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NSE F&O Cues: Marketwide rollover at 61%, Nifty rollover at 60%; Futures OI up Rs 3,301 Cr; Options OI up Rs 867 Cr; RPL added 97 lakh shares in OI
Thursday, October 25, 2007
Marketwide rollover was at 61% while Nifty rollover was at 60%. Futures OI was up Rs 3,301 crore while Options OI was up Rs 867 crore. Nifty Nov Futures added 73 lakh shares in OI, Nifty Oct Futures shed 33 lakh shares in OI. Nifty Oct Futures was at 18-point discount while Nov Futures was at 40-point discount. Nifty OI Put-Call ratio was flat at 1.17. Nifty Puts added 8.5 lakh shares in OI while Nifty Calls added 7.6 lakh shares in OI.
Nifty 5300 Put added 2.26 lakh shares in OI; Nifty 5000 Put added 1.9 lakh shares in OI; Nifty 5900 Call added 2.79 lakh shares in OI; Nifty 5500 Call added 2.04 lakh shares in OI and Stock Futures added 2 crore shares in OI.
FIIs IN F&O
On Oct 24, net sell by the FIIs in Nifty Futures were Rs 100 crore and the OI was up 1.08 lakh contracts. There are huge hedging positions ahead of SEBI's final decision. Net buy by the FIIs in Nifty Options were Rs 249 crore and net sell in Stock Futures were Rs 361 crore.
Expiry day stats: | ||
OI (Rs Cr) | Oct | Sep |
Total Futures | 28,363 | 26,950 |
Index Futures | 9,079 | 8,983 |
Stock Futures | 19,283 | 17,967 |
Expiry day stats: | ||
OI (Cr Shrs) | Oct | Sep |
Total Futures | 68.5 | 61 |
Index Futures | 1.65 | 1.79 |
Stock Futures | 66.85 | 59.2 |
Rollover stats:
Oct | Sep | |
RNRL | 56% | 60% |
RPL | 65% | 70% |
IFCI | 67% | 66% |
TTML | 60% | 73% |
GMR | 54% | 55% |
Power Grid | 72% | NA |
Nagarjuna Fert | 46% | 68% |
Ashok Leyland | 52% | 78% |
IDBI | 64% | 67% |
SAIL | 49% | 59% |
Petronet LNG | 55% | 68% |
NTPC | 62% | 70% |
NSE F&O Cues:
Total OI Change | Lakh Shares |
RPL | 97 |
IFCI | 39 |
Arvind Mills | 30 |
NTPC | 27 |
RNRL | 26 |
JP Hydro | 17 |
Reliance Comm | 15 |
ITC | 14 |
HUL | 13 |
Cairn | 11 |
Power Grid | 11 |
Ambuja Cements | 10 |
TTML | -70 |
IDBI | -63 |
Punj Lloyd | -10 |
MRPL | -8 |