{LONGTERMINVESTORS} F&O Pointers

 

* India's VIX index +4.4% to 19.4 on Jan. 15, highest since Nov. 6, vs 3-mo.      avg 16.71.
* Nifty put/call OI ratio 0.82, highest since Jan. 15, vs 3-mo. avg 0.86
* Bank Nifty ATM IV 28.9% vs 3-mo. avg 20.3%
* FPIs net buy $23.5m of index futures
* FPIs sell $161.5m of index options
* FPIs buy $118m of stk futures
* FPIs sell $19.9m of stk options
* FPIs sell $171.7m of stks on Jan. 14; YTD net sell $686.2m
* Nifty futures OI 330,947 contracts; SGX Nifty 310,186 contracts
* Total Nifty futures OI +1.1% to 641,133 contracts
* Total Bank Nifty futures OI +6% to 105,040 contracts
* Highest OI on Nifty: 7,300 puts, 7,700 calls
* Biggest increase in Nifty OI: 6,600 puts, 7,500 calls
* Nifty -1.3% to 7,437.8; Futures premium Rs 8.4
* Bank Nifty -2.6% to 15,206.3; Futures discount Rs 2

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