Sunday, July 3, 2016

Option Open Interest for 01-07-2016

Inference
The index opened strong above 8300 and stayed strong making a high of 8356.75 but closed a bit lower at 8328.35, gain of 40.60 points. The broader market was positive with 890 advances to 703 declines. Range at the start of the series at 8000-8500.
  • Call option 8300-8900 added 18.64 lacs OI with short covering at 8200 and below strike prices.
  • Put option 8500-7600 added huge 36.57 lacs OI.
  • Nifty Open Interest is at 1,87,54,050 up by 3,29,475, with increase in price, probably long build-up.
  • Bank Nifty Open Interest is at 18,25,200 down by 8,400, with increase in price, probably short covering.
  • FII’s bought 4062 contracts of Index Futures, which includes net 5222 contracts long build-up and 1160 contracts short build-up, with increase in net OI by 6382 contracts, includes 18311 longs to 14249 shorts for the day.
  • FII’s Index future open contract as on date is 183644 Longs to 37685 Shorts, Net long 145959 contracts.
  • Initial support at 8200, with huge OI addition of 10.44 lacs and below that at 8100 with OI of 27.86 lacs.
  • Initial resistance at 8400, with OI of 27.72 lacs and above that at 8500 with OI of 43.12 lacs.
  • Day Range as per Option Table is 8256 - 8403 and as per VIX is 8260 - 8397 with 8331 as the Pivot.
India VIX : 15.74 down by 0.55 points
Call OI : 30203325
Put OI : 31427775
PCR OI : 1.0405
SMR : 15.12 (Bullish : Bulls will try holding 8000 and Bears 8500, that’s the initial range for the series, though the bias remains Bullish...)


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