MARKET OVERVIEW
· The India Volatility Index (VIX), a gauge for market's short term expectation of volatility contraction by 0.69% and reached 13.24.
· Nifty September 2016 futures closed at 8843.65 on Friday at a premium of 12.10 points over spot closing of 8,831.55.
· Nifty October 2016 futures ended at 8887.40 at a premium of 55.85 points over spot closing.
· Nifty September futures saw contraction of 0.88 million (mn) units, taking the total outstanding open interest (OI) to 31.34 million (mn) units.
· The Nifty Put Call Ratio (PCR) finally stood at 1.33 for September month contract.
· The top five scrips with highest PCR on OI were MRF (3.00), EICHERMOT (2.65), MARUTI (1.62), CEATLTD (1.22) and CENTURYTEX (1.13).
NIFTY OPTIONS
· Nifty calls, 8800 SP from the September month expiry was the most active call with a contraction of 0.37 million open interests.
· Nifty puts, 8500 SP from the September month expiry was the most active put with an contraction of 0.53 million open interests.
· The maximum OI outstanding for Calls was at 9000 SP (6.66 mn) and that for Puts was at 8500 SP (6.15 mn).
STOCK FUTURES
· Long positions were witnessed in stocks like SRF & NIITTECH
· Short positions were witnessed in stocks like NHPC & ACC
· From the most active contracts, ICICI Bank September 2016 futures traded at a premium of 0.80 points at 271.95 compared with spot closing of 271.15. The numbers of contracts traded were 12,433.
· DLF September 2016 futures traded at a premium of 0.80 points at 156.30 compared with spot closing of 155.50. The numbers of contracts traded were 14,626.
· Axis Bank September 2016 futures traded at a premium of 2.75 points at 559.20 compared with spot closing of 556.45. The numbers of contracts traded were 40,423.
· HDFC Bank September 2016 futures traded at a premium of 3.85 points at 1315.85 compared with spot closing of 1,312.00. The numbers of contracts traded were 13,582.
· Reliance Industries September 2016 futures traded at a premium of 1.20 points at 1102.80 compared with spot closing of 1,101.60. The numbers of contracts traded were 22,093.
To view the report please click here Derivatives Daily
Thanks & Regards,
LKP Advisory
| LKP Securites Ltd 13th Floor, Raheja Center, Free Press Road, Nariman Point,Mumbai-400 021. Tel.:-91-22-66351234 Fax: 91-22-66351249 Email: lkpadvisory@lkpsec.com, web: www.lkpsec.com |
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