CNBC-TV18's Head-Markets Research, Anuj Singhal: Nifty futures added 6.3 lakh shares in Open Interest and closed at 15-point discount. Nifty Open Interest PCR declined at 1.16 versus 1.22. Nifty 4500 Put shed 1.5 lakh shares in Open Interest while Nifty 4800 Call added 2 lakh shares in Open Interest and Nifty 4700 Call added 3 lakh shares in Open Interest.

Orchid Chemical was up 16% and was the top traded stock. Futures Open Interest was up 39% and NSE delivery volumes at 4%.

SAIL was down 6.5%. The cost of carry, CoC went up with futures Open Interest up 8%. The stock slipped 35% in one month.

BHEL was up 4.8%. The CoC was down with futures Open Interest down 22%. Recovery seen after 22% fall last week.

L&T was down 5%. The CoC was down while futures Open Interest up 21% and fresh short positions were seen.

Ashok Leyland was up 5.7%. The CoC wads own with futures Open Interest down 6% and NSE delivery volumes at 40 lakh (49%).

F&O HIGHLIGHTS

• Nifty futures add 6.3 lakh shares in Open Int, at 15-point discount                
• Nifty Open Int PCR at 1.16 vs 1.22       
• Nifty 4500 Put sheds 1.5 lakh shares in Open Int
• Nifty 4800 Call adds 2 lakh shares in Open Int
• Nifty 4700 Call adds 3 lakh shares in Open Int

Orchid Chemical

• Stock up 16%;
• top traded in F&O
• Futures Open Int up 39%
• NSE del vol at 4%

SAIL

• Stock down 6.5%;
• CoC up
• Futures Open Int up 8%
• Stock down 35% in one month

BHEL

• Stock up 4.8%;
• CoC down
• Futures Open Int down 22%
• Recovery after 22% fall last week

L&T

• Stock down 5%;
• CoC down
• Futures Open Int up 21%
• Fresh short positions seen

ASHOK LEY

• Stock up 5.7%;
• CoC down
• Futures Open Int down 6%
• NSE del vol at 40 lakh (49%)