Tuesday, January 19, 2016

Option Open Interest for 19-01-2016

Inference
The index opened positive and saw huge short covering from the morning itself to make a high of 7462.75, but closed a bit lower at 7435.10, huge gain of 84.10 points. The broader market was also strong with 1149 advances to 428 declines. The range for the series stays at 7300-8000.
  • Call option 7400-7500, 7800 added 8.99 lacs OI with profit booking seen at 7900 and above strike prices.
  • Put option 7400, 6900 added 10.56 lacs OI with profit booking seen at 7400 and below strike prices.
  • Nifty Open Interest is at 2,08,19,100 down by 4,33,275, with increase in price, probably huge short covering.
  • Bank Nifty Open Interest is at 28,64,670 down by 81,600, with increase in price, probably huge short covering.
  • FII’s bought 1.82 lacs Futures, which includes net 2297 contracts long build-up and 4982 contracts short covering, with decrease in net OI by 2685 contracts, includes 43828 longs to 36549 shorts for the day.
  • FII’s Index future open contract as on date is 146914 Longs to 162863 Shorts, Net (-)15949 up by 7279 contracts.
  • Initial support at 7400, with OI of 56.90 lacs and below that at 7300 with highest OI of 64.25 lacs.
  • Initial resistance at 7500, with OI of 49.09 lacs and above that at 7600 with OI of 51.25 lacs.
  • Day Range as per Option Table is 7339 - 7510 and as per VIX is 7363 - 7507 with 7421 as the Pivot.
India VIX : 18.43 down by 1.80 points
Call OI : 53797125
Put OI : 44995650
PCR OI : 0.836
SMR : 22.04 (Bearish : The index though closed in GREEN, but the OI table has not seen much change and stays weak, though support stays at 7400-7300 range...)


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