Sunday, 31 January 2016

{LONGTERMINVESTORS} F&O Pointers

 


* India's VIX index -3.7% to 17.24 on Friday, lowest close since Jan. 6; gauge    caps weekly loss of 8.4%.
* Nifty put/call OI ratio 0.9 vs 3-mo. avg 0.82
* Bank Nifty ATM IV 23.2% vs 3-mo. avg 20.6%
* FPIs buy net $194.5m of index futures
* FPIs buy $333.6m of index options
* FPIs buy $79.3m of stk futures
* FPIs buy $16m of stk options
* FPIs sell $56.3m of stks on Jan. 28; YTD net sales $1.8b
* Nifty futures OI 271,477 contracts; SGX Nifty OI 296,687 contracts
* Total Nifty futures OI -15.1% to 568,164 contracts
* Total Bank Nifty futures OI -26.3% to 72,497 contracts
* Highest OI on Nifty: 7,400 puts, 7,600 calls
* Biggest increase in Nifty OI: 6,500 puts, 7,400 calls
* Nifty +1.9% to 7,563.55; futures premium Rs 4.5
* Bank Nifty +0.9% to 15,522.4; futures premium Rs 14.4
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