Tuesday, July 27, 2010

Options/futures data for 27th Jul (EOD)


From options action:
1. 5500 now looking like Himalayas with 1.2Cr Calls vs 16L puts
2. 5400 had confusing action 7.8L 5400CEs covered looked fine but almost 9L puts covered too! Fake move? Profit booking since decay mostly over?

Nifty Futures:
July: 2Cr OI down 22% (58L shares cut from OI)
Aug: 1.5Cr OI up 63% (58L shares cut from OI)

Nifty futures Total OI (Jun+Jul) on D-2 in June was 3.7Cr and now its 3.5Cr
The difference is due to 19L shares that got squared off day before yesterday. As of now I assume it was profit booking.

Banknifty Futures:
Jul: 14L OI down 28% (5.5L shares cut from OI)
Aug: 14.3L OI up 81% (6.5L shares added to OI)

Banknifty Total OI (Jun+Jul) on D-2 of June expiry was 23L now its 28.3L (July+Aug)

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