Tuesday, April 28, 2015

Option Open Interest for 28-04-2015

Inference
The Index opened flat and stayed positive but saw a few dips towards 8200 which were bought with ease and a final short covering rally saw Nifty cross 8300 but settled a bit lower at 8285.60, still a huge gain of 71.80 points. The broader market was also strong, with 998 advances to 499 declines. Range as per Option Table is 8100-8500.
  • Call option for a change did not any OI but saw huge short covering at 8400 and below strike prices.
  • Put option 8300-8100 added huge 16.51 lacs OI with short covering seen at 8400 and above strike prices.
  • Nifty Open Interest is at 1,41,53,150 down by 34,98,425, whereas May series added 37.41 lacs with increase in price, most probably 100% rollover with some long build-up.
  • Bank Nifty Open Interest is at 12,73,525 down by 3,72,350, whereas May series added 1.97 lacs with increase in price, most probably rollover with huge short covering.
  • FII’s sold 5.56 lacs Futures, which includes 7314 contracts long liquidation and 14925 contracts short build-up, with increase in net OI by 7611 contracts (includes 255206 longs to 277445 shorts for the day) and the Average Price comes to 8431.90.
  • FII’s Index future open contract as on date is 530611 Longs to 253931 Shorts, net long 276680 down by 22239 contracts.
  • Initial and best support at 8200, with highest OI of 51.58 lacs and below that at 8100 with OI of 44.68 lacs.
  • Initial resistance at 8400, with OI of 40.19 lacs and above that at 8500 with huge OI of 46.94 lacs.
  • Day Range as per Option Table is 8175 - 8361 and as per VIX is 8210 - 8361 with 8260 as the Pivot.
India VIX : 17.41 down by 1.33 points
Call OI : 40298075
Put OI : 30944850
PCR OI : 0.768
SMR : 22.67 (Bearish: Corrective or end of down move, well based on OI, the index is still not out of the woods, a follow-up action with a firm close above 8400 is need, till then a range bound move tomorrow possible...)

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