F&O Keynotes

Open Interest Build Up

Nifty added 2.46% in terms of

future open interest suggesting
fresh longs. Nifty June series
future closed at 5116.85, up 30.75
points. Total value of the trade in
Nifty June series was 116041.22
lakhs .

The total put call ratio stood at

1.16. PCR for Index options was 1.22 while for Stock options PCR was 0.4.

Significant build up of open interest was seen at 4800, 4900 and 5000 levels of Nifty June
series call options. The highest build up of open interest was seen at 5000 call option of Nifty
May series with a value of 9078400. The 5200 call option of may series saw fresh additions
of almost 6 lakhs.

Among the put options of the May series the highest build up was seen at 5200 level. The
open interest was 7058400. OTM put options maintained their positions in terms of open
interest with no significant fresh additions. The 4900 strike price put option of the june series
saw a reduction of almost 8 lakh in open interest.

Among the stocks significant activity was observed in Reliance at the 1100 level. The open
interst stood at 57.5 lakhs. Stocks specifically other noteworthy additions in open interest
were observed in HDIL(32lakhs),Tata Steel(30lakhs), Bharti Airtel(27lakhs).

Top Grosser’s( in terms of volume)

Nifty Insights
The Nifty may open on positive note at back good IIP numbers. Reliance may turn out to be a
big mover. Capital goods, Auto have done exceedingly well as suggested by IIP number so
heavyweights of these sectors like Maruti may see good volumes.

The option data shows good support for the Nifty at 5000 level. Also significant build up of
open interest can also be observed at 4800 and 4900 strike price call options.
At the same time marginal open interest additions at higher strike price of Nifty shows
skepticism at higher levels.

Top Gainers Top Losers

Sym bol Spot P

FII ACTIVITY
S y m b o l s p o tp
F O R T I S HInstrum E A 1L 5T 0 .8e
B H HA DR I TL I A I R2 23T 76E .0
Put Call Ratio 3
Trade Statistics
J A UI NN II RT REIN
ICGD for 11
HNAEX
1o.T60NofFU
8 con
0.2T.
IN G
DEX M FUD C
TU Product
RES 1 2
71523 4 .7
D R R E D DINYDSEX L1 A4OB6PT 6
 CHANGE IN OI BUILD UP OF CALL & PUT OPTIONS

OPEN INTEREST – PRICE VARIATION OF NIFTY FUTURE

VOLATILITY INDEX