Thursday, May 5, 2016

Option Open Interest for 05-05-2016

Inference
The index opened positive and stayed strong for the entire session of trade to close in the green after 5 days at 7735.50, gain of 28.95 points. The broader market though was weak with 737 advances to 804 declines. Range for the series now at 7500-8100.
  • Call option 7800-7900, 8100 added 10.02 lacs OI with small profit booking seen at 8000 and 8200 strike prices.
  • Put option 7700-7100 added 12.34 lacs OI with short covering seen at 7800 and above strike prices.
  • Nifty Open Interest is at 1,82,52,900 down by 9,39,000, with increase in price, most probably huge short covering.
  • Bank Nifty Open Interest is at 16,63,500 down by 84,570, with increase in price, most probably short covering.
  • FII’s sold 16795 contracts of Index Futures, which includes net 16459 contracts long liquidation and 336 contracts short build-up, with decrease in net OI by 16123 contracts, includes 24407 longs to 41202 shorts for the day.
  • FII’s Index future open contract as on date is 152340 Longs to 88752 Shorts, Net 63588 down by 16795 contracts.
  • Initial and best support still at 7700, with OI of 43.73 lacs and below that at 7600 with OI of 33.72 lacs.
  • Initial resistance at 7800, with OI of 36.37 lacs and above that at 7900 with OI of 42.81 lacs.
  • Day Range as per Option Table is 7672 - 7807 and as per VIX is 7666 - 7805 with 7740 as the Pivot.
India VIX : 17.17 down by 0.28 points
Call OI : 44874825
Put OI : 35388375
PCR OI : 0.789
SMR : 21.77 (Bearish : The OI table stays weak, but the support at 7700 holding on, huge upside resistance from 7900 onwards, still stays a sell on rise...)


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