Thursday, November 6, 2014

Option Open Interest for 05-11-2014

Inference
The index opened gap-up around 8351 and went up to touch the highs of the day around 8360 but saw profit booking to the low of 8320 but closed at 8338.30, a small gain of 14.15 points. The broader market was strong, with 840 advances to 694 declines. Range developing for the series is 8000-8500.
  • Call option 8400-8800 added huge 11.54 lacs OI with short covering seen at 8300 and below strike prices.
  • Put option 8500-8100 added huge 19.82 lacs OI with profit booking seen at 7900 and below strike prices.
  • Nifty Open Interest is at 2,26,94,325 up by 12,76,750, with small increase in price, probably long build-up.
  • Bank Nifty Open Interest is at 21,98,725 up by 2,04,925, with increase in price, probably long build-up.
  • FII’s bought 7.09 lacs Futures, which includes 52272 contracts long build-up and 23916 contracts short build-up, with increase in net OI by 76188 contracts (includes 100625 longs to 72269 shorts for the day) and the Average Price comes to 8371.24.
  • FII’s Index future open contract as on date is 704927 Longs to 112960 Shorts, net long 591967 up by 28356 contracts.
  • Initial support at 8300, with huge OI addition of 6.78 lacs and below that at 8200 with huge OI of 44.95 lacs.
  • Initial resistance still at 8400, with OI of 39.69 lacs and above that at 8500 with OI of 41.46 lacs.
  • Day Range as per Option Table is 8278 - 8406 and as per VIX is 8278 - 8398 with 8342 as the Pivot.
Option Call for 07-11-2014
Buy Nifty 8400CE above 88 for targets of 97, 109 SL - 79
Buy Nifty 8400PE above 106 for targets of 119, 133 SL - 99

India VIX : 13.76 up by 0.02 points
Call OI : 26712300
Put OI : 34267050
PCR OI : 1.283
SMR : 10.73 (Bullish: Another day of consolidation but the bias remains positive with the PE writers making sure that 8200 level for the time beings remains a solid support, best resistance at 8500...)

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