIFTY OI Distribution 

NIFTY OI Distribution

OI Gainers Losers

In Cash segment, FII’s bought of Rs 3951.44cr while sold worth Rs 2969.25cr. So, FII’s were net buyer of Rs 982.19cr.

On other hand, DII’s were net seller of Rs 866.42cr in cash segment.

On Derivative side, FII’s were buyer in Index Futures. While in Index Options, Stock Futures and Stock options FII’s were net seller.

On Stock Future side, highest OI gainers were JUSTDIAL, L&TFH, GODREJIN, BPCL, CROMPGR while on highest OI losers were ARVIND, HINDPETTR, INFY, HAVELLS & AXIS-BANK.

turnovers 14-Mar-2014

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