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NSE F&O Cues: Futures OI down Rs 2,975 Cr; Stock Futures shed 5 Cr shares in OI; RPL sheds 138 Cr shares in OI
Monday, October 22, 2007
Futures OI was down Rs 2,975 crore while Options OI was up Rs 577 crore. Stock Futures shed 5 crore shares in OI, Nifty Oct Futures shed 19 lakh shares in OI, Nifty Nov Futures added 26 lakh shares in OI. Nifty October Futures were at 22-point and November Futures were at 41-point discount. Marketwide rollover was at 13% while Nifty rollover was at 28%. Nifty OI Put-Call Ratio was at 1.14 Vs 1.23; Nifty IVs surge to 53-55%. Nifty Puts shed 4 lakh shares in OI while Nifty Calls added 14 lakh shares in OI.
Nifty 5000 Put sheds 2.4 lakh shares in OI; Nifty 5700 Put sheds 1.85 lakh shares in OI; Nifty 5300 Call added 3.56 lakh shares in OI; Nifty 5400 Call added 3.44 lakh shares in OI; Nifty 5200 Call added 2.90 lakh shares in OI.
On Oct 19, net sell by the FIIs in Nifty Futures were Rs 1189 crore while net buy in Nifty Options were Rs 280 crore and net buy in Stock Futures were Rs 11 crore.
NSE F&O Cues:
| Rollover | (%) |
| Aban Offshore | 53 |
| S Kumars | 43 |
| Allahabad Bank | 38 |
| Adlabs | 30 |
| Power Grid | 27 |
| Satyam | 25 |
| Total OI Change | Lakh Shares |
| RPL | -138 |
| RNRL | -106 |
| IDBI | -42 |
| GMR Infra | -34 |
| Petronet LNG | -22 |
| MRPL | -19 |
| Union Bank | -14 |
| REL | -12 |
| Power Grid | -11 |
| SAIL | -10 |
| Neyveli Lignite | -10 |
| Alok Industries | -10 |
| Arvind Mills | 16 |
| Hindalco | 9 |
| IDFC | 9 |
| Tata Steel | 5.5 |
| Wipro | 5.5 |
| Triveni Engineering | 5.5 |
| ITC | 5 |
