Thursday, October 8, 2015

Option Open Interest for 08-10-2015

Inference
The Index opened positive but saw profit booking from the onset to close weak still unable to scale 8200 for three days in a row at 8129.35, loss of 48.05 points. The broader market was negative, with 656 advances to 871 declines. The range for the series stays at 7800-8300.
  • Call option 8200-8600 added huge 13.81 lacs OI with profit booking seen at 8700 and above strike prices.
  • Put option 8100, 7900, 7600 added huge 11.30 lacs OI with small short covering seen at 8200 and above strike prices.
  • Nifty Open Interest is at 2,12,05,125 down by 3,875, with decrease in price, most probably long liquidation.
  • Bank Nifty Open Interest is at 22,58,125 down by 1,11,925, with decrease in price, most probably huge long liquidation.
  • FII’s bought 7.68 lacs Futures, which includes 22269 contracts long build-up and 8445 contracts short covering, with increase in net OI by 13824 contracts (includes 65682 longs to 34968 shorts for the day) and the Average Price comes to 8459.78.
  • FII’s Index future open contract as on date is 643751 Longs to 354442 Shorts, Net Long 289309 up by huge 30714 contracts.
  • Initial and best support at 8100, with OI of 41.94 lacs and below that at 8000 with OI of 40.42 lacs.
  • Initial resistance at 8200, with OI of 40.37 lacs and above that at 8300 with highest OI of 46.79 lacs.
  • Day Range as per Option Table is 8048 - 8233 and as per VIX is 8047 - 8212 with 8144 as the Pivot.
India VIX : 19.56 up by 0.22 points
Call OI : 34233625
Put OI : 42902250
PCR OI : 1.253
SMR : 15.61 (Bullish : Another day of consolidation, but the bias was negative though strong still at 8100, resistance as said still the best around 8200-8300 level...)

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