{LONGTERMINVESTORS} F&O Pointers

 

* India's VIX index +3.8% to 17.89 yday, rising most since Jan. 27, vs 3-mo.      avg 17.03.
* Nifty put/call OI ratio 0.87 vs 3-mo. avg 0.82
* Bank Nifty ATM IV 24.1% vs 3-mo. avg 20.6%
* FPIs buy net $53.8m of index futures
* FPIs buy $294.5m of index options
* FPIs buy $38.3m of stk futures
* FPIs buy $4.8m of stk options
* FPIs buy $111.9m of stks on Jan. 29; YTD net sales $1.7b
* Nifty futures OI 282,085 contracts; SGX Nifty OI 300,147 contracts
* Total Nifty futures OI +1.9% to 582,232 contracts
* Total Bank Nifty futures OI +11.5% to 80,834 contracts
* Highest OI on Nifty: 7,400 puts, 7,600 calls
* Biggest increase in Nifty OI: 6,700 puts, 7,600 calls
* Nifty -0.1% to 7,555.95; futures premium Rs 9.4
* Bank Nifty -1.3% to 15,314.45; futures premium Rs 48.8

​ 

--
You received this message because you are subscribed to the Google Groups "LONGTERMINVESTORSRESEARCH" group.
To unsubscribe from this group and stop receiving emails from it, send an email to longterminvestorsresearch+unsubscribe@googlegroups.com.
Visit this group at https://groups.google.com/group/longterminvestorsresearch.
For more options, visit https://groups.google.com/d/optout.