Tuesday, 22 December 2015

{LONGTERMINVESTORS} F& O Pointers.

 

* India's VIX index +1.8% to 14.48 yday vs 3-mo. avg 17.48.
* Nifty put/call OI ratio 0.8 vs 3-mo. avg 0.92
* Bank Nifty ATM IV 15.5% vs 3-mo. avg 21.7%
* FPIs sell net $26.4m of index futures
* FPIs buy $103.4m of index options
* FPIs buy $6.4m of stk futures
* FPIs sell $4.6m of stk options
* FPIs buy $43.3m of stks on Dec. 21; YTD net purchases $2.8b
* Nifty futures OI 278,055 contracts; SGX Nifty OI 304,222 contracts
* Total Nifty futures OI +0.6% to 582,277 contracts
* Total Bank Nifty futures OI -3.9% to 72,817 contracts
* Highest OI on Nifty: 7,500 puts, 8,000 calls
* Nifty -0.6% to 7,786.1; futures discount Rs 1
* Bank Nifty -0.5% to 16,749.2; futures discount Rs 33.9

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