• A Nifty future has not shown any significant change in OI as it has increased by nominal 0.67% with fall in price by 0.23%. MINIFTY has shed open interest by 13.48%.

• A Nifty future is trading at a discount of 1.30 points from a premium of 17.50 points.

• Nifty PCR-OI has slipped to 1.24 levels from 1.28 levels.

• Implied volatility of at-the-money option has further gone down to 24.60% from 26%.

• Total Stock futures OI is Rs.24, 624 crores.

• Stocks which are trading at a remarkable premium are PURVA, SRF, PATELENG, DCB and HTMTGLOBAL.

• Nifty rollovers are 27.41%. Stocks like BHARATFORG, IOB, HINDALCO, UNITECH, and MAHSEAMLESS have witnessed maximum rolls. Read More.

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