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F&O cues: Marketwide rollover at 16%

Published on Mon, Jun 23, 2008 at 08:18 , Updated at Mon, Jun 23, 2008 at 09:41
Source : moneycontrol.com

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F&O cues:

  • Marketwide rollover at 16%, Nifty rollover at 20%
  • Futures Open Interest down by Rs 1,114 crore and Options Open Interest up by Rs 763 crore
  • Nifty June Futures shed 4.2 lakh shares in Open Interest
  • Nifty July Futures add 26 lakh shares in Open Interest
  • Nifty June at 12-point discount, July at 29-point discount
  • Nifty Open Interest Put-Call ratio at 1.37 Vs 1.52
  • Nifty IVs at 35% level
  • Nifty Puts shed 9.6 lakh shares in Open Interest
  • Nifty Calls add 23.2 lakh shares in Open Interest
  • Nifty June 4500 Put sheds 7.5 lakh shares in Open Interest
  • Nifty June 4700 Put sheds 4 lakh shares in Open Interest
  • Nifty June 4600 Put sheds 3 lakh shares in Open Interest
  • Nifty June 4500 Call add 9 lakh shares in Open Interest
  • Nifty June 4300 Call add 5.8 lakh shares in Open Interest
  • Nifty June 4400 Call add 5 lakh shares in Open Interest

Rollover  %
Ultratech 64
India Cem 58
Grasim 44
Ashok Ley 37
Parsvnath 34
HDFC Bk 31
NTPC 29
Sesa Goa 27
DLF 25
Unitech 22
Ranbaxy 21
June, July, Aug  OI Chg % OI Chg Lakh
Bank Nifty 15 +0.22 shrs
Parsvnath 14 +7.5 shrs
ICICI Bank 4 +3.37 shrs
SBI 5 +2.9 shrs
Satyam 5 +2.2 shrs
Shree Renuka -28 -29.4 shrs
GMR Infra -7 -17.5 shrs
RNRL -6 -17.4 shrs
Nag Fert -11 -17 shrs
Chambal Fert -12 -15.3 shrs
IDFC -7 -8.5 shrs
Sasken -13 -1.8 shrs

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