Cash Market: FII’s came back in BUY mode in the cash market today. They bought 212 CR worth of stocks .DII’s went the other way and sold 262 CR in the cash market after being buyers for 6 straight sessions.
Index Futures: The highlight of today’s trade in futures by FII’s was the covering of 7187 Index short contracts in Index Futures. Now they have shorted 32650 index F contracts from 31st Jan. The Long liquidation however continued in the longs some of them hold.4458 long contracts were reduced today.
Index Options: 4650 contracts in long calls were booked today from the buying of the last few sessions. 3763 new calls were shorted today. They reduced 11357 long puts into the close and also 1136 short put contracts. In keeping with the observation made yesterday the volatility index dropped today.
Broader Market today:
Nifty Spot : 6084.00 (+ 0.35%)
Bank Nifty Fut : 10374.75 (+ 1.08%)
INDIA VIX : 17.43 (- 6.44%)
Premium : 16 VS 10
Nifty Fut OI : – 2.84L shs ( – 1.61%) – SC
Bank Nifty Fut OI : – 1.57L shs ( – 7.97%) – SC
Major Changes in Nifty Feb Options OI :
Calls :
6000 : – 2.80L(24.82L) – SC
6100 : – 2.37L(51.70L) – SC
6200 : + 0.99L(66.55L) – SB
6400 : + 1.29L(34.01L) – SB
Puts :
5800 : + 2.35L(43.91L) – SB
5900 : – 6.11L(62.77L) – PB
6000 : + 1.35L(90.88L) – SB
6100 : + 3.14L(39.59L) – SB
Highest OI Nifty :
Calls 6200 : 66.55L
Puts 6000 : 90.88L
Highest OI Bank Nifty :
Calls 11000 : 3.61L
Puts 10000 : 3.65L
You will find charts for all the above observations on the Home page under “Data that we watch”.