CNBC-TV18’s research analyst, Anichya Shah has given F&O highlights.

We are in a truncated week and now there are only three trading sessions after today to the expiry. A lot of individual stocks are seeing some semblance of OI buildup but overall rollovers still remain pretty low. The Nifty has gone into about a 17-point premium and some bit of intraday longs seen in today's trade but the cost to a short rollover - a person shorting next month and buying the current month, is around 17-18 points premium. Remember, the last few expiries, about 2-3 days before expiry, it had expanded to about 20-25 points. So short rollovers are not very aggressive as of now. It will be very interesting to see what happens in the next week or so.

One really interesting trend is that we are seeing a lot of call writing at the 4,700 and 4,800 calls in the current month and even the 4,500 Put and 4,700 Put is seeing a fair bit of call writing on account of these two days of holidays, there will be a fair bit of time value which would accrue to the writers of these calls and hence about a 150 range around the 4,700 mark should be a level where we close on this expiry.

Yes Bank is up about 10% - very interesting as it is seeing pretty strong rollovers at about 24%. Net addition of about 2 lakh shares and the next month is in a slight premium, so some semblance of long rollovers after this stock has taken a big beating over the last few days.

Hindalco Industries saw the strongest rollovers from the metal pack last expiry, has seen rollovers pickup as well. It is seeing good long rollovers and the next month has inched into a bit of premium with a net addition of about 21 lakh shares in OI - this stock should be pretty interesting.

We are seeing some semblance of short rollovers in the IT space continuing. Wipro is one such example as its next month is gone into a discount. Current month is up but this is some semblance of intraday long positions, which we are seeing getting squared off as time goes by in today's trade.

India Cements is another stock that’s looked pretty interesting. It has added about 4.4 lakh shares in the next month. Next month is in a premium, so some semblance of long buildup in this stock as well and IDFC has been primarily driven by a fair bit of short covering and saw a fair bit of short buildup over the last week. It has been driven up by a fair bit of short covering in today's trade.